Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 15,242 : : Positions : : 11,821 7,620 124 2,451 371 251 0 180 0 2,261 1,435 : : : : Changes from: October 6, 2020 : : -230 104 35 51 -5 50 0 0 0 -158 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 50.0 0.8 16.1 2.4 1.6 0.0 1.2 0.0 14.8 9.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 9,482 : : Positions : : 5,528 5,430 708 638 912 735 468 500 166 986 485 : : : : Changes from: October 6, 2020 : : 219 364 0 -4 2 -46 -148 170 -4 -42 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 57.3 7.5 6.7 9.6 7.8 4.9 5.3 1.8 10.4 5.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 17 . . . . . . . 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 34,134 : : Positions : : 20,922 29,880 3,997 1,730 1,560 1,182 0 423 5,505 191 350 : : : : Changes from: October 6, 2020 : : 175 75 -135 50 0 125 0 0 -100 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 87.5 11.7 5.1 4.6 3.5 0.0 1.2 16.1 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 31,023 : : Positions : : 23,826 24,578 0 4,148 1,272 640 0 150 4,635 375 500 : : : : Changes from: October 6, 2020 : : 75 150 0 50 35 0 0 0 150 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 79.2 0.0 13.4 4.1 2.1 0.0 0.5 14.9 1.2 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 13, 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 133,996 : : Positions : : 94,788 101,547 551 13,824 9,087 17,963 558 1,696 7,398 5,169 1,972 : : : : Changes from: October 6, 2020 : : 698 1,453 315 -706 -188 -131 -120 120 77 361 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 75.8 0.4 10.3 6.8 13.4 0.4 1.3 5.5 3.9 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 32 35 . . 5 8 5 6 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 60,095 : : Positions : : 48,843 43,967 2,220 10,068 3,580 3,458 0 154 475 920 1,365 : : : : Changes from: October 6, 2020 : : 204 1,343 0 -535 363 179 0 -15 0 -425 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 73.2 3.7 16.8 6.0 5.8 0.0 0.3 0.8 1.5 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . . . 5 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 34,845 : : Positions : : 33,466 25,555 410 6,608 744 0 453 0 150 1,410 75 : : : : Changes from: October 6, 2020 : : -25 0 -25 -200 87 0 0 0 0 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 73.3 1.2 19.0 2.1 0.0 1.3 0.0 0.4 4.0 0.2 : : : : 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 13, 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 53,217 : : Positions : : 32,343 20,813 1,189 23,001 2,828 13,955 0 50 629 4,402 2,021 : : : : Changes from: October 6, 2020 : : -245 -160 420 188 -8 0 0 0 48 5 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 39.1 2.2 43.2 5.3 26.2 0.0 0.1 1.2 8.3 3.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 68,417 : : Positions : : 40,037 23,044 300 35,836 3,412 19,906 175 225 1,400 2,811 2,824 : : : : Changes from: October 6, 2020 : : -185 -165 300 233 68 -50 0 50 78 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 33.7 0.4 52.4 5.0 29.1 0.3 0.3 2.0 4.1 4.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 22 . 4 . 6 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 64,725 : : Positions : : 47,542 39,934 10,315 19,453 2,995 0 125 0 1,562 334 1,884 : : : : Changes from: October 6, 2020 : : 365 185 -120 -60 0 0 0 0 -120 0 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 61.7 15.9 30.1 4.6 0.0 0.2 0.0 2.4 0.5 2.9 : : : : 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 13, 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 81,691 : : Positions : : 58,687 45,174 18,417 32,812 742 0 165 0 1,235 602 2,196 : : : : Changes from: October 6, 2020 : : 430 315 -100 -60 0 0 0 0 -70 7 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 55.3 22.5 40.2 0.9 0.0 0.2 0.0 1.5 0.7 2.7 : : : : 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 13, 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 38,270 : : Positions : : 25,089 34,777 9,660 0 3,049 100 0 0 75 195 0 : : : : Changes from: October 6, 2020 : : -1,475 -1,755 -320 0 0 0 0 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 90.9 25.2 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 26,861 : : Positions : : 25,447 14,058 0 11,525 673 0 600 0 360 0 0 : : : : Changes from: October 6, 2020 : : -638 -918 0 306 -206 0 0 0 0 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 52.3 0.0 42.9 2.5 0.0 2.2 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 17 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 95,174 : : Positions : : 73,873 70,379 250 8,988 7,677 5,496 255 1,108 4,260 4,579 2,097 : : : : Changes from: October 6, 2020 : : -3,367 -2,820 -75 -1,337 -47 -583 -14 -22 -285 -201 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 73.9 0.3 9.4 8.1 5.8 0.3 1.2 4.5 4.8 2.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 30 . . . 5 . 4 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 : : 15,637 19,132 3,585 50 786 75 100 600 0 75 0 : : : : Changes from: October 6, 2020 : : 138 75 -63 0 -50 -25 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 92.2 17.3 0.2 3.8 0.4 0.5 2.9 0.0 0.4 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 13, 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 : : 14,988 18,483 3,585 50 786 75 100 600 0 75 0 : : : : Changes from: October 6, 2020 : : 138 75 -63 0 -50 -25 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 92.0 17.8 0.2 3.9 0.4 0.5 3.0 0.0 0.4 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 13, 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 60,244 : : Positions : : 54,682 45,659 0 6,576 3,086 100 0 600 970 3,425 510 : : : : Changes from: October 6, 2020 : : -618 -1,488 0 -185 -9 0 0 0 100 1,150 -875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 75.8 0.0 10.9 5.1 0.2 0.0 1.0 1.6 5.7 0.8 : : : : 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 13, 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 43,818 : : Positions : : 32,633 38,828 6,294 0 4,579 100 0 0 175 135 0 : : : : Changes from: October 6, 2020 : : -2,772 -2,362 240 -50 70 0 0 0 -25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 88.6 14.4 0.0 10.5 0.2 0.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 42,586 : : Positions : : 37,950 27,743 50 10,560 2,593 1,450 800 70 0 700 0 : : : : Changes from: October 6, 2020 : : -651 -1,527 -150 791 -821 0 -163 0 0 105 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 65.1 0.1 24.8 6.1 3.4 1.9 0.2 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 57,751 : : Positions : : 44,063 54,901 8,580 200 2,325 0 0 0 1,975 0 85 : : : : Changes from: October 6, 2020 : : -5 170 170 0 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 95.1 14.9 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 13, 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 60,459 : : Positions : : 49,512 54,726 5,021 2,295 2,885 0 85 0 2,361 0 240 : : : : Changes from: October 6, 2020 : : -18 50 45 0 5 0 5 0 28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 90.5 8.3 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 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 83,299 : : Positions : : 64,995 73,966 10,771 4,686 1,121 0 509 0 3,664 718 2,224 : : : : Changes from: October 6, 2020 : : 1,059 1,585 1,489 625 98 0 -25 0 -26 322 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 88.8 12.9 5.6 1.3 0.0 0.6 0.0 4.4 0.9 2.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 100,470 : : Positions : : 79,975 87,453 11,688 5,010 2,375 405 373 481 1,458 1,065 3,610 : : : : Changes from: October 6, 2020 : : 1,381 2,156 1,500 625 4 0 0 0 29 130 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 87.0 11.6 5.0 2.4 0.4 0.4 0.5 1.5 1.1 3.6 : : : : 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 13, 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 55,300 : : Positions : : 35,661 50,233 18,349 778 722 0 3,474 13 555 35 0 : : : : Changes from: October 6, 2020 : : 115 515 75 -200 -12 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 90.8 33.2 1.4 1.3 0.0 6.3 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 13, 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: October 6, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 13, 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 55,919 : : Positions : : 34,616 48,160 14,046 0 5,705 450 290 0 496 1,276 436 : : : : Changes from: October 6, 2020 : : 5 -130 -130 0 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 86.1 25.1 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 13, 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 62,534 : : Positions : : 43,315 50,849 11,191 682 4,993 972 3,430 90 847 1,668 460 : : : : Changes from: October 6, 2020 : : -63 -132 18 94 -84 0 -5 0 -28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 81.3 17.9 1.1 8.0 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 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,531 : : Positions : : 10,425 20,384 12,763 0 837 0 1,985 0 70 1,073 157 : : : : Changes from: October 6, 2020 : : 120 390 270 0 290 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 83.1 52.0 0.0 3.4 0.0 8.1 0.0 0.3 4.4 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 0 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 23,794 : : Positions : : 10,240 22,057 12,391 0 717 0 525 0 0 495 0 : : : : Changes from: October 6, 2020 : : 120 390 270 0 285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 92.7 52.1 0.0 3.0 0.0 2.2 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 26,892 : : Positions : : 21,622 19,187 2,430 5,227 368 0 234 180 1,161 399 604 : : : : Changes from: October 6, 2020 : : 320 -125 0 15 -15 0 0 0 -249 150 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 71.3 9.0 19.4 1.4 0.0 0.9 0.7 4.3 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 16,394 : : Positions : : 12,698 13,889 1,328 597 204 0 525 0 903 531 187 : : : : Changes from: October 6, 2020 : : 40 40 0 0 0 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 84.7 8.1 3.6 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 13, 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 54,740 : : Positions : : 39,901 25,469 7,801 19,793 522 2,595 4,746 175 2,001 2,384 1,589 : : : : Changes from: October 6, 2020 : : -337 972 12 -1,245 -88 0 50 0 184 75 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 46.5 14.3 36.2 1.0 4.7 8.7 0.3 3.7 4.4 2.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 21 5 . . . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 33,132 : : Positions : : 27,823 11,657 1,436 16,159 1,305 740 2,230 20 551 656 956 : : : : Changes from: October 6, 2020 : : -298 843 -64 -1,225 50 -10 35 0 0 23 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 35.2 4.3 48.8 3.9 2.2 6.7 0.1 1.7 2.0 2.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 16,949 : : Positions : : 6,860 16,475 8,647 0 375 250 0 0 757 75 0 : : : : Changes from: October 6, 2020 : : -45 1,600 1,462 0 -15 0 0 0 177 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 97.2 51.0 0.0 2.2 1.5 0.0 0.0 4.5 0.4 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 13, 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 21,710 : : Positions : : 9,033 21,470 11,348 0 190 0 0 0 1,050 0 50 : : : : Changes from: October 6, 2020 : : -25 50 75 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 98.9 52.3 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 13, 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 10,193 : : Positions : : 5,875 6,805 1,799 1,840 1,048 65 0 0 460 75 290 : : : : Changes from: October 6, 2020 : : 360 0 -50 310 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 66.8 17.6 18.1 10.3 0.6 0.0 0.0 4.5 0.7 2.8 : : : : 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 13, 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 9,513 : : Positions : : 5,207 5,905 1,880 1,940 1,063 65 0 0 280 75 395 : : : : Changes from: October 6, 2020 : : 360 0 50 410 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 62.1 19.8 20.4 11.2 0.7 0.0 0.0 2.9 0.8 4.2 : : : : 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 13, 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 48,177 : : Positions : : 16,895 45,162 26,395 0 285 125 0 0 1,525 50 2,670 : : : : Changes from: October 6, 2020 : : -35 2,040 2,075 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 93.7 54.8 0.0 0.6 0.3 0.0 0.0 3.2 0.1 5.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 48,402 : : Positions : : 17,600 45,572 26,045 0 275 125 0 0 1,580 50 2,495 : : : : Changes from: October 6, 2020 : : -35 2,040 2,075 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 94.2 53.8 0.0 0.6 0.3 0.0 0.0 3.3 0.1 5.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 111,817 : : Positions : : 81,067 85,586 20,433 9,839 6,522 0 2,274 760 1,900 5,730 1,087 : : : : Changes from: October 6, 2020 : : 153 -992 280 1,368 -274 0 0 0 -65 -13 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 76.5 18.3 8.8 5.8 0.0 2.0 0.7 1.7 5.1 1.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 28 4 . 4 0 5 . 6 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 120,909 : : Positions : : 87,392 95,280 19,448 5,862 8,681 290 2,134 1,729 1,490 5,391 1,817 : : : : Changes from: October 6, 2020 : : 1,065 435 128 1,086 -31 35 75 -5 85 -277 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 78.8 16.1 4.8 7.2 0.2 1.8 1.4 1.2 4.5 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 32 4 . 5 . . 4 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 556,830 : : Positions : : 331,666 369,130 21,908 4,347 97,853 21,069 13,191 38,999 21,049 8,567 23,953 : : : : Changes from: October 6, 2020 : : 6,530 5,355 -423 -96 -141 -931 -723 1,847 157 534 718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 66.3 3.9 0.8 17.6 3.8 2.4 7.0 3.8 1.5 4.3 : : : : Number of Traders in Each Category Total Traders: 97 : : 42 42 4 . 5 8 10 9 16 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 16,285 : : Positions : : 10,464 13,365 875 689 1,566 720 600 65 2,410 0 0 : : : : Changes from: October 6, 2020 : : 350 0 -480 80 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 82.1 5.4 4.2 9.6 4.4 3.7 0.4 14.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 13,681 : : Positions : : 8,212 10,425 880 902 1,569 220 600 65 2,460 0 0 : : : : Changes from: October 6, 2020 : : 300 0 -480 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 76.2 6.4 6.6 11.5 1.6 4.4 0.5 18.0 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 13, 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 5,963 : : Positions : : 4,751 5,843 450 100 0 0 0 0 730 0 0 : : : : Changes from: October 6, 2020 : : -2,530 -2,224 -144 100 -100 -330 0 0 630 -285 -630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 98.0 7.5 1.7 0.0 0.0 0.0 0.0 12.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 83,701 : : Positions : : 59,999 60,760 13,762 11,836 1,750 0 2,185 0 1,020 0 0 : : : : Changes from: October 6, 2020 : : 695 695 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 72.6 16.4 14.1 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 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,335 : : Positions : : 51,452 51,475 11,286 9,770 2,365 0 2,525 0 840 0 0 : : : : Changes from: October 6, 2020 : : 455 455 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 71.2 15.6 13.5 3.3 0.0 3.5 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,150 : : Positions : : 7,820 13,415 5,095 0 5,760 950 945 0 755 0 0 : : : : Changes from: October 6, 2020 : : 0 240 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 55.5 21.1 0.0 23.9 3.9 3.9 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 60,349 : : Positions : : 37,786 22,447 4,557 21,226 104 11,560 9,485 2,990 0 910 50 : : : : Changes from: October 6, 2020 : : -227 293 550 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 37.2 7.6 35.2 0.2 19.2 15.7 5.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 40,172 : : Positions : : 25,912 16,624 7,152 11,865 0 1,915 6,335 2,975 0 360 300 : : : : Changes from: October 6, 2020 : : -188 -188 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 41.4 17.8 29.5 0.0 4.8 15.8 7.4 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 : : 11,763 14,445 5,012 0 1,738 0 2,735 1,800 0 0 0 : : : : Changes from: October 6, 2020 : : -7 -7 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 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 13, 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 90,209 : : Positions : : 53,104 31,369 0 34,250 4,250 14,675 1,225 635 0 885 1,420 : : : : Changes from: October 6, 2020 : : -75 -175 0 100 550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 34.8 0.0 38.0 4.7 16.3 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 13, 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 87,604 : : Positions : : 51,559 31,459 0 31,160 4,530 15,440 1,225 920 0 3,125 525 : : : : Changes from: October 6, 2020 : : -425 75 0 -500 1,090 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 35.9 0.0 35.6 5.2 17.6 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 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,480 : : Positions : : 13,119 3,704 2,290 225 738 0 7,720 1,960 800 5,000 435 : : : : Changes from: October 6, 2020 : : 625 75 625 0 -25 0 780 0 0 420 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 15.8 9.8 1.0 3.1 0.0 32.9 8.3 3.4 21.3 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 23,165 : : Positions : : 13,169 3,694 1,680 225 1,313 0 7,720 1,960 800 4,425 535 : : : : Changes from: October 6, 2020 : : 600 0 600 0 0 0 780 0 0 420 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 15.9 7.3 1.0 5.7 0.0 33.3 8.5 3.5 19.1 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 68,860 : : Positions : : 18,800 60,770 17,020 5,775 35 22,605 100 0 8,465 0 0 : : : : Changes from: October 6, 2020 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 88.3 24.7 8.4 0.1 32.8 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 13, 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 68,060 : : Positions : : 18,960 59,760 16,770 5,865 315 22,855 300 0 7,590 0 0 : : : : Changes from: October 6, 2020 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 87.8 24.6 8.6 0.5 33.6 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 13, 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 55,680 : : Positions : : 20,080 49,320 5,755 1,200 2,475 5,180 0 165 19,190 0 170 : : : : Changes from: October 6, 2020 : : 120 660 540 0 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 88.6 10.3 2.2 4.4 9.3 0.0 0.3 34.5 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 13, 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 47,635 : : Positions : : 18,760 41,105 6,305 1,560 1,710 5,180 0 165 12,240 0 520 : : : : Changes from: October 6, 2020 : : 120 660 540 0 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 86.3 13.2 3.3 3.6 10.9 0.0 0.3 25.7 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 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 66,225 : : Positions : : 33,145 36,655 1,930 2,090 3,955 4,720 15,480 175 15,065 1,100 1,455 : : : : Changes from: October 6, 2020 : : 50 600 375 -480 545 780 985 0 -80 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 55.3 2.9 3.2 6.0 7.1 23.4 0.3 22.7 1.7 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 60,310 : : Positions : : 31,535 32,200 1,930 1,165 3,935 4,495 15,480 175 11,765 1,100 1,455 : : : : Changes from: October 6, 2020 : : 50 600 375 -480 95 780 985 0 -80 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 53.4 3.2 1.9 6.5 7.5 25.7 0.3 19.5 1.8 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 62,692 : : Positions : : 36,876 22,581 0 19,485 90 17,905 275 4,015 0 12,470 1,355 : : : : Changes from: October 6, 2020 : : 400 350 0 0 0 25 25 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 36.0 0.0 31.1 0.1 28.6 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 13, 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 53,676 : : Positions : : 33,033 19,871 0 17,282 90 12,455 250 4,095 0 8,265 1,600 : : : : Changes from: October 6, 2020 : : 200 50 0 0 0 -100 0 15 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 37.0 0.0 32.2 0.2 23.2 0.5 7.6 0.0 15.4 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 13, 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 185,241 : : Positions : : 101,689 76,233 22,097 655 7,001 645 34,154 6,790 1,100 14,470 2,180 : : : : Changes from: October 6, 2020 : : 670 355 -1,970 0 460 100 -885 0 0 -670 480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 41.2 11.9 0.4 3.8 0.3 18.4 3.7 0.6 7.8 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 151,130 : : Positions : : 78,486 64,270 21,502 0 4,092 570 27,679 6,540 1,350 9,965 2,770 : : : : Changes from: October 6, 2020 : : 485 545 -1,695 0 384 75 -1,010 0 250 -420 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 42.5 14.2 0.0 2.7 0.4 18.3 4.3 0.9 6.6 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 67,201 : : Positions : : 26,435 37,775 14,631 3,746 11,095 2,930 0 7,650 0 2,555 0 : : : : Changes from: October 6, 2020 : : 390 1,100 -300 -1,010 1,120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 56.2 21.8 5.6 16.5 4.4 0.0 11.4 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 13, 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 57,800 : : Positions : : 24,615 31,325 8,286 2,476 8,629 2,885 0 8,075 0 2,080 0 : : : : Changes from: October 6, 2020 : : 490 1,000 -300 -810 1,140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 54.2 14.3 4.3 14.9 5.0 0.0 14.0 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 13, 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 42,645 : : Positions : : 21,490 20,385 200 4,950 5,100 5,100 3,000 5,505 1,260 0 420 : : : : Changes from: October 6, 2020 : : 160 -40 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 47.8 0.5 11.6 12.0 12.0 7.0 12.9 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 13, 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 50,505 : : Positions : : 16,830 30,130 0 5,135 4,280 20,095 3,130 4,250 1,260 0 420 : : : : Changes from: October 6, 2020 : : 200 0 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 59.7 0.0 10.2 8.5 39.8 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 13, 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 190,529 : : Positions : : 110,543 122,555 7,389 6,299 25,796 9,250 950 8,955 2,145 0 600 : : : : Changes from: October 6, 2020 : : 246 2,243 2,485 454 -576 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 64.3 3.9 3.3 13.5 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 13, 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 129,680 : : Positions : : 76,860 78,650 15 7,220 14,950 7,805 280 9,760 1,575 0 0 : : : : Changes from: October 6, 2020 : : 2,095 3,575 0 -1,600 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 60.6 0.0 5.6 11.5 6.0 0.2 7.5 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 25 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 16, 2020