Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 16,856 : : Positions : : 12,912 9,165 97 2,066 785 0 98 82 429 2,168 1,906 : : : : Changes from: December 15, 2020 : : -250 -118 -9 -240 159 0 0 0 15 9 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 54.4 0.6 12.3 4.7 0.0 0.6 0.5 2.5 12.9 11.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 21, 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 33,876 : : Positions : : 21,684 28,859 3,230 505 2,455 927 300 390 4,265 462 905 : : : : Changes from: December 15, 2020 : : 100 -25 -150 50 74 -70 0 0 90 -60 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 85.2 9.5 1.5 7.2 2.7 0.9 1.2 12.6 1.4 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 31,636 : : Positions : : 24,848 23,661 0 4,002 1,298 440 0 200 3,940 1,565 910 : : : : Changes from: December 15, 2020 : : 448 992 0 -144 0 0 0 0 125 -275 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 74.8 0.0 12.7 4.1 1.4 0.0 0.6 12.5 4.9 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 133,343 : : Positions : : 95,620 100,597 1,467 14,445 10,606 17,266 1,710 713 5,358 3,058 1,867 : : : : Changes from: December 15, 2020 : : 1,084 950 -240 -960 -1,658 -14 30 50 -716 86 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 75.4 1.1 10.8 8.0 12.9 1.3 0.5 4.0 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 32 . 5 6 6 5 5 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 59,943 : : Positions : : 46,627 42,933 1,720 10,529 4,004 3,616 320 170 2,010 141 1,796 : : : : Changes from: December 15, 2020 : : 663 202 0 0 211 -588 -30 -3 71 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 71.6 2.9 17.6 6.7 6.0 0.5 0.3 3.4 0.2 3.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 25 . . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 33,612 : : Positions : : 31,974 25,435 699 5,529 489 0 555 0 300 1,454 150 : : : : Changes from: December 15, 2020 : : 630 375 0 255 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 75.7 2.1 16.4 1.5 0.0 1.7 0.0 0.9 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 50,154 : : Positions : : 28,281 17,315 2,462 22,297 3,490 13,916 0 50 504 5,358 1,293 : : : : Changes from: December 15, 2020 : : -292 550 465 -356 116 20 0 0 60 20 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 34.5 4.9 44.5 7.0 27.7 0.0 0.1 1.0 10.7 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 . 4 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 65,502 : : Positions : : 37,791 21,727 1,562 32,514 3,856 18,916 775 50 1,046 4,243 1,976 : : : : Changes from: December 15, 2020 : : 127 839 120 -789 130 84 -80 0 -8 372 -229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 33.2 2.4 49.6 5.9 28.9 1.2 0.1 1.6 6.5 3.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 . 5 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 63,921 : : Positions : : 46,293 34,283 10,037 23,061 4,030 0 50 0 1,366 673 1,824 : : : : Changes from: December 15, 2020 : : 0 50 50 120 -50 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 53.6 15.7 36.1 6.3 0.0 0.1 0.0 2.1 1.1 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 83,809 : : Positions : : 60,543 35,862 17,895 43,455 1,314 0 50 0 1,495 907 2,186 : : : : Changes from: December 15, 2020 : : 290 370 -120 180 -50 0 0 0 380 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 42.8 21.4 51.9 1.6 0.0 0.1 0.0 1.8 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 21 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 36,160 : : Positions : : 24,739 31,892 8,665 705 2,669 0 0 0 75 195 0 : : : : Changes from: December 15, 2020 : : -269 -335 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 88.2 24.0 1.9 7.4 0.0 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,711 : : Positions : : 24,685 15,572 0 10,222 2,115 0 600 0 1,560 150 0 : : : : Changes from: December 15, 2020 : : -328 -293 0 -35 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 54.2 0.0 35.6 7.4 0.0 2.1 0.0 5.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 26,463 : : Positions : : 17,651 23,441 4,570 600 1,990 0 0 0 1,875 132 300 : : : : Changes from: December 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 88.6 17.3 2.3 7.5 0.0 0.0 0.0 7.1 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 100,600 : : Positions : : 79,029 77,655 285 9,089 7,969 7,162 779 206 3,743 3,015 1,730 : : : : Changes from: December 15, 2020 : : 195 159 0 892 -242 964 49 -232 65 92 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 77.2 0.3 9.0 7.9 7.1 0.8 0.2 3.7 3.0 1.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 39 32 . . . 5 5 . 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 - SOUTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439S Open Interest is 17,475 : : Positions : : 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0 : : : : Changes from: December 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 14,932 : : Positions : : 10,931 12,841 2,223 650 816 0 0 0 50 25 0 : : : : Changes from: December 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 26,529 : : Positions : : 19,904 21,149 3,183 50 3,237 25 2,068 0 0 25 0 : : : : Changes from: December 15, 2020 : : 12 -288 240 0 -120 0 540 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 79.7 12.0 0.2 12.2 0.1 7.8 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 26,250 : : Positions : : 19,371 21,059 3,626 50 3,048 25 2,068 0 0 25 0 : : : : Changes from: December 15, 2020 : : 12 -288 240 0 -120 0 540 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 80.2 13.8 0.2 11.6 0.1 7.9 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 63,092 : : Positions : : 54,977 47,819 0 8,870 3,845 2,368 0 0 1,460 1,725 150 : : : : Changes from: December 15, 2020 : : -298 -898 0 1,140 -420 540 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 75.8 0.0 14.1 6.1 3.8 0.0 0.0 2.3 2.7 0.2 : : : : 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 21, 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 39,605 : : Positions : : 30,205 34,680 5,659 615 3,459 0 0 0 225 135 0 : : : : Changes from: December 15, 2020 : : 166 -75 70 75 -50 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 87.6 14.3 1.6 8.7 0.0 0.0 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 41,368 : : Positions : : 37,424 26,980 0 9,207 3,214 282 1,540 0 10 390 20 : : : : Changes from: December 15, 2020 : : -317 -117 0 -150 450 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 65.2 0.0 22.3 7.8 0.7 3.7 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 . . . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 56,812 : : Positions : : 43,716 53,607 7,765 490 2,360 0 0 0 2,063 0 85 : : : : Changes from: December 15, 2020 : : 480 540 120 180 -60 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 94.4 13.7 0.9 4.2 0.0 0.0 0.0 3.6 0.0 0.1 : : : : 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 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 60,460 : : Positions : : 48,545 53,229 6,223 4,205 2,455 0 125 0 2,426 0 261 : : : : Changes from: December 15, 2020 : : 391 564 98 95 1 0 0 0 160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 88.0 10.3 7.0 4.1 0.0 0.2 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 . 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 89,565 : : Positions : : 71,010 80,437 11,849 4,294 2,036 0 584 0 2,475 77 2,027 : : : : Changes from: December 15, 2020 : : 872 1,006 130 420 -245 0 0 0 -32 -456 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 89.8 13.2 4.8 2.3 0.0 0.7 0.0 2.8 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 105,752 : : Positions : : 81,991 93,737 13,177 3,462 3,117 334 945 208 3,126 873 3,344 : : : : Changes from: December 15, 2020 : : -106 264 260 384 -199 -98 -215 158 240 -64 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 88.6 12.5 3.3 2.9 0.3 0.9 0.2 3.0 0.8 3.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 27 5 . 4 . 4 . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 55,282 : : Positions : : 35,706 50,038 17,375 317 970 0 3,617 0 1,086 170 125 : : : : Changes from: December 15, 2020 : : 1,473 1,400 -25 -60 75 0 83 0 50 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 90.5 31.4 0.6 1.8 0.0 6.5 0.0 2.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 45,895 : : Positions : : 30,646 43,960 14,590 76 209 0 225 0 300 1,275 150 : : : : Changes from: December 15, 2020 : : 375 150 -225 0 0 0 0 0 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 95.8 31.8 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 55,503 : : Positions : : 34,122 44,112 11,569 421 8,640 250 430 70 538 1,516 204 : : : : Changes from: December 15, 2020 : : -176 -54 266 0 0 0 24 0 -120 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 79.5 20.8 0.8 15.6 0.5 0.8 0.1 1.0 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 62,691 : : Positions : : 43,643 48,261 11,599 3,433 4,907 340 4,017 0 1,006 1,481 289 : : : : Changes from: December 15, 2020 : : -152 35 400 270 -270 20 -20 0 -179 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 77.0 18.5 5.5 7.8 0.5 6.4 0.0 1.6 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 25,384 : : Positions : : 11,677 20,638 12,310 309 866 0 2,512 0 50 773 164 : : : : Changes from: December 15, 2020 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 81.3 48.5 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 22,790 : : Positions : : 10,200 20,335 11,406 390 727 0 495 0 50 805 0 : : : : Changes from: December 15, 2020 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 89.2 50.0 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 28,018 : : Positions : : 22,437 19,395 2,270 5,793 328 476 215 100 993 725 792 : : : : Changes from: December 15, 2020 : : 65 140 40 -197 71 -20 0 0 0 122 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 69.2 8.1 20.7 1.2 1.7 0.8 0.4 3.5 2.6 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,960 : : Positions : : 14,166 15,798 1,876 290 73 0 75 120 681 1,004 315 : : : : Changes from: December 15, 2020 : : 528 749 120 0 -50 0 0 0 240 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.8 5.6 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 53,466 : : Positions : : 40,225 25,372 6,798 18,466 740 2,550 5,236 155 1,594 2,165 1,184 : : : : Changes from: December 15, 2020 : : 399 -119 -89 316 -18 -85 10 0 105 70 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 47.5 12.7 34.5 1.4 4.8 9.8 0.3 3.0 4.0 2.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 22 4 . 4 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 32,145 : : Positions : : 26,554 10,411 1,884 15,931 1,005 700 2,970 0 575 489 1,067 : : : : Changes from: December 15, 2020 : : 420 25 0 275 -9 0 0 0 -120 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 32.4 5.9 49.6 3.1 2.2 9.2 0.0 1.8 1.5 3.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 16,938 : : Positions : : 4,747 16,437 10,306 0 310 36 0 64 1,395 50 50 : : : : Changes from: December 15, 2020 : : 275 423 133 0 15 -25 0 25 90 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 97.0 60.8 0.0 1.8 0.2 0.0 0.4 8.2 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 22,235 : : Positions : : 6,147 22,135 13,275 0 0 0 0 0 2,685 0 100 : : : : Changes from: December 15, 2020 : : 150 175 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 99.6 59.7 0.0 0.0 0.0 0.0 0.0 12.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 10,179 : : Positions : : 5,613 6,680 2,035 1,875 1,209 75 0 10 700 100 205 : : : : Changes from: December 15, 2020 : : -50 55 130 -70 -63 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 65.6 20.0 18.4 11.9 0.7 0.0 0.1 6.9 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 9 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 9,416 : : Positions : : 5,004 5,830 2,003 1,925 1,241 60 0 0 520 0 310 : : : : Changes from: December 15, 2020 : : -100 55 80 -70 -76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 61.9 21.3 20.4 13.2 0.6 0.0 0.0 5.5 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 51,040 : : Positions : : 18,615 47,210 26,735 30 1,340 50 0 0 1,650 0 2,450 : : : : Changes from: December 15, 2020 : : 0 0 -200 0 105 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 92.5 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8 : : : : 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 21, 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 51,430 : : Positions : : 19,335 47,675 26,400 30 1,340 75 0 0 1,705 0 2,375 : : : : Changes from: December 15, 2020 : : -50 0 -250 0 105 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 92.7 51.3 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 115,711 : : Positions : : 85,616 87,045 20,074 11,129 6,239 0 1,754 935 1,490 7,598 974 : : : : Changes from: December 15, 2020 : : 405 290 -460 -350 60 0 -50 50 125 180 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 75.2 17.3 9.6 5.4 0.0 1.5 0.8 1.3 6.6 0.8 : : : : 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 21, 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 123,639 : : Positions : : 91,409 95,873 19,263 8,211 7,950 425 1,640 1,655 1,285 6,747 1,523 : : : : Changes from: December 15, 2020 : : 43 165 -260 -240 30 0 -55 50 -5 -102 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 77.5 15.6 6.6 6.4 0.3 1.3 1.3 1.0 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 28 5 . 7 . 4 . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 523,951 : : Positions : : 316,434 354,100 25,596 6,862 82,291 20,491 12,492 27,035 22,107 6,953 26,107 : : : : Changes from: December 15, 2020 : : -41,550 -43,692 1,551 -183 -14,391 95 241 -6,946 205 -325 -7,848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 67.6 4.9 1.3 15.7 3.9 2.4 5.2 4.2 1.3 5.0 : : : : Number of Traders in Each Category Total Traders: 108 : : 44 45 6 . 7 8 13 9 18 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 15,295 : : Positions : : 9,945 12,290 885 795 1,435 725 600 95 2,080 0 0 : : : : Changes from: December 15, 2020 : : 0 20 50 30 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 80.4 5.8 5.2 9.4 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 21, 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 12,881 : : Positions : : 7,910 9,175 620 1,360 1,511 435 600 95 2,080 0 0 : : : : Changes from: December 15, 2020 : : 0 20 0 -20 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 71.2 4.8 10.6 11.7 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 21, 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 9,445 : : Positions : : 7,807 9,015 455 117 283 0 0 0 900 0 0 : : : : Changes from: December 15, 2020 : : 334 814 255 -225 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 95.4 4.8 1.2 3.0 0.0 0.0 0.0 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 . . . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 91,448 : : Positions : : 66,730 59,399 12,155 13,876 1,805 0 9,327 0 3,690 0 0 : : : : Changes from: December 15, 2020 : : 380 -100 -300 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 65.0 13.3 15.2 2.0 0.0 10.2 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 77,469 : : Positions : : 54,668 47,537 10,049 12,000 2,305 0 8,757 0 3,550 0 0 : : : : Changes from: December 15, 2020 : : 180 -300 -300 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 61.4 13.0 15.5 3.0 0.0 11.3 0.0 4.6 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 21, 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 25,986 : : Positions : : 8,317 14,571 6,358 0 5,555 550 915 0 525 0 0 : : : : Changes from: December 15, 2020 : : 0 50 50 0 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 56.1 24.5 0.0 21.4 2.1 3.5 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 53,562 : : Positions : : 31,527 18,400 3,948 19,816 0 10,775 8,990 2,510 1,575 874 50 : : : : Changes from: December 15, 2020 : : -4 -224 0 0 0 80 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 34.4 7.4 37.0 0.0 20.1 16.8 4.7 2.9 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 35,430 : : Positions : : 22,738 12,532 5,666 11,070 44 1,625 6,550 2,800 75 324 336 : : : : Changes from: December 15, 2020 : : -60 -360 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 35.4 16.0 31.2 0.1 4.6 18.5 7.9 0.2 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 : : 18,805 10,295 6,795 0 845 475 15,575 375 75 0 0 : : : : Changes from: December 15, 2020 : : 110 30 0 0 0 0 80 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 36.3 23.9 0.0 3.0 1.7 54.9 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 87,034 : : Positions : : 50,424 29,634 3,005 35,740 3,530 14,010 1,055 50 75 1,030 1,070 : : : : Changes from: December 15, 2020 : : 75 85 370 360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 34.0 3.5 41.1 4.1 16.1 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 21, 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 83,244 : : Positions : : 46,349 28,584 3,020 31,670 3,985 14,740 975 65 0 2,965 315 : : : : Changes from: December 15, 2020 : : 60 100 400 360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 34.3 3.6 38.0 4.8 17.7 1.2 0.1 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 30,013 : : Positions : : 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330 : : : : Changes from: December 15, 2020 : : 0 50 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 29,803 : : Positions : : 20,785 5,472 1,392 300 1,049 0 11,970 1,225 725 5,410 420 : : : : Changes from: December 15, 2020 : : -1 49 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 18.4 4.7 1.0 3.5 0.0 40.2 4.1 2.4 18.2 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 67,610 : : Positions : : 19,345 57,955 19,975 7,005 60 18,375 0 240 7,485 0 0 : : : : Changes from: December 15, 2020 : : 0 30 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 85.7 29.5 10.4 0.1 27.2 0.0 0.4 11.1 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 21, 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 65,730 : : Positions : : 19,755 57,330 18,940 6,075 70 18,375 0 240 6,610 0 0 : : : : Changes from: December 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 87.2 28.8 9.2 0.1 28.0 0.0 0.4 10.1 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 21, 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 54,363 : : Positions : : 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165 : : : : Changes from: December 15, 2020 : : 230 -40 -170 0 0 50 0 0 -25 125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 46,593 : : Positions : : 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515 : : : : Changes from: December 15, 2020 : : 110 -40 -50 0 0 50 0 0 -25 125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 21, 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 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 66,900 : : Positions : : 33,120 38,325 1,325 655 4,880 4,590 15,340 210 15,530 800 1,225 : : : : Changes from: December 15, 2020 : : 0 80 0 0 0 0 120 20 100 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 57.3 2.0 1.0 7.3 6.9 22.9 0.3 23.2 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 61,915 : : Positions : : 31,495 34,555 1,660 0 5,655 4,315 15,375 175 12,960 800 1,225 : : : : Changes from: December 15, 2020 : : 0 50 0 0 0 0 150 0 100 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 55.8 2.7 0.0 9.1 7.0 24.8 0.3 20.9 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 59,129 : : Positions : : 32,592 22,691 0 17,526 70 18,535 305 3,745 0 10,630 1,355 : : : : Changes from: December 15, 2020 : : 130 400 0 0 0 470 50 0 0 130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 38.4 0.0 29.6 0.1 31.3 0.5 6.3 0.0 18.0 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 50,294 : : Positions : : 28,496 19,946 0 14,865 70 13,640 330 3,720 0 7,130 1,490 : : : : Changes from: December 15, 2020 : : 130 400 0 0 0 470 50 0 0 130 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 39.7 0.0 29.6 0.1 27.1 0.7 7.4 0.0 14.2 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 186,169 : : Positions : : 100,360 80,035 18,917 1,275 7,184 120 28,763 7,390 800 10,220 2,830 : : : : Changes from: December 15, 2020 : : 75 -200 170 0 -70 -130 320 -350 -100 -105 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 43.0 10.2 0.7 3.9 0.1 15.4 4.0 0.4 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 155,109 : : Positions : : 77,924 65,746 17,079 60 6,034 30 22,893 7,240 800 7,275 3,685 : : : : Changes from: December 15, 2020 : : -535 -1,000 50 0 0 -100 420 -350 -100 -105 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 42.4 11.0 0.0 3.9 0.0 14.8 4.7 0.5 4.7 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 63,096 : : Positions : : 23,485 35,060 18,206 6,146 8,020 1,320 0 7,450 0 1,865 0 : : : : Changes from: December 15, 2020 : : 0 500 600 100 -700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 55.6 28.9 9.7 12.7 2.1 0.0 11.8 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 54,525 : : Positions : : 22,650 29,810 11,281 4,316 6,029 1,505 0 7,625 0 1,490 0 : : : : Changes from: December 15, 2020 : : 0 500 600 100 -565 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 54.7 20.7 7.9 11.1 2.8 0.0 14.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 45,450 : : Positions : : 23,790 21,180 250 6,650 4,715 5,650 3,670 4,985 1,540 0 140 : : : : Changes from: December 15, 2020 : : 50 150 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 46.6 0.6 14.6 10.4 12.4 8.1 11.0 3.4 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 21, 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 54,925 : : Positions : : 19,865 32,175 0 6,895 5,070 20,675 3,280 3,675 1,540 0 140 : : : : Changes from: December 15, 2020 : : -100 180 0 0 0 180 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 58.6 0.0 12.6 9.2 37.6 6.0 6.7 2.8 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 21, 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 199,660 : : Positions : : 109,201 130,397 5,368 8,415 25,775 26,625 200 5,755 100 2,092 958 : : : : Changes from: December 15, 2020 : : -1,570 6,238 3,817 1,100 -2,967 5,200 0 0 -175 25 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 65.3 2.7 4.2 12.9 13.3 0.1 2.9 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 154,415 : : Positions : : 79,535 100,090 422 1,700 23,647 23,690 100 6,870 0 1,642 475 : : : : Changes from: December 15, 2020 : : 3,490 8,115 -1,320 -520 2,965 5,300 0 0 0 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 64.8 0.3 1.1 15.3 15.3 0.1 4.4 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 26 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 29,225 : : Positions : : 20,510 15,450 1,155 9,150 2,070 2,550 300 160 670 0 255 : : : : Changes from: December 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 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 21, 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 28,815 : : Positions : : 20,810 14,850 445 8,685 2,475 2,600 300 100 0 35 550 : : : : Changes from: December 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2020