Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,261 : : Positions : : 13,587 7,701 232 918 1,029 345 355 183 202 5,524 1,077 : : : : Changes from: July 28, 2020 : : -976 -417 -271 -30 -37 -141 5 0 -22 -830 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 44.6 1.3 5.3 6.0 2.0 2.1 1.1 1.2 32.0 6.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 12,469 : : Positions : : 7,353 6,677 663 756 1,698 611 0 838 119 1,224 894 : : : : Changes from: July 28, 2020 : : -1,367 -911 1 -42 -593 84 0 -373 31 -393 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 53.5 5.3 6.1 13.6 4.9 0.0 6.7 1.0 9.8 7.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . . . . 0 . . 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 36,484 : : Positions : : 24,104 29,796 4,693 1,178 1,751 677 485 164 3,605 1,395 1,475 : : : : Changes from: July 28, 2020 : : -2,416 -1,263 -115 -179 -49 -66 -5 25 725 -425 -475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 81.7 12.9 3.2 4.8 1.9 1.3 0.4 9.9 3.8 4.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 32,068 : : Positions : : 26,974 26,686 0 3,957 440 0 206 304 3,900 25 450 : : : : Changes from: July 28, 2020 : : -1,779 -1,239 0 -42 -248 0 -23 0 475 0 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 83.2 0.0 12.3 1.4 0.0 0.6 0.9 12.2 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 143,960 : : Positions : : 108,188 106,635 2,394 14,053 8,376 11,317 1,165 4,377 4,801 3,962 3,340 : : : : Changes from: July 28, 2020 : : 636 3,258 264 -1,802 754 -25 -363 33 1,039 -189 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 74.1 1.7 9.8 5.8 7.9 0.8 3.0 3.3 2.8 2.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 32 . . 5 7 6 4 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 70,016 : : Positions : : 59,276 49,508 2,940 12,078 3,970 908 965 950 971 1,483 1,001 : : : : Changes from: July 28, 2020 : : -547 -496 0 500 -262 107 0 0 300 -144 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 70.7 4.2 17.3 5.7 1.3 1.4 1.4 1.4 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 23 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 41,496 : : Positions : : 37,592 30,715 156 6,005 2,348 0 1,153 0 1,250 1,125 150 : : : : Changes from: July 28, 2020 : : 75 350 -100 -275 248 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.0 0.4 14.5 5.7 0.0 2.8 0.0 3.0 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 57,233 : : Positions : : 32,834 23,337 906 24,277 3,071 14,690 225 50 1,301 1,957 4,011 : : : : Changes from: July 28, 2020 : : -125 -30 -12 -285 138 0 25 0 -28 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 40.8 1.6 42.4 5.4 25.7 0.4 0.1 2.3 3.4 7.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 71,278 : : Positions : : 40,773 25,369 0 36,385 3,547 20,967 500 145 2,180 2,574 2,603 : : : : Changes from: July 28, 2020 : : -333 615 0 -785 -170 0 9 25 -28 39 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 35.6 0.0 51.0 5.0 29.4 0.7 0.2 3.1 3.6 3.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 0 4 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 70,814 : : Positions : : 51,492 45,228 11,658 19,669 3,157 0 0 0 2,390 758 1,317 : : : : Changes from: July 28, 2020 : : -260 -640 -153 -85 0 0 0 0 75 10 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 63.9 16.5 27.8 4.5 0.0 0.0 0.0 3.4 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 89,319 : : Positions : : 62,747 50,463 19,985 34,048 1,109 175 100 70 2,195 833 1,996 : : : : Changes from: July 28, 2020 : : -202 -276 -168 -65 12 84 50 0 159 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 56.5 22.4 38.1 1.2 0.2 0.1 0.1 2.5 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 42,725 : : Positions : : 27,928 39,035 10,709 0 3,184 0 0 0 280 0 200 : : : : Changes from: July 28, 2020 : : -900 0 900 0 -900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 91.4 25.1 0.0 7.5 0.0 0.0 0.0 0.7 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 August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 26,976 : : Positions : : 25,154 15,676 0 9,064 1,017 0 600 0 360 601 0 : : : : Changes from: July 28, 2020 : : 465 425 0 30 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 58.1 0.0 33.6 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 August 4, 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 24,184 : : Positions : : 14,695 22,097 5,420 0 1,565 0 0 0 2,100 222 300 : : : : Changes from: July 28, 2020 : : 1,451 1,451 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 91.4 22.4 0.0 6.5 0.0 0.0 0.0 8.7 0.9 1.2 : : : : 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 August 4, 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 87,394 : : Positions : : 64,692 63,225 295 8,649 8,966 5,930 893 223 4,066 2,147 2,682 : : : : Changes from: July 28, 2020 : : 1,379 1,301 0 -20 -166 -415 -362 -29 254 205 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 72.3 0.3 9.9 10.3 6.8 1.0 0.3 4.7 2.5 3.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 35 . . . 6 . . 10 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 16,128 : : Positions : : 10,954 15,582 4,004 0 396 750 0 0 0 150 0 : : : : Changes from: July 28, 2020 : : 360 360 0 0 252 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 96.6 24.8 0.0 2.5 4.7 0.0 0.0 0.0 0.9 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 August 4, 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 16,168 : : Positions : : 10,994 15,622 4,004 0 396 750 0 0 0 150 0 : : : : Changes from: July 28, 2020 : : 360 360 0 0 252 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 96.6 24.8 0.0 2.4 4.6 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 51,643 : : Positions : : 43,206 39,142 0 5,411 3,702 0 600 0 4,120 2,100 285 : : : : Changes from: July 28, 2020 : : 1,210 1,210 0 0 102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 75.8 0.0 10.5 7.2 0.0 1.2 0.0 8.0 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 47,593 : : Positions : : 35,510 42,063 6,307 0 4,919 0 0 0 540 100 175 : : : : Changes from: July 28, 2020 : : -658 210 893 0 -830 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 88.4 13.3 0.0 10.3 0.0 0.0 0.0 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 42,354 : : Positions : : 36,468 29,618 0 7,060 4,293 120 875 0 275 200 250 : : : : Changes from: July 28, 2020 : : 670 1,045 0 -186 212 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 69.9 0.0 16.7 10.1 0.3 2.1 0.0 0.6 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 65,640 : : Positions : : 50,535 62,605 9,879 230 2,205 0 0 0 1,725 250 110 : : : : Changes from: July 28, 2020 : : -105 165 0 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 95.4 15.1 0.4 3.4 0.0 0.0 0.0 2.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 71,446 : : Positions : : 59,369 64,785 5,075 1,755 3,740 0 675 0 2,591 200 75 : : : : Changes from: July 28, 2020 : : 75 109 -11 0 0 0 30 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 90.7 7.1 2.5 5.2 0.0 0.9 0.0 3.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 85,758 : : Positions : : 71,146 76,880 8,768 4,822 1,408 0 523 30 1,965 0 2,023 : : : : Changes from: July 28, 2020 : : 2,437 2,157 -1 0 61 0 0 0 -279 0 -466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 89.6 10.2 5.6 1.6 0.0 0.6 0.0 2.3 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 104,946 : : Positions : : 86,442 91,565 10,022 4,435 2,948 652 1,366 125 1,313 1,415 3,084 : : : : Changes from: July 28, 2020 : : 2,694 3,062 -42 49 -37 -25 -102 -55 620 280 -1,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 87.2 9.5 4.2 2.8 0.6 1.3 0.1 1.3 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 27 5 . 4 . 6 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 64,433 : : Positions : : 43,252 58,191 20,749 1,370 207 0 2,815 0 200 1,825 25 : : : : Changes from: July 28, 2020 : : 1,991 2,840 795 -330 45 0 1 0 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 90.3 32.2 2.1 0.3 0.0 4.4 0.0 0.3 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 57,890 : : Positions : : 38,690 56,490 17,625 0 525 0 150 0 1,050 725 0 : : : : Changes from: July 28, 2020 : : 1,500 1,500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 97.6 30.4 0.0 0.9 0.0 0.3 0.0 1.8 1.3 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 August 4, 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 59,027 : : Positions : : 38,278 52,784 14,517 127 3,506 750 35 0 1,030 1,685 792 : : : : Changes from: July 28, 2020 : : 1,187 259 -855 0 600 50 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 89.4 24.6 0.2 5.9 1.3 0.1 0.0 1.7 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 67,045 : : Positions : : 50,693 57,104 9,335 295 3,143 1,457 3,165 235 1,366 2,035 601 : : : : Changes from: July 28, 2020 : : 718 213 -715 0 590 212 -35 15 85 19 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 85.2 13.9 0.4 4.7 2.2 4.7 0.4 2.0 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . . . 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 25,505 : : Positions : : 11,619 23,694 12,920 0 436 0 885 0 0 0 0 : : : : Changes from: July 28, 2020 : : -295 -230 -51 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 92.9 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 : : 13 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 25,156 : : Positions : : 11,730 23,961 12,263 0 545 0 225 0 0 0 0 : : : : Changes from: July 28, 2020 : : -260 -240 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 95.2 48.7 0.0 2.2 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 August 4, 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 30,262 : : Positions : : 24,021 21,325 2,955 5,000 888 0 524 375 1,460 1,197 255 : : : : Changes from: July 28, 2020 : : -136 160 -95 -125 110 0 0 45 15 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 70.5 9.8 16.5 2.9 0.0 1.7 1.2 4.8 4.0 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 18,611 : : Positions : : 14,940 13,839 1,463 1,132 435 0 970 0 685 956 197 : : : : Changes from: July 28, 2020 : : 451 -401 0 -50 115 0 0 0 0 -45 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 74.4 7.9 6.1 2.3 0.0 5.2 0.0 3.7 5.1 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 60,098 : : Positions : : 45,179 29,432 7,349 22,245 491 2,651 5,741 284 2,660 659 1,085 : : : : Changes from: July 28, 2020 : : 278 214 -31 65 -104 -60 85 0 26 40 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 49.0 12.2 37.0 0.8 4.4 9.6 0.5 4.4 1.1 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 37,288 : : Positions : : 31,618 14,222 2,311 18,570 1,105 755 1,413 60 591 1,342 456 : : : : Changes from: July 28, 2020 : : -145 35 -3 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 38.1 6.2 49.8 3.0 2.0 3.8 0.2 1.6 3.6 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 17,821 : : Positions : : 9,210 16,841 6,966 0 645 300 160 0 500 50 125 : : : : Changes from: July 28, 2020 : : -448 -884 -425 0 -150 0 -29 0 -50 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 94.5 39.1 0.0 3.6 1.7 0.9 0.0 2.8 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 12,148 : : Positions : : 6,926 8,100 2,454 1,900 1,068 140 0 0 240 100 500 : : : : Changes from: July 28, 2020 : : -143 -210 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 66.7 20.2 15.6 8.8 1.2 0.0 0.0 2.0 0.8 4.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 11,123 : : Positions : : 6,053 7,065 2,392 1,900 1,083 140 0 0 210 100 495 : : : : Changes from: July 28, 2020 : : -154 -240 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 63.5 21.5 17.1 9.7 1.3 0.0 0.0 1.9 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 August 4, 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 36,525 : : Positions : : 20,295 30,870 12,325 0 295 200 0 0 950 3,190 2,035 : : : : Changes from: July 28, 2020 : : -220 1,045 1,140 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 84.5 33.7 0.0 0.8 0.5 0.0 0.0 2.6 8.7 5.6 : : : : 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 August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 36,770 : : Positions : : 20,995 31,245 11,370 0 400 200 0 0 975 3,015 2,005 : : : : Changes from: July 28, 2020 : : -205 1,160 785 0 -75 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 85.0 30.9 0.0 1.1 0.5 0.0 0.0 2.7 8.2 5.5 : : : : 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 August 4, 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 118,786 : : Positions : : 84,113 95,756 22,216 4,106 8,247 150 1,679 760 1,205 4,663 1,430 : : : : Changes from: July 28, 2020 : : 1,098 -1,635 65 1,189 -231 0 0 0 -125 1 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 80.6 18.7 3.5 6.9 0.1 1.4 0.6 1.0 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 29 4 . . . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 131,022 : : Positions : : 91,033 109,454 23,472 0 9,714 76 1,534 2,373 1,399 4,015 2,555 : : : : Changes from: July 28, 2020 : : 933 -956 -941 -17 834 2 188 -82 151 -39 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 83.5 17.9 0.0 7.4 0.1 1.2 1.8 1.1 3.1 2.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 28 6 0 5 . . 4 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 543,729 : : Positions : : 302,330 373,775 51,911 4,230 89,973 17,408 10,346 34,132 24,525 5,371 22,048 : : : : Changes from: July 28, 2020 : : 6,586 2,844 -2,063 -132 1,172 -400 1,740 2,004 2,928 -250 -522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 68.7 9.5 0.8 16.5 3.2 1.9 6.3 4.5 1.0 4.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 44 37 . . 5 10 8 12 17 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,068 : : Positions : : 9,614 14,430 1,082 106 1,297 961 0 665 3,157 0 50 : : : : Changes from: July 28, 2020 : : -90 -460 0 0 0 0 0 0 -37 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 84.5 6.3 0.6 7.6 5.6 0.0 3.9 18.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 13,636 : : Positions : : 6,912 11,225 1,474 145 1,141 140 300 365 3,414 0 0 : : : : Changes from: July 28, 2020 : : -75 -460 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 82.3 10.8 1.1 8.4 1.0 2.2 2.7 25.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 13,275 : : Positions : : 10,685 10,145 1,045 0 0 200 435 145 160 1,560 510 : : : : Changes from: July 28, 2020 : : 3,680 1,180 -125 0 0 -320 145 -310 -735 1,040 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 76.4 7.9 0.0 0.0 1.5 3.3 1.1 1.2 11.8 3.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . 0 0 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 15,818 : : Positions : : 12,647 14,319 857 51 164 350 0 0 1,545 997 255 : : : : Changes from: July 28, 2020 : : 329 291 0 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 90.5 5.4 0.3 1.0 2.2 0.0 0.0 9.8 6.3 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 90,173 : : Positions : : 64,702 65,862 16,571 11,356 1,440 0 4,055 0 0 0 0 : : : : Changes from: July 28, 2020 : : 600 720 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 73.0 18.4 12.6 1.6 0.0 4.5 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 August 4, 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 75,099 : : Positions : : 54,640 53,324 12,949 9,685 1,465 0 4,580 0 0 0 0 : : : : Changes from: July 28, 2020 : : 600 720 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 71.0 17.2 12.9 2.0 0.0 6.1 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 August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,930 : : Positions : : 6,780 16,640 9,640 0 4,425 350 990 0 1,150 0 0 : : : : Changes from: July 28, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 64.2 37.2 0.0 17.1 1.3 3.8 0.0 4.4 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 August 4, 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 61,025 : : Positions : : 34,685 22,560 6,671 24,086 780 11,620 5,640 3,745 0 960 0 : : : : Changes from: July 28, 2020 : : 1,190 1,100 10 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 37.0 10.9 39.5 1.3 19.0 9.2 6.1 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 41,274 : : Positions : : 23,097 18,213 9,461 13,190 660 2,365 3,430 3,015 0 360 300 : : : : Changes from: July 28, 2020 : : 1,450 1,440 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 44.1 22.9 32.0 1.6 5.7 8.3 7.3 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 22,526 : : Positions : : 13,260 12,798 5,170 2,472 555 0 3,340 1,800 0 0 0 : : : : Changes from: July 28, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 56.8 23.0 11.0 2.5 0.0 14.8 8.0 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 August 4, 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 97,280 : : Positions : : 60,195 33,225 0 36,430 4,225 12,380 1,450 1,165 0 1,425 1,185 : : : : Changes from: July 28, 2020 : : -840 160 0 910 -660 900 0 -10 0 -1,010 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 34.2 0.0 37.4 4.3 12.7 1.5 1.2 0.0 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 93,045 : : Positions : : 57,600 32,775 0 32,695 4,130 13,335 1,450 1,055 0 3,945 525 : : : : Changes from: July 28, 2020 : : -1,005 195 0 660 -510 900 0 0 0 -960 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 35.2 0.0 35.1 4.4 14.3 1.6 1.1 0.0 4.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 23,553 : : Positions : : 14,071 4,153 0 998 766 2,355 9,090 505 875 3,925 490 : : : : Changes from: July 28, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 17.6 0.0 4.2 3.3 10.0 38.6 2.1 3.7 16.7 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 August 4, 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 22,908 : : Positions : : 13,376 4,213 0 1,713 633 2,355 8,590 535 875 3,010 930 : : : : Changes from: July 28, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 18.4 0.0 7.5 2.8 10.3 37.5 2.3 3.8 13.1 4.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 72,352 : : Positions : : 19,733 61,810 13,812 8,625 35 27,625 0 0 9,340 0 0 : : : : Changes from: July 28, 2020 : : 205 570 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 85.4 19.1 11.9 0.0 38.2 0.0 0.0 12.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 72,180 : : Positions : : 20,415 61,935 14,190 8,130 70 27,225 0 0 8,640 0 0 : : : : Changes from: July 28, 2020 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 85.8 19.7 11.3 0.1 37.7 0.0 0.0 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 61,325 : : Positions : : 20,905 54,985 9,370 1,730 1,875 5,650 80 50 20,570 0 140 : : : : Changes from: July 28, 2020 : : 0 -75 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 89.7 15.3 2.8 3.1 9.2 0.1 0.1 33.5 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 August 4, 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 52,035 : : Positions : : 20,215 45,975 9,750 2,090 1,110 5,650 80 50 12,380 0 490 : : : : Changes from: July 28, 2020 : : 0 -75 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 88.4 18.7 4.0 2.1 10.9 0.2 0.1 23.8 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 August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,600 : : Positions : : 10,215 10,190 1,320 0 780 95 3,225 0 2,185 860 530 : : : : Changes from: July 28, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 54.8 7.1 0.0 4.2 0.5 17.3 0.0 11.7 4.6 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 69,870 : : Positions : : 37,070 38,290 4,115 0 2,765 2,495 19,900 840 15,405 1,250 1,270 : : : : Changes from: July 28, 2020 : : -15 25 -250 0 175 0 0 0 290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 54.8 5.9 0.0 4.0 3.6 28.5 1.2 22.0 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 64,330 : : Positions : : 36,785 33,510 3,740 0 2,915 2,295 19,900 840 11,745 1,250 1,270 : : : : Changes from: July 28, 2020 : : -15 25 -250 0 175 0 0 0 290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 52.1 5.8 0.0 4.5 3.6 30.9 1.3 18.3 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 65,927 : : Positions : : 38,588 23,701 0 18,582 90 17,720 185 3,855 50 13,960 2,005 : : : : Changes from: July 28, 2020 : : 710 720 0 -200 0 60 0 240 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 36.0 0.0 28.2 0.1 26.9 0.3 5.8 0.1 21.2 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 55,505 : : Positions : : 36,988 20,710 0 15,938 90 9,420 210 3,880 50 9,850 2,250 : : : : Changes from: July 28, 2020 : : 760 770 0 -200 0 10 0 240 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 37.3 0.0 28.7 0.2 17.0 0.4 7.0 0.1 17.7 4.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 194,363 : : Positions : : 107,795 86,382 16,135 260 8,290 145 23,053 10,050 1,250 15,505 2,265 : : : : Changes from: July 28, 2020 : : 575 -80 -50 0 -95 0 660 240 0 -35 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 44.4 8.3 0.1 4.3 0.1 11.9 5.2 0.6 8.0 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 August 4, 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 154,306 : : Positions : : 80,415 77,141 19,149 0 3,090 0 14,348 9,310 1,305 9,255 2,505 : : : : Changes from: July 28, 2020 : : 310 -245 50 0 -150 0 610 240 -240 -225 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 50.0 12.4 0.0 2.0 0.0 9.3 6.0 0.8 6.0 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 23,590 : : Positions : : 8,745 18,725 9,425 1,005 2,220 2,100 300 0 0 0 0 : : : : Changes from: July 28, 2020 : : -275 -300 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 79.4 40.0 4.3 9.4 8.9 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 August 4, 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 70,721 : : Positions : : 28,540 38,795 17,246 5,341 9,600 1,880 0 8,815 0 3,640 0 : : : : Changes from: July 28, 2020 : : 350 150 -55 95 100 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 54.9 24.4 7.6 13.6 2.7 0.0 12.5 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 60,717 : : Positions : : 25,552 30,345 10,826 4,903 6,774 1,655 0 9,065 0 3,040 0 : : : : Changes from: July 28, 2020 : : 350 0 0 350 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 50.0 17.8 8.1 11.2 2.7 0.0 14.9 0.0 5.0 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 August 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 46,037 : : Positions : : 21,892 21,895 1,038 6,710 5,327 6,525 2,185 5,565 840 0 840 : : : : Changes from: July 28, 2020 : : 250 50 -200 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 47.6 2.3 14.6 11.6 14.2 4.7 12.1 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 August 4, 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 51,540 : : Positions : : 15,545 32,090 0 4,440 4,805 22,420 2,455 3,475 840 0 840 : : : : Changes from: July 28, 2020 : : 0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 62.3 0.0 8.6 9.3 43.5 4.8 6.7 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 August 4, 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 182,580 : : Positions : : 95,703 108,822 8,374 3,705 28,904 6,875 2,270 7,900 3,150 0 0 : : : : Changes from: July 28, 2020 : : 3,641 4,349 848 73 -795 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 59.6 4.6 2.0 15.8 3.8 1.2 4.3 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 27 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 122,870 : : Positions : : 69,530 65,407 3,140 14,018 17,100 5,190 865 8,195 2,460 0 0 : : : : Changes from: July 28, 2020 : : 515 -290 20 825 -220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 53.2 2.6 11.4 13.9 4.2 0.7 6.7 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 07, 2020