COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 19,836: 13,973 11,241 1,320 189 935 363 1,215 180 416 3,540 1,753: 896 783 Old : 19,836: 13,973 11,241 1,320 189 935 363 1,215 180 416 3,540 1,753: 896 783 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 274: 261 173 -100 0 57 0 0 0 0 -9 33: 23 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 56.7 6.7 1.0 4.7 1.8 6.1 0.9 2.1 17.8 8.8: 4.5 3.9 Old : 100.0: 70.4 56.7 6.7 1.0 4.7 1.8 6.1 0.9 2.1 17.8 8.8: 4.5 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . 4 . . . . 5 4: Old : 26: 13 12 . . 4 . . . . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 44.6 66.5 72.6 26.1 26.0 34.5 36.2 Old : 43.3 44.6 66.5 72.6 26.1 26.0 34.5 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 10,110: 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0: 193 215 Old : 10,110: 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0: 193 215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0: 1.9 2.1 Old : 100.0: 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0: 1.9 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 11 14 . . . . . . . 5 0: Old : 31: 11 14 . . . . . . . 5 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 67.8 83.8 82.5 50.7 59.5 65.2 67.1 Old : 62.1 67.8 83.8 82.5 50.7 59.5 65.2 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 40,842: 27,043 36,873 5,488 0 2,156 452 100 173 4,195 180 1,335: 0 25 Old : 40,842: 27,043 36,873 5,488 0 2,156 452 100 173 4,195 180 1,335: 0 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 862: 620 720 275 0 -13 0 0 0 -175 0 155: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 90.3 13.4 0.0 5.3 1.1 0.2 0.4 10.3 0.4 3.3: 0.0 0.1 Old : 100.0: 66.2 90.3 13.4 0.0 5.3 1.1 0.2 0.4 10.3 0.4 3.3: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 22 . 0 . . . . 4 . 5: Old : 35: 22 22 . 0 . . . . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 57.9 72.0 82.8 40.1 48.9 60.7 67.0 Old : 47.1 57.9 72.0 82.8 40.1 48.9 60.7 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 31,974: 25,619 26,266 0 2,067 1,262 0 326 453 3,050 250 1,350: 240 0 Old : 31,974: 25,619 26,266 0 2,067 1,262 0 326 453 3,050 250 1,350: 240 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 115: 50 75 0 150 -60 0 0 0 275 100 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 82.1 0.0 6.5 3.9 0.0 1.0 1.4 9.5 0.8 4.2: 0.8 0.0 Old : 100.0: 80.1 82.1 0.0 6.5 3.9 0.0 1.0 1.4 9.5 0.8 4.2: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 17 0 . . 0 . . 4 . 4: Old : 33: 19 17 0 . . 0 . . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 62.7 75.5 84.4 49.0 56.9 69.9 72.4 Old : 52.3 62.7 75.5 84.4 49.0 56.9 69.9 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 140,814: 116,827 97,455 3,245 20,270 5,287 2,335 2,126 6,887 2,639 5,280 3,398: 196 111 Old : 140,814: 116,827 97,455 3,245 20,270 5,287 2,335 2,126 6,887 2,639 5,280 3,398: 196 111 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,401: 1,804 3,635 0 -637 -123 230 -700 -45 535 256 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 69.2 2.3 14.4 3.8 1.7 1.5 4.9 1.9 3.7 2.4: 0.1 0.1 Old : 100.0: 83.0 69.2 2.3 14.4 3.8 1.7 1.5 4.9 1.9 3.7 2.4: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 29 30 . . 4 . 6 4 6 6 9: Old : 59: 29 30 . . 4 . 6 4 6 6 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 35.4 68.6 56.5 38.1 29.3 44.7 38.9 Old : 51.6 35.4 68.6 56.5 38.1 29.3 44.7 38.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 69,157: 56,593 51,255 4,380 8,326 3,840 300 803 2,170 642 1,511 1,232: 0 20 Old : 69,157: 56,593 51,255 4,380 8,326 3,840 300 803 2,170 642 1,511 1,232: 0 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -239: -530 -455 0 250 90 0 -250 25 26 -49 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 74.1 6.3 12.0 5.6 0.4 1.2 3.1 0.9 2.2 1.8: 0.0 0.0 Old : 100.0: 81.8 74.1 6.3 12.0 5.6 0.4 1.2 3.1 0.9 2.2 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 20 . . . . . . 4 . .: Old : 39: 21 20 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 76.8 77.6 90.3 55.6 64.3 68.1 73.2 Old : 57.3 76.8 77.6 90.3 55.6 64.3 68.1 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 38,210: 35,564 25,220 656 10,575 840 0 675 0 325 75 825: 0 0 Old : 38,210: 35,564 25,220 656 10,575 840 0 675 0 325 75 825: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,765: 1,765 1,240 0 525 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 66.0 1.7 27.7 2.2 0.0 1.8 0.0 0.9 0.2 2.2: 0.0 0.0 Old : 100.0: 93.1 66.0 1.7 27.7 2.2 0.0 1.8 0.0 0.9 0.2 2.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 11 14 . . . 0 . 0 . . 4: Old : 28: 11 14 . . . 0 . 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.6 83.5 92.2 92.4 72.4 72.0 78.1 79.7 Old : 80.6 83.5 92.2 92.4 72.4 72.0 78.1 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 59,139: 32,053 24,454 639 24,149 4,271 15,750 150 50 1,347 1,190 4,862: 167 13 Old : 59,139: 32,053 24,454 639 24,149 4,271 15,750 150 50 1,347 1,190 4,862: 167 13 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 371: -69 6 15 155 155 0 0 0 90 -125 180: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.2 41.4 1.1 40.8 7.2 26.6 0.3 0.1 2.3 2.0 8.2: 0.3 0.0 Old : 100.0: 54.2 41.4 1.1 40.8 7.2 26.6 0.3 0.1 2.3 2.0 8.2: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 18 . . 5 . . . . . .: Old : 38: 18 18 . . 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 63.5 73.2 82.5 49.3 54.0 61.3 66.9 Old : 51.0 63.5 73.2 82.5 49.3 54.0 61.3 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 77,587: 42,916 26,437 0 39,794 5,381 23,505 665 50 1,996 2,207 2,980: 759 73 Old : 77,587: 42,916 26,437 0 39,794 5,381 23,505 665 50 1,996 2,207 2,980: 759 73 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 459: -38 294 0 160 225 0 -300 0 93 -122 182: -3 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 34.1 0.0 51.3 6.9 30.3 0.9 0.1 2.6 2.8 3.8: 1.0 0.1 Old : 100.0: 55.3 34.1 0.0 51.3 6.9 30.3 0.9 0.1 2.6 2.8 3.8: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 19 19 0 4 4 . 4 . 4 . .: Old : 40: 19 19 0 4 4 . 4 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 67.5 71.1 84.0 51.5 60.4 64.1 71.8 Old : 52.4 67.5 71.1 84.0 51.5 60.4 64.1 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 70,376: 53,620 43,460 8,068 20,627 3,781 300 0 0 1,773 236 2,252: 582 20 Old : 70,376: 53,620 43,460 8,068 20,627 3,781 300 0 0 1,773 236 2,252: 582 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,546: 2,378 -22 -1,480 865 1,646 0 0 0 0 206 104: -102 -253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 61.8 11.5 29.3 5.4 0.4 0.0 0.0 2.5 0.3 3.2: 0.8 0.0 Old : 100.0: 76.2 61.8 11.5 29.3 5.4 0.4 0.0 0.0 2.5 0.3 3.2: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 19 . . . . 0 0 . . .: Old : 37: 21 19 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 67.6 68.9 85.0 40.6 67.6 62.2 78.5 Old : 45.0 67.6 68.9 85.0 40.6 67.6 62.2 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 86,155: 62,767 48,083 15,983 32,757 2,091 300 0 0 1,444 241 2,738: 832 245 Old : 86,155: 62,767 48,083 15,983 32,757 2,091 300 0 0 1,444 241 2,738: 832 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,487: 2,725 325 -1,480 865 1,255 0 0 0 0 0 0: -13 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 55.8 18.6 38.0 2.4 0.3 0.0 0.0 1.7 0.3 3.2: 1.0 0.3 Old : 100.0: 72.9 55.8 18.6 38.0 2.4 0.3 0.0 0.0 1.7 0.3 3.2: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 23 4 . 4 . 0 0 . . .: Old : 40: 22 23 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 69.7 66.1 84.1 41.1 69.6 62.6 79.7 Old : 43.1 69.7 66.1 84.1 41.1 69.6 62.6 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 42,350: 28,369 37,637 9,316 0 4,062 0 0 0 225 45 230: 148 376 Old : 42,350: 28,369 37,637 9,316 0 4,062 0 0 0 225 45 230: 148 376 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -2,016: -1,502 -1,839 -170 0 0 0 0 0 -25 -125 0: -319 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 88.9 22.0 0.0 9.6 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9 Old : 100.0: 67.0 88.9 22.0 0.0 9.6 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 18 15 . 0 . 0 0 0 . . .: Old : 24: 18 15 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.1 83.1 88.7 94.9 60.7 74.4 70.1 75.8 Old : 73.1 83.1 88.7 94.9 60.7 74.4 70.1 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 27,669: 25,530 17,590 0 7,869 1,254 0 600 0 360 346 0: 525 10 Old : 27,669: 25,530 17,590 0 7,869 1,254 0 600 0 360 346 0: 525 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,803: 2,077 253 0 1,714 -154 0 0 0 -100 0 0: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.3 63.6 0.0 28.4 4.5 0.0 2.2 0.0 1.3 1.3 0.0: 1.9 0.0 Old : 100.0: 92.3 63.6 0.0 28.4 4.5 0.0 2.2 0.0 1.3 1.3 0.0: 1.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 15 0 . . 0 . 0 . . 0: Old : 25: 17 15 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 69.3 79.4 84.7 49.5 60.2 64.3 69.1 Old : 60.6 69.3 79.4 84.7 49.5 60.2 64.3 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 87,791: 55,542 64,535 320 10,801 8,400 7,980 303 306 12,798 1,205 2,086: 359 155 Old : 87,791: 55,542 64,535 320 10,801 8,400 7,980 303 306 12,798 1,205 2,086: 359 155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -2,277: -826 -1,941 0 291 -250 -120 39 0 124 38 -35: -1,170 -419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 73.5 0.4 12.3 9.6 9.1 0.3 0.3 14.6 1.4 2.4: 0.4 0.2 Old : 100.0: 63.3 73.5 0.4 12.3 9.6 9.1 0.3 0.3 14.6 1.4 2.4: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 31 32 . . . 7 4 4 9 4 6: Old : 65: 31 32 . . . 7 4 4 9 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.5 43.2 49.8 67.0 19.4 22.2 28.8 33.8 Old : 28.5 43.2 49.8 67.0 19.4 22.2 28.8 33.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 42,477: 32,748 32,425 0 6,618 2,412 0 199 1 6,805 300 225: 286 297 Old : 42,477: 32,748 32,425 0 6,618 2,412 0 199 1 6,805 300 225: 286 297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -2,506: -1,250 -1,906 0 -450 -60 -100 0 0 -1,075 0 -25: 4 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 76.3 0.0 15.6 5.7 0.0 0.5 0.0 16.0 0.7 0.5: 0.7 0.7 Old : 100.0: 77.1 76.3 0.0 15.6 5.7 0.0 0.5 0.0 16.0 0.7 0.5: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 19 0 . . 0 . . 4 . .: Old : 32: 18 19 0 . . 0 . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 55.2 71.8 81.1 40.1 46.0 56.3 60.4 Old : 47.8 55.2 71.8 81.1 40.1 46.0 56.3 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 47,131: 34,107 41,386 7,359 0 4,994 0 0 0 240 96 254: 177 401 Old : 47,131: 34,107 41,386 7,359 0 4,994 0 0 0 240 96 254: 177 401 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -3,017: -2,675 -2,836 97 0 -247 0 0 0 -110 -6 -19: -63 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 87.8 15.6 0.0 10.6 0.0 0.0 0.0 0.5 0.2 0.5: 0.4 0.9 Old : 100.0: 72.4 87.8 15.6 0.0 10.6 0.0 0.0 0.0 0.5 0.2 0.5: 0.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 18 . 0 . 0 0 0 . . .: Old : 29: 19 18 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 78.4 82.7 94.0 47.6 70.6 62.5 71.7 Old : 60.6 78.4 82.7 94.0 47.6 70.6 62.5 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 36,479: 29,246 24,810 0 4,196 5,740 0 1,110 0 105 210 150: 1,238 263 Old : 36,479: 29,246 24,810 0 4,196 5,740 0 1,110 0 105 210 150: 1,238 263 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -1,527: -922 -1,090 0 518 -518 0 -120 0 -30 -200 30: -87 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 68.0 0.0 11.5 15.7 0.0 3.0 0.0 0.3 0.6 0.4: 3.4 0.7 Old : 100.0: 80.2 68.0 0.0 11.5 15.7 0.0 3.0 0.0 0.3 0.6 0.4: 3.4 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 19 0 . . 0 . 0 . . .: Old : 31: 19 19 0 . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 50.7 79.8 75.6 43.0 30.9 47.5 44.8 Old : 65.1 50.7 79.8 75.6 43.0 30.9 47.5 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 65,665: 52,041 62,762 8,556 0 2,345 0 45 0 1,760 200 73: 890 240 Old : 65,665: 52,041 62,762 8,556 0 2,345 0 45 0 1,760 200 73: 890 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,848: 1,200 2,910 1,770 0 0 0 0 0 -60 0 -62: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 95.6 13.0 0.0 3.6 0.0 0.1 0.0 2.7 0.3 0.1: 1.4 0.4 Old : 100.0: 79.3 95.6 13.0 0.0 3.6 0.0 0.1 0.0 2.7 0.3 0.1: 1.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 10 6 0 4 0 . 0 4 . .: Old : 33: 17 10 6 0 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 92.5 76.5 97.6 55.3 88.2 72.8 90.9 Old : 55.9 92.5 76.5 97.6 55.3 88.2 72.8 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 69,592: 59,040 63,223 4,141 2,289 3,545 0 45 0 2,321 250 60: 485 180 Old : 69,592: 59,040 63,223 4,141 2,289 3,545 0 45 0 2,321 250 60: 485 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 3,540: 1,980 3,690 1,110 -660 510 0 0 0 -60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 90.8 6.0 3.3 5.1 0.0 0.1 0.0 3.3 0.4 0.1: 0.7 0.3 Old : 100.0: 84.8 90.8 6.0 3.3 5.1 0.0 0.1 0.0 3.3 0.4 0.1: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 14 . . 4 0 . 0 4 . .: Old : 37: 20 14 . . 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 85.9 74.8 96.8 54.3 82.6 73.2 89.7 Old : 54.6 85.9 74.8 96.8 54.3 82.6 73.2 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 72,895: 61,001 67,032 8,363 1,803 1,762 0 437 85 449 596 1,020: 215 160 Old : 72,895: 61,001 67,032 8,363 1,803 1,762 0 437 85 449 596 1,020: 215 160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 401: 1,753 673 -80 600 -1,262 0 335 0 -50 15 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 92.0 11.5 2.5 2.4 0.0 0.6 0.1 0.6 0.8 1.4: 0.3 0.2 Old : 100.0: 83.7 92.0 11.5 2.5 2.4 0.0 0.6 0.1 0.6 0.8 1.4: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 21 22 5 . . 0 . . . 4 4: Old : 42: 21 22 5 . . 0 . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 56.7 76.1 82.8 57.3 54.2 75.0 75.2 Old : 57.8 56.7 76.1 82.8 57.3 54.2 75.0 75.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 89,495: 72,752 80,206 9,398 2,435 2,969 262 1,301 251 1,786 563 1,740: 337 30 Old : 89,495: 72,752 80,206 9,398 2,435 2,969 262 1,301 251 1,786 563 1,740: 337 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 649: 1,313 760 6 500 -628 10 4 0 55 115 -112: 5 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 89.6 10.5 2.7 3.3 0.3 1.5 0.3 2.0 0.6 1.9: 0.4 0.0 Old : 100.0: 81.3 89.6 10.5 2.7 3.3 0.3 1.5 0.3 2.0 0.6 1.9: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 22 25 5 . . . 7 . 5 . 4: Old : 53: 22 25 5 . . . 7 . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 52.2 70.7 74.3 51.7 51.2 64.4 69.2 Old : 52.0 52.2 70.7 74.3 51.7 51.2 64.4 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 62,303: 42,015 54,067 19,708 2,635 60 0 3,641 0 500 1,900 0: 20 0 Old : 62,303: 42,015 54,067 19,708 2,635 60 0 3,641 0 500 1,900 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,445: 1,195 995 300 350 0 0 125 0 -50 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 86.8 31.6 4.2 0.1 0.0 5.8 0.0 0.8 3.0 0.0: 0.0 0.0 Old : 100.0: 67.4 86.8 31.6 4.2 0.1 0.0 5.8 0.0 0.8 3.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . . . 0 . 0 . 4 0: Old : 29: 14 13 . . . 0 . 0 . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 89.1 94.4 97.0 74.7 87.1 90.5 91.8 Old : 74.8 89.1 94.4 97.0 74.7 87.1 90.5 91.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 52,905: 34,950 51,150 15,650 0 780 0 225 0 1,150 375 375: 0 0 Old : 52,905: 34,950 51,150 15,650 0 780 0 225 0 1,150 375 375: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,425: 525 1,425 900 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 96.7 29.6 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7: 0.0 0.0 Old : 100.0: 66.1 96.7 29.6 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 7 . 0 . 0 . 0 . . .: Old : 22: 11 7 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.0 95.0 92.9 99.0 81.0 92.3 90.8 93.9 Old : 81.0 95.0 92.9 99.0 81.0 92.3 90.8 93.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 60,879: 42,403 55,567 14,315 471 1,807 700 110 0 653 1,796 957: 44 171 Old : 60,879: 42,403 55,567 14,315 471 1,807 700 110 0 653 1,796 957: 44 171 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 507: -76 239 635 -15 -17 0 0 0 -35 300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 91.3 23.5 0.8 3.0 1.1 0.2 0.0 1.1 3.0 1.6: 0.1 0.3 Old : 100.0: 69.7 91.3 23.5 0.8 3.0 1.1 0.2 0.0 1.1 3.0 1.6: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 4 . . . . 0 . 4 .: Old : 34: 20 18 4 . . . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 85.0 73.1 93.4 44.4 80.8 69.4 83.5 Old : 47.5 85.0 73.1 93.4 44.4 80.8 69.4 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 66,047: 49,324 58,608 12,589 783 98 180 2,225 1,280 1,366 1,647 1,067: 143 339 Old : 66,047: 49,324 58,608 12,589 783 98 180 2,225 1,280 1,366 1,647 1,067: 143 339 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -716: -692 -632 -10 -144 0 0 -240 0 -25 325 -25: 36 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 88.7 19.1 1.2 0.1 0.3 3.4 1.9 2.1 2.5 1.6: 0.2 0.5 Old : 100.0: 74.7 88.7 19.1 1.2 0.1 0.3 3.4 1.9 2.1 2.5 1.6: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 17 . . . . . . . . .: Old : 34: 20 17 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 78.7 73.2 89.6 48.2 72.4 69.9 78.8 Old : 49.1 78.7 73.2 89.6 48.2 72.4 69.9 78.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 24,156: 14,635 23,561 9,148 0 140 0 235 75 0 55 0: 158 90 Old : 24,156: 14,635 23,561 9,148 0 140 0 235 75 0 55 0: 158 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 145: 255 348 -120 0 20 0 0 0 0 0 0: -10 -223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 97.5 37.9 0.0 0.6 0.0 1.0 0.3 0.0 0.2 0.0: 0.7 0.4 Old : 100.0: 60.6 97.5 37.9 0.0 0.6 0.0 1.0 0.3 0.0 0.2 0.0: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 4 0 . 0 . . 0 . 0: Old : 24: 13 12 4 0 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 81.8 85.9 95.3 64.1 73.2 80.0 86.0 Old : 64.7 81.8 85.9 95.3 64.1 73.2 80.0 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 23,875: 14,090 23,760 9,081 0 115 75 0 0 0 0 0: 514 0 Old : 23,875: 14,090 23,760 9,081 0 115 75 0 0 0 0 0: 514 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 70: 120 50 -70 0 20 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 99.5 38.0 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 2.2 0.0 Old : 100.0: 59.0 99.5 38.0 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 2.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 5 0 . . 0 0 0 0 0: Old : 22: 11 11 5 0 . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.4 86.4 82.9 97.7 62.9 73.3 76.3 84.7 Old : 65.4 86.4 82.9 97.7 62.9 73.3 76.3 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 30,763: 25,489 23,369 2,670 3,763 1,003 0 344 335 390 1,080 833: 43 36 Old : 30,763: 25,489 23,369 2,670 3,763 1,003 0 344 335 390 1,080 833: 43 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 220: 145 60 0 0 0 0 5 -5 65 124 20: -5 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 76.0 8.7 12.2 3.3 0.0 1.1 1.1 1.3 3.5 2.7: 0.1 0.1 Old : 100.0: 82.9 76.0 8.7 12.2 3.3 0.0 1.1 1.1 1.3 3.5 2.7: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 16 16 . . . 0 . . 4 . .: Old : 33: 16 16 . . . 0 . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 58.2 82.7 77.1 59.5 56.3 71.7 70.1 Old : 67.7 58.2 82.7 77.1 59.5 56.3 71.7 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 18,236: 13,855 15,188 1,964 0 135 0 1,365 0 761 887 175: 1,346 486 Old : 18,236: 13,855 15,188 1,964 0 135 0 1,365 0 761 887 175: 1,346 486 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 100: 60 60 0 0 0 0 0 0 60 60 -20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 83.3 10.8 0.0 0.7 0.0 7.5 0.0 4.2 4.9 1.0: 7.4 2.7 Old : 100.0: 76.0 83.3 10.8 0.0 0.7 0.0 7.5 0.0 4.2 4.9 1.0: 7.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 9 . 0 . 0 . 0 . . .: Old : 20: 8 9 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 73.8 88.7 89.1 74.3 69.9 83.6 85.0 Old : 74.3 73.8 88.7 89.1 74.3 69.9 83.6 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 58,094: 45,368 32,173 5,458 18,368 877 2,630 4,866 430 2,153 195 1,160: 18 25 Old : 58,094: 45,368 32,173 5,458 18,368 877 2,630 4,866 430 2,153 195 1,160: 18 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 232: 138 158 20 -198 120 0 85 5 -31 55 25: -45 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 55.4 9.4 31.6 1.5 4.5 8.4 0.7 3.7 0.3 2.0: 0.0 0.0 Old : 100.0: 78.1 55.4 9.4 31.6 1.5 4.5 8.4 0.7 3.7 0.3 2.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 25 22 5 . 6 . . . 5 . 4: Old : 46: 25 22 5 . 6 . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 67.8 69.3 84.1 40.3 54.0 52.7 62.3 Old : 53.1 67.8 69.3 84.1 40.3 54.0 52.7 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 36,578: 31,333 16,664 1,839 16,482 1,037 700 540 545 400 652 574: 150 84 Old : 36,578: 31,333 16,664 1,839 16,482 1,037 700 540 545 400 652 574: 150 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 61: 66 92 -19 -100 9 0 60 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 45.6 5.0 45.1 2.8 1.9 1.5 1.5 1.1 1.8 1.6: 0.4 0.2 Old : 100.0: 85.7 45.6 5.0 45.1 2.8 1.9 1.5 1.5 1.1 1.8 1.6: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 15 4 . . . . . . . .: Old : 35: 21 15 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 71.5 79.0 85.3 52.3 63.5 61.0 69.5 Old : 63.5 71.5 79.0 85.3 52.3 63.5 61.0 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 19,895: 10,673 17,975 7,232 0 929 0 326 301 575 314 50: 135 0 Old : 19,895: 10,673 17,975 7,232 0 929 0 326 301 575 314 50: 135 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 47: -77 50 49 0 0 0 -75 75 0 -3 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 90.3 36.4 0.0 4.7 0.0 1.6 1.5 2.9 1.6 0.3: 0.7 0.0 Old : 100.0: 53.6 90.3 36.4 0.0 4.7 0.0 1.6 1.5 2.9 1.6 0.3: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 15 15 . 0 . 0 . . . . .: Old : 31: 15 15 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 74.4 84.0 86.9 58.8 71.1 76.6 80.1 Old : 63.7 74.4 84.0 86.9 58.8 71.1 76.6 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 21,860: 11,351 19,385 7,792 0 2,075 0 250 0 525 150 0: 117 0 Old : 21,860: 11,351 19,385 7,792 0 2,075 0 250 0 525 150 0: 117 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 525: -75 525 600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 88.7 35.6 0.0 9.5 0.0 1.1 0.0 2.4 0.7 0.0: 0.5 0.0 Old : 100.0: 51.9 88.7 35.6 0.0 9.5 0.0 1.1 0.0 2.4 0.7 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 7 . 0 . 0 . 0 . . 0: Old : 21: 11 7 . 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 90.2 93.8 99.0 60.9 82.4 84.3 88.4 Old : 70.3 90.2 93.8 99.0 60.9 82.4 84.3 88.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,046: 8,085 6,225 0 575 701 25 600 0 75 925 0: 160 20 Old : 9,046: 8,085 6,225 0 575 701 25 600 0 75 925 0: 160 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 300: 300 0 -25 275 25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 68.8 0.0 6.4 7.7 0.3 6.6 0.0 0.8 10.2 0.0: 1.8 0.2 Old : 100.0: 89.4 68.8 0.0 6.4 7.7 0.3 6.6 0.0 0.8 10.2 0.0: 1.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 8 0 . . . . 0 . . 0: Old : 20: 10 8 0 . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 64.0 90.5 91.4 65.3 59.8 75.6 77.5 Old : 73.0 64.0 90.5 91.4 65.3 59.8 75.6 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,266: 8,318 6,025 0 323 743 25 925 0 75 1,250 0: 105 0 Old : 9,266: 8,318 6,025 0 323 743 25 925 0 75 1,250 0: 105 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 300: 300 0 -277 23 277 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 65.0 0.0 3.5 8.0 0.3 10.0 0.0 0.8 13.5 0.0: 1.1 0.0 Old : 100.0: 89.8 65.0 0.0 3.5 8.0 0.3 10.0 0.0 0.8 13.5 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 8 0 . . . . 0 . . 0: Old : 22: 12 8 0 . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 64.3 89.6 91.8 64.6 64.3 74.9 78.2 Old : 71.0 64.3 89.6 91.8 64.6 64.3 74.9 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,691: 7,714 10,164 3,008 700 17 0 0 0 170 260 550: 232 0 Old : 11,691: 7,714 10,164 3,008 700 17 0 0 0 170 260 550: 232 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -320: 300 0 0 -600 0 0 0 0 -740 160 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 86.9 25.7 6.0 0.1 0.0 0.0 0.0 1.5 2.2 4.7: 2.0 0.0 Old : 100.0: 66.0 86.9 25.7 6.0 0.1 0.0 0.0 0.0 1.5 2.2 4.7: 2.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 15 . . . 0 0 0 . . .: Old : 26: 13 15 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 62.2 79.3 83.8 50.3 55.6 66.9 68.9 Old : 55.5 62.2 79.3 83.8 50.3 55.6 66.9 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,736: 6,792 9,145 2,991 700 41 0 0 0 170 340 510: 232 0 Old : 10,736: 6,792 9,145 2,991 700 41 0 0 0 170 340 510: 232 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -315: 325 25 0 -600 0 0 0 0 -660 240 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 85.2 27.9 6.5 0.4 0.0 0.0 0.0 1.6 3.2 4.8: 2.2 0.0 Old : 100.0: 63.3 85.2 27.9 6.5 0.4 0.0 0.0 0.0 1.6 3.2 4.8: 2.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 14 . . . 0 0 0 . . .: Old : 25: 12 14 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 62.0 79.6 86.7 48.9 54.0 64.7 68.7 Old : 57.4 62.0 79.6 86.7 48.9 54.0 64.7 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,512: 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135: 37 0 Old : 35,512: 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135: 37 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 710: 300 710 60 0 0 50 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0: 0.1 0.0 Old : 100.0: 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 11 . 0 . . 0 0 . . .: Old : 32: 19 11 . 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 73.1 82.0 95.4 61.7 65.4 72.0 78.6 Old : 68.3 73.1 82.0 95.4 61.7 65.4 72.0 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,737: 23,300 30,902 7,880 0 755 200 0 0 1,250 1,765 2,315: 37 0 Old : 35,737: 23,300 30,902 7,880 0 755 200 0 0 1,250 1,765 2,315: 37 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 760: 300 710 60 0 50 50 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 86.5 22.0 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5: 0.1 0.0 Old : 100.0: 65.2 86.5 22.0 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 13 . 0 . . 0 0 . . .: Old : 32: 19 13 . 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 74.6 80.2 95.9 59.5 64.5 69.5 78.4 Old : 66.4 74.6 80.2 95.9 59.5 64.5 69.5 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 103,622: 79,687 81,241 16,874 11,729 3,534 1,305 180 205 805 5,551 1,162: 50 20 Old : 103,622: 79,687 81,241 16,874 11,729 3,534 1,305 180 205 805 5,551 1,162: 50 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,605: 153 1,653 0 -1,856 1,131 0 50 0 100 385 222: -1 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 78.4 16.3 11.3 3.4 1.3 0.2 0.2 0.8 5.4 1.1: 0.0 0.0 Old : 100.0: 76.9 78.4 16.3 11.3 3.4 1.3 0.2 0.2 0.8 5.4 1.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 32 27 . . . . . . . 7 5: Old : 52: 32 27 . . . . . . . 7 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 56.9 63.0 78.8 37.5 53.6 56.7 70.1 Old : 41.1 56.9 63.0 78.8 37.5 53.6 56.7 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 117,885: 88,058 94,674 19,700 9,666 4,605 2,025 930 300 1,068 5,641 2,059: 70 10 Old : 117,885: 88,058 94,674 19,700 9,666 4,605 2,025 930 300 1,068 5,641 2,059: 70 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,720: 724 1,846 0 -1,712 630 0 50 0 65 605 301: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 80.3 16.7 8.2 3.9 1.7 0.8 0.3 0.9 4.8 1.7: 0.1 0.0 Old : 100.0: 74.7 80.3 16.7 8.2 3.9 1.7 0.8 0.3 0.9 4.8 1.7: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 35 29 . . 5 . . . 5 9 7: Old : 62: 35 29 . . 5 . . . 5 9 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 61.6 57.5 81.6 30.1 52.2 51.2 66.3 Old : 33.5 61.6 57.5 81.6 30.1 52.2 51.2 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 274,134: 146,060 200,111 34,485 1,877 35,359 14,362 5,643 10,587 22,270 9,750 10,760: 251 47 Old : 274,134: 146,060 200,111 34,485 1,877 35,359 14,362 5,643 10,587 22,270 9,750 10,760: 251 47 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 3,482: 313 3,291 928 -481 541 -344 339 -257 1,674 -606 662: -35 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 73.0 12.6 0.7 12.9 5.2 2.1 3.9 8.1 3.6 3.9: 0.1 0.0 Old : 100.0: 53.3 73.0 12.6 0.7 12.9 5.2 2.1 3.9 8.1 3.6 3.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 95: 42 37 4 . 4 7 10 9 16 13 17: Old : 95: 42 37 4 . 4 7 10 9 16 13 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 44.6 55.5 64.9 24.5 26.0 32.0 38.6 Old : 42.3 44.6 55.5 64.9 24.5 26.0 32.0 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,069: 9,923 16,311 1,943 115 918 915 600 55 3,920 0 0: 395 70 Old : 18,069: 9,923 16,311 1,943 115 918 915 600 55 3,920 0 0: 395 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 55: 275 -75 -300 -20 150 0 0 0 -70 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 90.3 10.8 0.6 5.1 5.1 3.3 0.3 21.7 0.0 0.0: 2.2 0.4 Old : 100.0: 54.9 90.3 10.8 0.6 5.1 5.1 3.3 0.3 21.7 0.0 0.0: 2.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 9 . . . . . . . 0 0: Old : 23: 14 9 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 82.0 82.1 97.9 62.6 73.5 77.2 84.9 Old : 63.1 82.0 82.1 97.9 62.6 73.5 77.2 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,857: 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0: 536 5 Old : 14,857: 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0: 536 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -100: 145 -205 -300 -20 125 0 0 0 -70 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0: 3.6 0.0 Old : 100.0: 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0: 3.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 8 . . . . . . . 0 0: Old : 22: 13 8 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 82.5 86.9 98.1 65.5 78.0 81.2 89.2 Old : 66.0 82.5 86.9 98.1 65.5 78.0 81.2 89.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 5,235: 4,215 2,265 390 0 25 0 170 0 0 2,240 255: 350 280 Old : 5,235: 4,215 2,265 390 0 25 0 170 0 0 2,240 255: 350 280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 43.3 7.4 0.0 0.5 0.0 3.2 0.0 0.0 42.8 4.9: 6.7 5.3 Old : 100.0: 80.5 43.3 7.4 0.0 0.5 0.0 3.2 0.0 0.0 42.8 4.9: 6.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 15 . 0 . 0 . 0 0 4 .: Old : 25: 16 15 . 0 . 0 . 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 59.2 80.9 77.8 55.9 56.0 68.0 67.0 Old : 63.6 59.2 80.9 77.8 55.9 56.0 68.0 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,320: 4,930 10,735 760 25 100 450 0 0 6,080 1,450 0: 0 10 Old : 12,320: 4,930 10,735 760 25 100 450 0 0 6,080 1,450 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -328: -328 -325 2 0 -2 0 0 0 0 0 0: 0 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 87.1 6.2 0.2 0.8 3.7 0.0 0.0 49.4 11.8 0.0: 0.0 0.1 Old : 100.0: 40.0 87.1 6.2 0.2 0.8 3.7 0.0 0.0 49.4 11.8 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 9 16 . . . . 0 0 . . 0: Old : 28: 9 16 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.3 72.4 90.9 87.7 78.0 72.4 87.3 86.1 Old : 81.3 72.4 90.9 87.7 78.0 72.4 87.3 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 79,963: 55,200 57,862 16,964 10,466 575 0 3,745 75 0 0 0: 7,149 7,240 Old : 79,963: 55,200 57,862 16,964 10,466 575 0 3,745 75 0 0 0: 7,149 7,240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 280: 270 290 -40 -60 75 0 0 0 0 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 72.4 21.2 13.1 0.7 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 9.1 Old : 100.0: 69.0 72.4 21.2 13.1 0.7 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 17 . . . 0 . . 0 0 0: Old : 26: 16 17 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.3 50.3 85.1 79.1 75.0 49.1 80.4 75.4 Old : 77.3 50.3 85.1 79.1 75.0 49.1 80.4 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 67,228: 46,731 47,858 14,172 8,765 425 0 4,280 30 0 0 0: 5,870 5,870 Old : 67,228: 46,731 47,858 14,172 8,765 425 0 4,280 30 0 0 0: 5,870 5,870 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 735: 395 805 -70 -480 300 0 0 0 0 0 0: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 71.2 21.1 13.0 0.6 0.0 6.4 0.0 0.0 0.0 0.0: 8.7 8.7 Old : 100.0: 69.5 71.2 21.1 13.0 0.6 0.0 6.4 0.0 0.0 0.0 0.0: 8.7 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 19 . . . 0 . . 0 0 0: Old : 26: 15 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 54.3 86.3 76.8 76.1 53.5 79.3 73.4 Old : 78.3 54.3 86.3 76.8 76.1 53.5 79.3 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,095: 6,770 16,240 11,880 2,765 835 100 1,360 0 1,745 0 0: 2,765 2,895 Old : 24,095: 6,770 16,240 11,880 2,765 835 100 1,360 0 1,745 0 0: 2,765 2,895 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 200: 200 -100 0 200 0 0 100 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 67.4 49.3 11.5 3.5 0.4 5.6 0.0 7.2 0.0 0.0: 11.5 12.0 Old : 100.0: 28.1 67.4 49.3 11.5 3.5 0.4 5.6 0.0 7.2 0.0 0.0: 11.5 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 10 . . . . . 0 . 0 0: Old : 21: 6 10 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.0 51.4 86.0 77.1 66.8 49.8 75.5 72.9 Old : 75.0 51.4 86.0 77.1 66.8 49.8 75.5 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,675: 5,630 15,015 10,735 1,765 1,540 100 1,360 0 1,805 0 0: 1,865 1,995 Old : 21,675: 5,630 15,015 10,735 1,765 1,540 100 1,360 0 1,805 0 0: 1,865 1,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 0: 0 -100 0 0 0 0 100 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 69.3 49.5 8.1 7.1 0.5 6.3 0.0 8.3 0.0 0.0: 8.6 9.2 Old : 100.0: 26.0 69.3 49.5 8.1 7.1 0.5 6.3 0.0 8.3 0.0 0.0: 8.6 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 5 12 . . . . . 0 . 0 0: Old : 20: 5 12 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 52.7 90.6 76.0 65.2 48.2 71.6 68.3 Old : 77.9 52.7 90.6 76.0 65.2 48.2 71.6 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,426: 29,439 18,703 7,205 25,586 1,800 11,500 3,180 4,480 0 960 0: 3,002 2,717 Old : 57,426: 29,439 18,703 7,205 25,586 1,800 11,500 3,180 4,480 0 960 0: 3,002 2,717 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : -63: -8 -128 -25 120 0 0 -25 25 0 0 0: -55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 32.6 12.5 44.6 3.1 20.0 5.5 7.8 0.0 1.7 0.0: 5.2 4.7 Old : 100.0: 51.3 32.6 12.5 44.6 3.1 20.0 5.5 7.8 0.0 1.7 0.0: 5.2 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 13 . . . . . . 0 . 0: Old : 26: 16 13 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 66.7 80.6 84.9 49.3 59.9 63.8 68.5 Old : 64.1 66.7 80.6 84.9 49.3 59.9 63.8 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,373: 21,679 19,714 7,715 12,985 730 2,970 0 3,115 0 360 300: 2,864 2,169 Old : 39,373: 21,679 19,714 7,715 12,985 730 2,970 0 3,115 0 360 300: 2,864 2,169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 80: -120 -40 0 120 0 0 0 0 0 0 0: 200 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 50.1 19.6 33.0 1.9 7.5 0.0 7.9 0.0 0.9 0.8: 7.3 5.5 Old : 100.0: 55.1 50.1 19.6 33.0 1.9 7.5 0.0 7.9 0.0 0.9 0.8: 7.3 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 15 . . . . 0 . 0 . .: Old : 24: 14 15 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 70.0 86.4 83.2 63.4 63.7 70.6 70.6 Old : 72.4 70.0 86.4 83.2 63.4 63.7 70.6 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,490: 21,600 8,930 3,780 2,060 360 1,035 15,820 90 0 0 0: 1,625 1,230 Old : 28,490: 21,600 8,930 3,780 2,060 360 1,035 15,820 90 0 0 0: 1,625 1,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 340: 240 340 0 0 0 100 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 31.3 13.3 7.2 1.3 3.6 55.5 0.3 0.0 0.0 0.0: 5.7 4.3 Old : 100.0: 75.8 31.3 13.3 7.2 1.3 3.6 55.5 0.3 0.0 0.0 0.0: 5.7 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 12 . . . . . . 0 0 0: Old : 22: 13 12 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 76.1 83.2 88.0 54.2 70.4 67.8 73.4 Old : 63.6 76.1 83.2 88.0 54.2 70.4 67.8 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 94,886: 50,494 28,106 4,617 37,540 3,440 14,515 1,500 295 0 2,485 1,420: 20,105 20,100 Old : 94,886: 50,494 28,106 4,617 37,540 3,440 14,515 1,500 295 0 2,485 1,420: 20,105 20,100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,420: -510 750 -180 -540 175 900 0 0 0 0 0: 1,035 1,035 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 29.6 4.9 39.6 3.6 15.3 1.6 0.3 0.0 2.6 1.5: 21.2 21.2 Old : 100.0: 53.2 29.6 4.9 39.6 3.6 15.3 1.6 0.3 0.0 2.6 1.5: 21.2 21.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 19 . . . . . . 0 . .: Old : 30: 18 19 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 51.9 69.9 64.3 46.2 50.4 58.7 57.4 Old : 50.4 51.9 69.9 64.3 46.2 50.4 58.7 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 89,591: 46,136 26,701 5,135 32,570 3,255 14,745 1,595 240 0 5,140 555: 19,525 19,535 Old : 89,591: 46,136 26,701 5,135 32,570 3,255 14,745 1,595 240 0 5,140 555: 19,525 19,535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,905: -55 1,565 120 -600 15 900 0 0 0 0 0: 925 925 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 29.8 5.7 36.4 3.6 16.5 1.8 0.3 0.0 5.7 0.6: 21.8 21.8 Old : 100.0: 51.5 29.8 5.7 36.4 3.6 16.5 1.8 0.3 0.0 5.7 0.6: 21.8 21.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 17 . . . . . . 0 . .: Old : 28: 17 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 48.9 69.4 63.4 45.1 48.2 57.5 57.1 Old : 50.8 48.9 69.4 63.4 45.1 48.2 57.5 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,066: 13,416 5,745 20 2,416 1,225 3,315 7,865 175 70 1,675 1,265: 3,580 2,700 Old : 23,066: 13,416 5,745 20 2,416 1,225 3,315 7,865 175 70 1,675 1,265: 3,580 2,700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 475: 0 -300 0 -300 -35 0 600 0 0 0 0: 510 510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 24.9 0.1 10.5 5.3 14.4 34.1 0.8 0.3 7.3 5.5: 15.5 11.7 Old : 100.0: 58.2 24.9 0.1 10.5 5.3 14.4 34.1 0.8 0.3 7.3 5.5: 15.5 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 10 . . . . . . . . .: Old : 28: 15 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 59.9 66.3 76.2 47.4 53.9 63.9 67.0 Old : 47.6 59.9 66.3 76.2 47.4 53.9 63.9 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,836: 12,567 5,771 255 3,201 874 3,315 8,965 175 1,135 205 1,370: 3,145 2,275 Old : 22,836: 12,567 5,771 255 3,201 874 3,315 8,965 175 1,135 205 1,370: 3,145 2,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 475: 0 -300 0 -300 -145 0 600 0 0 0 0: 620 620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 25.3 1.1 14.0 3.8 14.5 39.3 0.8 5.0 0.9 6.0: 13.8 10.0 Old : 100.0: 55.0 25.3 1.1 14.0 3.8 14.5 39.3 0.8 5.0 0.9 6.0: 13.8 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 10 . . . . . . . . .: Old : 28: 15 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 62.8 69.5 78.9 44.8 60.4 63.4 70.3 Old : 48.1 62.8 69.5 78.9 44.8 60.4 63.4 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 32,644: 13,799 11,435 1,226 11,255 969 13,020 50 0 0 6,170 975: 2,655 1,790 Old : 32,644: 13,799 11,435 1,226 11,255 969 13,020 50 0 0 6,170 975: 2,655 1,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 315: 265 25 0 0 0 120 0 0 0 360 -70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 35.0 3.8 34.5 3.0 39.9 0.2 0.0 0.0 18.9 3.0: 8.1 5.5 Old : 100.0: 42.3 35.0 3.8 34.5 3.0 39.9 0.2 0.0 0.0 18.9 3.0: 8.1 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 5 . . . . . 0 0 . .: Old : 20: 12 5 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 83.4 85.6 93.8 62.9 69.8 73.3 77.4 Old : 69.2 83.4 85.6 93.8 62.9 69.8 73.3 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,611: 16,686 43,345 10,113 5,560 95 12,185 0 30 10,015 0 0: 2,487 2,581 Old : 51,611: 16,686 43,345 10,113 5,560 95 12,185 0 30 10,015 0 0: 2,487 2,581 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 3,420: -120 3,720 2,340 -300 0 420 0 0 780 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.3 84.0 19.6 10.8 0.2 23.6 0.0 0.1 19.4 0.0 0.0: 4.8 5.0 Old : 100.0: 32.3 84.0 19.6 10.8 0.2 23.6 0.0 0.1 19.4 0.0 0.0: 4.8 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 11 . . . . 0 . . 0 0: Old : 23: 12 11 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 85.8 88.1 92.5 64.4 83.5 84.7 87.4 Old : 64.6 85.8 88.1 92.5 64.4 83.5 84.7 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,501: 18,646 45,396 11,095 6,235 260 12,310 0 30 9,700 0 0: 2,460 2,580 Old : 54,501: 18,646 45,396 11,095 6,235 260 12,310 0 30 9,700 0 0: 2,460 2,580 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 3,405: -120 3,720 2,340 -300 0 420 0 0 780 0 0: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 83.3 20.4 11.4 0.5 22.6 0.0 0.1 17.8 0.0 0.0: 4.5 4.7 Old : 100.0: 34.2 83.3 20.4 11.4 0.5 22.6 0.0 0.1 17.8 0.0 0.0: 4.5 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 11 . . . . 0 . . 0 0: Old : 21: 12 11 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 89.3 89.9 93.4 66.4 86.9 88.9 89.6 Old : 66.9 89.3 89.9 93.4 66.4 86.9 88.9 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,335: 20,510 51,350 10,196 3,005 810 5,890 0 570 17,579 0 815: 2,965 2,785 Old : 59,335: 20,510 51,350 10,196 3,005 810 5,890 0 570 17,579 0 815: 2,965 2,785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,390: 1,045 2,335 1,115 0 -100 40 0 0 135 0 105: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 86.5 17.2 5.1 1.4 9.9 0.0 1.0 29.6 0.0 1.4: 5.0 4.7 Old : 100.0: 34.6 86.5 17.2 5.1 1.4 9.9 0.0 1.0 29.6 0.0 1.4: 5.0 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 10 . . . . 0 . 5 0 .: Old : 31: 17 10 . . . . 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 82.3 78.4 91.9 55.9 81.1 75.9 88.1 Old : 58.5 82.3 78.4 91.9 55.9 81.1 75.9 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,295: 20,025 42,025 9,266 3,465 670 5,790 0 670 10,229 0 945: 2,700 2,520 Old : 50,295: 20,025 42,025 9,266 3,465 670 5,790 0 670 10,229 0 945: 2,700 2,520 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 950: 1,045 835 1,415 0 -200 40 0 0 -1,665 0 165: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.8 83.6 18.4 6.9 1.3 11.5 0.0 1.3 20.3 0.0 1.9: 5.4 5.0 Old : 100.0: 39.8 83.6 18.4 6.9 1.3 11.5 0.0 1.3 20.3 0.0 1.9: 5.4 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 10 . . . . 0 . 5 0 .: Old : 31: 18 10 . . . . 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 80.1 76.9 91.0 49.3 78.9 73.4 86.8 Old : 52.8 80.1 76.9 91.0 49.3 78.9 73.4 86.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,735: 10,825 11,945 2,665 0 870 0 4,695 480 2,920 415 385: 2,590 1,945 Old : 20,735: 10,825 11,945 2,665 0 870 0 4,695 480 2,920 415 385: 2,590 1,945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 57.6 12.9 0.0 4.2 0.0 22.6 2.3 14.1 2.0 1.9: 12.5 9.4 Old : 100.0: 52.2 57.6 12.9 0.0 4.2 0.0 22.6 2.3 14.1 2.0 1.9: 12.5 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 10 . 0 . 0 4 . . . .: Old : 25: 12 10 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 68.1 78.6 83.2 47.6 67.6 71.9 78.1 Old : 53.4 68.1 78.6 83.2 47.6 67.6 71.9 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,825: 10,240 11,660 2,240 0 755 0 4,695 480 3,930 465 130: 2,050 1,640 Old : 19,825: 10,240 11,660 2,240 0 755 0 4,695 480 3,930 465 130: 2,050 1,640 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 58.8 11.3 0.0 3.8 0.0 23.7 2.4 19.8 2.3 0.7: 10.3 8.3 Old : 100.0: 51.7 58.8 11.3 0.0 3.8 0.0 23.7 2.4 19.8 2.3 0.7: 10.3 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 8 . 0 . 0 4 . . . .: Old : 25: 12 8 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 71.3 80.4 86.4 55.2 70.4 75.4 81.7 Old : 57.1 71.3 80.4 86.4 55.2 70.4 75.4 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 74,320: 41,720 44,380 5,350 0 2,090 2,130 18,350 1,135 14,960 1,500 1,270: 5,665 5,595 Old : 74,320: 41,720 44,380 5,350 0 2,090 2,130 18,350 1,135 14,960 1,500 1,270: 5,665 5,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,660: 930 450 900 0 -285 120 1,320 0 -220 0 0: 215 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 59.7 7.2 0.0 2.8 2.9 24.7 1.5 20.1 2.0 1.7: 7.6 7.5 Old : 100.0: 56.1 59.7 7.2 0.0 2.8 2.9 24.7 1.5 20.1 2.0 1.7: 7.6 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 12 . 0 . . . . 4 . .: Old : 30: 15 12 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 71.3 74.4 84.0 56.9 69.6 69.8 81.2 Old : 60.5 71.3 74.4 84.0 56.9 69.6 69.8 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 68,210: 41,500 39,735 5,255 0 1,700 2,085 18,350 1,125 10,675 1,500 1,270: 4,600 4,530 Old : 68,210: 41,500 39,735 5,255 0 1,700 2,085 18,350 1,125 10,675 1,500 1,270: 4,600 4,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,045: 930 -150 900 0 -290 120 1,320 0 -820 0 0: 205 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 58.3 7.7 0.0 2.5 3.1 26.9 1.6 15.7 2.2 1.9: 6.7 6.6 Old : 100.0: 60.8 58.3 7.7 0.0 2.5 3.1 26.9 1.6 15.7 2.2 1.9: 6.7 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 13 . 0 . . . . 4 . .: Old : 30: 15 13 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 74.3 74.0 85.4 54.6 72.6 69.2 81.9 Old : 58.6 74.3 74.0 85.4 54.6 72.6 69.2 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,210: 37,736 23,113 0 16,601 37 15,780 0 2,865 58 13,970 2,005: 3,729 3,619 Old : 62,210: 37,736 23,113 0 16,601 37 15,780 0 2,865 58 13,970 2,005: 3,729 3,619 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,865: 670 485 0 735 -10 900 0 0 0 350 300: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 37.2 0.0 26.7 0.1 25.4 0.0 4.6 0.1 22.5 3.2: 6.0 5.8 Old : 100.0: 60.7 37.2 0.0 26.7 0.1 25.4 0.0 4.6 0.1 22.5 3.2: 6.0 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 10 0 . . . 0 . . . .: Old : 28: 18 10 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 71.8 76.5 89.6 50.7 68.7 71.8 82.3 Old : 55.2 71.8 76.5 89.6 50.7 68.7 71.8 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,384: 34,193 18,549 0 14,897 261 7,335 0 3,150 58 8,460 2,675: 2,712 2,392 Old : 50,384: 34,193 18,549 0 14,897 261 7,335 0 3,150 58 8,460 2,675: 2,712 2,392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,620: 420 60 0 860 -10 900 0 0 0 400 300: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 36.8 0.0 29.6 0.5 14.6 0.0 6.3 0.1 16.8 5.3: 5.4 4.7 Old : 100.0: 67.9 36.8 0.0 29.6 0.5 14.6 0.0 6.3 0.1 16.8 5.3: 5.4 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 10 0 . . . 0 . . . .: Old : 28: 17 10 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 65.4 75.5 90.6 48.8 54.6 65.3 75.2 Old : 54.5 65.4 75.5 90.6 48.8 54.6 65.3 75.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 171,783: 93,194 83,975 17,555 1,275 6,622 2,858 16,050 8,837 1,400 13,587 3,065: 38,252 38,372 Old : 171,783: 93,194 83,975 17,555 1,275 6,622 2,858 16,050 8,837 1,400 13,587 3,065: 38,252 38,372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 4,572: 3,072 3,162 -1,085 0 160 900 370 280 0 -645 310: 935 935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 48.9 10.2 0.7 3.9 1.7 9.3 5.1 0.8 7.9 1.8: 22.3 22.3 Old : 100.0: 54.3 48.9 10.2 0.7 3.9 1.7 9.3 5.1 0.8 7.9 1.8: 22.3 22.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 23 28 . . . . . . . 4 4: Old : 42: 23 28 . . . . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 32.5 65.0 49.8 40.9 28.5 51.6 41.7 Old : 47.2 32.5 65.0 49.8 40.9 28.5 51.6 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 137,410: 72,043 74,525 14,556 300 5,448 3,768 5,860 8,156 1,400 10,877 3,205: 28,834 29,039 Old : 137,410: 72,043 74,525 14,556 300 5,448 3,768 5,860 8,156 1,400 10,877 3,205: 28,834 29,039 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,345: 710 3,075 -1,260 0 37 900 370 280 0 -3,095 405: 1,273 1,273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 54.2 10.6 0.2 4.0 2.7 4.3 5.9 1.0 7.9 2.3: 21.0 21.1 Old : 100.0: 52.4 54.2 10.6 0.2 4.0 2.7 4.3 5.9 1.0 7.9 2.3: 21.0 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 25 . . . . . . . 4 4: Old : 39: 20 25 . . . . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 31.7 64.1 48.0 38.6 27.5 45.3 38.5 Old : 50.9 31.7 64.1 48.0 38.6 27.5 45.3 38.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 64,495: 33,210 27,755 18,311 8,836 4,674 1,040 11,360 1,660 0 4,760 0: 5,600 5,450 Old : 64,495: 33,210 27,755 18,311 8,836 4,674 1,040 11,360 1,660 0 4,760 0: 5,600 5,450 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,635: 1,400 405 275 -200 -100 105 1,575 0 0 0 0: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 43.0 28.4 13.7 7.2 1.6 17.6 2.6 0.0 7.4 0.0: 8.7 8.5 Old : 100.0: 51.5 43.0 28.4 13.7 7.2 1.6 17.6 2.6 0.0 7.4 0.0: 8.7 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 16 . . . . . . 0 . 0: Old : 27: 14 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 52.0 78.0 71.7 51.8 47.6 64.2 61.5 Old : 59.6 52.0 78.0 71.7 51.8 47.6 64.2 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,314: 32,640 19,880 9,071 6,241 7,033 885 12,460 1,680 0 4,135 0: 6,005 5,885 Old : 57,314: 32,640 19,880 9,071 6,241 7,033 885 12,460 1,680 0 4,135 0: 6,005 5,885 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,525: 1,370 375 175 -300 -175 105 1,575 0 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.9 34.7 15.8 10.9 12.3 1.5 21.7 2.9 0.0 7.2 0.0: 10.5 10.3 Old : 100.0: 56.9 34.7 15.8 10.9 12.3 1.5 21.7 2.9 0.0 7.2 0.0: 10.5 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 16 . . . . . . 0 . 0: Old : 26: 15 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 55.4 71.8 76.1 41.0 48.1 54.5 54.6 Old : 51.0 55.4 71.8 76.1 41.0 48.1 54.5 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 44,005: 12,460 29,745 2,110 6,650 2,575 20,820 0 1,330 480 0 1,200: 3,030 2,505 Old : 44,005: 12,460 29,745 2,110 6,650 2,575 20,820 0 1,330 480 0 1,200: 3,030 2,505 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,485: -105 1,250 0 175 0 1,470 0 0 0 0 0: 120 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 67.6 4.8 15.1 5.9 47.3 0.0 3.0 1.1 0.0 2.7: 6.9 5.7 Old : 100.0: 28.3 67.6 4.8 15.1 5.9 47.3 0.0 3.0 1.1 0.0 2.7: 6.9 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 14 . . . . 0 . . 0 .: Old : 23: 11 14 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 68.1 81.7 81.2 62.1 63.6 68.9 70.8 Old : 67.2 68.1 81.7 81.2 62.1 63.6 68.9 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,625: 8,130 41,725 0 4,510 3,185 37,550 0 1,380 480 0 1,200: 1,700 1,625 Old : 53,625: 8,130 41,725 0 4,510 3,185 37,550 0 1,380 480 0 1,200: 1,700 1,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,355: -90 1,205 0 175 -25 1,470 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 77.8 0.0 8.4 5.9 70.0 0.0 2.6 0.9 0.0 2.2: 3.2 3.0 Old : 100.0: 15.2 77.8 0.0 8.4 5.9 70.0 0.0 2.6 0.9 0.0 2.2: 3.2 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 14 0 . . . 0 . . 0 .: Old : 21: 10 14 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.3 70.2 93.9 85.1 79.7 65.8 83.0 77.4 Old : 86.3 70.2 93.9 85.1 79.7 65.8 83.0 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 134,602: 74,972 72,065 3,765 13,397 13,660 4,625 2,175 6,700 4,070 0 0: 26,810 26,605 Old : 134,602: 74,972 72,065 3,765 13,397 13,660 4,625 2,175 6,700 4,070 0 0: 26,810 26,605 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,630: 1,105 1,390 0 -285 605 0 0 0 0 0 0: -80 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 53.5 2.8 10.0 10.1 3.4 1.6 5.0 3.0 0.0 0.0: 19.9 19.8 Old : 100.0: 55.7 53.5 2.8 10.0 10.1 3.4 1.6 5.0 3.0 0.0 0.0: 19.9 19.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 24 24 . . . . . . . 0 0: Old : 35: 24 24 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 42.8 51.0 60.3 28.6 32.4 37.3 39.8 Old : 35.2 42.8 51.0 60.3 28.6 32.4 37.3 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 113,610: 66,375 59,715 4,920 19,065 8,840 5,510 1,740 6,385 3,670 0 0: 17,910 17,865 Old : 113,610: 66,375 59,715 4,920 19,065 8,840 5,510 1,740 6,385 3,670 0 0: 17,910 17,865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,635: 750 1,240 120 -370 610 0 0 0 0 0 0: 155 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 52.6 4.3 16.8 7.8 4.8 1.5 5.6 3.2 0.0 0.0: 15.8 15.7 Old : 100.0: 58.4 52.6 4.3 16.8 7.8 4.8 1.5 5.6 3.2 0.0 0.0: 15.8 15.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 22 . . . . . . . 0 0: Old : 32: 21 22 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 45.4 63.2 64.9 30.8 37.2 43.2 47.6 Old : 43.0 45.4 63.2 64.9 30.8 37.2 43.2 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,780: 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550: 1,530 1,530 Old : 29,780: 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550: 1,530 1,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 1,645: 1,800 1,200 0 600 0 0 0 0 0 0 0: -155 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8: 5.1 5.1 Old : 100.0: 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8: 5.1 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 0 . . . . 0 . 0 .: Old : 22: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4 Old : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,625: 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500: 1,560 1,520 Old : 29,625: 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500: 1,560 1,520 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,100: 2,100 1,200 0 900 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7: 5.3 5.1 Old : 100.0: 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7: 5.3 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 0 . . . . 0 . 0 .: Old : 22: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4 Old : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020