Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 18,162 : : Positions : : 14,133 7,628 232 2,769 889 345 1,140 183 316 3,646 1,406 : : : : Changes from: August 18, 2020 : : 403 -40 0 159 -22 0 300 0 0 2 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 42.0 1.3 15.2 4.9 1.9 6.3 1.0 1.7 20.1 7.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . 4 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 11,619 : : Positions : : 6,332 6,863 698 670 1,706 833 0 625 296 651 998 : : : : Changes from: August 18, 2020 : : -255 -206 11 -9 19 42 0 -37 -33 -20 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 59.1 6.0 5.8 14.7 7.2 0.0 5.4 2.5 5.6 8.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . . . . 0 . 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 37,808 : : Positions : : 25,364 31,267 4,527 1,673 1,631 543 220 448 3,815 1,104 1,465 : : : : Changes from: August 18, 2020 : : 857 226 -291 500 -47 -209 -115 209 85 -169 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 82.7 12.0 4.4 4.3 1.4 0.6 1.2 10.1 2.9 3.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 31,509 : : Positions : : 24,904 26,272 0 3,807 920 345 0 285 4,560 0 225 : : : : Changes from: August 18, 2020 : : -1,739 -393 0 -150 430 345 -56 -169 525 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 83.4 0.0 12.1 2.9 1.1 0.0 0.9 14.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 143,385 : : Positions : : 105,033 111,948 2,077 10,201 9,754 14,385 281 4,120 3,991 3,695 3,204 : : : : Changes from: August 18, 2020 : : -1,550 2,929 -24 -4,147 1,034 495 19 -40 -336 10 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 78.1 1.4 7.1 6.8 10.0 0.2 2.9 2.8 2.6 2.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 33 . . 5 8 4 6 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 66,125 : : Positions : : 53,746 48,870 2,705 10,846 4,016 3,961 205 245 407 766 1,045 : : : : Changes from: August 18, 2020 : : -373 -521 0 252 -252 313 -105 -39 -68 176 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 73.9 4.1 16.4 6.1 6.0 0.3 0.4 0.6 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 36,946 : : Positions : : 34,649 25,655 0 7,492 1,297 0 1,152 0 600 950 400 : : : : Changes from: August 18, 2020 : : -925 -2,075 0 1,150 -889 0 350 0 0 -350 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 69.4 0.0 20.3 3.5 0.0 3.1 0.0 1.6 2.6 1.1 : : : : 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 25, 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 55,525 : : Positions : : 31,965 22,010 801 24,379 2,927 14,455 100 50 1,443 2,347 3,619 : : : : Changes from: August 18, 2020 : : 142 199 -100 -46 36 0 -25 0 86 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 39.6 1.4 43.9 5.3 26.0 0.2 0.1 2.6 4.2 6.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 . . 5 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 69,821 : : Positions : : 40,217 24,781 0 35,753 3,475 20,880 365 70 1,972 2,716 2,580 : : : : Changes from: August 18, 2020 : : -82 325 0 -276 30 120 -20 0 -64 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 35.5 0.0 51.2 5.0 29.9 0.5 0.1 2.8 3.9 3.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 20 0 4 4 6 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 67,249 : : Positions : : 50,494 41,867 9,383 19,718 3,356 0 100 0 2,220 874 1,334 : : : : Changes from: August 18, 2020 : : 665 -633 -1,100 125 -62 0 0 0 70 143 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 62.3 14.0 29.3 5.0 0.0 0.1 0.0 3.3 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 24 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 85,206 : : Positions : : 62,177 47,537 17,391 33,652 1,006 225 195 20 1,904 770 2,021 : : : : Changes from: August 18, 2020 : : 880 -330 -1,100 175 0 0 20 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 55.8 20.4 39.5 1.2 0.3 0.2 0.0 2.2 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 41,516 : : Positions : : 27,169 37,876 10,479 0 3,174 0 0 0 230 0 175 : : : : Changes from: August 18, 2020 : : 0 120 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 91.2 25.2 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 26,756 : : Positions : : 25,057 14,476 0 10,422 928 0 600 0 360 326 0 : : : : Changes from: August 18, 2020 : : 1,500 184 0 1,315 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 54.1 0.0 39.0 3.5 0.0 2.2 0.0 1.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 : : 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5 : : : : 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 25, 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 89,251 : : Positions : : 67,070 64,252 210 7,826 8,772 6,336 722 361 3,536 4,400 2,500 : : : : Changes from: August 18, 2020 : : 3,648 2,280 0 472 -103 -180 -10 0 -233 505 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.0 0.2 8.8 9.8 7.1 0.8 0.4 4.0 4.9 2.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 34 . . . 5 . . 10 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 17,428 : : Positions : : 12,366 16,907 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: August 18, 2020 : : 1,224 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 17,468 : : Positions : : 12,406 16,947 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: August 18, 2020 : : 1,224 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 51,005 : : Positions : : 43,895 37,274 0 4,986 3,612 0 600 0 870 1,825 2,310 : : : : Changes from: August 18, 2020 : : 840 640 0 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 73.1 0.0 9.8 7.1 0.0 1.2 0.0 1.7 3.6 4.5 : : : : 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 25, 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 46,292 : : Positions : : 34,859 41,032 6,187 0 4,689 0 0 0 390 100 150 : : : : Changes from: August 18, 2020 : : 9 124 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 88.6 13.4 0.0 10.1 0.0 0.0 0.0 0.8 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 42,642 : : Positions : : 37,012 29,804 0 7,886 3,597 800 950 0 180 100 250 : : : : Changes from: August 18, 2020 : : 2,480 1,540 0 885 -335 45 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 69.9 0.0 18.5 8.4 1.9 2.2 0.0 0.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 63,209 : : Positions : : 49,528 60,002 8,551 220 2,505 0 0 0 1,728 150 92 : : : : Changes from: August 18, 2020 : : 732 658 56 0 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 94.9 13.5 0.3 4.0 0.0 0.0 0.0 2.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 68,375 : : Positions : : 57,679 61,514 4,706 2,425 3,150 0 846 0 2,225 100 160 : : : : Changes from: August 18, 2020 : : 1,075 875 436 0 0 0 516 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 90.0 6.9 3.5 4.6 0.0 1.2 0.0 3.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 14 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 83,778 : : Positions : : 68,246 75,513 8,923 4,148 1,298 0 528 25 2,694 0 2,196 : : : : Changes from: August 18, 2020 : : 315 470 -35 0 30 0 0 0 94 -96 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 90.1 10.7 5.0 1.5 0.0 0.6 0.0 3.2 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 102,517 : : Positions : : 84,483 90,204 9,915 4,044 2,567 514 651 231 868 1,277 3,530 : : : : Changes from: August 18, 2020 : : 605 731 -30 55 -48 -1 -210 101 -19 -77 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 88.0 9.7 3.9 2.5 0.5 0.6 0.2 0.8 1.2 3.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 25 5 . 4 . 5 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 64,308 : : Positions : : 45,107 58,446 18,294 938 882 0 3,218 0 25 779 0 : : : : Changes from: August 18, 2020 : : 281 210 75 -117 75 0 229 0 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 90.9 28.4 1.5 1.4 0.0 5.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 57,000 : : Positions : : 38,370 55,790 17,595 0 435 0 225 0 550 500 50 : : : : Changes from: August 18, 2020 : : 1,675 1,475 375 0 -90 0 75 0 -500 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 97.9 30.9 0.0 0.8 0.0 0.4 0.0 1.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 58,700 : : Positions : : 38,614 50,384 11,893 127 5,601 650 35 0 1,110 1,790 678 : : : : Changes from: August 18, 2020 : : 450 -605 -1,045 0 1,500 0 0 0 -10 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 85.8 20.3 0.2 9.5 1.1 0.1 0.0 1.9 3.0 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 25, 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 67,065 : : Positions : : 49,217 54,995 10,657 2,472 3,266 1,733 3,130 215 1,301 2,160 469 : : : : Changes from: August 18, 2020 : : 438 164 561 1,245 320 496 100 -30 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 82.0 15.9 3.7 4.9 2.6 4.7 0.3 1.9 3.2 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 24,780 : : Positions : : 11,496 22,059 12,671 0 436 0 1,265 0 0 780 0 : : : : Changes from: August 18, 2020 : : 255 510 290 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 89.0 51.1 0.0 1.8 0.0 5.1 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 24,462 : : Positions : : 11,510 23,507 12,029 0 545 0 225 0 0 0 0 : : : : Changes from: August 18, 2020 : : 135 471 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 96.1 49.2 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 25, 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 28,583 : : Positions : : 22,876 19,398 2,810 6,095 507 0 364 330 1,599 828 365 : : : : Changes from: August 18, 2020 : : 48 3 0 204 -96 0 0 0 0 -159 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 67.9 9.8 21.3 1.8 0.0 1.3 1.2 5.6 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 16,684 : : Positions : : 13,331 12,402 1,418 1,809 180 0 835 0 410 826 187 : : : : Changes from: August 18, 2020 : : -180 -105 0 0 0 0 0 0 0 -75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 74.3 8.5 10.8 1.1 0.0 5.0 0.0 2.5 5.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 58,359 : : Positions : : 44,182 28,572 7,502 21,411 282 2,561 5,381 289 2,438 1,420 953 : : : : Changes from: August 18, 2020 : : 259 -360 181 0 -31 -5 360 5 -100 375 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 49.0 12.9 36.7 0.5 4.4 9.2 0.5 4.2 2.4 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 19 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 36,002 : : Positions : : 30,788 13,671 2,146 17,752 1,088 755 1,749 60 571 1,163 512 : : : : Changes from: August 18, 2020 : : 305 -55 -50 0 50 0 420 0 0 -110 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 38.0 6.0 49.3 3.0 2.1 4.9 0.2 1.6 3.2 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 18,146 : : Positions : : 8,740 17,306 7,816 0 540 350 85 25 500 75 100 : : : : Changes from: August 18, 2020 : : 35 410 425 0 -65 -75 -50 25 0 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 95.4 43.1 0.0 3.0 1.9 0.5 0.1 2.8 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 : : 10,166 21,420 10,414 0 935 0 0 0 825 50 0 : : : : Changes from: August 18, 2020 : : 50 75 25 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 95.6 46.5 0.0 4.2 0.0 0.0 0.0 3.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 11,343 : : Positions : : 6,461 7,705 2,314 1,900 1,008 115 0 0 245 100 470 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 67.9 20.4 16.8 8.9 1.0 0.0 0.0 2.2 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 25, 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 10,323 : : Positions : : 5,598 6,645 2,241 1,900 1,023 115 0 0 165 100 495 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 64.4 21.7 18.4 9.9 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 25, 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 36,184 : : Positions : : 18,890 29,109 13,835 0 200 150 0 0 855 4,835 2,030 : : : : Changes from: August 18, 2020 : : 240 240 1,200 0 0 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 80.4 38.2 0.0 0.6 0.4 0.0 0.0 2.4 13.4 5.6 : : : : 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 25, 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 36,365 : : Positions : : 19,616 29,395 13,235 0 260 150 0 0 880 4,700 2,000 : : : : Changes from: August 18, 2020 : : 240 240 1,200 0 0 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 80.8 36.4 0.0 0.7 0.4 0.0 0.0 2.4 12.9 5.5 : : : : 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 25, 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 112,469 : : Positions : : 79,996 90,786 21,383 4,204 7,614 0 2,923 811 1,338 4,805 1,246 : : : : Changes from: August 18, 2020 : : 2,193 -602 -447 690 -586 -105 1,550 0 357 365 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 80.7 19.0 3.7 6.8 0.0 2.6 0.7 1.2 4.3 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 29 4 . . 0 5 4 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 125,822 : : Positions : : 86,896 104,243 21,651 0 9,997 944 2,381 2,652 1,347 4,181 2,271 : : : : Changes from: August 18, 2020 : : 3,182 844 -1,158 0 305 275 1,430 95 310 322 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 82.8 17.2 0.0 7.9 0.8 1.9 2.1 1.1 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 29 6 0 4 . . 4 4 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 554,228 : : Positions : : 314,302 380,301 40,658 4,039 91,091 22,368 10,685 37,916 23,519 5,718 23,830 : : : : Changes from: August 18, 2020 : : 5,515 4,062 -2,042 710 637 1,341 8 624 195 109 741 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 68.6 7.3 0.7 16.4 4.0 1.9 6.8 4.2 1.0 4.3 : : : : Number of Traders in Each Category Total Traders: 99 : : 42 42 4 . 5 12 7 12 19 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 16,708 : : Positions : : 10,074 14,175 1,100 597 1,171 810 149 516 2,887 0 50 : : : : Changes from: August 18, 2020 : : 720 0 -264 456 194 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 84.8 6.6 3.6 7.0 4.8 0.9 3.1 17.3 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 25, 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 13,456 : : Positions : : 7,437 10,945 1,275 574 1,272 100 450 215 3,057 0 0 : : : : Changes from: August 18, 2020 : : 720 0 -291 429 281 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 81.3 9.5 4.3 9.5 0.7 3.3 1.6 22.7 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 25, 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 10,615 : : Positions : : 9,005 7,050 345 0 375 0 1,120 0 250 1,230 75 : : : : Changes from: August 18, 2020 : : -2,585 -1,760 10 -50 80 -50 170 -135 100 -805 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 66.4 3.3 0.0 3.5 0.0 10.6 0.0 2.4 11.6 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 11,043 : : Positions : : 9,018 9,429 841 112 19 350 0 0 60 667 755 : : : : Changes from: August 18, 2020 : : 445 -150 -75 5 -5 0 0 0 -400 95 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 85.4 7.6 1.0 0.2 3.2 0.0 0.0 0.5 6.0 6.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 20 . . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 86,542 : : Positions : : 61,150 63,291 15,712 10,801 1,750 0 3,430 0 660 0 0 : : : : Changes from: August 18, 2020 : : -80 110 -180 110 10 0 0 0 660 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 73.1 18.2 12.5 2.0 0.0 4.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 73,323 : : Positions : : 52,060 52,578 12,428 8,540 2,365 0 3,850 0 480 0 0 : : : : Changes from: August 18, 2020 : : -180 120 -180 0 0 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 71.7 16.9 11.6 3.2 0.0 5.3 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 : : 6,525 15,725 9,145 0 4,425 300 975 0 1,010 0 0 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 63.7 37.1 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 25, 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 61,327 : : Positions : : 35,368 22,310 7,493 23,641 0 11,620 7,835 3,430 0 960 0 : : : : Changes from: August 18, 2020 : : 470 245 75 0 0 0 300 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 36.4 12.2 38.5 0.0 18.9 12.8 5.6 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 41,536 : : Positions : : 23,137 17,775 10,668 13,285 0 2,215 4,875 3,015 0 360 300 : : : : Changes from: August 18, 2020 : : 625 800 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 42.8 25.7 32.0 0.0 5.3 11.7 7.3 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 21,866 : : Positions : : 13,070 12,816 4,780 2,059 555 0 3,155 1,800 0 0 0 : : : : Changes from: August 18, 2020 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 58.6 21.9 9.4 2.5 0.0 14.4 8.2 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 25, 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 94,903 : : Positions : : 57,763 33,465 0 35,300 3,370 13,395 1,380 1,355 0 998 1,430 : : : : Changes from: August 18, 2020 : : 189 331 0 1,245 -875 1,320 30 40 0 -97 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 35.3 0.0 37.2 3.6 14.1 1.5 1.4 0.0 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 90,884 : : Positions : : 55,499 32,819 0 32,350 3,090 14,490 1,350 1,230 0 3,430 525 : : : : Changes from: August 18, 2020 : : 15 285 0 1,200 -935 1,290 0 25 0 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 36.1 0.0 35.6 3.4 15.9 1.5 1.4 0.0 3.8 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 25, 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 22,662 : : Positions : : 13,471 3,899 0 542 1,082 2,105 7,895 505 850 4,520 455 : : : : Changes from: August 18, 2020 : : 100 0 0 -500 355 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 17.2 0.0 2.4 4.8 9.3 34.8 2.2 3.8 19.9 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 22,282 : : Positions : : 13,271 3,999 0 1,212 978 2,105 7,645 520 850 3,800 700 : : : : Changes from: August 18, 2020 : : 100 0 0 -500 370 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 17.9 0.0 5.4 4.4 9.4 34.3 2.3 3.8 17.1 3.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 29,198 : : Positions : : 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 72,862 : : Positions : : 19,868 61,635 15,482 8,705 140 26,410 0 0 8,940 0 0 : : : : Changes from: August 18, 2020 : : -50 350 175 0 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 84.6 21.2 11.9 0.2 36.2 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 25, 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 71,885 : : Positions : : 19,975 60,330 15,805 9,205 340 26,010 0 0 8,065 0 0 : : : : Changes from: August 18, 2020 : : -40 -40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 83.9 22.0 12.8 0.5 36.2 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 58,185 : : Positions : : 20,075 51,975 8,570 1,630 1,875 5,450 295 35 19,500 0 140 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 89.3 14.7 2.8 3.2 9.4 0.5 0.1 33.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 49,260 : : Positions : : 19,235 43,370 8,960 1,990 1,110 5,450 245 35 11,800 0 490 : : : : Changes from: August 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 88.0 18.2 4.0 2.3 11.1 0.5 0.1 24.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 18, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 25, 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 68,150 : : Positions : : 36,100 39,390 2,190 0 3,445 2,670 16,250 600 15,565 1,225 1,270 : : : : Changes from: August 18, 2020 : : 1,200 0 -2,100 0 905 300 0 -300 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 57.8 3.2 0.0 5.1 3.9 23.8 0.9 22.8 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 61,715 : : Positions : : 34,620 34,550 3,025 0 2,960 2,445 16,250 600 11,850 1,225 1,270 : : : : Changes from: August 18, 2020 : : 0 0 -900 0 300 300 0 -300 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.0 4.9 0.0 4.8 4.0 26.3 1.0 19.2 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 65,077 : : Positions : : 37,709 23,796 0 19,248 90 18,605 60 3,795 25 13,290 1,655 : : : : Changes from: August 18, 2020 : : -35 25 0 480 0 0 -50 40 0 -490 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 36.6 0.0 29.6 0.1 28.6 0.1 5.8 0.0 20.4 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,171 : : Positions : : 34,868 20,341 0 16,272 90 10,730 135 3,790 25 9,100 1,900 : : : : Changes from: August 18, 2020 : : -35 25 0 480 0 0 -50 0 0 -490 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 37.5 0.0 30.0 0.2 19.8 0.2 7.0 0.0 16.8 3.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 191,927 : : Positions : : 104,283 79,701 20,913 460 7,277 355 31,150 9,620 1,320 15,480 2,385 : : : : Changes from: August 18, 2020 : : 270 210 3,095 0 -1,520 -45 2,070 -125 50 1,140 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 41.5 10.9 0.2 3.8 0.2 16.2 5.0 0.7 8.1 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 153,155 : : Positions : : 78,568 68,869 20,756 0 4,105 185 22,455 9,140 1,830 9,940 2,275 : : : : Changes from: August 18, 2020 : : 1,040 -220 1,895 0 -60 -45 2,070 -125 50 1,140 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 45.0 13.6 0.0 2.7 0.1 14.7 6.0 1.2 6.5 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 23,325 : : Positions : : 7,555 18,430 9,845 880 2,500 2,100 250 0 0 0 0 : : : : Changes from: August 18, 2020 : : -525 175 400 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 79.0 42.2 3.8 10.7 9.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 68,694 : : Positions : : 27,500 37,308 18,196 6,151 8,905 1,115 235 8,150 83 3,295 0 : : : : Changes from: August 18, 2020 : : 525 78 375 900 -520 0 0 0 83 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 54.3 26.5 9.0 13.0 1.6 0.3 11.9 0.1 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 59,057 : : Positions : : 25,332 29,700 11,196 5,078 6,294 1,150 435 8,325 0 2,720 0 : : : : Changes from: August 18, 2020 : : 400 -25 375 800 -360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 50.3 19.0 8.6 10.7 1.9 0.7 14.1 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,602 : : Positions : : 20,982 19,790 348 6,095 5,697 5,625 2,220 6,255 980 0 700 : : : : Changes from: August 18, 2020 : : -300 -25 188 -387 367 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 44.4 0.8 13.7 12.8 12.6 5.0 14.0 2.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 50,400 : : Positions : : 14,985 29,505 0 5,040 4,795 21,345 2,480 4,425 980 0 700 : : : : Changes from: August 18, 2020 : : -350 -50 0 -600 310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 58.5 0.0 10.0 9.5 42.4 4.9 8.8 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 186,831 : : Positions : : 100,630 116,900 12,159 5,353 23,735 7,725 1,510 7,725 2,760 10 640 : : : : Changes from: August 18, 2020 : : 4,339 1,593 -1,791 910 777 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 62.6 6.5 2.9 12.7 4.1 0.8 4.1 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 25, 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 127,625 : : Positions : : 75,415 73,547 1,280 11,268 14,320 6,790 770 7,935 2,165 0 0 : : : : Changes from: August 18, 2020 : : 3,110 1,910 -900 250 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 57.6 1.0 8.8 11.2 5.3 0.6 6.2 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 25 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 28, 2020