Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 16,613 : : Positions : : 12,891 9,136 82 2,638 472 0 98 82 544 1,792 1,889 : : : : Changes from: December 1, 2020 : : -525 182 0 -426 99 0 -185 0 102 174 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 55.0 0.5 15.9 2.8 0.0 0.6 0.5 3.3 10.8 11.4 : : : : 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 8, 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 4,745 : : Positions : : 2,224 2,839 666 241 895 330 192 0 264 534 0 : : : : Changes from: December 1, 2020 : : -982 -720 -20 -300 0 -120 11 -96 100 -71 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 33,076 : : Positions : : 20,919 28,198 3,644 705 2,151 1,372 225 390 3,845 677 730 : : : : Changes from: December 1, 2020 : : 473 773 0 -575 138 0 0 0 -125 150 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 85.3 11.0 2.1 6.5 4.1 0.7 1.2 11.6 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . . . . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 30,221 : : Positions : : 23,913 22,887 0 3,911 1,298 490 0 150 3,685 1,290 685 : : : : Changes from: December 1, 2020 : : -90 160 0 -125 0 0 0 0 -250 -375 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 75.7 0.0 12.9 4.3 1.6 0.0 0.5 12.2 4.3 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 131,796 : : Positions : : 93,491 96,432 1,517 16,584 11,309 16,428 1,650 663 5,931 3,070 1,822 : : : : Changes from: December 1, 2020 : : -4,213 -5,597 382 1,864 -564 -379 -244 -426 -129 -298 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 73.2 1.2 12.6 8.6 12.5 1.3 0.5 4.5 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 31 . 5 6 6 5 5 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 58,004 : : Positions : : 44,302 40,833 1,720 10,532 4,075 4,198 334 125 1,680 156 1,904 : : : : Changes from: December 1, 2020 : : -1,729 -2,893 -250 1,266 -779 6 129 0 -100 -575 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 70.4 3.0 18.2 7.0 7.2 0.6 0.2 2.9 0.3 3.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 24 . . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 32,403 : : Positions : : 31,029 23,260 426 6,354 498 0 537 0 300 1,604 150 : : : : Changes from: December 1, 2020 : : -1,598 -1,475 -29 -2 -323 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 71.8 1.3 19.6 1.5 0.0 1.7 0.0 0.9 5.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 50,693 : : Positions : : 29,518 16,868 2,007 23,403 3,124 13,770 0 50 460 5,328 1,441 : : : : Changes from: December 1, 2020 : : -1,109 -858 243 -680 128 -150 0 0 -46 229 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 33.3 4.0 46.2 6.2 27.2 0.0 0.1 0.9 10.5 2.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 . 4 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 65,936 : : Positions : : 38,555 21,024 1,452 34,034 3,682 18,682 725 50 1,033 3,871 2,184 : : : : Changes from: December 1, 2020 : : -2,308 -754 -573 -2,652 154 -175 -48 0 21 282 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 31.9 2.2 51.6 5.6 28.3 1.1 0.1 1.6 5.9 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 18 . 5 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 63,429 : : Positions : : 45,897 34,777 10,267 22,341 3,824 0 50 0 1,306 673 1,764 : : : : Changes from: December 1, 2020 : : -2,157 -2,358 -214 -115 74 0 0 0 -197 -121 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 54.8 16.2 35.2 6.0 0.0 0.1 0.0 2.1 1.1 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 82,493 : : Positions : : 59,398 35,527 18,244 42,675 1,173 0 50 0 1,176 907 2,126 : : : : Changes from: December 1, 2020 : : -2,067 -3,344 457 1,561 28 -108 -25 0 -176 -113 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 43.1 22.1 51.7 1.4 0.0 0.1 0.0 1.4 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 35,809 : : Positions : : 24,418 31,662 8,635 680 2,669 0 0 0 75 195 0 : : : : Changes from: December 1, 2020 : : -945 -1,455 -475 0 0 -50 0 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 88.4 24.1 1.9 7.5 0.0 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 26,349 : : Positions : : 23,893 14,585 0 10,177 545 0 600 0 1,560 150 0 : : : : Changes from: December 1, 2020 : : -941 -103 0 -261 -135 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 55.4 0.0 38.6 2.1 0.0 2.3 0.0 5.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 95,391 : : Positions : : 74,384 74,892 285 6,292 8,467 6,076 620 447 3,635 2,882 1,628 : : : : Changes from: December 1, 2020 : : -583 842 -25 -815 339 -321 176 29 62 -1,050 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 78.5 0.3 6.6 8.9 6.4 0.6 0.5 3.8 3.0 1.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 32 . . . 4 4 . 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 26,412 : : Positions : : 20,762 21,172 1,868 50 3,697 25 1,468 0 0 25 0 : : : : Changes from: December 1, 2020 : : 1,465 825 -415 0 900 -25 225 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 80.2 7.1 0.2 14.0 0.1 5.6 0.0 0.0 0.1 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 8, 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 26,185 : : Positions : : 20,315 21,168 2,311 50 3,474 25 1,468 0 0 25 0 : : : : Changes from: December 1, 2020 : : 1,590 850 -515 0 927 -25 225 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 80.8 8.8 0.2 13.3 0.1 5.6 0.0 0.0 0.1 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 8, 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 59,964 : : Positions : : 52,037 47,894 0 5,455 4,357 1,668 0 0 1,460 1,725 150 : : : : Changes from: December 1, 2020 : : -1,349 63 0 -867 374 225 0 0 400 75 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 79.9 0.0 9.1 7.3 2.8 0.0 0.0 2.4 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 38,532 : : Positions : : 28,942 33,738 5,489 360 3,679 0 0 0 125 135 0 : : : : Changes from: December 1, 2020 : : -1,875 -2,005 20 335 -360 -100 0 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 87.6 14.2 0.9 9.5 0.0 0.0 0.0 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 40,884 : : Positions : : 38,400 27,440 30 9,943 1,756 250 1,300 0 25 290 5 : : : : Changes from: December 1, 2020 : : -699 -1,390 -10 336 -364 40 435 0 -40 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 67.1 0.1 24.3 4.3 0.6 3.2 0.0 0.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 55,502 : : Positions : : 42,486 52,567 7,745 160 2,420 0 0 0 1,943 0 85 : : : : Changes from: December 1, 2020 : : -2,517 -3,360 -780 -25 0 0 0 0 -78 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 94.7 14.0 0.3 4.4 0.0 0.0 0.0 3.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 59,235 : : Positions : : 47,639 52,100 6,125 4,110 2,454 0 125 0 2,216 0 261 : : : : Changes from: December 1, 2020 : : -2,355 -3,144 -682 120 -120 0 -130 0 -120 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.0 10.3 6.9 4.1 0.0 0.2 0.0 3.7 0.0 0.4 : : : : 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 8, 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 88,487 : : Positions : : 69,386 79,149 12,104 3,694 2,311 0 584 0 2,422 543 2,096 : : : : Changes from: December 1, 2020 : : -2,734 -3,698 -75 142 -87 0 -10 0 -645 25 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 89.4 13.7 4.2 2.6 0.0 0.7 0.0 2.7 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 105,671 : : Positions : : 81,800 93,414 13,382 2,778 3,329 324 1,269 50 2,821 1,268 3,531 : : : : Changes from: December 1, 2020 : : -4,861 -4,914 -34 -350 191 40 -25 -28 -518 -31 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 88.4 12.7 2.6 3.2 0.3 1.2 0.0 2.7 1.2 3.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 27 5 . . . 6 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 52,645 : : Positions : : 33,690 47,688 17,025 342 945 0 3,480 0 915 50 50 : : : : Changes from: December 1, 2020 : : -1,931 -1,870 -787 -148 28 0 -520 0 225 50 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 90.6 32.3 0.6 1.8 0.0 6.6 0.0 1.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 44,410 : : Positions : : 29,116 42,085 14,815 346 179 0 225 0 300 1,575 0 : : : : Changes from: December 1, 2020 : : -1,655 -2,350 -865 80 -80 0 0 0 150 -100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 94.8 33.4 0.8 0.4 0.0 0.5 0.0 0.7 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 52,977 : : Positions : : 32,540 43,516 12,071 421 7,080 250 0 70 538 1,516 189 : : : : Changes from: December 1, 2020 : : -526 -1,498 -998 -121 0 -50 0 -50 143 148 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 82.1 22.8 0.8 13.4 0.5 0.0 0.1 1.0 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 59,950 : : Positions : : 42,078 47,543 10,497 1,639 5,087 150 3,587 0 1,107 1,475 289 : : : : Changes from: December 1, 2020 : : -459 -721 87 441 -353 -100 157 0 474 151 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 79.3 17.5 2.7 8.5 0.3 6.0 0.0 1.8 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,287 : : Positions : : 11,522 20,553 12,460 309 866 0 2,510 0 0 773 164 : : : : Changes from: December 1, 2020 : : -379 -1,023 -902 60 0 0 -70 0 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 81.3 49.3 1.2 3.4 0.0 9.9 0.0 0.0 3.1 0.6 : : : : 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 December 8, 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 22,685 : : Positions : : 10,025 20,230 11,556 390 727 0 495 0 0 805 0 : : : : Changes from: December 1, 2020 : : -405 -1,448 -684 60 60 0 -30 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 89.2 50.9 1.7 3.2 0.0 2.2 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 27,676 : : Positions : : 21,972 19,520 2,230 5,970 277 556 135 100 1,243 343 672 : : : : Changes from: December 1, 2020 : : -639 -880 -90 137 -137 -160 35 0 149 25 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 70.5 8.1 21.6 1.0 2.0 0.5 0.4 4.5 1.2 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 16,366 : : Positions : : 12,742 14,663 1,756 290 123 0 75 120 491 474 297 : : : : Changes from: December 1, 2020 : : -420 -168 25 10 -10 0 -195 0 -2 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 89.6 10.7 1.8 0.8 0.0 0.5 0.7 3.0 2.9 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 51,974 : : Positions : : 38,643 24,305 6,989 18,190 738 2,635 5,086 160 1,394 2,195 1,284 : : : : Changes from: December 1, 2020 : : -2,243 -496 573 -591 -255 95 -700 -5 -170 43 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 46.8 13.4 35.0 1.4 5.1 9.8 0.3 2.7 4.2 2.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 21 4 . 4 . . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 31,445 : : Positions : : 25,829 10,241 1,914 15,706 975 700 2,670 0 615 489 1,062 : : : : Changes from: December 1, 2020 : : -1,364 -543 -75 -486 -81 0 -157 -5 -43 -199 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 32.6 6.1 49.9 3.1 2.2 8.5 0.0 2.0 1.6 3.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 16,317 : : Positions : : 4,392 15,977 10,195 0 295 82 0 18 1,305 0 0 : : : : Changes from: December 1, 2020 : : 100 322 -135 0 -40 -18 0 18 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 97.9 62.5 0.0 1.8 0.5 0.0 0.1 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 21,425 : : Positions : : 6,202 21,230 13,010 0 0 0 0 0 2,125 0 75 : : : : Changes from: December 1, 2020 : : -750 0 195 0 0 0 0 0 675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 99.1 60.7 0.0 0.0 0.0 0.0 0.0 9.9 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 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 9,942 : : Positions : : 5,363 6,625 1,865 1,605 1,392 75 0 10 700 0 205 : : : : Changes from: December 1, 2020 : : -434 -545 229 185 -41 20 0 0 105 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 66.6 18.8 16.1 14.0 0.8 0.0 0.1 7.0 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 9,292 : : Positions : : 4,804 5,775 1,883 1,655 1,437 60 0 0 520 0 310 : : : : Changes from: December 1, 2020 : : -429 -545 146 135 14 20 0 0 105 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 62.2 20.3 17.8 15.5 0.6 0.0 0.0 5.6 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 49,535 : : Positions : : 17,435 46,610 27,515 30 435 50 0 0 1,450 0 2,450 : : : : Changes from: December 1, 2020 : : -1,410 -1,416 25 30 5 -50 0 0 40 0 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 94.1 55.5 0.1 0.9 0.1 0.0 0.0 2.9 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,915 : : Positions : : 18,205 47,065 27,220 30 435 75 0 0 1,405 0 2,375 : : : : Changes from: December 1, 2020 : : -1,450 -1,471 45 30 5 -25 0 0 -10 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 94.3 54.5 0.1 0.9 0.2 0.0 0.0 2.8 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 11 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 112,821 : : Positions : : 83,541 84,565 19,579 11,059 6,344 0 1,784 885 1,290 7,168 979 : : : : Changes from: December 1, 2020 : : -2,929 -2,641 672 136 -1,285 0 -425 100 -266 389 -399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 75.0 17.4 9.8 5.6 0.0 1.6 0.8 1.1 6.4 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 26 5 . 5 0 4 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 120,055 : : Positions : : 88,349 92,584 18,420 8,018 8,128 425 1,560 1,695 1,485 6,606 1,424 : : : : Changes from: December 1, 2020 : : -4,543 -4,963 0 121 -926 -85 115 -205 -35 93 -554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.1 15.3 6.7 6.8 0.4 1.3 1.4 1.2 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 28 5 . 7 . . 4 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 603,397 : : Positions : : 370,125 402,058 22,608 7,654 103,099 18,924 13,373 35,278 18,568 7,317 34,327 : : : : Changes from: December 1, 2020 : : 5,242 1,891 -405 -73 2,023 -2,306 -1,190 454 -1,722 365 586 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 66.6 3.7 1.3 17.1 3.1 2.2 5.8 3.1 1.2 5.7 : : : : Number of Traders in Each Category Total Traders: 104 : : 45 45 4 . 6 8 14 9 15 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 15,305 : : Positions : : 9,945 12,270 835 765 1,495 725 600 95 2,080 0 0 : : : : Changes from: December 1, 2020 : : -407 -695 35 63 -138 -80 0 30 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 80.2 5.5 5.0 9.8 4.7 3.9 0.6 13.6 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 December 8, 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 12,891 : : Positions : : 7,910 9,155 620 1,380 1,521 435 600 95 2,080 0 0 : : : : Changes from: December 1, 2020 : : 220 -690 -155 460 -145 -55 0 30 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 71.0 4.8 10.7 11.8 3.4 4.7 0.7 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 8,361 : : Positions : : 7,348 8,131 375 117 83 0 0 0 550 0 0 : : : : Changes from: December 1, 2020 : : 52 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 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: 30 : : 18 13 . . . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 90,330 : : Positions : : 65,423 59,747 12,555 13,396 1,800 0 8,657 0 3,810 0 0 : : : : Changes from: December 1, 2020 : : -1,184 -1,260 -676 210 -60 0 -640 0 170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 66.1 13.9 14.8 2.0 0.0 9.6 0.0 4.2 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 8, 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 76,824 : : Positions : : 53,893 48,092 10,374 11,520 2,305 0 8,337 0 3,670 0 0 : : : : Changes from: December 1, 2020 : : -345 -136 -861 245 -90 0 -845 0 470 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 62.6 13.5 15.0 3.0 0.0 10.9 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 25,345 : : Positions : : 8,492 14,120 5,528 0 5,820 850 915 0 525 0 0 : : : : Changes from: December 1, 2020 : : -295 -760 -325 0 35 -50 -15 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 55.7 21.8 0.0 23.0 3.4 3.6 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 52,977 : : Positions : : 31,717 17,995 3,253 19,886 224 10,545 8,590 2,660 1,575 874 50 : : : : Changes from: December 1, 2020 : : -1,018 -474 -1,586 -725 118 0 25 -65 1,575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 34.0 6.1 37.5 0.4 19.9 16.2 5.0 3.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 33,930 : : Positions : : 22,098 11,277 4,971 11,290 44 1,525 6,150 2,870 75 324 336 : : : : Changes from: December 1, 2020 : : -161 -1,297 -1,588 -440 44 0 115 -125 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 33.2 14.7 33.3 0.1 4.5 18.1 8.5 0.2 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 28,385 : : Positions : : 18,695 10,415 6,885 0 845 535 15,495 365 75 0 0 : : : : Changes from: December 1, 2020 : : -605 -330 245 0 -175 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 36.7 24.3 0.0 3.0 1.9 54.6 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 8, 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 86,704 : : Positions : : 50,229 29,429 2,635 35,380 3,530 14,010 1,055 50 75 1,030 1,070 : : : : Changes from: December 1, 2020 : : -1,795 -1,500 -245 -1,175 -735 -610 -20 -325 10 40 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 33.9 3.0 40.8 4.1 16.2 1.2 0.1 0.1 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 82,889 : : Positions : : 46,284 28,399 2,620 31,310 3,985 14,740 975 65 0 2,965 315 : : : : Changes from: December 1, 2020 : : -2,350 -2,195 -655 -1,480 -640 -865 -25 -515 0 -165 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 34.3 3.2 37.8 4.8 17.8 1.2 0.1 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 29,953 : : Positions : : 20,725 5,477 2,032 300 589 0 12,020 1,225 725 5,935 330 : : : : Changes from: December 1, 2020 : : -546 -330 -69 25 -25 0 -250 -385 -25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 18.3 6.8 1.0 2.0 0.0 40.1 4.1 2.4 19.8 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 29,703 : : Positions : : 20,786 5,503 1,472 300 1,051 0 12,020 1,225 725 5,410 420 : : : : Changes from: December 1, 2020 : : -546 -235 6 25 -31 0 -250 -385 -25 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 18.5 5.0 1.0 3.5 0.0 40.5 4.1 2.4 18.2 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 8, 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 65,770 : : Positions : : 19,525 56,415 18,285 7,005 60 18,375 0 240 7,485 0 0 : : : : Changes from: December 1, 2020 : : 22 -3,728 -1,410 -10 0 -1,990 -100 0 -490 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 85.8 27.8 10.7 0.1 27.9 0.0 0.4 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 64,010 : : Positions : : 19,935 55,910 17,340 6,075 140 18,375 0 240 6,610 0 0 : : : : Changes from: December 1, 2020 : : -705 -3,295 -995 -495 0 -2,140 -500 0 -490 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 87.3 27.1 9.5 0.2 28.7 0.0 0.4 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 53,390 : : Positions : : 20,080 47,575 6,135 1,300 1,945 5,185 0 0 17,155 0 190 : : : : Changes from: December 1, 2020 : : -1,205 -2,690 -895 -210 0 -25 0 -75 -785 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 89.1 11.5 2.4 3.6 9.7 0.0 0.0 32.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 45,650 : : Positions : : 18,580 39,840 6,485 1,660 1,340 5,185 0 0 11,055 0 540 : : : : Changes from: December 1, 2020 : : -945 -2,200 -1,045 -210 0 -25 0 -75 -410 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.3 14.2 3.6 2.9 11.4 0.0 0.0 24.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 16,150 : : Positions : : 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280 : : : : Changes from: December 1, 2020 : : -625 -485 -40 30 -110 0 -325 -25 -225 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7 : : : : 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 8, 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 15,790 : : Positions : : 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120 : : : : Changes from: December 1, 2020 : : -610 -485 -45 30 -105 0 -325 -25 -235 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8 : : : : 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 8, 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 65,455 : : Positions : : 32,990 36,610 1,325 2,130 4,255 4,590 15,245 175 15,430 900 1,225 : : : : Changes from: December 1, 2020 : : -2,005 -2,300 130 -150 -130 -65 -195 -20 -795 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 55.9 2.0 3.3 6.5 7.0 23.3 0.3 23.6 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 60,240 : : Positions : : 31,245 32,755 1,325 1,165 4,665 4,315 15,225 175 12,860 900 1,225 : : : : Changes from: December 1, 2020 : : -2,005 -1,950 130 -145 -130 -90 -195 -20 -405 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 54.4 2.2 1.9 7.7 7.2 25.3 0.3 21.3 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 58,329 : : Positions : : 32,462 22,121 0 17,476 70 17,845 255 3,745 0 10,500 1,355 : : : : Changes from: December 1, 2020 : : -1,608 -925 0 -708 -25 -660 40 -180 0 -685 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 37.9 0.0 30.0 0.1 30.6 0.4 6.4 0.0 18.0 2.3 : : : : 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 8, 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 49,724 : : Positions : : 28,366 19,446 0 14,865 70 13,070 280 3,720 0 7,000 1,600 : : : : Changes from: December 1, 2020 : : -1,647 -855 0 -412 -10 -135 15 -155 0 -570 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 39.1 0.0 29.9 0.1 26.3 0.6 7.5 0.0 14.1 3.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 183,909 : : Positions : : 98,232 79,990 19,705 915 5,752 285 28,023 7,830 900 10,300 2,860 : : : : Changes from: December 1, 2020 : : -5,322 -3,128 -4 155 -409 -160 -1,848 -65 -100 -770 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 43.5 10.7 0.5 3.1 0.2 15.2 4.3 0.5 5.6 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 153,594 : : Positions : : 76,666 66,761 18,522 60 4,229 140 22,173 7,680 900 7,355 3,735 : : : : Changes from: December 1, 2020 : : -3,696 -3,288 -700 -10 0 -185 -1,148 -15 -320 -445 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 43.5 12.1 0.0 2.8 0.1 14.4 5.0 0.6 4.8 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 28 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 63,151 : : Positions : : 23,225 35,010 17,606 6,046 8,720 2,030 0 7,040 0 1,865 0 : : : : Changes from: December 1, 2020 : : -1,335 -1,770 -470 -150 -95 -450 0 -130 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 55.4 27.9 9.6 13.8 3.2 0.0 11.1 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 54,460 : : Positions : : 22,260 29,530 10,681 4,216 6,594 2,115 0 7,415 0 1,490 0 : : : : Changes from: December 1, 2020 : : -1,265 -1,275 -325 -340 40 -405 0 -205 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 54.2 19.6 7.7 12.1 3.9 0.0 13.6 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 44,355 : : Positions : : 22,560 21,330 250 5,400 4,870 5,850 3,770 4,785 1,540 0 140 : : : : Changes from: December 1, 2020 : : -945 25 0 -940 35 -75 35 -260 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 48.1 0.6 12.2 11.0 13.2 8.5 10.8 3.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 53,770 : : Positions : : 18,765 32,045 0 5,645 5,070 20,495 3,380 3,675 1,540 0 140 : : : : Changes from: December 1, 2020 : : -675 -380 0 -135 0 -75 -125 -225 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 59.6 0.0 10.5 9.4 38.1 6.3 6.8 2.9 0.0 0.3 : : : : 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 8, 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 195,220 : : Positions : : 114,283 115,529 1,335 19,551 23,895 19,915 100 5,995 100 2,142 1,088 : : : : Changes from: December 1, 2020 : : -2,870 -8,837 -150 6,937 -4,262 -270 0 -365 0 305 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 59.2 0.7 10.0 12.2 10.2 0.1 3.1 0.1 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 138,325 : : Positions : : 73,910 85,455 1,222 5,300 19,222 17,480 0 7,120 0 1,742 525 : : : : Changes from: December 1, 2020 : : -3,136 -3,321 185 -975 -110 -825 0 -25 -65 470 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 61.8 0.9 3.8 13.9 12.6 0.0 5.1 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 26 . . 4 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,850 : : Positions : : 19,135 14,075 1,155 9,150 2,070 2,550 300 160 670 0 255 : : : : Changes from: December 1, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 50.5 4.1 32.9 7.4 9.2 1.1 0.6 2.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 27,440 : : Positions : : 19,435 13,475 445 8,685 2,475 2,600 300 100 0 35 550 : : : : Changes from: December 1, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 49.1 1.6 31.7 9.0 9.5 1.1 0.4 0.0 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 11, 2020