Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 16,826 : : Positions : : 13,416 8,954 82 3,064 373 0 283 82 442 1,618 1,811 : : : : Changes from: November 24, 2020 : : -805 -531 -50 -237 -126 0 -128 -82 -106 -81 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 53.2 0.5 18.2 2.2 0.0 1.7 0.5 2.6 9.6 10.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 6,101 : : Positions : : 3,206 3,559 686 541 895 450 181 96 164 605 160 : : : : Changes from: November 24, 2020 : : -1,041 -1,062 0 -11 0 -44 3 -194 -19 0 -340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 58.3 11.2 8.9 14.7 7.4 3.0 1.6 2.7 9.9 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 32,660 : : Positions : : 20,446 27,425 3,644 1,280 2,013 1,372 225 390 3,970 527 800 : : : : Changes from: November 24, 2020 : : -1,321 -1,832 -264 -227 0 -44 50 0 -905 -525 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 84.0 11.2 3.9 6.2 4.2 0.7 1.2 12.2 1.6 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . . . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 30,261 : : Positions : : 24,003 22,727 0 4,036 1,298 490 0 150 3,935 1,665 385 : : : : Changes from: November 24, 2020 : : -1,373 -1,822 0 99 -145 -25 0 0 -950 -625 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 75.1 0.0 13.3 4.3 1.6 0.0 0.5 13.0 5.5 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 137,263 : : Positions : : 97,704 102,029 1,135 14,720 11,873 16,807 1,894 1,089 6,060 3,368 1,998 : : : : Changes from: November 24, 2020 : : -38 642 -143 -416 127 90 352 -57 573 -80 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 74.3 0.8 10.7 8.6 12.2 1.4 0.8 4.4 2.5 1.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 31 . 5 6 7 6 4 8 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,356 : : Positions : : 46,031 43,726 1,970 9,266 4,854 4,192 205 125 1,780 731 1,404 : : : : Changes from: November 24, 2020 : : 47 -100 0 -15 15 -47 40 25 25 111 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 72.4 3.3 15.4 8.0 6.9 0.3 0.2 2.9 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 24 . . . . . . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 34,353 : : Positions : : 32,627 24,735 455 6,356 821 0 537 0 300 1,754 150 : : : : Changes from: November 24, 2020 : : 0 -25 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 72.0 1.3 18.5 2.4 0.0 1.6 0.0 0.9 5.1 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 51,711 : : Positions : : 30,627 17,726 1,764 24,083 2,996 13,920 0 50 506 5,099 1,676 : : : : Changes from: November 24, 2020 : : -30 15 0 -97 -58 20 0 0 0 72 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 34.3 3.4 46.6 5.8 26.9 0.0 0.1 1.0 9.9 3.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . 4 7 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 69,165 : : Positions : : 40,863 21,778 2,025 36,686 3,528 18,857 773 50 1,012 3,589 2,426 : : : : Changes from: November 24, 2020 : : 47 31 70 -28 55 -10 120 0 -4 -18 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 31.5 2.9 53.0 5.1 27.3 1.1 0.1 1.5 5.2 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 . 5 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 65,951 : : Positions : : 48,054 37,135 10,481 22,456 3,750 0 50 0 1,503 794 1,766 : : : : Changes from: November 24, 2020 : : 379 35 600 502 0 0 0 0 33 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 56.3 15.9 34.0 5.7 0.0 0.1 0.0 2.3 1.2 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 84,387 : : Positions : : 61,465 38,871 17,787 41,114 1,145 108 75 0 1,352 1,020 2,126 : : : : Changes from: November 24, 2020 : : 473 -45 600 640 -82 0 0 0 2 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 46.1 21.1 48.7 1.4 0.1 0.1 0.0 1.6 1.2 2.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 21 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 37,304 : : Positions : : 25,363 33,117 9,110 680 2,669 50 0 0 100 220 0 : : : : Changes from: November 24, 2020 : : 35 -190 50 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 88.8 24.4 1.8 7.2 0.1 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 26,843 : : Positions : : 24,834 14,688 0 10,438 680 0 600 0 960 150 0 : : : : Changes from: November 24, 2020 : : -129 -183 0 5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 54.7 0.0 38.9 2.5 0.0 2.2 0.0 3.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 96,013 : : Positions : : 74,966 74,050 310 7,106 8,128 6,396 444 418 3,573 3,932 1,840 : : : : Changes from: November 24, 2020 : : 503 507 10 -47 6 -64 -18 3 100 115 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 77.1 0.3 7.4 8.5 6.7 0.5 0.4 3.7 4.1 1.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 32 . . . 4 4 . 9 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 24,487 : : Positions : : 19,297 20,347 2,283 50 2,797 50 1,243 0 0 50 0 : : : : Changes from: November 24, 2020 : : 357 45 -267 0 211 0 45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 83.1 9.3 0.2 11.4 0.2 5.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 24,208 : : Positions : : 18,725 20,318 2,826 50 2,547 50 1,243 0 0 50 0 : : : : Changes from: November 24, 2020 : : 357 45 -267 0 177 0 45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 83.9 11.7 0.2 10.5 0.2 5.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 60,824 : : Positions : : 53,386 47,831 0 6,322 3,983 1,443 0 0 1,060 1,650 650 : : : : Changes from: November 24, 2020 : : 423 437 0 33 97 45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 78.6 0.0 10.4 6.5 2.4 0.0 0.0 1.7 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,607 : : Positions : : 30,817 35,743 5,469 25 4,039 100 0 0 150 160 0 : : : : Changes from: November 24, 2020 : : -235 -300 -40 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 88.0 13.5 0.1 9.9 0.2 0.0 0.0 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,982 : : Positions : : 39,099 28,830 40 9,607 2,120 210 865 0 65 290 0 : : : : Changes from: November 24, 2020 : : 28 -157 0 -115 100 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 68.7 0.1 22.9 5.0 0.5 2.1 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 58,911 : : Positions : : 45,003 55,927 8,525 185 2,420 0 0 0 2,021 0 109 : : : : Changes from: November 24, 2020 : : 169 137 0 10 -10 0 0 0 -22 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 94.9 14.5 0.3 4.1 0.0 0.0 0.0 3.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 62,549 : : Positions : : 49,994 55,244 6,807 3,990 2,574 0 255 0 2,336 0 283 : : : : Changes from: November 24, 2020 : : 225 225 50 -50 50 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 88.3 10.9 6.4 4.1 0.0 0.4 0.0 3.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 13 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 92,110 : : Positions : : 72,120 82,847 12,179 3,552 2,398 0 594 0 3,067 518 2,166 : : : : Changes from: November 24, 2020 : : 325 200 20 705 227 0 10 0 615 45 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 89.9 13.2 3.9 2.6 0.0 0.6 0.0 3.3 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 110,592 : : Positions : : 86,661 98,328 13,416 3,128 3,138 284 1,294 78 3,339 1,299 3,231 : : : : Changes from: November 24, 2020 : : -42 -137 223 499 223 -47 95 0 223 -90 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 88.9 12.1 2.8 2.8 0.3 1.2 0.1 3.0 1.2 2.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 27 5 . 5 . 6 . . 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 55,305 : : Positions : : 35,621 49,558 17,812 490 917 0 4,000 0 690 0 250 : : : : Changes from: November 24, 2020 : : 701 751 0 0 0 0 25 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 89.6 32.2 0.9 1.7 0.0 7.2 0.0 1.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 47,010 : : Positions : : 30,771 44,435 15,680 266 259 0 225 0 150 1,675 150 : : : : Changes from: November 24, 2020 : : 825 825 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 94.5 33.4 0.6 0.6 0.0 0.5 0.0 0.3 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 54,574 : : Positions : : 33,066 45,014 13,069 542 7,080 300 0 120 395 1,368 364 : : : : Changes from: November 24, 2020 : : 388 223 -170 0 114 0 0 0 -5 -30 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 82.5 23.9 1.0 13.0 0.5 0.0 0.2 0.7 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 60,503 : : Positions : : 42,537 48,264 10,410 1,198 5,440 250 3,430 0 633 1,324 474 : : : : Changes from: November 24, 2020 : : 11 9 132 227 -107 100 0 0 -12 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 79.8 17.2 2.0 9.0 0.4 5.7 0.0 1.0 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 26,643 : : Positions : : 11,901 21,576 13,362 249 866 0 2,580 0 0 1,083 164 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 81.0 50.2 0.9 3.3 0.0 9.7 0.0 0.0 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 23,805 : : Positions : : 10,430 21,678 12,240 330 667 0 525 0 0 565 0 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 91.1 51.4 1.4 2.8 0.0 2.2 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,610 : : Positions : : 22,611 20,400 2,320 5,833 414 716 100 100 1,094 318 711 : : : : Changes from: November 24, 2020 : : 138 113 5 0 0 120 0 0 -90 20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 71.3 8.1 20.4 1.4 2.5 0.3 0.3 3.8 1.1 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,952 : : Positions : : 13,162 14,831 1,731 280 133 0 270 120 493 500 297 : : : : Changes from: November 24, 2020 : : 25 170 10 0 0 0 -120 120 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 87.5 10.2 1.7 0.8 0.0 1.6 0.7 2.9 2.9 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 54,135 : : Positions : : 40,886 24,801 6,416 18,781 993 2,540 5,786 165 1,564 2,152 1,420 : : : : Changes from: November 24, 2020 : : 343 635 103 -330 0 0 355 0 90 -35 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 45.8 11.9 34.7 1.8 4.7 10.7 0.3 2.9 4.0 2.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 22 4 . 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 33,050 : : Positions : : 27,193 10,784 1,989 16,192 1,056 700 2,827 5 658 688 1,183 : : : : Changes from: November 24, 2020 : : 40 -6 50 -245 10 0 300 0 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 32.6 6.0 49.0 3.2 2.1 8.6 0.0 2.0 2.1 3.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,017 : : Positions : : 4,292 15,655 10,330 0 335 100 0 0 930 0 0 : : : : Changes from: November 24, 2020 : : -580 -530 190 0 -190 -100 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 97.7 64.5 0.0 2.1 0.6 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 21,305 : : Positions : : 6,952 21,230 12,815 0 0 0 0 0 1,450 0 75 : : : : Changes from: November 24, 2020 : : -272 -448 -113 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 99.6 60.2 0.0 0.0 0.0 0.0 0.0 6.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,453 : : Positions : : 5,797 7,170 1,636 1,420 1,433 55 0 10 595 0 310 : : : : Changes from: November 24, 2020 : : 0 0 -25 0 18 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.6 15.7 13.6 13.7 0.5 0.0 0.1 5.7 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,808 : : Positions : : 5,233 6,320 1,737 1,520 1,423 40 0 0 415 0 415 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 64.4 17.7 15.5 14.5 0.4 0.0 0.0 4.2 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 51,096 : : Positions : : 18,845 48,026 27,490 0 430 100 0 0 1,410 0 2,615 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 94.0 53.8 0.0 0.8 0.2 0.0 0.0 2.8 0.0 5.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 4 0 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,481 : : Positions : : 19,655 48,536 27,175 0 430 100 0 0 1,415 0 2,490 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 94.3 52.8 0.0 0.8 0.2 0.0 0.0 2.7 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 0 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,958 : : Positions : : 86,470 87,206 18,907 10,923 7,629 0 2,209 785 1,556 6,779 1,378 : : : : Changes from: November 24, 2020 : : 782 777 20 100 -50 0 60 0 -120 -160 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 74.6 16.2 9.3 6.5 0.0 1.9 0.7 1.3 5.8 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 28 5 . 5 0 5 . 5 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 126,361 : : Positions : : 92,892 97,547 18,420 7,897 9,054 510 1,445 1,900 1,520 6,513 1,978 : : : : Changes from: November 24, 2020 : : 1,040 1,326 126 -7 1 -175 15 170 10 -333 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 77.2 14.6 6.2 7.2 0.4 1.1 1.5 1.2 5.2 1.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 30 5 . 7 . . 4 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 599,396 : : Positions : : 364,883 400,167 23,014 7,727 101,076 21,230 14,564 34,825 20,290 6,952 33,741 : : : : Changes from: November 24, 2020 : : -4,649 -872 862 -289 -4,480 562 -1,555 -92 1,707 1,002 -1,180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 66.8 3.8 1.3 16.9 3.5 2.4 5.8 3.4 1.2 5.6 : : : : Number of Traders in Each Category Total Traders: 104 : : 42 43 4 . 6 8 14 11 17 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,045 : : Positions : : 10,352 12,965 800 702 1,633 805 600 65 2,255 0 0 : : : : Changes from: November 24, 2020 : : 0 0 -20 40 -30 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 80.8 5.0 4.4 10.2 5.0 3.7 0.4 14.1 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 December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,176 : : Positions : : 7,690 9,845 775 920 1,666 490 600 65 2,255 0 0 : : : : Changes from: November 24, 2020 : : 0 0 -60 0 10 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 74.7 5.9 7.0 12.6 3.7 4.6 0.5 17.1 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 December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 8,311 : : Positions : : 7,296 8,081 375 117 83 0 0 0 550 0 0 : : : : Changes from: November 24, 2020 : : 350 400 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 97.2 4.5 1.4 1.0 0.0 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 92,245 : : Positions : : 66,607 61,007 13,231 13,186 1,860 0 9,297 0 3,640 0 0 : : : : Changes from: November 24, 2020 : : 1,248 -1,802 -230 1,020 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 66.1 14.3 14.3 2.0 0.0 10.1 0.0 3.9 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 December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 77,465 : : Positions : : 54,238 48,228 11,235 11,275 2,395 0 9,182 0 3,200 0 0 : : : : Changes from: November 24, 2020 : : 905 -1,835 -220 720 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 62.3 14.5 14.6 3.1 0.0 11.9 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,945 : : Positions : : 8,787 14,880 5,853 0 5,785 900 930 0 640 0 0 : : : : Changes from: November 24, 2020 : : 167 50 -117 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 57.4 22.6 0.0 22.3 3.5 3.6 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 54,304 : : Positions : : 32,735 18,469 4,839 20,611 106 10,545 8,565 2,725 0 874 50 : : : : Changes from: November 24, 2020 : : 25 -25 -25 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 34.0 8.9 38.0 0.2 19.4 15.8 5.0 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 35,622 : : Positions : : 22,259 12,574 6,559 11,730 0 1,525 6,035 2,995 0 324 336 : : : : Changes from: November 24, 2020 : : -125 -175 -25 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 35.3 18.4 32.9 0.0 4.3 16.9 8.4 0.0 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 21,859 : : Positions : : 12,517 14,432 5,143 0 1,905 0 3,840 0 0 0 0 : : : : Changes from: November 24, 2020 : : 0 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 66.0 23.5 0.0 8.7 0.0 17.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,955 : : Positions : : 19,300 10,745 6,640 0 1,020 535 15,510 365 75 0 0 : : : : Changes from: November 24, 2020 : : 35 215 300 0 -120 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 37.1 22.9 0.0 3.5 1.8 53.6 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 90,769 : : Positions : : 52,024 30,929 2,880 36,555 4,265 14,620 1,075 375 65 990 1,150 : : : : Changes from: November 24, 2020 : : 50 365 500 125 0 0 75 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 34.1 3.2 40.3 4.7 16.1 1.2 0.4 0.1 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 87,334 : : Positions : : 48,634 30,594 3,275 32,790 4,625 15,605 1,000 580 0 3,130 385 : : : : Changes from: November 24, 2020 : : 0 0 150 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 35.0 3.7 37.5 5.3 17.9 1.1 0.7 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 31,304 : : Positions : : 21,271 5,807 2,101 275 614 0 12,270 1,610 750 6,060 330 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 18.6 6.7 0.9 2.0 0.0 39.2 5.1 2.4 19.4 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 30,964 : : Positions : : 21,332 5,738 1,466 275 1,082 0 12,270 1,610 750 5,510 420 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 18.5 4.7 0.9 3.5 0.0 39.6 5.2 2.4 17.8 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 69,685 : : Positions : : 19,503 60,143 19,695 7,015 60 20,365 100 240 7,975 0 0 : : : : Changes from: November 24, 2020 : : 665 0 0 675 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 86.3 28.3 10.1 0.1 29.2 0.1 0.3 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 68,355 : : Positions : : 20,640 59,205 18,335 6,570 140 20,515 500 240 7,100 0 0 : : : : Changes from: November 24, 2020 : : 650 270 200 600 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 86.6 26.8 9.6 0.2 30.0 0.7 0.4 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 56,540 : : Positions : : 21,285 50,265 7,030 1,510 1,945 5,210 0 75 17,940 0 295 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 88.9 12.4 2.7 3.4 9.2 0.0 0.1 31.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 48,160 : : Positions : : 19,525 42,040 7,530 1,870 1,340 5,210 0 75 11,465 0 645 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 87.3 15.6 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,255 : : Positions : : 9,270 6,830 845 0 1,835 0 4,380 25 2,185 1,215 280 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 39.6 4.9 0.0 10.6 0.0 25.4 0.1 12.7 7.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 16,890 : : Positions : : 8,675 6,825 1,095 0 1,980 0 4,380 25 2,735 1,205 120 : : : : Changes from: November 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 40.4 6.5 0.0 11.7 0.0 25.9 0.1 16.2 7.1 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 4 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 68,825 : : Positions : : 34,995 38,910 1,195 2,280 4,385 4,655 15,440 195 16,225 1,000 1,225 : : : : Changes from: November 24, 2020 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 56.5 1.7 3.3 6.4 6.8 22.4 0.3 23.6 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 63,215 : : Positions : : 33,250 34,705 1,195 1,310 4,795 4,405 15,420 195 13,265 1,000 1,225 : : : : Changes from: November 24, 2020 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 54.9 1.9 2.1 7.6 7.0 24.4 0.3 21.0 1.6 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 December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 60,989 : : Positions : : 34,070 23,046 0 18,184 95 18,505 215 3,925 0 11,185 1,355 : : : : Changes from: November 24, 2020 : : 0 0 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 37.8 0.0 29.8 0.2 30.3 0.4 6.4 0.0 18.3 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 51,899 : : Positions : : 30,013 20,301 0 15,277 80 13,205 265 3,875 0 7,570 1,600 : : : : Changes from: November 24, 2020 : : 0 0 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 39.1 0.0 29.4 0.2 25.4 0.5 7.5 0.0 14.6 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 192,653 : : Positions : : 103,554 83,118 19,709 760 6,161 445 29,871 7,895 1,000 11,070 3,110 : : : : Changes from: November 24, 2020 : : 520 1,895 -530 0 -101 85 -50 -100 0 -1,775 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 43.1 10.2 0.4 3.2 0.2 15.5 4.1 0.5 5.7 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 160,670 : : Positions : : 80,362 70,049 19,222 70 4,229 325 23,321 7,695 1,220 7,800 3,695 : : : : Changes from: November 24, 2020 : : 470 820 -180 0 0 -15 -50 0 0 -500 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 43.6 12.0 0.0 2.6 0.2 14.5 4.8 0.8 4.9 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 65,851 : : Positions : : 24,560 36,780 18,076 6,196 8,815 2,480 0 7,170 0 2,210 0 : : : : Changes from: November 24, 2020 : : -10 -10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 55.9 27.4 9.4 13.4 3.8 0.0 10.9 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 56,770 : : Positions : : 23,525 30,805 11,006 4,556 6,554 2,520 0 7,620 0 1,760 0 : : : : Changes from: November 24, 2020 : : 0 0 -75 -75 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 54.3 19.4 8.0 11.5 4.4 0.0 13.4 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 45,655 : : Positions : : 23,505 21,305 250 6,340 4,835 5,925 3,735 5,045 1,400 0 280 : : : : Changes from: November 24, 2020 : : -300 0 0 -300 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 46.7 0.5 13.9 10.6 13.0 8.2 11.1 3.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 55,050 : : Positions : : 19,440 32,425 0 5,780 5,070 20,570 3,505 3,900 1,400 0 280 : : : : Changes from: November 24, 2020 : : 150 250 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 58.9 0.0 10.5 9.2 37.4 6.4 7.1 2.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 203,389 : : Positions : : 117,153 124,366 1,485 12,614 28,156 20,185 100 6,360 100 1,837 1,368 : : : : Changes from: November 24, 2020 : : -349 -451 0 -2,011 833 125 0 -100 -110 1,665 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 61.1 0.7 6.2 13.8 9.9 0.0 3.1 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 144,375 : : Positions : : 77,046 88,776 1,037 6,275 19,332 18,305 0 7,145 65 1,272 720 : : : : Changes from: November 24, 2020 : : 1,025 800 195 -240 45 -175 0 -100 55 500 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 61.5 0.7 4.3 13.4 12.7 0.0 4.9 0.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 26 . . 4 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 04, 2020