Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 16,622 : : Positions : : 13,580 7,401 201 2,649 660 204 920 183 289 3,471 893 : : : : Changes from: August 25, 2020 : : -553 -227 -31 -120 -229 -141 -220 0 -27 -175 -513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 44.5 1.2 15.9 4.0 1.2 5.5 1.1 1.7 20.9 5.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . 4 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 10,577 : : Positions : : 5,546 6,185 687 935 1,375 774 128 490 579 724 592 : : : : Changes from: August 25, 2020 : : -786 -678 -11 265 -331 -59 128 -135 283 73 -406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 58.5 6.5 8.8 13.0 7.3 1.2 4.6 5.5 6.8 5.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . . . . . . 4 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 34,549 : : Positions : : 22,230 30,181 4,330 1,479 1,749 604 130 451 4,745 134 425 : : : : Changes from: August 25, 2020 : : -3,134 -1,086 -197 -194 118 61 -90 3 930 -970 -1,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 87.4 12.5 4.3 5.1 1.7 0.4 1.3 13.7 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 29,942 : : Positions : : 23,309 24,697 0 3,960 975 443 0 210 4,635 0 100 : : : : Changes from: August 25, 2020 : : -1,595 -1,575 0 153 55 98 0 -75 75 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 82.5 0.0 13.2 3.3 1.5 0.0 0.7 15.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 143,037 : : Positions : : 103,961 112,501 1,962 9,746 10,319 15,975 354 3,164 4,119 3,750 3,034 : : : : Changes from: August 25, 2020 : : -1,072 553 -115 -455 565 1,590 73 -956 128 55 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 78.7 1.4 6.8 7.2 11.2 0.2 2.2 2.9 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 33 . . 5 9 4 6 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 66,849 : : Positions : : 54,064 50,209 2,720 10,595 3,786 3,530 190 151 1,738 916 855 : : : : Changes from: August 25, 2020 : : 318 1,339 15 -251 -230 -431 -15 -94 1,331 150 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 75.1 4.1 15.8 5.7 5.3 0.3 0.2 2.6 1.4 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 37,846 : : Positions : : 35,627 26,555 274 7,866 1,070 0 1,230 0 750 1,000 125 : : : : Changes from: August 25, 2020 : : 978 900 274 374 -227 0 78 0 150 50 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 70.2 0.7 20.8 2.8 0.0 3.3 0.0 2.0 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 55,738 : : Positions : : 32,198 22,421 912 24,159 2,926 14,455 100 50 1,375 2,432 3,557 : : : : Changes from: August 25, 2020 : : 233 411 111 -220 -1 0 0 0 -68 85 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 40.2 1.6 43.3 5.2 25.9 0.2 0.1 2.5 4.4 6.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 70,803 : : Positions : : 41,236 25,586 0 36,009 3,405 20,923 420 50 1,948 2,661 2,590 : : : : Changes from: August 25, 2020 : : 1,019 805 0 256 -70 43 55 -20 -24 -55 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 36.1 0.0 50.9 4.8 29.6 0.6 0.1 2.8 3.8 3.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 21 0 4 4 6 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 68,238 : : Positions : : 51,007 43,356 9,518 19,443 3,331 25 100 0 2,331 444 1,564 : : : : Changes from: August 25, 2020 : : 513 1,489 135 -275 -25 25 0 0 111 -430 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 63.5 13.9 28.5 4.9 0.0 0.1 0.0 3.4 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 86,407 : : Positions : : 62,727 49,057 17,921 33,477 981 290 195 0 2,044 705 1,972 : : : : Changes from: August 25, 2020 : : 550 1,520 530 -175 -25 65 0 -20 140 -65 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 56.8 20.7 38.7 1.1 0.3 0.2 0.0 2.4 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 41,991 : : Positions : : 27,634 38,351 10,489 0 3,174 0 0 0 230 0 175 : : : : Changes from: August 25, 2020 : : 465 475 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 91.3 25.0 0.0 7.6 0.0 0.0 0.0 0.5 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 September 1, 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 31,457 : : Positions : : 29,762 16,207 0 13,396 924 0 600 0 360 326 0 : : : : Changes from: August 25, 2020 : : 4,705 1,731 0 2,974 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 51.5 0.0 42.6 2.9 0.0 1.9 0.0 1.1 1.0 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 September 1, 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 25, 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 September 1, 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 91,629 : : Positions : : 68,878 65,395 210 8,078 9,048 6,359 682 484 3,737 5,230 2,416 : : : : Changes from: August 25, 2020 : : 1,809 1,144 0 252 275 23 -40 123 201 830 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 71.4 0.2 8.8 9.9 6.9 0.7 0.5 4.1 5.7 2.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 34 . . . 5 . 4 10 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 25, 2020 : : 0 0 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 September 1, 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 25, 2020 : : 0 0 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 September 1, 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 51,065 : : Positions : : 44,030 37,444 0 4,876 3,612 0 600 0 795 1,825 2,310 : : : : Changes from: August 25, 2020 : : 135 170 0 -110 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.3 0.0 9.5 7.1 0.0 1.2 0.0 1.6 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 September 1, 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 46,712 : : Positions : : 35,489 41,502 6,027 0 4,639 0 0 0 390 100 150 : : : : Changes from: August 25, 2020 : : 630 470 -160 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 88.8 12.9 0.0 9.9 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 September 1, 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 47,045 : : Positions : : 41,303 31,187 0 10,706 3,697 800 988 0 180 165 250 : : : : Changes from: August 25, 2020 : : 4,291 1,383 0 2,820 100 0 38 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 66.3 0.0 22.8 7.9 1.7 2.1 0.0 0.4 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 63,834 : : Positions : : 50,018 60,575 8,576 270 2,465 0 25 0 1,866 150 104 : : : : Changes from: August 25, 2020 : : 490 573 25 50 -40 0 25 0 138 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 94.9 13.4 0.4 3.9 0.0 0.0 0.0 2.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 68,777 : : Positions : : 57,983 61,818 4,836 2,400 3,125 0 916 0 2,145 100 233 : : : : Changes from: August 25, 2020 : : 304 304 130 -25 -25 0 70 0 -80 0 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 89.9 7.0 3.5 4.5 0.0 1.3 0.0 3.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 14 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 85,064 : : Positions : : 69,197 76,751 9,048 4,148 1,283 0 528 25 2,856 0 2,259 : : : : Changes from: August 25, 2020 : : 951 1,238 125 0 -15 0 0 0 162 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 90.2 10.6 4.9 1.5 0.0 0.6 0.0 3.4 0.0 2.7 : : : : 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 September 1, 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 103,929 : : Positions : : 85,347 91,411 10,027 4,059 2,492 614 660 256 1,097 1,309 3,727 : : : : Changes from: August 25, 2020 : : 864 1,207 112 15 -75 100 9 25 229 32 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 88.0 9.6 3.9 2.4 0.6 0.6 0.2 1.1 1.3 3.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 23 25 5 . 4 . 5 4 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 66,796 : : Positions : : 47,541 59,931 18,394 1,212 861 0 3,872 0 0 860 0 : : : : Changes from: August 25, 2020 : : 2,434 1,485 100 274 -21 0 654 0 -25 81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 89.7 27.5 1.8 1.3 0.0 5.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . . 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 57,060 : : Positions : : 38,430 55,850 17,595 0 435 0 225 0 550 500 50 : : : : Changes from: August 25, 2020 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 97.9 30.8 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 September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 59,295 : : Positions : : 35,544 51,155 15,739 77 5,591 650 35 0 1,102 1,836 515 : : : : Changes from: August 25, 2020 : : -3,070 771 3,846 -50 -10 0 0 0 -8 46 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 86.3 26.5 0.1 9.4 1.1 0.1 0.0 1.9 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 66,170 : : Positions : : 44,402 54,744 12,226 365 5,197 2,018 3,402 185 1,287 1,391 528 : : : : Changes from: August 25, 2020 : : -4,815 -251 1,569 -2,107 1,931 285 272 -30 -14 -769 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 82.7 18.5 0.6 7.9 3.0 5.1 0.3 1.9 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,055 : : Positions : : 11,571 22,014 12,931 0 436 0 1,565 0 0 780 0 : : : : Changes from: August 25, 2020 : : 75 -45 260 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 87.9 51.6 0.0 1.7 0.0 6.2 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 24,752 : : Positions : : 11,510 23,497 12,329 0 545 0 525 0 0 0 0 : : : : Changes from: August 25, 2020 : : 0 -10 300 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 94.9 49.8 0.0 2.2 0.0 2.1 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 September 1, 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 28,991 : : Positions : : 23,178 19,815 2,805 6,095 507 0 364 330 1,599 744 440 : : : : Changes from: August 25, 2020 : : 302 417 -5 0 0 0 0 0 0 -84 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 68.3 9.7 21.0 1.7 0.0 1.3 1.1 5.5 2.6 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,188 : : Positions : : 13,851 12,922 1,418 1,809 180 0 835 0 410 766 207 : : : : Changes from: August 25, 2020 : : 520 520 0 0 0 0 0 0 0 -60 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 75.2 8.2 10.5 1.0 0.0 4.9 0.0 2.4 4.5 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 58,401 : : Positions : : 44,154 28,736 7,552 21,461 242 2,561 5,234 289 2,498 1,425 953 : : : : Changes from: August 25, 2020 : : -28 164 50 50 -40 0 -147 0 60 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 49.2 12.9 36.7 0.4 4.4 9.0 0.5 4.3 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 September 1, 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 36,112 : : Positions : : 30,863 13,931 2,141 17,932 1,083 755 1,449 60 571 1,093 557 : : : : Changes from: August 25, 2020 : : 75 260 -5 180 -5 0 -300 0 0 -70 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 38.6 5.9 49.7 3.0 2.1 4.0 0.2 1.6 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 16,817 : : Positions : : 7,966 16,166 7,490 0 500 325 36 50 425 50 0 : : : : Changes from: August 25, 2020 : : -774 -1,140 -326 0 -40 -25 -49 25 -75 -25 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 96.1 44.5 0.0 3.0 1.9 0.2 0.3 2.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 21,812 : : Positions : : 9,746 21,147 10,549 0 640 0 0 0 825 25 0 : : : : Changes from: August 25, 2020 : : -420 -273 135 0 -295 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 97.0 48.4 0.0 2.9 0.0 0.0 0.0 3.8 0.1 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 September 1, 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 11,363 : : Positions : : 6,546 7,730 2,229 1,900 1,028 115 0 0 245 100 470 : : : : Changes from: August 25, 2020 : : 85 25 -85 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 68.0 19.6 16.7 9.0 1.0 0.0 0.0 2.2 0.9 4.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 10,393 : : Positions : : 5,708 6,720 2,181 1,900 1,043 115 0 0 165 100 495 : : : : Changes from: August 25, 2020 : : 110 75 -60 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 64.7 21.0 18.3 10.0 1.1 0.0 0.0 1.6 1.0 4.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 41,049 : : Positions : : 20,320 30,959 16,105 0 200 150 50 0 1,095 6,875 2,955 : : : : Changes from: August 25, 2020 : : 1,430 1,850 2,270 0 0 0 50 0 240 2,040 925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 75.4 39.2 0.0 0.5 0.4 0.1 0.0 2.7 16.7 7.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 41,180 : : Positions : : 21,046 31,245 15,505 0 260 150 50 0 1,255 6,875 2,740 : : : : Changes from: August 25, 2020 : : 1,430 1,850 2,270 0 0 0 50 0 375 2,175 740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 75.9 37.7 0.0 0.6 0.4 0.1 0.0 3.0 16.7 6.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 114,626 : : Positions : : 82,298 90,155 21,448 6,129 7,214 0 2,836 945 1,392 6,080 1,240 : : : : Changes from: August 25, 2020 : : 2,302 -631 65 1,925 -400 0 -87 134 54 1,275 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 78.7 18.7 5.3 6.3 0.0 2.5 0.8 1.2 5.3 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 27 4 . . 0 5 4 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 128,226 : : Positions : : 89,417 104,347 21,709 1,644 9,387 1,344 2,227 2,592 1,372 5,655 2,331 : : : : Changes from: August 25, 2020 : : 2,521 104 58 1,644 -610 400 -154 -60 25 1,474 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 81.4 16.9 1.3 7.3 1.0 1.7 2.0 1.1 4.4 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 29 5 . 5 . . 5 4 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 569,232 : : Positions : : 326,931 387,230 36,879 3,766 96,122 23,138 11,168 38,475 21,023 5,691 26,099 : : : : Changes from: August 25, 2020 : : 12,629 6,929 -3,779 -273 5,031 770 483 560 -2,496 -27 2,269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 68.0 6.5 0.7 16.9 4.1 2.0 6.8 3.7 1.0 4.6 : : : : Number of Traders in Each Category Total Traders: 98 : : 43 43 4 . 5 13 7 11 17 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,503 : : Positions : : 10,889 14,420 1,100 1,118 1,200 810 148 517 2,912 0 50 : : : : Changes from: August 25, 2020 : : 815 245 0 521 29 0 -1 1 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 82.4 6.3 6.4 6.9 4.6 0.8 3.0 16.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 14,376 : : Positions : : 8,332 11,190 1,275 1,114 1,297 100 450 215 3,082 0 50 : : : : Changes from: August 25, 2020 : : 895 245 0 540 25 0 0 0 25 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 77.8 8.9 7.7 9.0 0.7 3.1 1.5 21.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 7,425 : : Positions : : 6,315 5,040 105 315 95 5 200 50 270 1,135 115 : : : : Changes from: August 25, 2020 : : -2,690 -2,010 -240 315 -280 5 -920 50 20 -95 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 67.9 1.4 4.2 1.3 0.1 2.7 0.7 3.6 15.3 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 10,978 : : Positions : : 8,843 9,319 841 12 119 330 0 0 60 712 755 : : : : Changes from: August 25, 2020 : : -175 -110 0 -100 100 -20 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 84.9 7.7 0.1 1.1 3.0 0.0 0.0 0.5 6.5 6.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 20 . . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 88,592 : : Positions : : 63,045 64,226 15,412 11,821 1,750 0 3,430 0 1,020 0 0 : : : : Changes from: August 25, 2020 : : 1,895 935 -300 1,020 0 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 72.5 17.4 13.3 2.0 0.0 3.9 0.0 1.2 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 September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 75,383 : : Positions : : 53,915 53,473 12,128 9,560 2,365 0 3,850 0 840 0 0 : : : : Changes from: August 25, 2020 : : 1,855 895 -300 1,020 0 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 70.9 16.1 12.7 3.1 0.0 5.1 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,985 : : Positions : : 7,690 15,090 7,345 0 5,255 300 975 0 1,010 0 0 : : : : Changes from: August 25, 2020 : : 1,165 -635 -1,800 0 830 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 58.1 28.3 0.0 20.2 1.2 3.8 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 62,639 : : Positions : : 37,053 22,455 7,093 23,041 0 11,620 9,575 3,310 0 960 0 : : : : Changes from: August 25, 2020 : : 1,685 145 -400 -600 0 0 1,740 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 35.8 11.3 36.8 0.0 18.6 15.3 5.3 0.0 1.5 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 September 1, 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 42,381 : : Positions : : 24,350 17,448 10,268 12,685 30 2,215 6,615 3,015 0 360 300 : : : : Changes from: August 25, 2020 : : 1,213 -327 -400 -600 30 0 1,740 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 41.2 24.2 29.9 0.1 5.2 15.6 7.1 0.0 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 21,746 : : Positions : : 12,950 12,696 4,780 2,059 555 0 3,155 1,800 0 0 0 : : : : Changes from: August 25, 2020 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 58.4 22.0 9.5 2.6 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 September 1, 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 94,738 : : Positions : : 57,573 32,975 0 35,400 3,370 13,395 1,580 1,340 0 998 1,430 : : : : Changes from: August 25, 2020 : : -190 -490 0 100 0 0 200 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 34.8 0.0 37.4 3.6 14.1 1.7 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 September 1, 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 90,484 : : Positions : : 55,174 32,294 0 32,350 3,090 14,420 1,480 1,285 0 3,430 525 : : : : Changes from: August 25, 2020 : : -325 -525 0 0 0 -70 130 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 35.7 0.0 35.8 3.4 15.9 1.6 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 September 1, 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 22,792 : : Positions : : 13,601 3,849 0 547 1,012 2,105 8,070 490 850 4,520 455 : : : : Changes from: August 25, 2020 : : 130 -50 0 5 -70 0 175 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 16.9 0.0 2.4 4.4 9.2 35.4 2.1 3.7 19.8 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 September 1, 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 22,352 : : Positions : : 13,341 3,949 0 1,157 943 2,105 7,820 505 850 3,800 700 : : : : Changes from: August 25, 2020 : : 70 -50 0 -55 -35 0 175 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 17.7 0.0 5.2 4.2 9.4 35.0 2.3 3.8 17.0 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 September 1, 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 25, 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 September 1, 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 73,487 : : Positions : : 19,743 64,060 15,632 6,905 140 26,410 0 0 9,540 0 0 : : : : Changes from: August 25, 2020 : : -125 2,425 150 -1,800 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 87.2 21.3 9.4 0.2 35.9 0.0 0.0 13.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 72,510 : : Positions : : 19,850 62,605 15,805 7,405 490 26,010 0 0 8,665 0 0 : : : : Changes from: August 25, 2020 : : -125 2,275 0 -1,800 150 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 86.3 21.8 10.2 0.7 35.9 0.0 0.0 12.0 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 September 1, 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 59,155 : : Positions : : 20,550 52,275 7,600 1,510 2,365 5,450 295 35 20,175 0 140 : : : : Changes from: August 25, 2020 : : 475 300 -970 -120 490 0 0 0 675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 88.4 12.8 2.6 4.0 9.2 0.5 0.1 34.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 50,115 : : Positions : : 19,610 43,520 7,940 1,870 1,600 5,450 220 35 12,450 0 540 : : : : Changes from: August 25, 2020 : : 375 150 -1,020 -120 490 0 -25 0 650 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 86.8 15.8 3.7 3.2 10.9 0.4 0.1 24.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 17,230 : : Positions : : 9,380 9,280 1,000 0 780 85 2,875 0 2,085 765 530 : : : : Changes from: August 25, 2020 : : 0 0 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 53.9 5.8 0.0 4.5 0.5 16.7 0.0 12.1 4.4 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 September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 69,395 : : Positions : : 36,070 42,360 2,370 0 3,250 2,220 14,450 845 17,035 1,225 1,200 : : : : Changes from: August 25, 2020 : : -30 2,970 180 0 -195 -450 -1,800 245 1,470 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 61.0 3.4 0.0 4.7 3.2 20.8 1.2 24.5 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 63,050 : : Positions : : 34,600 37,530 3,205 0 2,960 1,995 14,450 845 13,320 1,225 1,200 : : : : Changes from: August 25, 2020 : : -20 2,980 180 0 0 -450 -1,800 245 1,470 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 59.5 5.1 0.0 4.7 3.2 22.9 1.3 21.1 1.9 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 September 1, 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 66,572 : : Positions : : 38,104 24,541 0 19,928 90 19,705 10 3,845 25 13,410 1,655 : : : : Changes from: August 25, 2020 : : 395 745 0 680 0 1,100 -50 50 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 36.9 0.0 29.9 0.1 29.6 0.0 5.8 0.0 20.1 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 September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 55,721 : : Positions : : 35,518 21,191 0 16,952 90 11,630 85 3,790 25 9,170 1,900 : : : : Changes from: August 25, 2020 : : 650 850 0 680 0 900 -50 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 38.0 0.0 30.4 0.2 20.9 0.2 6.8 0.0 16.5 3.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 193,722 : : Positions : : 107,398 79,796 22,107 360 6,867 470 33,590 7,820 1,225 17,410 1,500 : : : : Changes from: August 25, 2020 : : 3,115 95 1,194 -100 -410 115 2,440 -1,800 -95 1,930 -885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 41.2 11.4 0.2 3.5 0.2 17.3 4.0 0.6 9.0 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 155,203 : : Positions : : 81,763 69,034 21,940 0 3,488 275 24,695 7,390 1,225 11,435 2,200 : : : : Changes from: August 25, 2020 : : 3,195 165 1,184 0 -617 90 2,240 -1,750 -605 1,495 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 44.5 14.1 0.0 2.2 0.2 15.9 4.8 0.8 7.4 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 : : 7,855 18,430 9,845 880 2,500 2,100 250 0 0 0 0 : : : : Changes from: August 25, 2020 : : 300 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 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 September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 69,644 : : Positions : : 27,600 38,028 18,696 6,031 8,980 1,115 235 8,150 83 3,295 0 : : : : Changes from: August 25, 2020 : : 100 720 500 -120 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 54.6 26.8 8.7 12.9 1.6 0.3 11.7 0.1 4.7 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 September 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 60,007 : : Positions : : 25,512 30,600 11,746 4,908 6,354 1,150 435 8,325 0 2,720 0 : : : : Changes from: August 25, 2020 : : 180 900 550 -170 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 51.0 19.6 8.2 10.6 1.9 0.7 13.9 0.0 4.5 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 September 1, 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 44,447 : : Positions : : 20,757 20,165 648 5,795 5,682 5,625 2,520 6,150 980 0 700 : : : : Changes from: August 25, 2020 : : -225 375 300 -300 -15 0 300 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 45.4 1.5 13.0 12.8 12.7 5.7 13.8 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 September 1, 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 50,380 : : Positions : : 14,810 29,930 0 4,440 5,020 21,345 2,780 4,300 980 0 700 : : : : Changes from: August 25, 2020 : : -175 425 0 -600 225 0 300 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 59.4 0.0 8.8 10.0 42.4 5.5 8.5 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 September 1, 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 191,046 : : Positions : : 104,083 120,646 11,273 5,569 23,429 8,885 1,210 7,975 2,760 10 640 : : : : Changes from: August 25, 2020 : : 3,453 3,746 -886 216 -306 1,160 -300 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 63.2 5.9 2.9 12.3 4.7 0.6 4.2 1.4 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 September 1, 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 130,065 : : Positions : : 76,165 75,342 860 10,713 14,860 7,350 470 8,185 2,165 0 0 : : : : Changes from: August 25, 2020 : : 750 1,795 -420 -555 540 560 -300 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 57.9 0.7 8.2 11.4 5.7 0.4 6.3 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 25 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 04, 2020