Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 17,494 : : Positions : : 13,737 7,766 232 2,694 954 345 375 183 298 3,858 1,124 : : : : Changes from: August 4, 2020 : : 150 65 0 1,776 -75 0 20 0 96 -1,666 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 44.4 1.3 15.4 5.5 2.0 2.1 1.0 1.7 22.1 6.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . 4 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 11,108 : : Positions : : 6,271 6,517 687 737 1,622 739 0 665 255 717 732 : : : : Changes from: August 4, 2020 : : -1,082 -160 24 -19 -76 128 0 -173 136 -507 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 58.7 6.2 6.6 14.6 6.7 0.0 6.0 2.3 6.5 6.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . . . 0 . . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 36,801 : : Positions : : 24,194 30,141 4,843 1,073 1,678 677 485 164 3,630 1,420 1,600 : : : : Changes from: August 4, 2020 : : 90 345 150 -105 -73 0 0 0 25 25 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 81.9 13.2 2.9 4.6 1.8 1.3 0.4 9.9 3.9 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 31,938 : : Positions : : 26,969 26,656 0 3,982 440 0 206 304 3,875 0 350 : : : : Changes from: August 4, 2020 : : -5 -30 0 25 0 0 0 0 -25 -25 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 83.5 0.0 12.5 1.4 0.0 0.6 1.0 12.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 0 . . 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 140,110 : : Positions : : 105,623 106,291 2,101 13,584 8,273 11,699 587 4,109 4,467 3,844 3,261 : : : : Changes from: August 4, 2020 : : -2,565 -344 -293 -469 -103 382 -578 -268 -334 -118 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 75.9 1.5 9.7 5.9 8.3 0.4 2.9 3.2 2.7 2.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 33 . . 5 9 4 5 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 65,042 : : Positions : : 55,718 45,833 2,690 13,167 3,226 1,376 845 485 671 583 876 : : : : Changes from: August 4, 2020 : : -3,558 -3,675 -250 1,089 -744 468 -120 -465 -300 -900 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 70.5 4.1 20.2 5.0 2.1 1.3 0.7 1.0 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 38,495 : : Positions : : 35,534 27,815 0 6,567 2,011 0 827 0 825 1,150 125 : : : : Changes from: August 4, 2020 : : -2,058 -2,900 -156 562 -337 0 -326 0 -425 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 72.3 0.0 17.1 5.2 0.0 2.1 0.0 2.1 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 55,336 : : Positions : : 31,635 21,748 900 24,265 3,037 14,465 175 50 1,363 2,347 3,616 : : : : Changes from: August 4, 2020 : : -1,199 -1,589 -6 -12 -34 -225 -50 0 62 390 -395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 39.3 1.6 43.9 5.5 26.1 0.3 0.1 2.5 4.2 6.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 69,327 : : Positions : : 39,974 24,206 0 35,708 3,530 20,650 435 70 1,940 2,791 2,506 : : : : Changes from: August 4, 2020 : : -799 -1,163 0 -677 -17 -317 -65 -75 -240 217 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 34.9 0.0 51.5 5.1 29.8 0.6 0.1 2.8 4.0 3.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 0 4 4 6 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 67,139 : : Positions : : 48,824 42,979 11,283 18,993 3,102 0 0 0 2,134 731 1,334 : : : : Changes from: August 4, 2020 : : -2,668 -2,249 -375 -676 -55 0 0 0 -256 -27 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 64.0 16.8 28.3 4.6 0.0 0.0 0.0 3.2 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 84,608 : : Positions : : 59,627 47,812 19,491 32,952 953 225 75 20 1,809 770 2,021 : : : : Changes from: August 4, 2020 : : -3,120 -2,651 -494 -1,096 -156 50 -25 -50 -386 -63 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 56.5 23.0 38.9 1.1 0.3 0.1 0.0 2.1 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 41,216 : : Positions : : 26,869 37,576 10,359 0 3,174 0 0 0 230 0 175 : : : : Changes from: August 4, 2020 : : -1,059 -1,459 -350 0 -10 0 0 0 -50 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 91.2 25.1 0.0 7.7 0.0 0.0 0.0 0.6 0.0 0.4 : : : : 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 11, 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 25,643 : : Positions : : 23,898 14,637 0 9,107 973 0 600 0 360 326 0 : : : : Changes from: August 4, 2020 : : -1,256 -1,039 0 43 -44 0 0 0 0 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 57.1 0.0 35.5 3.8 0.0 2.3 0.0 1.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 23,683 : : Positions : : 14,620 21,341 4,725 0 1,865 0 0 0 2,075 177 300 : : : : Changes from: August 4, 2020 : : -75 -756 -695 0 300 0 0 0 -25 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.7 1.3 : : : : 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 11, 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 84,651 : : Positions : : 62,171 61,330 210 7,834 8,829 6,155 772 329 3,981 2,546 2,536 : : : : Changes from: August 4, 2020 : : -2,521 -1,895 -85 -814 -137 225 -121 106 -85 399 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 72.5 0.2 9.3 10.4 7.3 0.9 0.4 4.7 3.0 3.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 35 . . . 5 . . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 16,228 : : Positions : : 11,142 15,707 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: August 4, 2020 : : 188 125 -63 0 0 -25 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 96.8 24.3 0.0 2.4 4.5 0.0 0.0 0.0 0.8 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 11, 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 16,268 : : Positions : : 11,182 15,747 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: August 4, 2020 : : 188 125 -63 0 0 -25 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 96.8 24.2 0.0 2.4 4.5 0.0 0.0 0.0 0.8 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 11, 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 49,613 : : Positions : : 42,333 35,872 0 5,026 3,582 0 600 0 1,070 1,825 2,310 : : : : Changes from: August 4, 2020 : : -873 -3,270 0 -385 -120 0 0 0 -3,050 -275 2,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 72.3 0.0 10.1 7.2 0.0 1.2 0.0 2.2 3.7 4.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 45,985 : : Positions : : 34,557 40,710 6,052 0 4,704 0 0 0 390 100 150 : : : : Changes from: August 4, 2020 : : -953 -1,353 -255 0 -215 0 0 0 -150 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 88.5 13.2 0.0 10.2 0.0 0.0 0.0 0.8 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 40,777 : : Positions : : 35,187 28,184 0 7,426 3,927 435 850 0 180 100 250 : : : : Changes from: August 4, 2020 : : -1,281 -1,434 0 366 -366 315 -25 0 -95 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 69.1 0.0 18.2 9.6 1.1 2.1 0.0 0.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 62,411 : : Positions : : 48,666 59,104 8,495 220 2,505 0 0 0 1,723 250 92 : : : : Changes from: August 4, 2020 : : -1,869 -3,501 -1,384 -10 300 0 0 0 -2 0 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 94.7 13.6 0.4 4.0 0.0 0.0 0.0 2.8 0.4 0.1 : : : : 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 11, 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 67,079 : : Positions : : 56,514 60,609 4,430 2,545 3,115 0 325 0 2,460 200 75 : : : : Changes from: August 4, 2020 : : -2,855 -4,176 -645 790 -625 0 -350 0 -131 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 90.4 6.6 3.8 4.6 0.0 0.5 0.0 3.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 82,961 : : Positions : : 67,462 74,689 8,918 4,148 1,303 0 528 25 2,659 0 2,198 : : : : Changes from: August 4, 2020 : : -3,684 -2,191 150 -674 -105 0 5 -5 694 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 90.0 10.7 5.0 1.6 0.0 0.6 0.0 3.2 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 101,472 : : Positions : : 83,340 88,762 10,113 3,754 2,582 510 1,216 125 1,002 1,574 3,451 : : : : Changes from: August 4, 2020 : : -3,102 -2,803 91 -681 -366 -142 -150 0 -311 159 367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 87.5 10.0 3.7 2.5 0.5 1.2 0.1 1.0 1.6 3.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 25 5 . 4 . 6 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 60,217 : : Positions : : 40,266 54,951 19,744 1,155 207 0 2,679 0 0 1,225 0 : : : : Changes from: August 4, 2020 : : -2,986 -3,240 -1,005 -215 0 0 -136 0 -200 -600 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 91.3 32.8 1.9 0.3 0.0 4.4 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 55,490 : : Positions : : 36,695 54,315 17,220 0 525 0 150 0 1,050 500 0 : : : : Changes from: August 4, 2020 : : -1,995 -2,175 -405 0 0 0 0 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 97.9 31.0 0.0 0.9 0.0 0.3 0.0 1.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 57,110 : : Positions : : 37,504 50,889 13,505 127 3,501 650 35 0 1,119 1,810 677 : : : : Changes from: August 4, 2020 : : -774 -1,895 -1,012 0 -5 -100 0 0 89 125 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 89.1 23.6 0.2 6.1 1.1 0.1 0.0 2.0 3.2 1.2 : : : : 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 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 64,886 : : Positions : : 49,624 55,041 8,838 601 2,964 1,232 3,040 235 1,303 2,180 473 : : : : Changes from: August 4, 2020 : : -1,069 -2,063 -497 306 -179 -225 -125 0 -63 145 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 84.8 13.6 0.9 4.6 1.9 4.7 0.4 2.0 3.4 0.7 : : : : 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 11, 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 24,370 : : Positions : : 11,246 21,554 12,381 0 436 0 1,265 0 0 780 0 : : : : Changes from: August 4, 2020 : : -373 -2,140 -539 0 0 0 380 0 0 780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 88.4 50.8 0.0 1.8 0.0 5.2 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 23,986 : : Positions : : 11,375 23,031 11,729 0 545 0 225 0 0 0 0 : : : : Changes from: August 4, 2020 : : -355 -930 -534 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 96.0 48.9 0.0 2.3 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 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,481 : : Positions : : 22,858 20,060 2,810 4,931 833 0 364 330 1,299 1,017 255 : : : : Changes from: August 4, 2020 : : -1,163 -1,265 -145 -69 -55 0 -160 -45 -161 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 70.4 9.9 17.3 2.9 0.0 1.3 1.2 4.6 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,890 : : Positions : : 13,307 13,233 1,418 849 425 0 835 0 410 931 172 : : : : Changes from: August 4, 2020 : : -1,633 -606 -45 -283 -10 0 -135 0 -275 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 78.3 8.4 5.0 2.5 0.0 4.9 0.0 2.4 5.5 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 56,817 : : Positions : : 42,723 27,993 7,172 21,411 318 2,566 5,006 284 2,633 745 999 : : : : Changes from: August 4, 2020 : : -2,456 -1,439 -177 -834 -173 -85 -735 0 -27 86 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 49.3 12.6 37.7 0.6 4.5 8.8 0.5 4.6 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 35,316 : : Positions : : 30,093 13,310 2,196 17,752 1,038 755 1,329 60 571 1,353 431 : : : : Changes from: August 4, 2020 : : -1,525 -912 -115 -818 -67 0 -84 0 -20 11 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 37.7 6.2 50.3 2.9 2.1 3.8 0.2 1.6 3.8 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 11, 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 17,851 : : Positions : : 9,160 16,866 6,966 0 650 350 160 0 525 50 125 : : : : Changes from: August 4, 2020 : : -50 25 0 0 5 50 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 94.5 39.0 0.0 3.6 2.0 0.9 0.0 2.9 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 22,405 : : Positions : : 10,391 21,245 10,314 0 1,110 0 0 0 525 50 0 : : : : Changes from: August 4, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 94.8 46.0 0.0 5.0 0.0 0.0 0.0 2.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 11,403 : : Positions : : 6,461 7,705 2,314 1,900 1,068 115 0 0 245 100 470 : : : : Changes from: August 4, 2020 : : -465 -395 -140 0 0 -25 0 0 5 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 67.6 20.3 16.7 9.4 1.0 0.0 0.0 2.1 0.9 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 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 10,383 : : Positions : : 5,598 6,645 2,241 1,900 1,083 115 0 0 165 100 495 : : : : Changes from: August 4, 2020 : : -455 -420 -151 0 0 -25 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 64.0 21.6 18.3 10.4 1.1 0.0 0.0 1.6 1.0 4.8 : : : : 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 11, 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 34,204 : : Positions : : 18,650 28,869 12,085 0 270 150 0 0 855 3,035 2,030 : : : : Changes from: August 4, 2020 : : -1,645 -2,001 -240 0 -25 -50 0 0 -95 -155 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 84.4 35.3 0.0 0.8 0.4 0.0 0.0 2.5 8.9 5.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 34,420 : : Positions : : 19,376 29,155 11,485 0 365 150 0 0 880 2,900 2,000 : : : : Changes from: August 4, 2020 : : -1,619 -2,090 115 0 -35 -50 0 0 -95 -115 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 84.7 33.4 0.0 1.1 0.4 0.0 0.0 2.6 8.4 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 110,072 : : Positions : : 77,171 91,231 21,952 3,214 7,681 165 1,548 745 975 4,254 1,319 : : : : Changes from: August 4, 2020 : : -6,942 -4,525 -264 -892 -566 15 -131 -15 -230 -409 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 82.9 19.9 2.9 7.0 0.1 1.4 0.7 0.9 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 29 5 . . . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 120,591 : : Positions : : 82,629 102,218 23,245 0 8,833 95 1,171 2,277 1,097 3,649 2,346 : : : : Changes from: August 4, 2020 : : -8,404 -7,236 -227 0 -881 19 -363 -96 -302 -366 -209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 84.8 19.3 0.0 7.3 0.1 1.0 1.9 0.9 3.0 1.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 28 6 0 4 . . 4 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 539,349 : : Positions : : 304,910 372,511 45,732 3,766 90,387 17,856 9,594 34,667 22,328 5,138 22,944 : : : : Changes from: August 4, 2020 : : 2,580 -1,264 -6,179 -464 414 449 -752 534 -2,197 -232 897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 69.1 8.5 0.7 16.8 3.3 1.8 6.4 4.1 1.0 4.3 : : : : Number of Traders in Each Category Total Traders: 93 : : 41 39 . . 5 11 7 11 16 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 16,058 : : Positions : : 9,354 14,175 1,364 141 977 810 149 516 2,887 0 50 : : : : Changes from: August 4, 2020 : : -260 -255 282 35 -320 -151 149 -149 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 88.3 8.5 0.9 6.1 5.0 0.9 3.2 18.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 12,746 : : Positions : : 6,717 10,945 1,566 145 991 100 450 215 3,057 0 0 : : : : Changes from: August 4, 2020 : : -195 -280 92 0 -150 -40 150 -150 -357 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 85.9 12.3 1.1 7.8 0.8 3.5 1.7 24.0 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 11, 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 13,260 : : Positions : : 11,965 9,845 0 125 265 110 220 0 0 1,675 225 : : : : Changes from: August 4, 2020 : : 1,280 -300 -1,045 125 265 -90 -215 -145 -160 115 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 74.2 0.0 0.9 2.0 0.8 1.7 0.0 0.0 12.6 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 0 . . . . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 10,703 : : Positions : : 8,448 9,754 816 107 24 350 0 0 860 572 205 : : : : Changes from: August 4, 2020 : : -4,199 -4,565 -41 56 -140 0 0 0 -685 -425 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 91.1 7.6 1.0 0.2 3.3 0.0 0.0 8.0 5.3 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 85,802 : : Positions : : 60,970 62,681 15,832 10,691 1,740 0 3,430 0 0 0 0 : : : : Changes from: August 4, 2020 : : -3,732 -3,181 -739 -665 300 0 -625 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 73.1 18.5 12.5 2.0 0.0 4.0 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 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,753 : : Positions : : 51,970 52,008 12,428 8,540 2,365 0 3,850 0 0 0 0 : : : : Changes from: August 4, 2020 : : -2,670 -1,316 -521 -1,145 900 0 -730 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 71.5 17.1 11.7 3.3 0.0 5.3 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 11, 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 24,680 : : Positions : : 6,225 15,725 9,445 0 4,425 300 975 0 1,010 0 0 : : : : Changes from: August 4, 2020 : : -555 -915 -195 0 0 -50 -15 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 63.7 38.3 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 59,182 : : Positions : : 34,038 21,855 5,878 23,041 480 11,620 5,945 3,750 0 960 0 : : : : Changes from: August 4, 2020 : : -647 -705 -793 -1,045 -300 0 305 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 36.9 9.9 38.9 0.8 19.6 10.0 6.3 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 11, 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 39,481 : : Positions : : 22,447 17,200 8,953 12,685 360 2,215 3,635 3,015 0 360 300 : : : : Changes from: August 4, 2020 : : -650 -1,013 -508 -505 -300 -150 205 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 43.6 22.7 32.1 0.9 5.6 9.2 7.6 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 August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 21,806 : : Positions : : 13,010 12,816 4,780 1,999 555 0 3,155 1,800 0 0 0 : : : : Changes from: August 4, 2020 : : -250 18 -390 -473 0 0 -185 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 58.8 21.9 9.2 2.5 0.0 14.5 8.3 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 11, 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 93,334 : : Positions : : 58,589 31,629 0 35,255 3,740 10,875 1,350 1,315 0 1,215 1,255 : : : : Changes from: August 4, 2020 : : -1,606 -1,596 0 -1,175 -485 -1,505 -100 150 0 -210 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 33.9 0.0 37.8 4.0 11.7 1.4 1.4 0.0 1.3 1.3 : : : : 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 11, 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 89,634 : : Positions : : 56,194 31,139 0 32,050 3,760 12,000 1,350 1,205 0 3,610 525 : : : : Changes from: August 4, 2020 : : -1,406 -1,636 0 -645 -370 -1,335 -100 150 0 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 34.7 0.0 35.8 4.2 13.4 1.5 1.3 0.0 4.0 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 11, 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 21,837 : : Positions : : 13,371 3,899 0 1,042 727 2,105 7,895 505 850 3,920 455 : : : : Changes from: August 4, 2020 : : -700 -254 0 44 -39 -250 -1,195 0 -25 -5 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 17.9 0.0 4.8 3.3 9.6 36.2 2.3 3.9 18.0 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 21,457 : : Positions : : 13,171 3,999 0 1,712 608 2,105 7,645 520 850 3,200 700 : : : : Changes from: August 4, 2020 : : -205 -214 0 -1 -25 -250 -945 -15 -25 190 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 18.6 0.0 8.0 2.8 9.8 35.6 2.4 4.0 14.9 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 71,517 : : Positions : : 19,183 60,080 15,507 9,705 35 26,410 0 0 8,765 0 0 : : : : Changes from: August 4, 2020 : : -550 -1,730 1,695 1,080 0 -1,215 0 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 84.0 21.7 13.6 0.0 36.9 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 70,885 : : Positions : : 19,775 59,980 15,505 9,005 70 26,010 0 0 8,065 0 0 : : : : Changes from: August 4, 2020 : : -640 -1,955 1,315 875 0 -1,215 0 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 84.6 21.9 12.7 0.1 36.7 0.0 0.0 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 58,135 : : Positions : : 19,800 51,930 8,650 1,630 1,875 5,450 145 35 19,500 0 140 : : : : Changes from: August 4, 2020 : : -1,105 -3,055 -720 -100 0 -200 65 -15 -1,070 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 89.3 14.9 2.8 3.2 9.4 0.2 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 11, 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 49,210 : : Positions : : 18,960 43,325 9,040 1,990 1,110 5,450 95 35 11,800 0 490 : : : : Changes from: August 4, 2020 : : -1,255 -2,650 -710 -100 0 -200 15 -15 -580 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 88.0 18.4 4.0 2.3 11.1 0.2 0.1 24.0 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 August 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,130 : : Positions : : 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530 : : : : Changes from: August 4, 2020 : : -835 -910 -420 0 0 -10 -350 0 -100 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1 : : : : 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 11, 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 66,045 : : Positions : : 35,060 34,960 3,565 0 2,910 2,370 19,850 600 14,700 1,225 1,270 : : : : Changes from: August 4, 2020 : : -2,010 -3,330 -550 0 145 -125 -50 -240 -705 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 52.9 5.4 0.0 4.4 3.6 30.1 0.9 22.3 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 60,685 : : Positions : : 34,830 30,270 3,200 0 3,060 2,145 19,850 600 11,085 1,225 1,270 : : : : Changes from: August 4, 2020 : : -1,955 -3,240 -540 0 145 -150 -50 -240 -660 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 49.9 5.3 0.0 5.0 3.5 32.7 1.0 18.3 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 63,612 : : Positions : : 37,444 23,421 0 17,818 115 17,055 160 3,755 25 13,180 2,005 : : : : Changes from: August 4, 2020 : : -1,144 -280 0 -764 25 -665 -25 -100 -25 -780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 36.8 0.0 28.0 0.2 26.8 0.3 5.9 0.0 20.7 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 53,056 : : Positions : : 34,903 20,316 0 14,842 340 9,230 235 3,790 25 8,990 2,250 : : : : Changes from: August 4, 2020 : : -2,085 -394 0 -1,096 250 -190 25 -90 -25 -860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 38.3 0.0 28.0 0.6 17.4 0.4 7.1 0.0 16.9 4.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 186,007 : : Positions : : 102,451 83,059 16,693 460 8,762 200 22,380 9,745 1,225 14,595 2,180 : : : : Changes from: August 4, 2020 : : -5,344 -3,323 558 200 472 55 -673 -305 -25 -910 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 44.7 9.0 0.2 4.7 0.1 12.0 5.2 0.7 7.8 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 148,360 : : Positions : : 75,818 72,654 18,036 0 4,335 30 13,735 9,290 1,275 8,695 2,505 : : : : Changes from: August 4, 2020 : : -4,597 -4,487 -1,113 0 1,245 30 -613 -20 -30 -560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 49.0 12.2 0.0 2.9 0.0 9.3 6.3 0.9 5.9 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 22,840 : : Positions : : 8,070 18,245 9,445 880 2,200 2,100 250 0 0 0 0 : : : : Changes from: August 4, 2020 : : -675 -480 20 -125 -20 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 79.9 41.4 3.9 9.6 9.2 1.1 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 11, 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 68,986 : : Positions : : 27,090 38,030 17,771 5,266 9,425 1,630 0 8,385 0 3,295 0 : : : : Changes from: August 4, 2020 : : -1,450 -765 525 -75 -175 -250 0 -430 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 55.1 25.8 7.6 13.7 2.4 0.0 12.2 0.0 4.8 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 11, 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 58,737 : : Positions : : 24,112 29,665 10,821 4,218 6,814 1,415 0 8,760 0 2,720 0 : : : : Changes from: August 4, 2020 : : -1,440 -680 -5 -685 40 -240 0 -305 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 50.5 18.4 7.2 11.6 2.4 0.0 14.9 0.0 4.6 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 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 45,167 : : Positions : : 22,482 20,715 160 6,782 5,085 5,625 2,220 6,255 980 0 700 : : : : Changes from: August 4, 2020 : : 590 -1,180 -878 72 -242 -900 35 690 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 45.9 0.4 15.0 11.3 12.5 4.9 13.8 2.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 50,725 : : Positions : : 15,620 30,025 0 5,640 4,485 21,345 2,430 4,425 980 0 700 : : : : Changes from: August 4, 2020 : : 75 -2,065 0 1,200 -320 -1,075 -25 950 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 59.2 0.0 11.1 8.8 42.1 4.8 8.7 1.9 0.0 1.4 : : : : 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 11, 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 178,414 : : Positions : : 92,444 111,307 13,520 3,380 23,906 7,085 1,710 7,765 2,760 50 600 : : : : Changes from: August 4, 2020 : : -3,260 2,485 5,146 -325 -4,998 210 -560 -135 -390 50 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 62.4 7.6 1.9 13.4 4.0 1.0 4.4 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 121,945 : : Positions : : 67,685 66,877 3,930 11,868 16,710 5,750 770 7,935 2,165 0 0 : : : : Changes from: August 4, 2020 : : -1,845 1,470 790 -2,150 -390 560 -95 -260 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 54.8 3.2 9.7 13.7 4.7 0.6 6.5 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 14, 2020