Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 16,150 : : Positions : : 12,535 7,915 124 2,838 363 256 0 180 0 2,232 1,782 : : : : Changes from: October 20, 2020 : : 617 245 0 327 -87 -25 0 0 0 61 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 49.0 0.8 17.6 2.2 1.6 0.0 1.1 0.0 13.8 11.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 9,542 : : Positions : : 5,564 5,534 708 645 908 689 207 316 249 1,206 655 : : : : Changes from: October 20, 2020 : : 78 36 0 6 -4 -17 52 -19 70 43 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 58.0 7.4 6.8 9.5 7.2 2.2 3.3 2.6 12.6 6.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 17 . . . . . . 4 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 35,054 : : Positions : : 20,738 30,421 4,677 1,530 1,741 1,515 0 438 5,185 419 505 : : : : Changes from: October 20, 2020 : : 49 -401 190 150 -10 5 0 15 -345 150 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 86.8 13.3 4.4 5.0 4.3 0.0 1.2 14.8 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 . . . . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 33,042 : : Positions : : 25,710 25,822 0 4,148 1,197 665 0 150 4,785 1,190 535 : : : : Changes from: October 20, 2020 : : 880 430 0 25 -100 25 0 0 100 550 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 78.1 0.0 12.6 3.6 2.0 0.0 0.5 14.5 3.6 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 137,529 : : Positions : : 94,698 102,566 899 13,994 11,608 18,422 393 1,836 7,652 5,091 1,837 : : : : Changes from: October 20, 2020 : : -766 -1,320 -51 805 1,905 257 -45 20 59 36 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 74.6 0.7 10.2 8.4 13.4 0.3 1.3 5.6 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 32 33 . 5 6 9 . 6 6 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 62,776 : : Positions : : 48,812 45,586 2,220 10,131 4,251 4,356 0 157 1,365 995 1,615 : : : : Changes from: October 20, 2020 : : 181 921 0 44 305 534 0 0 550 300 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 72.6 3.5 16.1 6.8 6.9 0.0 0.3 2.2 1.6 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 21 . . . 5 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 35,928 : : Positions : : 34,271 26,735 438 6,108 994 0 459 0 150 1,557 75 : : : : Changes from: October 20, 2020 : : 675 650 0 -350 177 0 3 0 0 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 74.4 1.2 17.0 2.8 0.0 1.3 0.0 0.4 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 53,968 : : Positions : : 32,413 18,536 1,578 25,701 3,103 13,930 0 50 690 4,481 2,002 : : : : Changes from: October 20, 2020 : : 268 -2,399 434 3,065 251 -25 0 0 61 79 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 34.3 2.9 47.6 5.7 25.8 0.0 0.1 1.3 8.3 3.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 69,609 : : Positions : : 40,271 19,827 1,260 40,147 3,535 20,015 125 180 1,325 2,975 2,720 : : : : Changes from: October 20, 2020 : : 527 -3,201 960 4,476 143 -96 0 -45 60 166 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 28.5 1.8 57.7 5.1 28.8 0.2 0.3 1.9 4.3 3.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 20 . 5 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 66,176 : : Positions : : 48,352 40,429 10,350 19,563 3,756 0 125 0 1,445 457 1,846 : : : : Changes from: October 20, 2020 : : -680 515 1,360 0 340 0 0 0 -42 123 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 61.1 15.6 29.6 5.7 0.0 0.2 0.0 2.2 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 82,789 : : Positions : : 59,919 42,490 17,655 35,871 1,379 0 165 0 1,141 602 2,281 : : : : Changes from: October 20, 2020 : : -208 -2,794 553 2,999 446 0 0 0 -139 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 51.3 21.3 43.3 1.7 0.0 0.2 0.0 1.4 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 23 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 38,110 : : Positions : : 24,879 34,617 9,710 0 3,049 100 0 0 75 195 0 : : : : Changes from: October 20, 2020 : : -175 -125 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 90.8 25.5 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 27, 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 27,967 : : Positions : : 26,553 15,174 0 11,515 673 0 600 0 360 0 0 : : : : Changes from: October 20, 2020 : : 1,245 1,255 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 54.3 0.0 41.2 2.4 0.0 2.1 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 27, 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 98,140 : : Positions : : 75,998 73,494 296 8,475 7,891 5,689 233 998 4,917 4,966 1,992 : : : : Changes from: October 20, 2020 : : 123 675 46 297 -137 118 0 -7 707 -26 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 74.9 0.3 8.6 8.0 5.8 0.2 1.0 5.0 5.1 2.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 31 . . . 5 . 4 12 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 20,823 : : Positions : : 15,723 19,133 3,500 50 865 75 100 600 0 75 0 : : : : Changes from: October 20, 2020 : : -239 1 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 91.9 16.8 0.2 4.2 0.4 0.5 2.9 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 20,058 : : Positions : : 14,895 18,405 3,600 50 828 75 100 600 0 75 0 : : : : Changes from: October 20, 2020 : : -293 -53 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 91.8 17.9 0.2 4.1 0.4 0.5 3.0 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 27, 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 61,925 : : Positions : : 55,921 48,843 0 7,031 2,678 300 0 600 1,320 1,575 810 : : : : Changes from: October 20, 2020 : : -375 -65 0 240 -60 0 0 0 250 -300 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 78.9 0.0 11.4 4.3 0.5 0.0 1.0 2.1 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 43,833 : : Positions : : 32,308 38,843 6,574 0 4,579 150 0 0 175 135 0 : : : : Changes from: October 20, 2020 : : -105 -50 55 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 88.6 15.0 0.0 10.4 0.3 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 27, 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 44,559 : : Positions : : 39,586 29,672 170 10,267 2,650 1,580 800 70 45 980 0 : : : : Changes from: October 20, 2020 : : 2,482 1,760 120 642 -42 -50 0 0 0 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 66.6 0.4 23.0 5.9 3.5 1.8 0.2 0.1 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 60,633 : : Positions : : 47,209 56,984 7,580 375 2,925 0 0 0 2,087 0 109 : : : : Changes from: October 20, 2020 : : 1,008 890 190 275 0 0 0 0 -33 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 94.0 12.5 0.6 4.8 0.0 0.0 0.0 3.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 62,896 : : Positions : : 51,907 55,081 5,131 4,445 2,610 0 213 0 2,545 0 262 : : : : Changes from: October 20, 2020 : : 778 -317 30 1,050 100 0 61 0 -5 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 87.6 8.2 7.1 4.1 0.0 0.3 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 14 4 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 90,129 : : Positions : : 72,235 80,813 10,711 4,446 1,171 0 529 0 3,419 712 2,438 : : : : Changes from: October 20, 2020 : : 2,513 3,039 165 -240 50 0 20 0 185 -270 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 89.7 11.9 4.9 1.3 0.0 0.6 0.0 3.8 0.8 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 108,010 : : Positions : : 87,173 95,325 11,606 4,777 2,472 558 466 388 2,170 1,151 3,117 : : : : Changes from: October 20, 2020 : : 3,569 3,983 10 -230 72 0 44 -50 430 25 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 88.3 10.7 4.4 2.3 0.5 0.4 0.4 2.0 1.1 2.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 23 5 . 5 . 4 4 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 56,352 : : Positions : : 36,547 50,818 18,474 919 713 0 3,584 13 380 35 225 : : : : Changes from: October 20, 2020 : : 501 250 -25 75 -9 0 51 0 -100 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 90.2 32.8 1.6 1.3 0.0 6.4 0.0 0.7 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 48,395 : : Positions : : 30,930 45,910 16,730 0 435 0 225 0 300 1,825 0 : : : : Changes from: October 20, 2020 : : 1,750 675 -500 0 -15 0 0 0 300 875 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 94.9 34.6 0.0 0.9 0.0 0.5 0.0 0.6 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 12 . 0 . 0 . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 55,177 : : Positions : : 32,807 47,189 15,433 563 5,371 450 290 0 477 1,243 469 : : : : Changes from: October 20, 2020 : : -246 -773 -123 563 59 0 0 0 126 -33 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 85.5 28.0 1.0 9.7 0.8 0.5 0.0 0.9 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 61,522 : : Positions : : 41,381 50,127 12,080 574 4,829 1,315 3,405 90 664 1,598 537 : : : : Changes from: October 20, 2020 : : -366 -384 -75 272 56 276 -25 0 6 -69 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 81.5 19.6 0.9 7.8 2.1 5.5 0.1 1.1 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,672 : : Positions : : 10,873 21,118 13,459 0 762 0 2,585 0 70 955 157 : : : : Changes from: October 20, 2020 : : 100 343 231 0 -105 0 0 0 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 82.3 52.4 0.0 3.0 0.0 10.1 0.0 0.3 3.7 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 27, 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 23,967 : : Positions : : 10,265 22,168 12,501 0 719 0 525 0 0 555 0 : : : : Changes from: October 20, 2020 : : 25 195 170 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 92.5 52.2 0.0 3.0 0.0 2.2 0.0 0.0 2.3 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 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,310 : : Positions : : 23,078 20,349 2,430 5,781 310 56 110 124 1,166 319 624 : : : : Changes from: October 20, 2020 : : 656 42 0 614 -118 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 71.9 8.6 20.4 1.1 0.2 0.4 0.4 4.1 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,292 : : Positions : : 13,448 14,789 1,448 537 264 0 525 0 873 531 185 : : : : Changes from: October 20, 2020 : : 650 660 60 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 85.5 8.4 3.1 1.5 0.0 3.0 0.0 5.0 3.1 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 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 56,273 : : Positions : : 41,962 26,202 6,787 19,733 930 2,567 5,019 205 1,752 2,254 1,890 : : : : Changes from: October 20, 2020 : : 691 -78 -402 -60 170 -28 273 30 -233 -105 266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 46.6 12.1 35.1 1.7 4.6 8.9 0.4 3.1 4.0 3.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 21 5 . . . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 33,927 : : Positions : : 28,259 12,132 1,406 16,059 1,482 733 2,402 20 515 459 1,209 : : : : Changes from: October 20, 2020 : : 275 165 -150 -100 145 -7 170 0 0 -130 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 35.8 4.1 47.3 4.4 2.2 7.1 0.1 1.5 1.4 3.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,182 : : Positions : : 5,512 16,580 10,100 0 500 250 0 0 760 75 0 : : : : Changes from: October 20, 2020 : : -1,340 0 1,340 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 96.5 58.8 0.0 2.9 1.5 0.0 0.0 4.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 21,761 : : Positions : : 7,559 21,596 12,973 0 115 0 0 0 1,025 0 50 : : : : Changes from: October 20, 2020 : : -1,549 76 1,625 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 99.2 59.6 0.0 0.5 0.0 0.0 0.0 4.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 10,435 : : Positions : : 5,880 6,950 1,699 1,740 1,355 55 0 10 460 75 290 : : : : Changes from: October 20, 2020 : : -20 -100 0 100 0 -10 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 66.6 16.3 16.7 13.0 0.5 0.0 0.1 4.4 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 9,758 : : Positions : : 5,232 6,070 1,780 1,840 1,363 65 0 0 280 75 395 : : : : Changes from: October 20, 2020 : : 0 -80 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 62.2 18.2 18.9 14.0 0.7 0.0 0.0 2.9 0.8 4.0 : : : : 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 27, 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 48,987 : : Positions : : 17,215 45,862 27,015 0 350 125 0 0 1,390 50 2,700 : : : : Changes from: October 20, 2020 : : 100 100 40 0 100 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 93.6 55.1 0.0 0.7 0.3 0.0 0.0 2.8 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 27, 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 49,222 : : Positions : : 17,920 46,272 26,655 0 350 125 0 0 1,445 50 2,525 : : : : Changes from: October 20, 2020 : : 100 100 30 0 100 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 94.0 54.2 0.0 0.7 0.3 0.0 0.0 2.9 0.1 5.1 : : : : 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 27, 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 117,249 : : Positions : : 86,174 89,074 19,488 9,739 8,113 0 2,479 760 1,585 5,977 1,080 : : : : Changes from: October 20, 2020 : : 784 -439 112 920 213 0 5 0 -390 52 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 76.0 16.6 8.3 6.9 0.0 2.1 0.6 1.4 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 28 4 . 5 0 5 . 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 127,220 : : Positions : : 93,759 100,496 18,990 6,556 8,942 334 1,822 1,910 1,565 5,823 1,648 : : : : Changes from: October 20, 2020 : : 1,344 374 -328 928 -115 44 -489 181 25 314 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 79.0 14.9 5.2 7.0 0.3 1.4 1.5 1.2 4.6 1.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 40 31 5 . 6 . . 4 6 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 595,460 : : Positions : : 355,806 394,366 26,157 6,122 102,720 18,174 15,997 30,424 24,720 7,800 37,178 : : : : Changes from: October 20, 2020 : : 12,426 12,799 1,736 1,479 3,911 256 1,171 889 957 -93 -534 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 66.2 4.4 1.0 17.3 3.1 2.7 5.1 4.2 1.3 6.2 : : : : Number of Traders in Each Category Total Traders: 102 : : 43 43 4 . 6 9 10 9 18 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 16,405 : : Positions : : 10,504 13,490 910 519 1,711 720 600 65 2,410 0 0 : : : : Changes from: October 20, 2020 : : 140 75 35 -20 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 82.2 5.5 3.2 10.4 4.4 3.7 0.4 14.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 13,581 : : Positions : : 7,845 10,435 1,135 812 1,649 220 600 65 2,460 0 0 : : : : Changes from: October 20, 2020 : : -267 -40 205 0 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 76.8 8.4 6.0 12.1 1.6 4.4 0.5 18.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 6,572 : : Positions : : 5,325 6,452 475 100 0 0 0 0 740 0 0 : : : : Changes from: October 20, 2020 : : 474 509 25 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 98.2 7.2 1.5 0.0 0.0 0.0 0.0 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 . 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 84,116 : : Positions : : 60,289 61,335 13,387 11,836 1,750 0 2,185 0 1,680 0 0 : : : : Changes from: October 20, 2020 : : 300 305 -175 0 0 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 72.9 15.9 14.1 2.1 0.0 2.6 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 72,565 : : Positions : : 51,457 51,830 11,156 9,770 2,365 0 2,525 0 1,320 0 0 : : : : Changes from: October 20, 2020 : : 180 130 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 71.4 15.4 13.5 3.3 0.0 3.5 0.0 1.8 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 27, 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 24,655 : : Positions : : 7,730 13,925 5,695 0 5,385 950 945 0 755 0 0 : : : : Changes from: October 20, 2020 : : -350 0 350 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 56.5 23.1 0.0 21.8 3.9 3.8 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,224 : : Positions : : 36,779 22,125 4,912 21,226 36 11,080 8,795 2,940 0 910 50 : : : : Changes from: October 20, 2020 : : 258 -142 -275 0 0 0 125 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 37.4 8.3 35.8 0.1 18.7 14.9 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 27, 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 40,797 : : Positions : : 26,267 17,249 7,422 11,865 0 1,915 6,335 2,975 0 360 300 : : : : Changes from: October 20, 2020 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 42.3 18.2 29.1 0.0 4.7 15.5 7.3 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 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 21,040 : : Positions : : 11,678 13,915 5,185 0 1,993 0 3,425 0 0 0 0 : : : : Changes from: October 20, 2020 : : 0 400 165 -98 123 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 66.1 24.6 0.0 9.5 0.0 16.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 93,134 : : Positions : : 52,954 31,744 1,885 35,900 4,705 15,075 1,125 635 0 1,095 1,210 : : : : Changes from: October 20, 2020 : : -480 -215 1,395 1,420 -155 400 -100 0 0 210 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 34.1 2.0 38.5 5.1 16.2 1.2 0.7 0.0 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 90,314 : : Positions : : 50,354 32,059 2,600 32,445 5,020 16,040 1,125 920 0 3,335 385 : : : : Changes from: October 20, 2020 : : -1,215 -50 2,295 1,420 -595 400 -100 0 0 210 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 35.5 2.9 35.9 5.6 17.8 1.2 1.0 0.0 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 31,455 : : Positions : : 20,898 6,003 1,620 225 995 0 11,870 2,010 775 5,635 495 : : : : Changes from: October 20, 2020 : : 4,980 0 -490 0 209 0 4,250 0 -25 215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 19.1 5.2 0.7 3.2 0.0 37.7 6.4 2.5 17.9 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 31,115 : : Positions : : 20,958 5,943 960 225 1,508 0 11,870 2,010 775 5,060 610 : : : : Changes from: October 20, 2020 : : 4,990 -50 -540 0 190 0 4,250 0 -25 215 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 19.1 3.1 0.7 4.8 0.0 38.1 6.5 2.5 16.3 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 71,860 : : Positions : : 19,403 62,983 19,395 6,525 35 22,605 100 0 8,465 0 0 : : : : Changes from: October 20, 2020 : : 0 250 400 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 87.6 27.0 9.1 0.0 31.5 0.1 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 70,455 : : Positions : : 19,860 61,490 18,415 6,465 165 22,855 500 0 7,590 0 0 : : : : Changes from: October 20, 2020 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 87.3 26.1 9.2 0.2 32.4 0.7 0.0 10.8 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 27, 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 56,410 : : Positions : : 20,130 49,970 6,555 1,250 2,135 5,180 0 165 19,040 0 270 : : : : Changes from: October 20, 2020 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 88.6 11.6 2.2 3.8 9.2 0.0 0.3 33.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 48,365 : : Positions : : 18,760 41,755 7,105 1,610 1,470 5,180 0 165 12,140 0 620 : : : : Changes from: October 20, 2020 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 86.3 14.7 3.3 3.0 10.7 0.0 0.3 25.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,795 : : Positions : : 9,880 7,590 545 0 1,835 50 4,685 0 2,260 650 280 : : : : Changes from: October 20, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 42.7 3.1 0.0 10.3 0.3 26.3 0.0 12.7 3.7 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 17,440 : : Positions : : 9,270 7,585 825 0 1,980 50 4,685 0 2,820 650 120 : : : : Changes from: October 20, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 43.5 4.7 0.0 11.4 0.3 26.9 0.0 16.2 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 67,980 : : Positions : : 35,165 37,675 1,630 2,680 3,755 4,720 15,500 175 14,975 1,100 1,455 : : : : Changes from: October 20, 2020 : : 785 -65 -100 640 -450 0 20 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 55.4 2.4 3.9 5.5 6.9 22.8 0.3 22.0 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 62,035 : : Positions : : 33,475 33,210 1,630 1,755 3,835 4,495 15,480 175 11,725 1,100 1,455 : : : : Changes from: October 20, 2020 : : 755 -75 -100 640 -350 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 53.5 2.6 2.8 6.2 7.2 25.0 0.3 18.9 1.8 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 62,952 : : Positions : : 36,346 22,651 0 19,260 40 18,255 225 4,015 0 12,495 1,355 : : : : Changes from: October 20, 2020 : : -205 20 0 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 36.0 0.0 30.6 0.1 29.0 0.4 6.4 0.0 19.8 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 53,966 : : Positions : : 32,508 19,946 0 17,057 40 12,805 200 4,095 0 8,290 1,600 : : : : Changes from: October 20, 2020 : : -200 25 0 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 37.0 0.0 31.6 0.1 23.7 0.4 7.6 0.0 15.4 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 189,906 : : Positions : : 102,033 80,007 21,602 700 6,385 690 30,694 8,445 1,875 14,795 1,770 : : : : Changes from: October 20, 2020 : : -280 4,275 1,650 45 -314 45 -2,600 -130 305 0 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 42.1 11.4 0.4 3.4 0.4 16.2 4.4 1.0 7.8 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 158,769 : : Positions : : 80,239 69,688 21,372 30 3,613 595 24,219 8,195 2,350 10,615 2,090 : : : : Changes from: October 20, 2020 : : 135 4,735 1,700 30 -210 25 -2,600 -130 305 0 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 43.9 13.5 0.0 2.3 0.4 15.3 5.2 1.5 6.7 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 68,731 : : Positions : : 26,245 37,530 16,891 6,061 9,975 2,930 0 7,650 0 2,555 0 : : : : Changes from: October 20, 2020 : : -35 -800 1,420 2,185 -590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 54.6 24.6 8.8 14.5 4.3 0.0 11.1 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 58,805 : : Positions : : 24,780 31,420 10,186 4,446 7,329 2,885 0 8,075 0 2,080 0 : : : : Changes from: October 20, 2020 : : -35 -125 1,420 1,510 -625 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 53.4 17.3 7.6 12.5 4.9 0.0 13.7 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 43,300 : : Positions : : 23,245 20,050 200 7,070 3,920 5,100 3,000 5,505 1,260 0 420 : : : : Changes from: October 20, 2020 : : 80 -650 0 760 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 46.3 0.5 16.3 9.1 11.8 6.9 12.7 2.9 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 27, 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 52,110 : : Positions : : 18,460 30,820 0 6,075 4,505 20,095 3,130 4,250 1,260 0 420 : : : : Changes from: October 20, 2020 : : 0 -60 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 59.1 0.0 11.7 8.6 38.6 6.0 8.2 2.4 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 27, 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 204,648 : : Positions : : 114,283 131,451 3,787 5,362 30,724 16,150 0 8,070 2,153 0 600 : : : : Changes from: October 20, 2020 : : 2,244 3,997 150 92 1,169 1,800 0 -1,685 -12 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 64.2 1.9 2.6 15.0 7.9 0.0 3.9 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 27 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 141,380 : : Positions : : 76,666 87,346 1,102 7,105 17,637 15,605 280 8,310 1,575 112 0 : : : : Changes from: October 20, 2020 : : 1,231 5,176 1,102 -1,055 1,917 1,800 0 -1,350 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 61.8 0.8 5.0 12.5 11.0 0.2 5.9 1.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . . 4 . . . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2020