Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 19,235 : : Positions : : 14,932 9,041 612 690 1,129 486 575 183 224 6,138 962 : : : : Changes from: July 7, 2020 : : 455 -101 39 127 10 0 -40 0 7 289 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 47.0 3.2 3.6 5.9 2.5 3.0 1.0 1.2 31.9 5.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 15,275 : : Positions : : 8,916 8,197 670 775 2,406 662 34 1,158 138 1,381 1,188 : : : : Changes from: July 7, 2020 : : -175 212 30 -124 98 124 34 -14 40 -107 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 53.7 4.4 5.1 15.7 4.3 0.2 7.6 0.9 9.0 7.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 . . . . . 4 . 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 37,312 : : Positions : : 24,947 30,621 4,733 792 1,880 743 265 139 3,055 1,695 1,800 : : : : Changes from: July 7, 2020 : : 620 295 150 195 -110 -25 65 0 -25 60 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 82.1 12.7 2.1 5.0 2.0 0.7 0.4 8.2 4.5 4.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 32,730 : : Positions : : 26,773 26,970 0 3,324 1,003 0 229 304 3,775 25 875 : : : : Changes from: July 7, 2020 : : 1,724 404 0 1,395 -75 0 0 0 75 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 82.4 0.0 10.2 3.1 0.0 0.7 0.9 11.5 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 . . 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 137,629 : : Positions : : 105,102 99,885 2,100 15,996 8,437 10,132 1,443 4,904 3,593 3,733 3,115 : : : : Changes from: July 7, 2020 : : 2,443 1,713 -306 1,064 196 212 -222 161 111 -120 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 72.6 1.5 11.6 6.1 7.4 1.0 3.6 2.6 2.7 2.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 32 . . 5 6 6 . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 66,968 : : Positions : : 56,403 47,927 2,940 10,057 4,163 508 800 1,332 796 1,802 826 : : : : Changes from: July 7, 2020 : : 1,285 910 0 271 132 136 -10 -33 100 350 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 71.6 4.4 15.0 6.2 0.8 1.2 2.0 1.2 2.7 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 39,526 : : Positions : : 36,347 28,535 496 6,955 1,333 0 1,203 0 1,200 1,350 150 : : : : Changes from: July 7, 2020 : : 225 50 0 -200 125 0 25 0 25 375 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 72.2 1.3 17.6 3.4 0.0 3.0 0.0 3.0 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 56,657 : : Positions : : 32,482 21,729 938 26,432 2,183 15,290 200 50 1,363 1,892 4,076 : : : : Changes from: July 7, 2020 : : -1,835 -68 0 -1,660 -145 0 0 0 67 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 38.4 1.7 46.7 3.9 27.0 0.4 0.1 2.4 3.3 7.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 73,080 : : Positions : : 40,979 23,271 0 40,064 3,791 22,902 550 145 2,338 2,668 2,510 : : : : Changes from: July 7, 2020 : : -1,574 361 0 -1,273 -640 529 -75 25 6 -50 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 31.8 0.0 54.8 5.2 31.3 0.8 0.2 3.2 3.7 3.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 19 0 4 4 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 70,593 : : Positions : : 51,121 44,435 12,185 20,764 3,157 0 0 0 2,149 748 1,489 : : : : Changes from: July 7, 2020 : : 1,030 522 100 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 62.9 17.3 29.4 4.5 0.0 0.0 0.0 3.0 1.1 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 25,194 : : Positions : : 22,744 25,094 100 0 100 1,550 0 0 700 0 0 : : : : Changes from: July 7, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 99.6 0.4 0.0 0.4 6.2 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 88,474 : : Positions : : 62,142 48,980 20,648 35,283 1,176 0 100 0 1,900 819 2,116 : : : : Changes from: July 7, 2020 : : 1,765 925 -410 430 0 0 -50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 55.4 23.3 39.9 1.3 0.0 0.1 0.0 2.1 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 14, 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 43,180 : : Positions : : 28,433 38,570 9,739 0 4,104 0 0 0 280 0 200 : : : : Changes from: July 7, 2020 : : -1,352 -1,092 335 0 -120 0 0 0 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 89.3 22.6 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 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 27,643 : : Positions : : 25,789 15,956 0 9,434 1,047 0 600 0 360 595 0 : : : : Changes from: July 7, 2020 : : -430 -547 0 204 -204 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 57.7 0.0 34.1 3.8 0.0 2.2 0.0 1.3 2.2 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 14, 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 21,173 : : Positions : : 12,884 19,086 5,420 0 1,565 0 0 0 900 222 300 : : : : Changes from: July 7, 2020 : : 739 314 -995 0 425 0 0 0 575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 90.1 25.6 0.0 7.4 0.0 0.0 0.0 4.3 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 84,646 : : Positions : : 61,404 61,814 295 8,325 9,216 6,456 1,358 57 4,434 1,081 2,331 : : : : Changes from: July 7, 2020 : : -3,379 -2,991 -75 -1,228 67 -126 -25 5 -737 -61 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 73.0 0.3 9.8 10.9 7.6 1.6 0.1 5.2 1.3 2.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 33 . . . 6 . . 11 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 14,516 : : Positions : : 9,944 14,222 3,654 0 144 750 0 0 0 150 0 : : : : Changes from: July 7, 2020 : : 479 440 -63 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 98.0 25.2 0.0 1.0 5.2 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 14,456 : : Positions : : 9,884 14,162 3,654 0 144 750 0 0 0 150 0 : : : : Changes from: July 7, 2020 : : 479 590 -63 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 98.0 25.3 0.0 1.0 5.2 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 47,539 : : Positions : : 39,220 36,060 0 4,491 3,600 0 600 0 4,120 2,100 285 : : : : Changes from: July 7, 2020 : : 41 -254 0 -1,310 252 0 -100 0 -1,100 625 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 75.9 0.0 9.4 7.6 0.0 1.3 0.0 8.7 4.4 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 47,313 : : Positions : : 34,448 41,468 6,744 0 5,249 0 0 0 540 100 175 : : : : Changes from: July 7, 2020 : : -1,839 -1,724 380 0 -120 0 0 0 -150 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 87.6 14.3 0.0 11.1 0.0 0.0 0.0 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 41,331 : : Positions : : 36,207 29,287 0 6,765 3,923 135 875 30 275 200 250 : : : : Changes from: July 7, 2020 : : -266 -882 -55 777 -927 20 -25 -20 0 -165 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 70.9 0.0 16.4 9.5 0.3 2.1 0.1 0.7 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 64,514 : : Positions : : 49,899 61,644 9,889 230 2,150 0 0 0 1,550 200 50 : : : : Changes from: July 7, 2020 : : 791 191 -700 0 600 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 95.6 15.3 0.4 3.3 0.0 0.0 0.0 2.4 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 14, 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 70,436 : : Positions : : 58,754 64,026 4,936 1,595 3,750 0 595 0 2,406 200 90 : : : : Changes from: July 7, 2020 : : 620 335 275 620 -20 0 70 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 90.9 7.0 2.3 5.3 0.0 0.8 0.0 3.4 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 14, 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 81,457 : : Positions : : 66,059 72,335 8,879 4,822 1,342 0 518 30 2,391 0 2,338 : : : : Changes from: July 7, 2020 : : 677 1,283 -65 0 25 0 0 0 673 0 -288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 88.8 10.9 5.9 1.6 0.0 0.6 0.0 2.9 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 99,565 : : Positions : : 79,756 86,733 10,009 4,330 2,990 659 1,416 180 1,901 125 3,773 : : : : Changes from: July 7, 2020 : : 763 1,122 -56 9 3 14 -62 5 348 -4 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 87.1 10.1 4.3 3.0 0.7 1.4 0.2 1.9 0.1 3.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 23 28 5 . 5 . 5 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 61,263 : : Positions : : 42,286 54,751 18,454 2,150 123 0 2,814 0 375 1,400 25 : : : : Changes from: July 7, 2020 : : 3,031 3,625 1,200 666 3 0 15 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 89.4 30.1 3.5 0.2 0.0 4.6 0.0 0.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 56,440 : : Positions : : 37,540 55,040 17,325 0 525 0 150 0 1,050 725 0 : : : : Changes from: July 7, 2020 : : 3,300 3,900 900 0 300 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 97.5 30.7 0.0 0.9 0.0 0.3 0.0 1.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 57,267 : : Positions : : 35,724 52,322 16,581 127 2,244 700 35 0 944 1,685 743 : : : : Changes from: July 7, 2020 : : 735 233 -350 0 0 0 0 0 -99 53 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 91.4 29.0 0.2 3.9 1.2 0.1 0.0 1.6 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 14, 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 63,820 : : Positions : : 46,754 56,587 13,045 295 440 1,170 3,200 245 1,267 1,971 688 : : : : Changes from: July 7, 2020 : : 261 -464 -774 0 -5 100 0 -30 -96 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 88.7 20.4 0.5 0.7 1.8 5.0 0.4 2.0 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 14, 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 25,274 : : Positions : : 11,899 23,705 12,815 0 424 0 885 0 0 0 0 : : : : Changes from: July 7, 2020 : : 50 50 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 93.8 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 14, 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 24,989 : : Positions : : 12,015 24,046 12,145 0 533 0 225 0 0 0 0 : : : : Changes from: July 7, 2020 : : 110 -215 -165 0 161 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 96.2 48.6 0.0 2.1 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 29,396 : : Positions : : 23,821 20,714 2,880 4,815 728 0 524 330 1,370 1,397 160 : : : : Changes from: July 7, 2020 : : -11 -41 -25 25 0 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.5 9.8 16.4 2.5 0.0 1.8 1.1 4.7 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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: July 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 58,475 : : Positions : : 44,079 28,101 7,008 22,180 510 2,686 5,728 284 2,129 0 1,651 : : : : Changes from: July 7, 2020 : : 764 789 205 30 -155 5 265 0 100 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 48.1 12.0 37.9 0.9 4.6 9.8 0.5 3.6 0.0 2.8 : : : : 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 14, 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 36,006 : : Positions : : 30,618 13,320 2,274 18,570 1,155 725 1,288 60 566 1,094 464 : : : : Changes from: July 7, 2020 : : 265 490 345 0 -115 0 0 0 0 120 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 37.0 6.3 51.6 3.2 2.0 3.6 0.2 1.6 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 18,854 : : Positions : : 9,553 17,495 7,416 0 745 300 264 0 575 175 175 : : : : Changes from: July 7, 2020 : : -485 -235 250 0 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 92.8 39.3 0.0 4.0 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 14, 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 12,273 : : Positions : : 7,069 8,350 2,494 2,100 1,068 140 0 0 250 100 490 : : : : Changes from: July 7, 2020 : : 600 0 -615 0 600 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 68.0 20.3 17.1 8.7 1.1 0.0 0.0 2.0 0.8 4.0 : : : : 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 14, 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 11,271 : : Positions : : 6,207 7,345 2,432 2,100 1,076 140 0 0 220 100 485 : : : : Changes from: July 7, 2020 : : 600 0 -615 0 600 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 65.2 21.6 18.6 9.5 1.2 0.0 0.0 2.0 0.9 4.3 : : : : 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 14, 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 34,760 : : Positions : : 20,500 29,180 10,535 0 375 200 0 0 950 3,170 2,035 : : : : Changes from: July 7, 2020 : : 150 450 300 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 83.9 30.3 0.0 1.1 0.6 0.0 0.0 2.7 9.1 5.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 35,180 : : Positions : : 21,055 29,700 10,325 0 480 200 0 0 950 2,995 2,005 : : : : Changes from: July 7, 2020 : : 150 450 300 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 84.4 29.3 0.0 1.4 0.6 0.0 0.0 2.7 8.5 5.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 115,400 : : Positions : : 81,288 95,532 22,331 3,372 8,455 150 1,030 760 915 4,745 1,426 : : : : Changes from: July 7, 2020 : : 4,134 5,410 -165 -1,510 1,640 0 0 30 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 82.8 19.4 2.9 7.3 0.1 0.9 0.7 0.8 4.1 1.2 : : : : 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 14, 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 126,955 : : Positions : : 88,071 106,849 24,118 1,120 9,213 314 1,170 1,700 924 4,262 2,561 : : : : Changes from: July 7, 2020 : : 3,290 4,853 1,665 260 -184 288 -110 15 15 258 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 84.2 19.0 0.9 7.3 0.2 0.9 1.3 0.7 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 27 5 . 5 . . . 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 535,113 : : Positions : : 295,495 363,997 51,745 3,920 95,284 17,216 12,690 31,419 21,901 5,988 21,646 : : : : Changes from: July 7, 2020 : : -887 2,294 -164 -222 -1,638 1,294 -464 -443 1,396 117 -944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 68.0 9.7 0.7 17.8 3.2 2.4 5.9 4.1 1.1 4.0 : : : : Number of Traders in Each Category Total Traders: 93 : : 42 36 . . 5 8 10 8 17 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 16,817 : : Positions : : 9,404 14,695 1,107 25 1,322 960 0 665 3,194 0 50 : : : : Changes from: July 7, 2020 : : 70 460 170 0 -113 140 -100 100 -20 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 87.4 6.6 0.1 7.9 5.7 0.0 4.0 19.0 0.0 0.3 : : : : 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 14, 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 13,371 : : Positions : : 6,702 11,505 1,524 90 1,111 140 300 365 3,414 0 0 : : : : Changes from: July 7, 2020 : : 70 260 200 0 -200 -10 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 86.0 11.4 0.7 8.3 1.0 2.2 2.7 25.5 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 14, 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 9,095 : : Positions : : 6,305 5,650 55 0 375 765 375 355 285 1,865 70 : : : : Changes from: July 7, 2020 : : 3,295 2,220 -455 0 190 680 45 -485 -330 1,240 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 62.1 0.6 0.0 4.1 8.4 4.1 3.9 3.1 20.5 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 15,066 : : Positions : : 11,827 13,588 893 0 184 350 0 0 1,545 1,049 225 : : : : Changes from: July 7, 2020 : : -1,381 -1,643 -41 0 -25 0 0 0 -450 -201 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 90.2 5.9 0.0 1.2 2.3 0.0 0.0 10.3 7.0 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 22 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 88,218 : : Positions : : 61,862 63,382 17,531 11,956 1,440 0 4,055 0 0 0 0 : : : : Changes from: July 7, 2020 : : 725 800 125 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 71.8 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 14, 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 73,475 : : Positions : : 52,091 51,135 13,884 10,285 1,465 0 4,555 0 0 0 0 : : : : Changes from: July 7, 2020 : : 243 243 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 69.6 18.9 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 14, 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 8,055 0 4,785 350 990 0 1,500 0 0 : : : : Changes from: July 7, 2020 : : 0 0 200 0 -100 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 64.5 32.6 0.0 19.3 1.4 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 14, 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 59,140 : : Positions : : 32,790 20,545 6,926 24,586 780 11,620 5,515 3,745 0 960 0 : : : : Changes from: July 7, 2020 : : 735 360 -235 0 0 0 140 -80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 34.7 11.7 41.6 1.3 19.6 9.3 6.3 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 39,354 : : Positions : : 20,747 16,953 9,951 12,890 780 2,365 3,130 3,015 0 360 300 : : : : Changes from: July 7, 2020 : : 152 -43 -105 0 0 0 90 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 43.1 25.3 32.8 2.0 6.0 8.0 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 14, 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 22,345 : : Positions : : 13,215 12,103 5,170 3,122 300 0 3,340 1,800 0 0 0 : : : : Changes from: July 7, 2020 : : 200 225 0 50 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 54.2 23.1 14.0 1.3 0.0 14.9 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 97,760 : : Positions : : 61,035 32,830 340 35,380 5,300 11,545 1,450 1,110 0 3,215 625 : : : : Changes from: July 7, 2020 : : 155 355 -550 -1,300 75 -550 0 230 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 33.6 0.3 36.2 5.4 11.8 1.5 1.1 0.0 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 93,160 : : Positions : : 57,915 31,670 0 31,555 5,420 12,500 1,450 1,055 0 5,685 70 : : : : Changes from: July 7, 2020 : : 350 650 -125 -575 -325 -150 0 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 34.0 0.0 33.9 5.8 13.4 1.6 1.1 0.0 6.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 23,503 : : Positions : : 14,021 4,153 0 998 766 2,355 9,090 505 875 3,875 490 : : : : Changes from: July 7, 2020 : : -15 10 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 17.7 0.0 4.2 3.3 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 14, 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 22,833 : : Positions : : 13,226 4,188 0 1,713 633 2,355 8,590 535 875 2,885 1,005 : : : : Changes from: July 7, 2020 : : -15 10 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 18.3 0.0 7.5 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 14, 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 65,720 : : Positions : : 19,615 55,705 12,305 7,875 60 22,525 0 0 9,340 0 0 : : : : Changes from: July 7, 2020 : : 0 5,720 -250 100 0 5,250 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 84.8 18.7 12.0 0.1 34.3 0.0 0.0 14.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 60,925 : : Positions : : 20,955 54,610 8,845 1,730 1,875 5,650 55 50 20,645 0 140 : : : : Changes from: July 7, 2020 : : -100 -100 -25 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 89.6 14.5 2.8 3.1 9.3 0.1 0.1 33.9 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 14, 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 51,535 : : Positions : : 20,165 45,500 9,225 2,090 1,110 5,650 55 50 12,455 0 490 : : : : Changes from: July 7, 2020 : : -100 -100 -25 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 88.3 17.9 4.1 2.2 11.0 0.1 0.1 24.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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: July 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: July 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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 63,842 : : Positions : : 37,153 22,006 0 18,707 390 17,050 0 3,615 50 13,610 2,005 : : : : Changes from: July 7, 2020 : : 370 300 0 145 90 -25 0 10 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 34.5 0.0 29.3 0.6 26.7 0.0 5.7 0.1 21.3 3.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 53,320 : : Positions : : 35,278 18,740 0 16,138 390 8,850 0 3,665 50 9,550 2,250 : : : : Changes from: July 7, 2020 : : 735 290 0 320 90 -125 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 35.1 0.0 30.3 0.7 16.6 0.0 6.9 0.1 17.9 4.2 : : : : 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 14, 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 185,993 : : Positions : : 98,938 84,500 16,045 260 8,374 3,982 20,030 6,553 1,375 15,405 2,185 : : : : Changes from: July 7, 2020 : : 3,075 -3,440 -1,420 0 1,790 -4,800 50 1,590 125 370 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 45.4 8.6 0.1 4.5 2.1 10.8 3.5 0.7 8.3 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 146,036 : : Positions : : 72,895 76,591 19,254 0 2,455 2,587 10,250 6,903 1,805 9,555 2,110 : : : : Changes from: July 7, 2020 : : 1,979 -4,046 -1,235 0 70 -4,800 -55 1,830 255 300 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 52.4 13.2 0.0 1.7 1.8 7.0 4.7 1.2 6.5 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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: July 7, 2020 : : 0 0 0 0 0 0 0 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 14, 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 69,051 : : Positions : : 28,360 37,100 15,591 5,246 10,265 1,755 0 8,815 0 3,590 0 : : : : Changes from: July 7, 2020 : : -900 -1,200 380 680 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 53.7 22.6 7.6 14.9 2.5 0.0 12.8 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 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 59,435 : : Positions : : 25,835 29,250 8,926 4,291 7,264 1,580 0 9,065 0 3,040 0 : : : : Changes from: July 7, 2020 : : 0 -400 420 820 -535 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 49.2 15.0 7.2 12.2 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 14, 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 44,150 : : Positions : : 18,805 25,185 965 5,660 5,645 11,325 1,585 1,990 840 0 840 : : : : Changes from: July 7, 2020 : : 2,400 -1,800 720 120 -80 -4,800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 57.0 2.2 12.8 12.8 25.7 3.6 4.5 1.9 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 52,585 : : Positions : : 13,825 36,380 0 3,830 5,380 27,220 1,855 1,200 840 0 840 : : : : Changes from: July 7, 2020 : : 1,960 -2,040 0 -800 20 -4,800 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 69.2 0.0 7.3 10.2 51.8 3.5 2.3 1.6 0.0 1.6 : : : : 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 14, 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 175,579 : : Positions : : 90,111 97,729 6,933 3,139 30,521 6,725 7,070 6,000 3,150 0 0 : : : : Changes from: July 7, 2020 : : -4,527 2,975 2,148 -547 1,047 140 -4,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 55.7 3.9 1.8 17.4 3.8 4.0 3.4 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 14, 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 120,555 : : Positions : : 69,050 61,405 3,550 12,825 17,525 2,115 2,915 8,855 2,460 0 0 : : : : Changes from: July 7, 2020 : : -3,280 1,655 290 245 735 90 -4,800 585 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 50.9 2.9 10.6 14.5 1.8 2.4 7.3 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 17, 2020