Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 15,167 : : Positions : : 11,821 7,186 85 3,012 409 0 96 164 0 1,835 1,686 : : : : Changes from: October 27, 2020 : : -714 -729 -39 174 46 -256 96 -16 0 -397 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 47.4 0.6 19.9 2.7 0.0 0.6 1.1 0.0 12.1 11.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 9,473 : : Positions : : 5,634 5,119 708 658 900 707 247 251 168 1,575 460 : : : : Changes from: October 27, 2020 : : 70 -415 0 13 -7 18 40 -64 -82 369 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 54.0 7.5 6.9 9.5 7.5 2.6 2.7 1.8 16.6 4.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 . . . . . . . 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 33,639 : : Positions : : 19,644 28,839 4,376 1,732 1,741 1,538 0 390 5,160 402 535 : : : : Changes from: October 27, 2020 : : -1,094 -1,582 -301 202 0 23 0 -48 -25 -17 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 85.7 13.0 5.1 5.2 4.6 0.0 1.2 15.3 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 31,224 : : Positions : : 24,566 24,014 0 3,912 1,148 590 0 150 4,585 1,815 185 : : : : Changes from: October 27, 2020 : : -1,144 -1,808 0 -236 -49 -75 0 0 -200 625 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 76.9 0.0 12.5 3.7 1.9 0.0 0.5 14.7 5.8 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 140,126 : : Positions : : 95,653 104,201 826 12,346 13,234 18,587 393 2,006 6,520 5,376 1,907 : : : : Changes from: October 27, 2020 : : 955 1,635 -73 -1,648 1,626 165 0 170 -1,132 285 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 74.4 0.6 8.8 9.4 13.3 0.3 1.4 4.7 3.8 1.4 : : : : Number of Traders in Each Category Total Traders: 67 : : 32 31 . 4 6 9 . 6 7 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 63,310 : : Positions : : 48,552 45,784 2,220 10,321 4,273 4,429 0 157 2,065 1,120 1,614 : : : : Changes from: October 27, 2020 : : -260 198 0 190 22 73 0 0 700 125 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 72.3 3.5 16.3 6.7 7.0 0.0 0.2 3.3 1.8 2.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 22 . . . 5 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 35,878 : : Positions : : 34,196 26,660 438 6,083 1,019 0 459 0 150 1,582 75 : : : : Changes from: October 27, 2020 : : -75 -75 0 -25 25 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 74.3 1.2 17.0 2.8 0.0 1.3 0.0 0.4 4.4 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 November 3, 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 54,503 : : Positions : : 32,985 18,930 1,672 25,601 2,955 13,930 0 50 690 4,649 2,004 : : : : Changes from: October 27, 2020 : : 572 394 94 -100 -148 0 0 0 0 168 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 34.7 3.1 47.0 5.4 25.6 0.0 0.1 1.3 8.5 3.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 69,961 : : Positions : : 40,591 20,275 1,235 39,562 3,555 20,025 233 180 1,285 3,132 2,742 : : : : Changes from: October 27, 2020 : : 320 448 -25 -585 20 10 108 0 -40 157 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 29.0 1.8 56.5 5.1 28.6 0.3 0.3 1.8 4.5 3.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 20 . 5 5 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,316 : : Positions : : 50,065 39,917 10,595 21,687 3,756 0 125 0 1,495 503 1,828 : : : : Changes from: October 27, 2020 : : 1,713 -512 245 2,124 0 0 0 0 50 46 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 58.4 15.5 31.7 5.5 0.0 0.2 0.0 2.2 0.7 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 85,222 : : Positions : : 61,706 41,935 17,740 38,396 1,297 108 190 0 1,231 572 2,281 : : : : Changes from: October 27, 2020 : : 1,787 -555 85 2,525 -82 108 25 0 90 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 49.2 20.8 45.1 1.5 0.1 0.2 0.0 1.4 0.7 2.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 22 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 38,155 : : Positions : : 24,934 34,362 9,730 0 3,049 100 0 0 75 195 0 : : : : Changes from: October 27, 2020 : : 55 -255 20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 90.1 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: 24 : : 17 13 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 28,051 : : Positions : : 26,267 15,438 0 10,965 1,043 0 600 0 360 0 0 : : : : Changes from: October 27, 2020 : : -286 264 0 -550 370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 55.0 0.0 39.1 3.7 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 November 3, 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 96,608 : : Positions : : 75,298 72,798 301 8,321 7,783 5,785 200 511 4,618 4,931 1,950 : : : : Changes from: October 27, 2020 : : -700 -696 5 -154 -108 96 -33 -487 -299 -35 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.4 0.3 8.6 8.1 6.0 0.2 0.5 4.8 5.1 2.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 30 . . . 5 . 4 12 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 19,863 : : Positions : : 15,243 18,533 3,380 50 1,105 75 100 0 0 75 0 : : : : Changes from: October 27, 2020 : : -480 -600 -120 0 240 0 0 -600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 93.3 17.0 0.3 5.6 0.4 0.5 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 19,674 : : Positions : : 14,415 18,405 4,080 50 1,044 75 100 0 0 75 0 : : : : Changes from: October 27, 2020 : : -480 0 480 0 216 0 0 -600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 93.5 20.7 0.3 5.3 0.4 0.5 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 61,345 : : Positions : : 55,841 48,083 0 7,511 2,978 300 0 0 1,120 1,575 810 : : : : Changes from: October 27, 2020 : : -80 -760 0 480 300 0 0 -600 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 78.4 0.0 12.2 4.9 0.5 0.0 0.0 1.8 2.6 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 43,678 : : Positions : : 32,368 38,508 6,469 0 4,459 150 0 0 175 135 0 : : : : Changes from: October 27, 2020 : : 60 -335 -105 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 88.2 14.8 0.0 10.2 0.3 0.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 17 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 44,408 : : Positions : : 39,545 30,089 170 9,864 2,455 1,680 800 50 45 1,030 0 : : : : Changes from: October 27, 2020 : : -41 417 0 -403 -195 100 0 -20 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 67.8 0.4 22.2 5.5 3.8 1.8 0.1 0.1 2.3 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 November 3, 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 60,923 : : Positions : : 46,946 57,244 7,940 375 2,955 0 0 0 2,032 0 109 : : : : Changes from: October 27, 2020 : : -263 260 360 0 30 0 0 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 94.0 13.0 0.6 4.9 0.0 0.0 0.0 3.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 5 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 63,440 : : Positions : : 52,150 55,771 5,206 4,295 2,679 0 223 0 2,513 0 262 : : : : Changes from: October 27, 2020 : : 243 690 75 -150 69 0 10 0 -32 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 87.9 8.2 6.8 4.2 0.0 0.4 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 90,937 : : Positions : : 72,170 81,188 11,276 4,446 1,176 0 534 0 3,354 767 2,806 : : : : Changes from: October 27, 2020 : : -65 375 565 0 5 0 5 0 -65 55 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 89.3 12.4 4.9 1.3 0.0 0.6 0.0 3.7 0.8 3.1 : : : : 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 November 3, 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 109,765 : : Positions : : 88,082 96,544 12,236 4,801 2,438 560 545 363 2,007 1,240 3,563 : : : : Changes from: October 27, 2020 : : 908 1,219 630 24 -34 2 79 -25 -163 89 446 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 88.0 11.1 4.4 2.2 0.5 0.5 0.3 1.8 1.1 3.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 24 5 . 5 . 5 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 56,533 : : Positions : : 36,400 50,943 18,474 819 741 0 3,587 13 555 35 350 : : : : Changes from: October 27, 2020 : : -147 125 0 -100 28 0 3 0 175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 90.1 32.7 1.4 1.3 0.0 6.3 0.0 1.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 48,345 : : Positions : : 31,030 45,860 16,580 0 435 0 225 0 300 1,825 0 : : : : Changes from: October 27, 2020 : : 100 -50 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 94.9 34.3 0.0 0.9 0.0 0.5 0.0 0.6 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 13 . 0 . 0 . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 55,766 : : Positions : : 33,582 47,179 14,648 563 5,971 450 290 0 475 1,243 468 : : : : Changes from: October 27, 2020 : : 775 -10 -785 0 600 0 0 0 -2 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 84.6 26.3 1.0 10.7 0.8 0.5 0.0 0.9 2.2 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 November 3, 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 61,272 : : Positions : : 41,495 49,642 11,484 574 4,959 1,325 3,405 90 683 1,593 537 : : : : Changes from: October 27, 2020 : : 114 -485 -596 0 130 10 0 0 19 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 81.0 18.7 0.9 8.1 2.2 5.6 0.1 1.1 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 26,144 : : Positions : : 10,873 21,290 13,664 0 882 0 2,585 0 70 963 159 : : : : Changes from: October 27, 2020 : : 0 172 205 0 120 0 0 0 0 8 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 81.4 52.3 0.0 3.4 0.0 9.9 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 November 3, 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 23,987 : : Positions : : 10,180 21,898 12,326 0 839 0 525 0 0 555 0 : : : : Changes from: October 27, 2020 : : -85 -270 -175 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 91.3 51.4 0.0 3.5 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 November 3, 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 28,566 : : Positions : : 22,918 20,493 2,330 5,781 310 0 114 180 1,296 319 624 : : : : Changes from: October 27, 2020 : : -160 144 -100 0 0 -56 4 56 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 71.7 8.2 20.2 1.1 0.0 0.4 0.6 4.5 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 17,882 : : Positions : : 14,038 15,304 1,448 537 264 0 525 0 873 606 185 : : : : Changes from: October 27, 2020 : : 590 515 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 85.6 8.1 3.0 1.5 0.0 2.9 0.0 4.9 3.4 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 56,856 : : Positions : : 42,154 26,482 6,685 19,733 906 2,610 5,344 165 1,894 2,184 1,977 : : : : Changes from: October 27, 2020 : : 192 280 -102 0 -24 43 325 -40 142 -70 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 46.6 11.8 34.7 1.6 4.6 9.4 0.3 3.3 3.8 3.5 : : : : 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 November 3, 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 33,941 : : Positions : : 27,951 12,103 1,765 16,059 1,328 730 2,542 25 515 499 1,178 : : : : Changes from: October 27, 2020 : : -308 -29 359 0 -154 -3 140 5 0 40 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 35.7 5.2 47.3 3.9 2.2 7.5 0.1 1.5 1.5 3.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 16,212 : : Positions : : 4,842 15,660 9,865 0 525 200 0 0 735 0 0 : : : : Changes from: October 27, 2020 : : -670 -920 -235 0 25 -50 0 0 -25 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 96.6 60.8 0.0 3.2 1.2 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 21,288 : : Positions : : 6,869 21,123 12,703 0 115 0 0 0 1,525 0 50 : : : : Changes from: October 27, 2020 : : -690 -473 -270 0 0 0 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 99.2 59.7 0.0 0.5 0.0 0.0 0.0 7.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 10,555 : : Positions : : 5,807 6,860 1,699 1,720 1,295 55 0 10 565 0 365 : : : : Changes from: October 27, 2020 : : -73 -90 0 -20 -60 0 0 0 105 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 65.0 16.1 16.3 12.3 0.5 0.0 0.1 5.4 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 9,878 : : Positions : : 5,178 5,980 1,780 1,820 1,303 65 0 0 385 0 470 : : : : Changes from: October 27, 2020 : : -54 -90 0 -20 -60 0 0 0 105 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 60.5 18.0 18.4 13.2 0.7 0.0 0.0 3.9 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 50,747 : : Positions : : 18,410 47,127 27,005 10 700 125 0 0 1,390 50 2,700 : : : : Changes from: October 27, 2020 : : 1,195 1,265 -10 10 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 92.9 53.2 0.0 1.4 0.2 0.0 0.0 2.7 0.1 5.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 50,982 : : Positions : : 19,040 47,567 26,305 10 700 125 0 0 1,445 50 2,525 : : : : Changes from: October 27, 2020 : : 1,120 1,295 -350 10 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 93.3 51.6 0.0 1.4 0.2 0.0 0.0 2.8 0.1 5.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 118,254 : : Positions : : 86,941 87,220 19,321 9,504 8,068 0 2,604 760 1,772 6,113 1,213 : : : : Changes from: October 27, 2020 : : 767 -1,854 -167 -235 -45 0 125 0 187 136 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.8 16.3 8.0 6.8 0.0 2.2 0.6 1.5 5.2 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 28 5 . 5 0 5 . 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 129,184 : : Positions : : 94,499 98,927 18,494 5,849 9,815 359 1,467 2,180 1,490 6,083 1,830 : : : : Changes from: October 27, 2020 : : 740 -1,569 -496 -707 873 25 -355 270 -75 260 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 76.6 14.3 4.5 7.6 0.3 1.1 1.7 1.2 4.7 1.4 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 29 5 . 6 . . 4 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 616,332 : : Positions : : 366,941 403,253 24,317 7,045 109,336 21,501 17,115 32,117 23,907 7,409 36,822 : : : : Changes from: October 27, 2020 : : 11,136 8,887 -1,841 923 6,615 3,328 1,118 1,693 -813 -391 -356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 65.4 3.9 1.1 17.7 3.5 2.8 5.2 3.9 1.2 6.0 : : : : Number of Traders in Each Category Total Traders: 102 : : 42 42 4 . 6 8 11 10 17 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 16,465 : : Positions : : 10,424 13,070 970 519 1,711 720 600 65 2,410 0 0 : : : : Changes from: October 27, 2020 : : -80 -420 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 79.4 5.9 3.2 10.4 4.4 3.6 0.4 14.6 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 November 3, 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 13,721 : : Positions : : 7,775 10,015 1,020 812 1,729 395 600 65 2,460 0 0 : : : : Changes from: October 27, 2020 : : -70 -420 -115 0 80 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 73.0 7.4 5.9 12.6 2.9 4.4 0.5 17.9 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 November 3, 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 7,058 : : Positions : : 5,806 6,938 475 100 0 0 0 0 740 0 0 : : : : Changes from: October 27, 2020 : : 481 486 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 98.3 6.7 1.4 0.0 0.0 0.0 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 4 . 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 85,921 : : Positions : : 61,419 62,645 13,687 12,136 1,775 0 2,305 0 1,980 0 0 : : : : Changes from: October 27, 2020 : : 1,130 1,310 300 300 25 0 120 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 72.9 15.9 14.1 2.1 0.0 2.7 0.0 2.3 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 November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 73,585 : : Positions : : 51,817 52,370 11,456 10,070 2,365 0 2,645 0 1,620 0 0 : : : : Changes from: October 27, 2020 : : 360 540 300 300 0 0 120 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 71.2 15.6 13.7 3.2 0.0 3.6 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 24,690 : : Positions : : 8,295 14,320 5,525 0 5,385 950 945 0 755 0 0 : : : : Changes from: October 27, 2020 : : 565 395 -170 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 58.0 22.4 0.0 21.8 3.8 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 November 3, 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 57,595 : : Positions : : 34,046 20,502 6,022 21,226 26 11,200 8,915 2,940 0 910 50 : : : : Changes from: October 27, 2020 : : -2,733 -1,623 1,110 0 -10 120 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 35.6 10.5 36.9 0.0 19.4 15.5 5.1 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 40,092 : : Positions : : 25,212 16,484 7,712 11,865 0 2,035 6,455 2,975 0 360 300 : : : : Changes from: October 27, 2020 : : -1,055 -765 290 0 0 120 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 41.1 19.2 29.6 0.0 5.1 16.1 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 November 3, 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 13,975 5,245 0 1,953 0 3,425 0 0 0 0 : : : : Changes from: October 27, 2020 : : 0 60 60 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 66.4 24.9 0.0 9.3 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 November 3, 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 93,514 : : Positions : : 53,454 31,744 2,065 36,580 4,705 15,075 1,125 635 0 1,095 1,210 : : : : Changes from: October 27, 2020 : : 500 0 180 680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 33.9 2.2 39.1 5.0 16.1 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 November 3, 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 90,944 : : Positions : : 50,854 32,059 2,980 33,325 5,020 16,040 1,125 920 0 3,335 385 : : : : Changes from: October 27, 2020 : : 500 0 380 880 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 35.3 3.3 36.6 5.5 17.6 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 November 3, 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 31,965 : : Positions : : 21,153 6,003 1,860 225 855 0 11,870 2,010 775 6,005 495 : : : : Changes from: October 27, 2020 : : 255 0 240 0 -140 0 0 0 0 370 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 18.8 5.8 0.7 2.7 0.0 37.1 6.3 2.4 18.8 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 31,625 : : Positions : : 21,228 5,943 1,200 225 1,348 0 11,870 2,010 775 5,430 610 : : : : Changes from: October 27, 2020 : : 270 0 240 0 -160 0 0 0 0 370 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 18.8 3.8 0.7 4.3 0.0 37.5 6.4 2.5 17.2 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 72,570 : : Positions : : 19,303 63,693 20,205 6,525 35 22,605 100 0 8,465 0 0 : : : : Changes from: October 27, 2020 : : -100 710 810 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 87.8 27.8 9.0 0.0 31.1 0.1 0.0 11.7 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 November 3, 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 70,615 : : Positions : : 19,760 61,650 18,675 6,465 165 22,855 500 0 7,590 0 0 : : : : Changes from: October 27, 2020 : : -100 160 260 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 87.3 26.4 9.2 0.2 32.4 0.7 0.0 10.7 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 November 3, 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 56,965 : : Positions : : 20,920 50,435 6,140 1,250 2,375 5,270 0 75 19,040 0 270 : : : : Changes from: October 27, 2020 : : 790 465 -415 0 240 90 0 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 88.5 10.8 2.2 4.2 9.3 0.0 0.1 33.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 48,760 : : Positions : : 19,550 42,205 6,690 1,610 1,710 5,270 0 75 12,140 0 620 : : : : Changes from: October 27, 2020 : : 790 450 -415 0 240 90 0 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 86.6 13.7 3.3 3.5 10.8 0.0 0.2 24.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 17,805 : : Positions : : 9,880 7,590 545 0 1,835 50 4,685 0 2,260 660 280 : : : : Changes from: October 27, 2020 : : 0 0 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 42.6 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 November 3, 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 27, 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 November 3, 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 70,985 : : Positions : : 36,655 40,180 1,090 2,780 4,180 4,720 15,480 195 16,490 1,100 1,225 : : : : Changes from: October 27, 2020 : : 1,490 2,505 -540 100 425 0 -20 20 1,515 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 56.6 1.5 3.9 5.9 6.6 21.8 0.3 23.2 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 65,145 : : Positions : : 34,965 35,715 1,090 1,855 4,550 4,495 15,460 195 13,240 1,100 1,225 : : : : Changes from: October 27, 2020 : : 1,490 2,505 -540 100 715 0 -20 20 1,515 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 54.8 1.7 2.8 7.0 6.9 23.7 0.3 20.3 1.7 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 63,249 : : Positions : : 35,891 23,296 0 18,810 65 18,805 125 4,055 0 12,495 1,355 : : : : Changes from: October 27, 2020 : : -455 645 0 -450 25 550 -100 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 36.8 0.0 29.7 0.1 29.7 0.2 6.4 0.0 19.8 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,144 : : Positions : : 31,933 20,421 0 16,657 50 13,355 100 4,095 0 8,290 1,600 : : : : Changes from: October 27, 2020 : : -575 475 0 -400 10 550 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 37.7 0.0 30.8 0.1 24.7 0.2 7.6 0.0 15.3 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 November 3, 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 194,485 : : Positions : : 103,898 81,432 21,887 650 6,315 500 31,614 7,845 1,100 13,705 2,575 : : : : Changes from: October 27, 2020 : : 1,865 1,425 285 -50 -70 -190 920 -600 -775 -1,090 805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 41.9 11.3 0.3 3.2 0.3 16.3 4.0 0.6 7.0 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 163,624 : : Positions : : 81,062 70,361 22,007 30 4,133 405 25,139 7,595 1,455 9,415 3,355 : : : : Changes from: October 27, 2020 : : 823 673 635 0 520 -190 920 -600 -895 -1,200 1,265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 43.0 13.4 0.0 2.5 0.2 15.4 4.6 0.9 5.8 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 27, 2020 : : 0 0 0 0 0 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 November 3, 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 58,685 : : Positions : : 24,780 31,420 10,386 4,646 7,009 2,885 0 8,075 0 2,080 0 : : : : Changes from: October 27, 2020 : : 0 0 200 200 -320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 53.5 17.7 7.9 11.9 4.9 0.0 13.8 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 November 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,610 : : Positions : : 23,955 20,650 200 7,180 4,520 5,100 3,000 5,505 1,260 0 420 : : : : Changes from: October 27, 2020 : : 710 600 0 110 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 46.3 0.4 16.1 10.1 11.4 6.7 12.3 2.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 53,370 : : Positions : : 19,120 31,420 0 6,135 5,105 20,095 3,130 4,250 1,260 0 420 : : : : Changes from: October 27, 2020 : : 660 600 0 60 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 58.9 0.0 11.5 9.6 37.7 5.9 8.0 2.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 210,825 : : Positions : : 122,645 136,188 2,096 6,718 30,155 16,870 0 7,520 953 0 600 : : : : Changes from: October 27, 2020 : : 8,362 4,737 -1,691 1,357 -570 720 0 -550 -1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 64.6 1.0 3.2 14.3 8.0 0.0 3.6 0.5 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 November 3, 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 141,915 : : Positions : : 78,531 89,531 502 5,705 17,647 16,325 280 7,860 375 112 640 : : : : Changes from: October 27, 2020 : : 1,865 2,185 -600 -1,400 10 720 0 -450 -1,200 0 640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 63.1 0.4 4.0 12.4 11.5 0.2 5.5 0.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . . 4 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 06, 2020