Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 15,245 : : Positions : : 12,051 7,516 89 2,400 376 201 0 180 0 2,419 1,492 : : : : Changes from: September 29, 2020 : : -30 11 0 127 10 50 0 0 0 -145 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 49.3 0.6 15.7 2.5 1.3 0.0 1.2 0.0 15.9 9.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 9,110 : : Positions : : 5,309 5,066 708 642 910 782 616 330 170 1,028 454 : : : : Changes from: September 29, 2020 : : -197 -796 -63 -356 -1 -253 67 41 -502 222 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 55.6 7.8 7.1 10.0 8.6 6.8 3.6 1.9 11.3 5.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 17 . . . . . . . 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 33,984 : : Positions : : 20,747 29,805 4,132 1,680 1,560 1,057 0 423 5,605 191 325 : : : : Changes from: September 29, 2020 : : -1,837 -1,469 -139 211 -236 123 -105 -73 440 -50 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 87.7 12.2 4.9 4.6 3.1 0.0 1.2 16.5 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 30,763 : : Positions : : 23,751 24,428 0 4,098 1,237 640 0 150 4,485 350 500 : : : : Changes from: September 29, 2020 : : -644 -885 0 -687 251 -203 0 0 -375 350 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 79.4 0.0 13.3 4.0 2.1 0.0 0.5 14.6 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 133,158 : : Positions : : 94,090 100,094 236 14,530 9,275 18,094 678 1,576 7,321 4,808 2,017 : : : : Changes from: September 29, 2020 : : -5,875 -5,273 -330 156 -372 478 285 -532 1,429 535 -637 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 75.2 0.2 10.9 7.0 13.6 0.5 1.2 5.5 3.6 1.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 34 . . 5 8 5 6 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 58,984 : : Positions : : 48,639 42,624 2,220 10,603 3,217 3,279 0 169 475 1,345 985 : : : : Changes from: September 29, 2020 : : -2,975 -3,459 -250 117 -150 230 0 -104 -25 415 -281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 72.3 3.8 18.0 5.5 5.6 0.0 0.3 0.8 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . . . 4 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 34,958 : : Positions : : 33,491 25,555 435 6,808 657 0 453 0 150 1,260 225 : : : : Changes from: September 29, 2020 : : -1,733 -1,875 -32 61 -161 0 -351 0 -375 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 73.1 1.2 19.5 1.9 0.0 1.3 0.0 0.4 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 53,158 : : Positions : : 32,588 20,973 769 22,813 2,836 13,955 0 50 581 4,397 2,022 : : : : Changes from: September 29, 2020 : : -639 -1,013 4 -283 131 -200 0 0 -87 320 -379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 39.5 1.4 42.9 5.3 26.3 0.0 0.1 1.1 8.3 3.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 68,196 : : Positions : : 40,222 23,209 0 35,603 3,344 19,956 175 175 1,322 2,811 2,824 : : : : Changes from: September 29, 2020 : : -987 -1,033 0 -397 291 -154 50 25 47 225 -276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 34.0 0.0 52.2 4.9 29.3 0.3 0.3 1.9 4.1 4.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 0 4 . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 64,515 : : Positions : : 47,177 39,749 10,435 19,513 2,995 0 125 0 1,682 334 1,799 : : : : Changes from: September 29, 2020 : : -2,879 -2,405 825 -569 -151 -25 -25 0 -1,059 -164 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 61.6 16.2 30.2 4.6 0.0 0.2 0.0 2.6 0.5 2.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 81,344 : : Positions : : 58,257 44,859 18,517 32,872 742 0 165 0 1,305 595 2,111 : : : : Changes from: September 29, 2020 : : -3,057 -2,348 560 -1,206 -53 -25 -45 0 -1,108 -66 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 55.1 22.8 40.4 0.9 0.0 0.2 0.0 1.6 0.7 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 40,065 : : Positions : : 26,564 36,532 9,980 0 3,049 100 0 0 100 220 0 : : : : Changes from: September 29, 2020 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 91.2 24.9 0.0 7.6 0.2 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 14 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 27,720 : : Positions : : 26,085 14,976 0 11,219 879 0 600 0 360 46 0 : : : : Changes from: September 29, 2020 : : -172 388 0 -560 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 54.0 0.0 40.5 3.2 0.0 2.2 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 26,163 : : Positions : : 16,856 24,141 5,230 0 1,590 0 0 0 2,050 87 345 : : : : Changes from: September 29, 2020 : : 3,132 3,132 0 0 -275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 92.3 20.0 0.0 6.1 0.0 0.0 0.0 7.8 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 99,383 : : Positions : : 77,240 73,199 325 10,325 7,725 6,079 269 1,130 4,545 4,780 1,907 : : : : Changes from: September 29, 2020 : : 7,911 5,403 200 1,294 -394 -436 95 -1 -997 8 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 73.7 0.3 10.4 7.8 6.1 0.3 1.1 4.6 4.8 1.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 33 . . . 7 . 5 9 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 20,743 : : Positions : : 15,499 19,057 3,648 50 836 100 100 600 0 100 0 : : : : Changes from: September 29, 2020 : : 990 1,560 -280 50 -118 0 0 0 0 -900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 91.9 17.6 0.2 4.0 0.5 0.5 2.9 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 20,094 : : Positions : : 14,850 18,408 3,648 50 836 100 100 600 0 100 0 : : : : Changes from: September 29, 2020 : : 990 1,560 -280 50 -118 0 0 0 0 -900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 91.6 18.2 0.2 4.2 0.5 0.5 3.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 61,656 : : Positions : : 55,300 47,147 0 6,761 3,095 100 0 600 870 2,275 1,385 : : : : Changes from: September 29, 2020 : : 8,275 5,005 0 2,370 63 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 76.5 0.0 11.0 5.0 0.2 0.0 1.0 1.4 3.7 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 0 . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 46,305 : : Positions : : 35,405 41,190 6,054 50 4,509 100 0 0 200 260 0 : : : : Changes from: September 29, 2020 : : 643 643 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 89.0 13.1 0.1 9.7 0.2 0.0 0.0 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 44,308 : : Positions : : 38,601 29,270 200 9,769 3,414 1,450 963 70 0 595 100 : : : : Changes from: September 29, 2020 : : -379 -579 50 228 -83 -20 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 66.1 0.5 22.0 7.7 3.3 2.2 0.2 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 57,581 : : Positions : : 44,068 54,731 8,410 200 2,325 0 0 0 1,970 0 85 : : : : Changes from: September 29, 2020 : : -3,405 -4,076 -606 -110 0 0 -25 0 -265 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 95.1 14.6 0.3 4.0 0.0 0.0 0.0 3.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 60,399 : : Positions : : 49,530 54,676 4,976 2,295 2,880 0 80 0 2,333 0 240 : : : : Changes from: September 29, 2020 : : -4,691 -4,415 -184 60 -195 0 -646 0 -72 0 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 90.5 8.2 3.8 4.8 0.0 0.1 0.0 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 14 4 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 80,603 : : Positions : : 63,936 72,381 9,282 4,061 1,023 0 534 0 3,690 396 2,148 : : : : Changes from: September 29, 2020 : : -3,907 -3,171 40 -193 -50 0 0 0 69 -110 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 89.8 11.5 5.0 1.3 0.0 0.7 0.0 4.6 0.5 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 97,314 : : Positions : : 78,594 85,297 10,188 4,385 2,371 405 373 481 1,429 935 3,409 : : : : Changes from: September 29, 2020 : : -5,443 -4,706 -124 -145 50 120 -211 146 -385 -726 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.7 10.5 4.5 2.4 0.4 0.4 0.5 1.5 1.0 3.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 21 5 . . . 4 4 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 55,122 : : Positions : : 35,546 49,718 18,274 978 734 0 3,599 13 555 35 0 : : : : Changes from: September 29, 2020 : : -4,632 -3,300 725 -94 25 0 -378 0 150 35 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 90.2 33.2 1.8 1.3 0.0 6.5 0.0 1.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 46,685 : : Positions : : 29,080 45,060 17,155 0 450 0 225 0 0 950 0 : : : : Changes from: September 29, 2020 : : -2,055 -2,510 195 0 0 0 0 0 0 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 96.5 36.7 0.0 1.0 0.0 0.5 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 56,049 : : Positions : : 34,611 48,290 14,176 0 5,705 450 290 0 501 1,276 436 : : : : Changes from: September 29, 2020 : : -479 -1,072 -547 0 -6 -100 -35 0 -91 -35 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 86.2 25.3 0.0 10.2 0.8 0.5 0.0 0.9 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 62,661 : : Positions : : 43,378 50,981 11,173 588 5,077 972 3,435 90 875 1,668 460 : : : : Changes from: September 29, 2020 : : -718 -2,451 -686 258 -402 -596 83 -135 -17 120 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 81.4 17.8 0.9 8.1 1.6 5.5 0.1 1.4 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 23,851 : : Positions : : 10,305 19,994 12,493 0 547 0 1,985 0 70 1,073 157 : : : : Changes from: September 29, 2020 : : -16 -543 -265 0 305 0 410 0 0 -177 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 83.8 52.4 0.0 2.3 0.0 8.3 0.0 0.3 4.5 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 23,119 : : Positions : : 10,120 21,667 12,121 0 432 0 525 0 0 495 0 : : : : Changes from: September 29, 2020 : : -135 -545 -284 0 300 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 93.7 52.4 0.0 1.9 0.0 2.3 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 26,862 : : Positions : : 21,302 19,312 2,430 5,212 383 0 234 180 1,410 249 625 : : : : Changes from: September 29, 2020 : : -1,187 -1,147 -155 -105 -80 0 -60 0 -40 -95 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 71.9 9.0 19.4 1.4 0.0 0.9 0.7 5.2 0.9 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 16,352 : : Positions : : 12,658 13,849 1,328 597 204 0 525 0 901 531 187 : : : : Changes from: September 29, 2020 : : -1,030 -385 -45 -163 -10 0 -155 0 365 -26 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 84.7 8.1 3.7 1.2 0.0 3.2 0.0 5.5 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 54,881 : : Positions : : 40,238 24,497 7,789 21,038 610 2,595 4,696 175 1,817 2,309 1,498 : : : : Changes from: September 29, 2020 : : -1,470 -1,790 200 54 109 0 -648 -30 -82 1,003 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 44.6 14.2 38.3 1.1 4.7 8.6 0.3 3.3 4.2 2.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 21 5 . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 33,437 : : Positions : : 28,121 10,814 1,500 17,384 1,255 750 2,195 20 551 633 944 : : : : Changes from: September 29, 2020 : : -1,125 -893 61 -243 262 0 95 -20 0 -54 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 32.3 4.5 52.0 3.8 2.2 6.6 0.1 1.6 1.9 2.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 15,355 : : Positions : : 6,905 14,875 7,185 0 390 250 0 0 580 75 0 : : : : Changes from: September 29, 2020 : : -1,126 -1,706 -675 0 15 50 -36 -50 0 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 96.9 46.8 0.0 2.5 1.6 0.0 0.0 3.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 21,675 : : Positions : : 9,058 21,420 11,273 0 205 0 0 0 1,050 0 50 : : : : Changes from: September 29, 2020 : : -445 -523 -65 0 -70 0 0 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 98.8 52.0 0.0 0.9 0.0 0.0 0.0 4.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 9,953 : : Positions : : 5,515 6,805 1,849 1,530 1,118 65 0 0 460 75 290 : : : : Changes from: September 29, 2020 : : -568 -435 -214 -270 90 -25 0 0 110 -25 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 68.4 18.6 15.4 11.2 0.7 0.0 0.0 4.6 0.8 2.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 9,173 : : Positions : : 4,847 5,905 1,830 1,530 1,133 65 0 0 280 75 395 : : : : Changes from: September 29, 2020 : : -588 -485 -197 -270 90 -25 0 0 60 -25 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 64.4 19.9 16.7 12.4 0.7 0.0 0.0 3.1 0.8 4.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 46,112 : : Positions : : 16,930 43,122 24,320 0 260 125 0 0 1,525 50 2,670 : : : : Changes from: September 29, 2020 : : -1,480 -251 1,385 0 60 0 -50 0 -235 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 93.5 52.7 0.0 0.6 0.3 0.0 0.0 3.3 0.1 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 46,337 : : Positions : : 17,635 43,532 23,970 0 250 125 0 0 1,580 50 2,495 : : : : Changes from: September 29, 2020 : : -1,515 -306 1,405 0 50 0 -50 0 -275 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 93.9 51.7 0.0 0.5 0.3 0.0 0.0 3.4 0.1 5.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 111,661 : : Positions : : 80,914 86,578 20,153 8,471 6,796 0 2,274 760 1,965 5,743 1,020 : : : : Changes from: September 29, 2020 : : -3,330 -4,252 -1,080 857 -463 0 -150 -60 450 -404 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 77.5 18.0 7.6 6.1 0.0 2.0 0.7 1.8 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 28 4 . . 0 5 . 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 119,702 : : Positions : : 86,327 94,845 19,320 4,776 8,712 255 2,059 1,734 1,405 5,668 1,882 : : : : Changes from: September 29, 2020 : : -4,144 -7,744 -1,547 641 152 -752 633 -964 75 88 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 79.2 16.1 4.0 7.3 0.2 1.7 1.4 1.2 4.7 1.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 30 5 . 4 . . 4 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 549,155 : : Positions : : 325,135 363,775 22,331 4,443 97,994 22,000 13,914 37,152 20,892 8,033 23,235 : : : : Changes from: September 29, 2020 : : -6,102 -9,791 -2,668 181 -2,275 -342 -472 -527 1,478 1,540 -765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 66.2 4.1 0.8 17.8 4.0 2.5 6.8 3.8 1.5 4.2 : : : : Number of Traders in Each Category Total Traders: 96 : : 43 42 4 . 5 9 9 9 15 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 16,115 : : Positions : : 10,114 13,365 1,355 609 1,266 720 600 65 2,410 0 0 : : : : Changes from: September 29, 2020 : : -395 -945 -90 -36 1 -40 201 -201 -235 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 82.9 8.4 3.8 7.9 4.5 3.7 0.4 15.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 13,551 : : Positions : : 7,912 10,425 1,360 902 1,369 220 600 65 2,460 0 0 : : : : Changes from: September 29, 2020 : : -225 -735 -125 15 -60 -15 0 0 -335 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 76.9 10.0 6.7 10.1 1.6 4.4 0.5 18.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 9,085 : : Positions : : 7,281 8,067 594 0 100 330 0 0 100 285 630 : : : : Changes from: September 29, 2020 : : -2 198 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 88.8 6.5 0.0 1.1 3.6 0.0 0.0 1.1 3.1 6.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 83,041 : : Positions : : 59,304 60,065 13,762 11,836 1,750 0 2,185 0 1,020 0 0 : : : : Changes from: September 29, 2020 : : -3,029 -2,860 -816 -365 0 0 -620 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 72.3 16.6 14.3 2.1 0.0 2.6 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 71,760 : : Positions : : 50,997 51,020 11,286 9,770 2,365 0 2,525 0 840 0 0 : : : : Changes from: September 29, 2020 : : -2,604 -2,255 -436 -215 -30 0 -570 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 71.1 15.7 13.6 3.3 0.0 3.5 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 23,910 : : Positions : : 7,820 13,175 4,855 0 5,760 950 945 0 755 0 0 : : : : Changes from: September 29, 2020 : : -335 -885 -460 0 55 0 -15 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 55.1 20.3 0.0 24.1 4.0 4.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 60,029 : : Positions : : 38,013 22,154 4,007 21,226 54 11,560 9,485 2,990 0 910 50 : : : : Changes from: September 29, 2020 : : -603 -1,256 -1,473 -830 -351 0 5 -145 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 36.9 6.7 35.4 0.1 19.3 15.8 5.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 40,359 : : Positions : : 26,100 16,812 7,152 11,865 0 1,915 6,335 2,975 0 360 300 : : : : Changes from: September 29, 2020 : : -1,013 -2,071 -1,273 -375 -30 -150 15 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 41.7 17.7 29.4 0.0 4.7 15.7 7.4 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 22,391 : : Positions : : 11,770 14,452 5,012 0 1,738 0 2,735 1,800 0 0 0 : : : : Changes from: September 29, 2020 : : -325 1,615 622 -1,131 1,233 0 -185 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 64.5 22.4 0.0 7.8 0.0 12.2 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 11 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 89,624 : : Positions : : 53,179 31,544 0 34,150 3,700 14,675 1,225 635 0 885 1,420 : : : : Changes from: September 29, 2020 : : -1,874 -726 0 90 330 970 -235 -595 0 -73 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 35.2 0.0 38.1 4.1 16.4 1.4 0.7 0.0 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 87,004 : : Positions : : 51,984 31,384 0 31,660 3,440 15,440 1,225 920 0 3,125 525 : : : : Changes from: September 29, 2020 : : -1,890 -325 0 -380 330 935 -160 -360 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 36.1 0.0 36.4 4.0 17.7 1.4 1.1 0.0 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 22,050 : : Positions : : 12,494 3,629 1,665 225 763 0 6,940 1,960 800 4,580 255 : : : : Changes from: September 29, 2020 : : -466 -170 446 25 -171 0 0 -385 -25 95 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 16.5 7.6 1.0 3.5 0.0 31.5 8.9 3.6 20.8 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 21,785 : : Positions : : 12,569 3,694 1,080 225 1,313 0 6,940 1,960 800 4,005 355 : : : : Changes from: September 29, 2020 : : -466 -195 446 25 -171 0 0 -385 -25 120 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 17.0 5.0 1.0 6.0 0.0 31.9 9.0 3.7 18.4 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 68,660 : : Positions : : 18,800 60,570 16,820 5,775 35 22,605 100 0 8,465 0 0 : : : : Changes from: September 29, 2020 : : -85 -1,380 340 -540 0 -1,590 100 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 88.2 24.5 8.4 0.1 32.9 0.1 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 67,860 : : Positions : : 18,960 59,560 16,570 5,865 315 22,855 300 0 7,590 0 0 : : : : Changes from: September 29, 2020 : : -50 -1,545 -185 -795 0 -1,340 300 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 87.8 24.4 8.6 0.5 33.7 0.4 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 55,085 : : Positions : : 19,960 48,660 5,215 1,200 2,665 5,180 0 165 19,190 0 170 : : : : Changes from: September 29, 2020 : : -1,235 -1,885 -675 -210 -125 -70 -210 120 -330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 88.3 9.5 2.2 4.8 9.4 0.0 0.3 34.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 46,915 : : Positions : : 18,640 40,445 5,765 1,560 1,900 5,180 0 165 12,240 0 520 : : : : Changes from: September 29, 2020 : : -1,225 -1,470 -575 -210 -125 -70 -135 120 45 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 86.2 12.3 3.3 4.0 11.0 0.0 0.4 26.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 64,255 : : Positions : : 33,095 36,055 1,555 2,570 3,410 3,940 14,495 175 15,145 1,100 1,275 : : : : Changes from: September 29, 2020 : : -1,960 -3,605 55 410 -165 75 495 -495 -1,130 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 56.1 2.4 4.0 5.3 6.1 22.6 0.3 23.6 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 58,340 : : Positions : : 31,485 31,600 1,555 1,645 3,840 3,715 14,495 175 11,845 1,100 1,275 : : : : Changes from: September 29, 2020 : : -2,170 -3,400 55 345 -100 50 495 -495 -760 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 54.2 2.7 2.8 6.6 6.4 24.8 0.3 20.3 1.9 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 62,267 : : Positions : : 36,476 22,231 0 19,485 90 17,880 250 4,015 0 12,420 1,355 : : : : Changes from: September 29, 2020 : : -870 -1,225 0 -220 0 -1,235 90 -90 0 -760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 35.7 0.0 31.3 0.1 28.7 0.4 6.4 0.0 19.9 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 53,561 : : Positions : : 32,833 19,821 0 17,282 90 12,555 250 4,080 0 8,215 1,600 : : : : Changes from: September 29, 2020 : : -1,208 -520 0 62 0 40 40 0 0 -770 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 37.0 0.0 32.3 0.2 23.4 0.5 7.6 0.0 15.3 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 184,411 : : Positions : : 101,019 75,878 24,067 655 6,541 545 35,039 6,790 1,100 15,140 1,700 : : : : Changes from: September 29, 2020 : : -2,741 -2,599 249 120 -538 -5 722 -200 -100 -800 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 41.1 13.1 0.4 3.5 0.3 19.0 3.7 0.6 8.2 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 150,428 : : Positions : : 78,001 63,725 23,197 0 3,708 495 28,689 6,540 1,100 10,385 2,680 : : : : Changes from: September 29, 2020 : : -1,112 -2,837 362 0 -43 45 1,907 -200 -100 155 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 42.4 15.4 0.0 2.5 0.3 19.1 4.3 0.7 6.9 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 27 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 66,371 : : Positions : : 26,045 36,675 14,931 4,756 9,975 2,930 0 7,650 0 2,555 0 : : : : Changes from: September 29, 2020 : : -1,310 -1,398 -520 -505 305 -325 0 -405 -83 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 55.3 22.5 7.2 15.0 4.4 0.0 11.5 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 57,050 : : Positions : : 24,125 30,325 8,586 3,286 7,489 2,885 0 8,075 0 2,080 0 : : : : Changes from: September 29, 2020 : : -1,000 -1,225 -75 245 -270 -215 0 -380 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 53.2 15.0 5.8 13.1 5.1 0.0 14.2 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 42,495 : : Positions : : 21,330 20,425 200 4,750 5,100 5,100 3,000 5,505 1,260 0 420 : : : : Changes from: September 29, 2020 : : 285 -20 -360 -40 60 -75 35 -260 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 48.1 0.5 11.2 12.0 12.0 7.1 13.0 3.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 50,305 : : Positions : : 16,630 30,130 0 4,935 4,280 20,095 3,130 4,250 1,260 0 420 : : : : Changes from: September 29, 2020 : : -10 85 0 55 -180 -325 -125 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 59.9 0.0 9.8 8.5 39.9 6.2 8.4 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 189,174 : : Positions : : 110,297 120,312 4,905 5,845 26,373 9,250 950 8,955 2,145 0 600 : : : : Changes from: September 29, 2020 : : -1,209 1,345 2,308 1,726 -2,943 -250 -2,495 1,560 -175 -10 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 63.6 2.6 3.1 13.9 4.9 0.5 4.7 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 27 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 127,865 : : Positions : : 74,765 75,075 15 8,820 15,075 7,805 280 9,760 1,575 0 0 : : : : Changes from: September 29, 2020 : : -1,940 225 -1,935 -1,840 -125 2,495 -45 -300 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 58.7 0.0 6.9 11.8 6.1 0.2 7.6 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 09, 2020