COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, May 05, 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 : 20,219: 14,055 10,635 917 134 1,051 412 1,215 291 424 4,085 2,172: 897 636 Old : 20,219: 14,055 10,635 917 134 1,051 412 1,215 291 424 4,085 2,172: 897 636 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 111: 186 78 -119 0 -32 0 0 0 9 -2 55: 12 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 52.6 4.5 0.7 5.2 2.0 6.0 1.4 2.1 20.2 10.7: 4.4 3.1 Old : 100.0: 69.5 52.6 4.5 0.7 5.2 2.0 6.0 1.4 2.1 20.2 10.7: 4.4 3.1 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 : 27: 12 10 . . 4 . . . . 5 5: Old : 27: 12 10 . . 4 . . . . 5 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 : 44.0 45.4 68.1 71.6 25.6 26.1 33.8 36.6 Old : 44.0 45.4 68.1 71.6 25.6 26.1 33.8 36.6 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, May 05, 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 : 8,588: 4,455 4,971 679 1,795 1,191 1,837 196 44 211 220 0: 171 171 Old : 8,588: 4,455 4,971 679 1,795 1,191 1,837 196 44 211 220 0: 171 171 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,522: -1,066 -490 -44 -710 120 -264 -24 0 -246 -374 0: -22 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 57.9 7.9 20.9 13.9 21.4 2.3 0.5 2.5 2.6 0.0: 2.0 2.0 Old : 100.0: 51.9 57.9 7.9 20.9 13.9 21.4 2.3 0.5 2.5 2.6 0.0: 2.0 2.0 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: 10 13 . . . . . . . 6 0: Old : 29: 10 13 . . . . . . . 6 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 71.4 87.0 86.6 51.7 59.0 64.9 65.3 Old : 64.6 71.4 87.0 86.6 51.7 59.0 64.9 65.3 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, May 05, 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 : 39,500: 25,794 34,850 5,676 0 2,157 685 100 143 3,365 555 1,680: 0 15 Old : 39,500: 25,794 34,850 5,676 0 2,157 685 100 143 3,365 555 1,680: 0 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -2,904: -2,145 -2,709 -109 0 -141 305 0 -64 -440 315 -295: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 88.2 14.4 0.0 5.5 1.7 0.3 0.4 8.5 1.4 4.3: 0.0 0.0 Old : 100.0: 65.3 88.2 14.4 0.0 5.5 1.7 0.3 0.4 8.5 1.4 4.3: 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 : 36: 22 22 . 0 . . . . 4 . 5: Old : 36: 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 : 47.9 56.1 72.4 80.7 40.7 47.0 59.2 64.5 Old : 47.9 56.1 72.4 80.7 40.7 47.0 59.2 64.5 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, May 05, 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 : 33,338: 26,264 27,786 0 2,038 1,113 0 195 456 4,400 645 1,105: 0 0 Old : 33,338: 26,264 27,786 0 2,038 1,113 0 195 456 4,400 645 1,105: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,468: -1,450 -860 0 218 -248 0 -153 0 775 120 -545: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 83.3 0.0 6.1 3.3 0.0 0.6 1.4 13.2 1.9 3.3: 0.0 0.0 Old : 100.0: 78.8 83.3 0.0 6.1 3.3 0.0 0.6 1.4 13.2 1.9 3.3: 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 : 34: 19 20 0 . . 0 . . 4 . 4: Old : 34: 19 20 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 : 53.2 65.1 74.2 86.4 51.0 58.7 70.2 74.7 Old : 53.2 65.1 74.2 86.4 51.0 58.7 70.2 74.7 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, May 05, 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 : 138,035: 113,054 96,184 3,120 18,523 5,593 2,490 1,159 7,059 2,805 5,724 3,729: 185 64 Old : 138,035: 113,054 96,184 3,120 18,523 5,593 2,490 1,159 7,059 2,805 5,724 3,729: 185 64 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -5,688: -4,983 -4,415 -233 -334 -662 10 -472 167 -40 -16 64: -11 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 69.7 2.3 13.4 4.1 1.8 0.8 5.1 2.0 4.1 2.7: 0.1 0.0 Old : 100.0: 81.9 69.7 2.3 13.4 4.1 1.8 0.8 5.1 2.0 4.1 2.7: 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 : 61: 30 30 . . 4 4 6 6 5 8 8: Old : 61: 30 30 . . 4 4 6 6 5 8 8: 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 : 51.7 33.0 69.7 55.7 45.9 30.7 52.0 43.5 Old : 51.7 33.0 69.7 55.7 45.9 30.7 52.0 43.5 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, May 05, 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 : 70,616: 56,856 50,625 4,440 7,678 4,416 325 1,214 2,155 1,296 2,025 1,128: 0 1,375 Old : 70,616: 56,856 50,625 4,440 7,678 4,416 325 1,214 2,155 1,296 2,025 1,128: 0 1,375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 740: 665 -340 0 -225 100 0 100 -25 346 121 -346: 0 1,355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 71.7 6.3 10.9 6.3 0.5 1.7 3.1 1.8 2.9 1.6: 0.0 1.9 Old : 100.0: 80.5 71.7 6.3 10.9 6.3 0.5 1.7 3.1 1.8 2.9 1.6: 0.0 1.9 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 : 42: 21 20 . . . . 4 . 5 . .: Old : 42: 21 20 . . . . 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 : 56.4 74.0 77.0 87.4 54.0 59.2 65.9 69.1 Old : 56.4 74.0 77.0 87.4 54.0 59.2 65.9 69.1 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, May 05, 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 : 41,421: 38,004 28,935 684 8,325 1,283 0 903 0 1,075 1,350 375: 0 250 Old : 41,421: 38,004 28,935 684 8,325 1,283 0 903 0 1,075 1,350 375: 0 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,195: 1,350 925 0 -325 -5 0 0 0 275 775 -425: 0 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 69.9 1.7 20.1 3.1 0.0 2.2 0.0 2.6 3.3 0.9: 0.0 0.6 Old : 100.0: 91.8 69.9 1.7 20.1 3.1 0.0 2.2 0.0 2.6 3.3 0.9: 0.0 0.6 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 : 29: 13 14 . . . 0 . 0 . . .: Old : 29: 13 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 : 78.3 77.7 91.0 91.2 70.8 64.6 76.6 77.2 Old : 78.3 77.7 91.0 91.2 70.8 64.6 76.6 77.2 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, May 05, 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 : 58,043: 31,528 23,182 784 25,079 3,613 15,480 150 50 1,411 1,062 4,895: 282 12 Old : 58,043: 31,528 23,182 784 25,079 3,613 15,480 150 50 1,411 1,062 4,895: 282 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -722: -33 -759 20 599 -464 -270 0 0 -111 -128 31: 105 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 39.9 1.4 43.2 6.2 26.7 0.3 0.1 2.4 1.8 8.4: 0.5 0.0 Old : 100.0: 54.3 39.9 1.4 43.2 6.2 26.7 0.3 0.1 2.4 1.8 8.4: 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 : 36: 18 19 . . 5 . . . . . .: Old : 36: 18 19 . . 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 : 49.1 65.4 71.1 81.2 46.9 54.0 59.5 66.1 Old : 49.1 65.4 71.1 81.2 46.9 54.0 59.5 66.1 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, May 05, 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 : 76,448: 42,118 24,449 0 41,313 4,814 23,446 330 170 1,772 1,928 3,289: 839 155 Old : 76,448: 42,118 24,449 0 41,313 4,814 23,446 330 170 1,772 1,928 3,289: 839 155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,258: -424 -1,156 0 663 -622 -351 -70 70 -320 -452 327: 62 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 32.0 0.0 54.0 6.3 30.7 0.4 0.2 2.3 2.5 4.3: 1.1 0.2 Old : 100.0: 55.1 32.0 0.0 54.0 6.3 30.7 0.4 0.2 2.3 2.5 4.3: 1.1 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 20 0 4 4 6 . . . . .: Old : 42: 21 20 0 4 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 : 52.2 69.4 70.2 83.9 51.7 61.3 64.1 72.2 Old : 52.2 69.4 70.2 83.9 51.7 61.3 64.1 72.2 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, May 05, 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 : 70,534: 54,915 43,623 7,092 20,646 3,706 150 0 0 1,578 18 2,541: 552 0 Old : 70,534: 54,915 43,623 7,092 20,646 3,706 150 0 0 1,578 18 2,541: 552 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -3,413: -3,003 -2,414 -316 -1,061 0 -150 0 0 -195 -209 281: -30 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 61.8 10.1 29.3 5.3 0.2 0.0 0.0 2.2 0.0 3.6: 0.8 0.0 Old : 100.0: 77.9 61.8 10.1 29.3 5.3 0.2 0.0 0.0 2.2 0.0 3.6: 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 : 36: 22 21 . . . . 0 0 . . .: Old : 36: 22 21 . . . . 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 : 43.5 67.8 69.0 83.3 39.0 67.8 60.5 75.7 Old : 43.5 67.8 69.0 83.3 39.0 67.8 60.5 75.7 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, May 05, 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 : 87,816: 65,891 49,842 14,782 32,641 2,040 150 0 0 1,024 100 2,986: 943 207 Old : 87,816: 65,891 49,842 14,782 32,641 2,040 150 0 0 1,024 100 2,986: 943 207 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -4,238: -3,205 -2,935 -729 -1,316 -61 -150 0 0 -448 -141 248: 107 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 56.8 16.8 37.2 2.3 0.2 0.0 0.0 1.2 0.1 3.4: 1.1 0.2 Old : 100.0: 75.0 56.8 16.8 37.2 2.3 0.2 0.0 0.0 1.2 0.1 3.4: 1.1 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 : 39: 22 22 4 . 4 . 0 0 . . .: Old : 39: 22 22 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 : 42.0 68.3 65.7 82.8 40.0 68.3 61.6 79.6 Old : 42.0 68.3 65.7 82.8 40.0 68.3 61.6 79.6 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, May 05, 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 : 44,326: 29,625 39,532 9,976 0 4,122 0 0 0 225 45 230: 148 397 Old : 44,326: 29,625 39,532 9,976 0 4,122 0 0 0 225 45 230: 148 397 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,276: 391 1,255 885 0 0 0 0 0 0 0 0: 0 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 89.2 22.5 0.0 9.3 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9 Old : 100.0: 66.8 89.2 22.5 0.0 9.3 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 : 25: 17 16 . 0 . 0 0 0 . . .: Old : 25: 17 16 . 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 : 71.2 82.6 86.9 94.4 59.2 74.2 69.6 76.1 Old : 71.2 82.6 86.9 94.4 59.2 74.2 69.6 76.1 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, May 05, 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 : 29,257: 26,974 19,464 0 7,389 1,398 0 600 0 360 396 0: 525 10 Old : 29,257: 26,974 19,464 0 7,389 1,398 0 600 0 360 396 0: 525 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -524: -604 -1,424 0 820 80 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 66.5 0.0 25.3 4.8 0.0 2.1 0.0 1.2 1.4 0.0: 1.8 0.0 Old : 100.0: 92.2 66.5 0.0 25.3 4.8 0.0 2.1 0.0 1.2 1.4 0.0: 1.8 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 : 26: 17 16 0 . . 0 . 0 . . 0: Old : 26: 17 16 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 : 61.0 69.6 79.0 83.6 51.0 59.5 64.5 68.5 Old : 61.0 69.6 79.0 83.6 51.0 59.5 64.5 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, May 05, 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 : 18,947: 11,935 18,272 5,695 0 625 0 0 0 585 0 50: 57 0 Old : 18,947: 11,935 18,272 5,695 0 625 0 0 0 585 0 50: 57 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 260: 260 210 0 0 0 0 0 0 10 0 50: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 96.4 30.1 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.3: 0.3 0.0 Old : 100.0: 63.0 96.4 30.1 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.3: 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 : 21: 11 11 . 0 . 0 0 0 4 0 .: Old : 21: 11 11 . 0 . 0 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 : 58.6 81.5 82.9 97.1 54.7 74.3 69.3 76.1 Old : 58.6 81.5 82.9 97.1 54.7 74.3 69.3 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q Disaggregated Commitments of Traders - Futures Only, May 05, 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 : 20,832: 11,245 20,182 8,295 0 600 0 0 0 585 0 50: 57 0 Old : 20,832: 11,245 20,182 8,295 0 600 0 0 0 585 0 50: 57 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 96.9 39.8 0.0 2.9 0.0 0.0 0.0 2.8 0.0 0.2: 0.3 0.0 Old : 100.0: 54.0 96.9 39.8 0.0 2.9 0.0 0.0 0.0 2.8 0.0 0.2: 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 : 20: 10 10 . 0 . 0 0 0 4 0 .: Old : 20: 10 10 . 0 . 0 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 : 64.7 79.3 88.5 98.1 61.8 71.4 75.6 78.3 Old : 64.7 79.3 88.5 98.1 61.8 71.4 75.6 78.3 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, May 05, 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 : 87,606: 56,894 65,027 320 10,280 8,052 6,767 284 499 12,632 1,441 1,875: 567 148 Old : 87,606: 56,894 65,027 320 10,280 8,052 6,767 284 499 12,632 1,441 1,875: 567 148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,231: 1,154 1,037 0 -37 57 -470 14 177 237 -72 61: 15 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 74.2 0.4 11.7 9.2 7.7 0.3 0.6 14.4 1.6 2.1: 0.6 0.2 Old : 100.0: 64.9 74.2 0.4 11.7 9.2 7.7 0.3 0.6 14.4 1.6 2.1: 0.6 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 : 63: 32 35 . . . 6 . . 9 . 6: Old : 63: 32 35 . . . 6 . . 9 . 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 : 28.6 42.0 50.4 65.6 20.6 25.1 30.7 35.8 Old : 28.6 42.0 50.4 65.6 20.6 25.1 30.7 35.8 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, May 05, 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 : 44,126: 34,277 33,664 0 6,748 2,532 0 299 1 6,745 300 285: 286 297 Old : 44,126: 34,277 33,664 0 6,748 2,532 0 299 1 6,745 300 285: 286 297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 990: 820 990 0 -120 120 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 76.3 0.0 15.3 5.7 0.0 0.7 0.0 15.3 0.7 0.6: 0.6 0.7 Old : 100.0: 77.7 76.3 0.0 15.3 5.7 0.0 0.7 0.0 15.3 0.7 0.6: 0.6 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 : 46.6 55.8 70.4 81.2 38.3 45.9 55.4 59.2 Old : 46.6 55.8 70.4 81.2 38.3 45.9 55.4 59.2 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, May 05, 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 : 49,592: 35,698 43,412 7,719 0 5,404 0 25 0 340 96 254: 177 401 Old : 49,592: 35,698 43,412 7,719 0 5,404 0 25 0 340 96 254: 177 401 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,461: 311 1,301 890 0 160 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 87.5 15.6 0.0 10.9 0.0 0.1 0.0 0.7 0.2 0.5: 0.4 0.8 Old : 100.0: 72.0 87.5 15.6 0.0 10.9 0.0 0.1 0.0 0.7 0.2 0.5: 0.4 0.8 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 : 31: 20 19 . 0 . 0 . 0 . . .: Old : 31: 20 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 : 58.1 77.9 80.1 92.3 45.3 69.7 60.2 71.8 Old : 58.1 77.9 80.1 92.3 45.3 69.7 60.2 71.8 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, May 05, 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 : 37,265: 30,148 26,562 50 3,780 5,631 80 880 90 40 210 60: 1,166 52 Old : 37,265: 30,148 26,562 50 3,780 5,631 80 880 90 40 210 60: 1,166 52 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -822: -637 -1,492 50 1,025 -355 70 -50 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 71.3 0.1 10.1 15.1 0.2 2.4 0.2 0.1 0.6 0.2: 3.1 0.1 Old : 100.0: 80.9 71.3 0.1 10.1 15.1 0.2 2.4 0.2 0.1 0.6 0.2: 3.1 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 : 34: 21 20 . . . . . . . . .: Old : 34: 21 20 . . . . . . . . .: 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 : 60.8 53.6 79.3 77.3 41.0 35.9 48.3 49.2 Old : 60.8 53.6 79.3 77.3 41.0 35.9 48.3 49.2 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, May 05, 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 : 65,675: 50,205 62,181 9,807 24 2,866 0 60 0 1,699 200 73: 1,025 271 Old : 65,675: 50,205 62,181 9,807 24 2,866 0 60 0 1,699 200 73: 1,025 271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -4,904: -4,055 -4,870 -814 24 -29 0 -45 0 -141 0 0: 135 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 94.7 14.9 0.0 4.4 0.0 0.1 0.0 2.6 0.3 0.1: 1.6 0.4 Old : 100.0: 76.4 94.7 14.9 0.0 4.4 0.0 0.1 0.0 2.6 0.3 0.1: 1.6 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 : 31: 16 9 5 . 4 0 . 0 4 . .: Old : 31: 16 9 5 . 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 : 57.1 92.0 78.0 96.7 56.4 87.2 73.6 89.8 Old : 57.1 92.0 78.0 96.7 56.4 87.2 73.6 89.8 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, May 05, 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 : 69,793: 58,731 63,269 5,070 2,697 3,387 0 0 0 2,065 200 60: 480 180 Old : 69,793: 58,731 63,269 5,070 2,697 3,387 0 0 0 2,065 200 60: 480 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -3,400: -2,458 -3,110 -508 -24 -171 0 -45 0 -253 -50 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 90.7 7.3 3.9 4.9 0.0 0.0 0.0 3.0 0.3 0.1: 0.7 0.3 Old : 100.0: 84.2 90.7 7.3 3.9 4.9 0.0 0.0 0.0 3.0 0.3 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 : 33: 20 12 . . 4 0 0 0 . . .: Old : 33: 20 12 . . 4 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 : 52.8 87.3 75.3 97.3 52.8 83.7 74.0 90.5 Old : 52.8 87.3 75.3 97.3 52.8 83.7 74.0 90.5 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, May 05, 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 : 80,555: 68,887 72,842 7,792 2,398 1,803 0 437 95 189 1,806 1,033: 756 141 Old : 80,555: 68,887 72,842 7,792 2,398 1,803 0 437 95 189 1,806 1,033: 756 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,608: 1,680 1,273 -628 0 15 0 -5 10 5 389 -15: 541 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 90.4 9.7 3.0 2.2 0.0 0.5 0.1 0.2 2.2 1.3: 0.9 0.2 Old : 100.0: 85.5 90.4 9.7 3.0 2.2 0.0 0.5 0.1 0.2 2.2 1.3: 0.9 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 : 41: 22 22 5 . 4 0 . . . . .: Old : 41: 22 22 5 . 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 : 57.6 54.5 75.4 81.9 57.3 51.8 74.0 73.1 Old : 57.6 54.5 75.4 81.9 57.3 51.8 74.0 73.1 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, May 05, 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 : 99,398: 82,812 87,310 8,826 2,855 3,284 0 1,910 297 1,922 1,876 1,710: 547 156 Old : 99,398: 82,812 87,310 8,826 2,855 3,284 0 1,910 297 1,922 1,876 1,710: 547 156 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2,994: 3,382 1,423 -635 -15 310 -240 479 44 106 805 -178: 205 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 87.8 8.9 2.9 3.3 0.0 1.9 0.3 1.9 1.9 1.7: 0.6 0.2 Old : 100.0: 83.3 87.8 8.9 2.9 3.3 0.0 1.9 0.3 1.9 1.9 1.7: 0.6 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 : 53: 25 27 5 . 4 0 8 . . . 4: Old : 53: 25 27 5 . 4 0 8 . . . 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 : 52.5 50.9 70.7 73.5 51.9 47.7 63.8 66.6 Old : 52.5 50.9 70.7 73.5 51.9 47.7 63.8 66.6 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, May 05, 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 : 63,724: 43,135 55,233 19,683 2,410 60 0 4,021 0 225 1,575 425: 196 0 Old : 63,724: 43,135 55,233 19,683 2,410 60 0 4,021 0 225 1,575 425: 196 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 356: 30 581 250 -300 0 0 100 0 -100 -25 0: 176 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 86.7 30.9 3.8 0.1 0.0 6.3 0.0 0.4 2.5 0.7: 0.3 0.0 Old : 100.0: 67.7 86.7 30.9 3.8 0.1 0.0 6.3 0.0 0.4 2.5 0.7: 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 : 31: 14 15 . . . 0 . 0 . . .: Old : 31: 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 : 74.2 88.0 93.8 96.4 74.1 85.9 90.4 90.9 Old : 74.2 88.0 93.8 96.4 74.1 85.9 90.4 90.9 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, May 05, 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 : 55,390: 35,970 53,925 17,475 0 120 0 225 0 1,450 525 250: 125 345 Old : 55,390: 35,970 53,925 17,475 0 120 0 225 0 1,450 525 250: 125 345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 490: -50 180 600 0 -60 0 0 0 0 150 -125: 125 345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 97.4 31.5 0.0 0.2 0.0 0.4 0.0 2.6 0.9 0.5: 0.2 0.6 Old : 100.0: 64.9 97.4 31.5 0.0 0.2 0.0 0.4 0.0 2.6 0.9 0.5: 0.2 0.6 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 : 23: 11 7 . 0 . 0 . 0 . . .: Old : 23: 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 : 80.7 95.6 93.2 98.6 80.7 92.6 91.0 94.3 Old : 80.7 95.6 93.2 98.6 80.7 92.6 91.0 94.3 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, May 05, 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 : 58,815: 39,871 53,817 14,639 327 2,020 750 0 0 629 1,655 862: 44 134 Old : 58,815: 39,871 53,817 14,639 327 2,020 750 0 0 629 1,655 862: 44 134 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,584: -1,437 -1,133 129 -136 -162 50 0 -50 -19 14 -95: 0 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 91.5 24.9 0.6 3.4 1.3 0.0 0.0 1.1 2.8 1.5: 0.1 0.2 Old : 100.0: 67.8 91.5 24.9 0.6 3.4 1.3 0.0 0.0 1.1 2.8 1.5: 0.1 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 : 34: 20 18 4 . . . 0 0 . 4 .: Old : 34: 20 18 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 : 51.5 83.4 74.3 92.7 47.9 79.1 70.3 82.1 Old : 51.5 83.4 74.3 92.7 47.9 79.1 70.3 82.1 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, May 05, 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 : 66,783: 48,407 58,876 14,244 692 81 360 3,015 1,340 1,195 1,552 982: 174 245 Old : 66,783: 48,407 58,876 14,244 692 81 360 3,015 1,340 1,195 1,552 982: 174 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,126: -1,450 -1,261 551 -36 -5 120 200 0 -275 78 -98: 31 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 88.2 21.3 1.0 0.1 0.5 4.5 2.0 1.8 2.3 1.5: 0.3 0.4 Old : 100.0: 72.5 88.2 21.3 1.0 0.1 0.5 4.5 2.0 1.8 2.3 1.5: 0.3 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 : 36: 20 18 . . . . . . . . .: Old : 36: 20 18 . . . . . . . . .: 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 : 51.9 77.3 74.2 88.5 51.1 71.0 70.6 77.2 Old : 51.9 77.3 74.2 88.5 51.1 71.0 70.6 77.2 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, May 05, 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 : 23,656: 14,099 22,656 9,256 0 140 0 760 0 0 0 0: 161 100 Old : 23,656: 14,099 22,656 9,256 0 140 0 760 0 0 0 0: 161 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,049: -736 -1,089 -303 0 0 0 105 0 0 -55 0: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 95.8 39.1 0.0 0.6 0.0 3.2 0.0 0.0 0.0 0.0: 0.7 0.4 Old : 100.0: 59.6 95.8 39.1 0.0 0.6 0.0 3.2 0.0 0.0 0.0 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 : 23: 13 12 4 0 . 0 . 0 0 0 0: Old : 23: 13 12 4 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 : 65.6 80.6 87.4 95.0 65.0 72.7 81.2 87.1 Old : 65.6 80.6 87.4 95.0 65.0 72.7 81.2 87.1 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, May 05, 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 : 23,021: 13,563 22,651 8,831 0 140 0 225 0 0 0 0: 487 5 Old : 23,021: 13,563 22,651 8,831 0 140 0 225 0 0 0 0: 487 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,264: -705 -1,289 -550 0 25 0 0 0 0 0 0: -34 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 98.4 38.4 0.0 0.6 0.0 1.0 0.0 0.0 0.0 0.0: 2.1 0.0 Old : 100.0: 58.9 98.4 38.4 0.0 0.6 0.0 1.0 0.0 0.0 0.0 0.0: 2.1 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: 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 : 66.2 85.8 84.0 96.9 63.2 73.1 77.4 84.2 Old : 66.2 85.8 84.0 96.9 63.2 73.1 77.4 84.2 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, May 05, 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 : 30,749: 25,171 22,160 2,525 4,589 796 0 299 350 998 1,513 866: 43 176 Old : 30,749: 25,171 22,160 2,525 4,589 796 0 299 350 998 1,513 866: 43 176 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -834: -1,059 -1,534 -185 621 -92 -30 -65 0 638 189 -129: 23 176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 72.1 8.2 14.9 2.6 0.0 1.0 1.1 3.2 4.9 2.8: 0.1 0.6 Old : 100.0: 81.9 72.1 8.2 14.9 2.6 0.0 1.0 1.1 3.2 4.9 2.8: 0.1 0.6 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 17 . . . 0 . . . . .: Old : 30: 15 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 : 68.8 57.5 84.7 77.6 60.7 54.5 74.2 71.0 Old : 68.8 57.5 84.7 77.6 60.7 54.5 74.2 71.0 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, May 05, 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 : 56,035: 43,613 29,887 4,809 18,582 1,115 2,525 4,934 400 2,514 50 1,037: 22 30 Old : 56,035: 43,613 29,887 4,809 18,582 1,115 2,525 4,934 400 2,514 50 1,037: 22 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -2,422: -1,676 -2,556 -370 -239 4 -105 364 -45 -391 -115 160: 1 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 53.3 8.6 33.2 2.0 4.5 8.8 0.7 4.5 0.1 1.9: 0.0 0.1 Old : 100.0: 77.8 53.3 8.6 33.2 2.0 4.5 8.8 0.7 4.5 0.1 1.9: 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 : 43: 24 20 5 . 6 . . . 4 . 4: Old : 43: 24 20 5 . 6 . . . 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 : 50.6 69.1 68.2 83.8 42.6 53.2 56.0 64.7 Old : 50.6 69.1 68.2 83.8 42.6 53.2 56.0 64.7 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, May 05, 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 : 34,326: 29,646 15,150 1,511 15,766 1,117 715 850 110 415 571 690: 122 72 Old : 34,326: 29,646 15,150 1,511 15,766 1,117 715 850 110 415 571 690: 122 72 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -2,287: -1,781 -1,854 -218 -451 -9 -10 235 -225 -40 29 0: -4 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 44.1 4.4 45.9 3.3 2.1 2.5 0.3 1.2 1.7 2.0: 0.4 0.2 Old : 100.0: 86.4 44.1 4.4 45.9 3.3 2.1 2.5 0.3 1.2 1.7 2.0: 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 : 34: 20 16 4 . . . . . . . .: Old : 34: 20 16 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 : 60.2 70.5 79.2 84.5 51.9 63.0 61.1 68.3 Old : 60.2 70.5 79.2 84.5 51.9 63.0 61.1 68.3 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, May 05, 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 : 18,690: 9,638 17,071 7,227 0 754 75 389 226 600 200 50: 120 0 Old : 18,690: 9,638 17,071 7,227 0 754 75 389 226 600 200 50: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,105: -1,135 -729 145 0 -175 75 -26 -75 150 -25 -75: -15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 91.3 38.7 0.0 4.0 0.4 2.1 1.2 3.2 1.1 0.3: 0.6 0.0 Old : 100.0: 51.6 91.3 38.7 0.0 4.0 0.4 2.1 1.2 3.2 1.1 0.3: 0.6 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 : 31: 15 15 . 0 . . . . . . .: Old : 31: 15 15 . 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 74.7 84.6 86.9 61.1 71.2 77.2 80.1 Old : 65.4 74.7 84.6 86.9 61.1 71.2 77.2 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, May 05, 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 : 20,281: 9,936 18,221 7,956 0 1,785 0 150 0 500 125 0: 104 0 Old : 20,281: 9,936 18,221 7,956 0 1,785 0 150 0 500 125 0: 104 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -1,604: -1,365 -1,164 114 0 -315 0 -100 0 -25 -25 0: -13 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 89.8 39.2 0.0 8.8 0.0 0.7 0.0 2.5 0.6 0.0: 0.5 0.0 Old : 100.0: 49.0 89.8 39.2 0.0 8.8 0.0 0.7 0.0 2.5 0.6 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: 10 7 . 0 . 0 . 0 . . 0: Old : 21: 10 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 : 70.8 91.6 94.8 99.0 62.0 83.8 86.0 89.0 Old : 70.8 91.6 94.8 99.0 62.0 83.8 86.0 89.0 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, May 05, 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 : 8,627: 7,955 5,305 0 950 447 0 1,000 25 75 900 0: 125 0 Old : 8,627: 7,955 5,305 0 950 447 0 1,000 25 75 900 0: 125 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -415: -130 -640 0 50 -200 -25 400 0 -25 -25 0: -35 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 61.5 0.0 11.0 5.2 0.0 11.6 0.3 0.9 10.4 0.0: 1.4 0.0 Old : 100.0: 92.2 61.5 0.0 11.0 5.2 0.0 11.6 0.3 0.9 10.4 0.0: 1.4 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 : 21: 10 8 0 . . 0 . . . . 0: Old : 21: 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 : 72.8 62.5 92.2 93.0 69.3 58.5 78.9 80.0 Old : 72.8 62.5 92.2 93.0 69.3 58.5 78.9 80.0 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, May 05, 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 : 8,875: 8,122 5,085 0 687 553 0 1,325 25 75 1,200 0: 100 0 Old : 8,875: 8,122 5,085 0 687 553 0 1,325 25 75 1,200 0: 100 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -440: -196 -640 0 39 -189 -25 400 0 -25 -50 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 57.3 0.0 7.7 6.2 0.0 14.9 0.3 0.8 13.5 0.0: 1.1 0.0 Old : 100.0: 91.5 57.3 0.0 7.7 6.2 0.0 14.9 0.3 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: 11 8 0 . . 0 . . . . 0: Old : 22: 11 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 : 70.4 65.1 92.2 93.2 67.0 62.5 78.3 79.3 Old : 70.4 65.1 92.2 93.2 67.0 62.5 78.3 79.3 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, May 05, 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 : 10,852: 7,246 9,450 2,633 600 42 0 0 0 170 215 545: 216 0 Old : 10,852: 7,246 9,450 2,633 600 42 0 0 0 170 215 545: 216 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -864: -468 -714 -375 -100 0 0 0 0 0 -45 -5: -16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 87.1 24.3 5.5 0.4 0.0 0.0 0.0 1.6 2.0 5.0: 2.0 0.0 Old : 100.0: 66.8 87.1 24.3 5.5 0.4 0.0 0.0 0.0 1.6 2.0 5.0: 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 14 . . . 0 0 0 . . .: Old : 26: 13 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 : 56.9 65.0 80.9 87.1 52.2 58.3 69.6 71.1 Old : 56.9 65.0 80.9 87.1 52.2 58.3 69.6 71.1 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, May 05, 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 : 9,852: 6,299 8,433 2,593 600 64 0 0 0 170 245 510: 216 0 Old : 9,852: 6,299 8,433 2,593 600 64 0 0 0 170 245 510: 216 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -909: -493 -712 -398 -100 -2 0 0 0 0 -95 0: -16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 85.6 26.3 6.1 0.6 0.0 0.0 0.0 1.7 2.5 5.2: 2.2 0.0 Old : 100.0: 63.9 85.6 26.3 6.1 0.6 0.0 0.0 0.0 1.7 2.5 5.2: 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 : 26: 12 14 . . . 0 0 0 . . .: Old : 26: 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 : 58.8 64.5 81.3 88.5 51.4 56.3 69.4 71.6 Old : 58.8 64.5 81.3 88.5 51.4 56.3 69.4 71.6 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, May 05, 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 : 33,234: 21,135 28,494 8,185 0 475 200 0 0 1,150 2,210 2,055: 34 0 Old : 33,234: 21,135 28,494 8,185 0 475 200 0 0 1,150 2,210 2,055: 34 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -2,278: -2,020 -1,953 150 0 -225 0 0 0 -100 -20 -80: -3 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 85.7 24.6 0.0 1.4 0.6 0.0 0.0 3.5 6.6 6.2: 0.1 0.0 Old : 100.0: 63.6 85.7 24.6 0.0 1.4 0.6 0.0 0.0 3.5 6.6 6.2: 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 : 33: 19 12 . 0 . . 0 0 . . .: Old : 33: 19 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 : 68.8 68.8 83.3 94.3 63.1 60.8 73.1 77.3 Old : 68.8 68.8 83.3 94.3 63.1 60.8 73.1 77.3 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, May 05, 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 : 33,684: 21,680 29,149 7,980 0 555 200 0 0 1,150 1,895 2,085: 34 0 Old : 33,684: 21,680 29,149 7,980 0 555 200 0 0 1,150 1,895 2,085: 34 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -2,048: -1,620 -1,753 100 0 -195 0 0 0 -100 130 -230: -3 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 86.5 23.7 0.0 1.6 0.6 0.0 0.0 3.4 5.6 6.2: 0.1 0.0 Old : 100.0: 64.4 86.5 23.7 0.0 1.6 0.6 0.0 0.0 3.4 5.6 6.2: 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 : 33: 19 13 . 0 . . 0 0 . . .: Old : 33: 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 : 67.0 70.5 81.6 94.9 61.4 60.4 71.1 77.4 Old : 67.0 70.5 81.6 94.9 61.4 60.4 71.1 77.4 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, May 05, 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 : 106,642: 81,139 85,815 15,839 7,923 6,204 120 150 785 768 3,969 1,716: 71 80 Old : 106,642: 81,139 85,815 15,839 7,923 6,204 120 150 785 768 3,969 1,716: 71 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -2,353: -2,439 -45 -1,045 -3,749 1,529 -1,185 30 555 -116 -1,088 355: -7 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 80.5 14.9 7.4 5.8 0.1 0.1 0.7 0.7 3.7 1.6: 0.1 0.1 Old : 100.0: 76.1 80.5 14.9 7.4 5.8 0.1 0.1 0.7 0.7 3.7 1.6: 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 : 54: 33 27 . . . . . . . 7 6: Old : 54: 33 27 . . . . . . . 7 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 : 43.4 56.2 64.2 75.7 40.2 51.1 60.9 64.6 Old : 43.4 56.2 64.2 75.7 40.2 51.1 60.9 64.6 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, May 05, 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 : 119,406: 88,562 98,233 17,629 4,411 8,006 675 910 1,055 775 4,059 2,662: 42 70 Old : 119,406: 88,562 98,233 17,629 4,411 8,006 675 910 1,055 775 4,059 2,662: 42 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -4,361: -3,454 -1,647 -2,071 -4,252 1,777 -1,350 -70 730 -233 -1,231 272: -32 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 82.3 14.8 3.7 6.7 0.6 0.8 0.9 0.6 3.4 2.2: 0.0 0.1 Old : 100.0: 74.2 82.3 14.8 3.7 6.7 0.6 0.8 0.9 0.6 3.4 2.2: 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 : 60: 35 28 . . 5 . . . 4 9 9: Old : 60: 35 28 . . 5 . . . 4 9 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 : 33.2 60.2 58.1 79.8 32.0 57.7 53.1 66.8 Old : 33.2 60.2 58.1 79.8 32.0 57.7 53.1 66.8 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, May 05, 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 : 274,622: 152,059 204,973 37,175 1,433 31,633 15,765 4,371 10,481 14,231 8,555 12,999: 279 177 Old : 274,622: 152,059 204,973 37,175 1,433 31,633 15,765 4,371 10,481 14,231 8,555 12,999: 279 177 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -7,192: -2,425 -8,186 -3,321 -132 1,174 -479 -1,163 268 -4,517 -1,324 2,119: -11 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 74.6 13.5 0.5 11.5 5.7 1.6 3.8 5.2 3.1 4.7: 0.1 0.1 Old : 100.0: 55.4 74.6 13.5 0.5 11.5 5.7 1.6 3.8 5.2 3.1 4.7: 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 : 91: 40 34 4 . 5 10 8 8 16 8 18: Old : 91: 40 34 4 . 5 10 8 8 16 8 18: 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 44.0 56.9 64.7 26.4 28.2 33.7 40.3 Old : 43.3 44.0 56.9 64.7 26.4 28.2 33.7 40.3 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, May 05, 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 : 17,166: 9,285 15,516 1,946 130 795 925 600 55 3,805 0 0: 355 70 Old : 17,166: 9,285 15,516 1,946 130 795 925 600 55 3,805 0 0: 355 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -978: -613 -870 -47 15 -123 -40 0 0 -115 0 0: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 90.4 11.3 0.8 4.6 5.4 3.5 0.3 22.2 0.0 0.0: 2.1 0.4 Old : 100.0: 54.1 90.4 11.3 0.8 4.6 5.4 3.5 0.3 22.2 0.0 0.0: 2.1 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: 14 8 . . . . . . . 0 0: Old : 24: 14 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 : 64.6 82.5 83.2 97.8 64.2 75.0 78.6 86.3 Old : 64.6 82.5 83.2 97.8 64.2 75.0 78.6 86.3 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, May 05, 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 : 14,007: 5,930 12,671 2,765 120 561 105 600 55 4,080 0 0: 511 0 Old : 14,007: 5,930 12,671 2,765 120 561 105 600 55 4,080 0 0: 511 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -850: -460 -845 -195 15 -15 -15 0 0 -140 0 0: -25 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 90.5 19.7 0.9 4.0 0.7 4.3 0.4 29.1 0.0 0.0: 3.6 0.0 Old : 100.0: 42.3 90.5 19.7 0.9 4.0 0.7 4.3 0.4 29.1 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 : 67.1 81.7 88.2 98.1 66.6 77.1 82.2 89.1 Old : 67.1 81.7 88.2 98.1 66.6 77.1 82.2 89.1 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, May 05, 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 : 13,782: 6,000 11,722 848 0 125 350 0 0 6,387 1,850 50: 22 35 Old : 13,782: 6,000 11,722 848 0 125 350 0 0 6,387 1,850 50: 22 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 265: 365 265 0 0 0 0 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.5 85.1 6.2 0.0 0.9 2.5 0.0 0.0 46.3 13.4 0.4: 0.2 0.3 Old : 100.0: 43.5 85.1 6.2 0.0 0.9 2.5 0.0 0.0 46.3 13.4 0.4: 0.2 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 : 28: 10 17 4 0 . . 0 0 . . .: Old : 28: 10 17 4 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 71.8 90.2 88.0 78.4 71.8 86.6 86.5 Old : 81.3 71.8 90.2 88.0 78.4 71.8 86.6 86.5 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, May 05, 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 : 86,174: 60,221 62,229 17,614 11,366 1,060 0 3,745 75 0 0 0: 7,204 7,699 Old : 86,174: 60,221 62,229 17,614 11,366 1,060 0 3,745 75 0 0 0: 7,204 7,699 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2,620: 1,811 1,276 500 540 360 0 0 0 0 0 0: -51 444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 72.2 20.4 13.2 1.2 0.0 4.3 0.1 0.0 0.0 0.0: 8.4 8.9 Old : 100.0: 69.9 72.2 20.4 13.2 1.2 0.0 4.3 0.1 0.0 0.0 0.0: 8.4 8.9 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 : 28: 17 19 . . . 0 . . 0 0 0: Old : 28: 17 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 : 78.7 51.7 85.4 78.0 76.1 49.8 80.1 73.8 Old : 78.7 51.7 85.4 78.0 76.1 49.8 80.1 73.8 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, May 05, 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 : 71,988: 50,786 50,988 14,402 9,665 1,085 0 4,280 30 0 0 0: 5,685 5,940 Old : 71,988: 50,786 50,988 14,402 9,665 1,085 0 4,280 30 0 0 0: 5,685 5,940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,775: 1,365 635 50 540 360 0 0 0 0 0 0: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 70.8 20.0 13.4 1.5 0.0 5.9 0.0 0.0 0.0 0.0: 7.9 8.3 Old : 100.0: 70.5 70.8 20.0 13.4 1.5 0.0 5.9 0.0 0.0 0.0 0.0: 7.9 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 : 27: 15 19 . . . 0 . . 0 0 0: Old : 27: 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 : 79.4 56.8 86.5 77.6 77.1 54.8 79.8 73.4 Old : 79.4 56.8 86.5 77.6 77.1 54.8 79.8 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, May 05, 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 : 24,260: 6,745 15,995 10,690 2,285 1,635 325 1,035 175 1,745 0 0: 2,945 3,135 Old : 24,260: 6,745 15,995 10,690 2,285 1,635 325 1,035 175 1,745 0 0: 2,945 3,135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -140: -25 -255 -650 -300 475 0 0 0 0 0 0: 60 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 65.9 44.1 9.4 6.7 1.3 4.3 0.7 7.2 0.0 0.0: 12.1 12.9 Old : 100.0: 27.8 65.9 44.1 9.4 6.7 1.3 4.3 0.7 7.2 0.0 0.0: 12.1 12.9 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 : 21: 7 10 . . . . . . . 0 0: Old : 21: 7 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 : 70.4 49.5 83.0 76.3 61.4 46.3 69.3 70.4 Old : 70.4 49.5 83.0 76.3 61.4 46.3 69.3 70.4 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, May 05, 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 : 59,124: 31,039 20,168 8,100 26,006 1,020 11,500 3,880 4,340 0 960 0: 3,125 2,750 Old : 59,124: 31,039 20,168 8,100 26,006 1,020 11,500 3,880 4,340 0 960 0: 3,125 2,750 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 210: -165 -75 300 0 0 0 300 -40 0 0 0: 115 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 34.1 13.7 44.0 1.7 19.5 6.6 7.3 0.0 1.6 0.0: 5.3 4.7 Old : 100.0: 52.5 34.1 13.7 44.0 1.7 19.5 6.6 7.3 0.0 1.6 0.0: 5.3 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 : 62.8 69.2 79.2 85.6 49.4 63.0 63.5 71.2 Old : 62.8 69.2 79.2 85.6 49.4 63.0 63.5 71.2 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, May 05, 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 : 39,280: 21,981 19,591 8,315 13,405 50 2,965 295 3,120 0 360 300: 2,549 2,159 Old : 39,280: 21,981 19,591 8,315 13,405 50 2,965 295 3,120 0 360 300: 2,549 2,159 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2: -93 12 0 0 0 0 0 0 0 0 0: 95 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 49.9 21.2 34.1 0.1 7.5 0.8 7.9 0.0 0.9 0.8: 6.5 5.5 Old : 100.0: 56.0 49.9 21.2 34.1 0.1 7.5 0.8 7.9 0.0 0.9 0.8: 6.5 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 : 25: 15 15 . . . . . . 0 . .: Old : 25: 15 15 . . . . . . 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 : 72.9 70.2 86.8 83.5 65.1 64.7 72.3 71.7 Old : 72.9 70.2 86.8 83.5 65.1 64.7 72.3 71.7 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, May 05, 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 : 32,120: 23,970 12,610 4,980 2,010 360 1,035 15,820 90 0 0 0: 1,685 1,230 Old : 32,120: 23,970 12,610 4,980 2,010 360 1,035 15,820 90 0 0 0: 1,685 1,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,670: 410 1,775 1,200 -105 0 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 39.3 15.5 6.3 1.1 3.2 49.3 0.3 0.0 0.0 0.0: 5.2 3.8 Old : 100.0: 74.6 39.3 15.5 6.3 1.1 3.2 49.3 0.3 0.0 0.0 0.0: 5.2 3.8 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 : 22: 13 13 . . . . . . 0 0 0: Old : 22: 13 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 : 65.9 70.0 83.7 86.5 57.1 65.6 66.2 71.1 Old : 65.9 70.0 83.7 86.5 57.1 65.6 66.2 71.1 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, May 05, 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 : 102,166: 52,959 30,996 2,072 39,835 5,690 19,810 1,615 240 0 2,520 1,420: 19,975 19,850 Old : 102,166: 52,959 30,996 2,072 39,835 5,690 19,810 1,615 240 0 2,520 1,420: 19,975 19,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 435: -655 -40 -240 45 375 720 -60 45 0 0 0: 190 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 30.3 2.0 39.0 5.6 19.4 1.6 0.2 0.0 2.5 1.4: 19.6 19.4 Old : 100.0: 51.8 30.3 2.0 39.0 5.6 19.4 1.6 0.2 0.0 2.5 1.4: 19.6 19.4 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 : 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 : 55.0 52.1 72.8 67.5 51.7 50.2 59.2 57.6 Old : 55.0 52.1 72.8 67.5 51.7 50.2 59.2 57.6 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, May 05, 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 : 97,826: 49,676 30,796 2,195 35,145 5,465 20,640 1,610 225 0 5,290 555: 19,070 18,740 Old : 97,826: 49,676 30,796 2,195 35,145 5,465 20,640 1,610 225 0 5,290 555: 19,070 18,740 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 980: -415 730 -250 325 315 1,320 -60 60 0 0 0: -50 -390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 31.5 2.2 35.9 5.6 21.1 1.6 0.2 0.0 5.4 0.6: 19.5 19.2 Old : 100.0: 50.8 31.5 2.2 35.9 5.6 21.1 1.6 0.2 0.0 5.4 0.6: 19.5 19.2 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 : 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 : 53.2 48.4 73.0 67.0 50.1 47.5 58.1 56.7 Old : 53.2 48.4 73.0 67.0 50.1 47.5 58.1 56.7 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, May 05, 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 : 27,961: 15,891 5,155 270 1,056 1,603 3,315 11,305 175 600 3,490 1,355: 4,752 3,822 Old : 27,961: 15,891 5,155 270 1,056 1,603 3,315 11,305 175 600 3,490 1,355: 4,752 3,822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2,320: 1,450 600 270 -630 162 0 600 0 300 1,500 20: 118 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 18.4 1.0 3.8 5.7 11.9 40.4 0.6 2.1 12.5 4.8: 17.0 13.7 Old : 100.0: 56.8 18.4 1.0 3.8 5.7 11.9 40.4 0.6 2.1 12.5 4.8: 17.0 13.7 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 : 29: 16 10 . . . . . . . 4 .: Old : 29: 16 10 . . . . . . . 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 : 39.4 67.6 60.6 77.0 39.2 60.8 59.0 68.4 Old : 39.4 67.6 60.6 77.0 39.2 60.8 59.0 68.4 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, May 05, 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 : 27,811: 15,042 5,181 380 1,841 1,018 3,315 12,380 175 600 855 2,675: 4,606 3,686 Old : 27,811: 15,042 5,181 380 1,841 1,018 3,315 12,380 175 600 855 2,675: 4,606 3,686 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2,350: 1,450 600 380 -495 0 0 575 0 -685 515 1,005: 200 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 18.6 1.4 6.6 3.7 11.9 44.5 0.6 2.2 3.1 9.6: 16.6 13.3 Old : 100.0: 54.1 18.6 1.4 6.6 3.7 11.9 44.5 0.6 2.2 3.1 9.6: 16.6 13.3 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 : 29: 16 10 . . . . . . . 4 .: Old : 29: 16 10 . . . . . . . 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 : 39.8 68.9 62.6 77.7 37.0 58.9 56.4 65.1 Old : 39.8 68.9 62.6 77.7 37.0 58.9 56.4 65.1 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, May 05, 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 : 32,919: 14,484 11,510 1,126 11,105 969 12,720 40 0 0 6,565 940: 2,680 1,790 Old : 32,919: 14,484 11,510 1,126 11,105 969 12,720 40 0 0 6,565 940: 2,680 1,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 275: 385 75 -100 -150 0 0 -10 0 0 395 -35: 25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 35.0 3.4 33.7 2.9 38.6 0.1 0.0 0.0 19.9 2.9: 8.1 5.4 Old : 100.0: 44.0 35.0 3.4 33.7 2.9 38.6 0.1 0.0 0.0 19.9 2.9: 8.1 5.4 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 : 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 : 68.1 82.5 86.0 93.8 63.3 68.5 73.1 77.4 Old : 68.1 82.5 86.0 93.8 63.3 68.5 73.1 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, May 05, 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 : 57,851: 16,716 48,335 13,123 6,810 60 14,985 0 30 10,265 0 0: 2,672 2,616 Old : 57,851: 16,716 48,335 13,123 6,810 60 14,985 0 30 10,265 0 0: 2,672 2,616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,200: 90 200 -40 1,000 0 1,000 0 0 0 0 0: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 83.6 22.7 11.8 0.1 25.9 0.0 0.1 17.7 0.0 0.0: 4.6 4.5 Old : 100.0: 28.9 83.6 22.7 11.8 0.1 25.9 0.0 0.1 17.7 0.0 0.0: 4.6 4.5 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 : 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 : 68.1 86.8 88.8 93.3 68.0 83.4 85.8 87.3 Old : 68.1 86.8 88.8 93.3 68.0 83.4 85.8 87.3 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, May 05, 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 : 60,051: 18,646 49,771 13,545 7,385 260 15,110 0 30 9,850 0 0: 2,610 2,605 Old : 60,051: 18,646 49,771 13,545 7,385 260 15,110 0 30 9,850 0 0: 2,610 2,605 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,150: 0 125 0 1,000 0 1,000 0 0 0 0 0: 150 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 82.9 22.6 12.3 0.4 25.2 0.0 0.0 16.4 0.0 0.0: 4.3 4.3 Old : 100.0: 31.1 82.9 22.6 12.3 0.4 25.2 0.0 0.0 16.4 0.0 0.0: 4.3 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 : 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 : 69.7 90.1 90.3 94.0 69.3 87.8 89.4 90.7 Old : 69.7 90.1 90.3 94.0 69.3 87.8 89.4 90.7 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, May 05, 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 : 63,395: 21,695 55,915 12,361 2,605 810 5,100 25 695 19,004 0 815: 2,915 2,530 Old : 63,395: 21,695 55,915 12,361 2,605 810 5,100 25 695 19,004 0 815: 2,915 2,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2,740: 1,185 3,290 1,495 -400 0 -715 25 80 745 0 0: -50 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 88.2 19.5 4.1 1.3 8.0 0.0 1.1 30.0 0.0 1.3: 4.6 4.0 Old : 100.0: 34.2 88.2 19.5 4.1 1.3 8.0 0.0 1.1 30.0 0.0 1.3: 4.6 4.0 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: 18 11 . . . . . . 5 0 .: Old : 32: 18 11 . . . . . . 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 : 59.5 82.3 78.0 92.6 57.2 81.1 75.6 89.0 Old : 59.5 82.3 78.0 92.6 57.2 81.1 75.6 89.0 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, May 05, 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 : 53,620: 21,110 45,775 11,481 3,165 660 5,000 15 805 10,979 0 845: 2,740 2,355 Old : 53,620: 21,110 45,775 11,481 3,165 660 5,000 15 805 10,979 0 845: 2,740 2,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 2,605: 1,085 3,075 1,545 -300 -10 -715 15 90 670 0 -100: 40 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 85.4 21.4 5.9 1.2 9.3 0.0 1.5 20.5 0.0 1.6: 5.1 4.4 Old : 100.0: 39.4 85.4 21.4 5.9 1.2 9.3 0.0 1.5 20.5 0.0 1.6: 5.1 4.4 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 : 32: 19 11 . . . . . . 5 0 .: Old : 32: 19 11 . . . . . . 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 : 53.9 79.9 76.1 91.6 50.8 78.8 73.0 87.8 Old : 53.9 79.9 76.1 91.6 50.8 78.8 73.0 87.8 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, May 05, 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 : 22,240: 12,090 12,535 2,240 0 915 65 4,190 440 2,920 1,085 375: 3,195 2,700 Old : 22,240: 12,090 12,535 2,240 0 915 65 4,190 440 2,920 1,085 375: 3,195 2,700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,000: 400 590 540 0 -500 65 -35 -65 0 300 0: 560 710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 56.4 10.1 0.0 4.1 0.3 18.8 2.0 13.1 4.9 1.7: 14.4 12.1 Old : 100.0: 54.4 56.4 10.1 0.0 4.1 0.3 18.8 2.0 13.1 4.9 1.7: 14.4 12.1 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 : 25: 12 10 . 0 . . . . . . .: Old : 25: 12 10 . 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 : 50.2 66.6 73.7 82.7 46.6 65.6 67.2 77.4 Old : 50.2 66.6 73.7 82.7 46.6 65.6 67.2 77.4 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, May 05, 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 : 21,330: 11,425 12,310 2,080 0 915 0 4,190 440 3,930 1,235 120: 2,420 2,120 Old : 21,330: 11,425 12,310 2,080 0 915 0 4,190 440 3,930 1,235 120: 2,420 2,120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,000: 400 650 605 -20 -310 0 -35 -65 0 300 0: 370 480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 57.7 9.8 0.0 4.3 0.0 19.6 2.1 18.4 5.8 0.6: 11.3 9.9 Old : 100.0: 53.6 57.7 9.8 0.0 4.3 0.0 19.6 2.1 18.4 5.8 0.6: 11.3 9.9 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: 12 8 . 0 . 0 . . . . .: Old : 24: 12 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 : 54.7 69.3 77.0 86.8 54.1 68.5 72.4 81.5 Old : 54.7 69.3 77.0 86.8 54.1 68.5 72.4 81.5 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, May 05, 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 : 76,050: 42,125 43,270 6,215 0 2,140 2,005 20,930 1,110 15,360 1,500 1,270: 5,825 5,830 Old : 76,050: 42,125 43,270 6,215 0 2,140 2,005 20,930 1,110 15,360 1,500 1,270: 5,825 5,830 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 280: 90 -1,135 350 0 0 0 1,260 -25 -50 0 0: -85 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 56.9 8.2 0.0 2.8 2.6 27.5 1.5 20.2 2.0 1.7: 7.7 7.7 Old : 100.0: 55.4 56.9 8.2 0.0 2.8 2.6 27.5 1.5 20.2 2.0 1.7: 7.7 7.7 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 : 30: 16 10 . 0 . . . . 4 . .: Old : 30: 16 10 . 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 : 60.9 71.5 74.3 84.6 57.3 69.9 70.0 81.8 Old : 60.9 71.5 74.3 84.6 57.3 69.9 70.0 81.8 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, May 05, 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 : 69,800: 42,100 38,500 5,940 0 1,755 1,960 20,930 1,100 11,075 1,500 1,270: 4,600 4,745 Old : 69,800: 42,100 38,500 5,940 0 1,755 1,960 20,930 1,100 11,075 1,500 1,270: 4,600 4,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 145: -110 -1,285 350 0 -50 0 1,260 -25 -50 0 0: 30 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 55.2 8.5 0.0 2.5 2.8 30.0 1.6 15.9 2.1 1.8: 6.6 6.8 Old : 100.0: 60.3 55.2 8.5 0.0 2.5 2.8 30.0 1.6 15.9 2.1 1.8: 6.6 6.8 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 : 30: 16 12 . 0 . . . . 4 . .: Old : 30: 16 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 : 58.8 74.8 74.2 85.7 55.1 73.1 69.6 82.2 Old : 58.8 74.8 74.2 85.7 55.1 73.1 69.6 82.2 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, May 05, 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 : 64,426: 38,192 21,659 0 20,426 0 17,450 0 2,465 58 13,675 2,005: 4,256 4,196 Old : 64,426: 38,192 21,659 0 20,426 0 17,450 0 2,465 58 13,675 2,005: 4,256 4,196 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 785: 51 -1,519 0 1,940 0 920 0 -345 0 500 0: 159 209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 33.6 0.0 31.7 0.0 27.1 0.0 3.8 0.1 21.2 3.1: 6.6 6.5 Old : 100.0: 59.3 33.6 0.0 31.7 0.0 27.1 0.0 3.8 0.1 21.2 3.1: 6.6 6.5 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 : 28: 18 11 0 . 0 . 0 . . . .: Old : 28: 18 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 : 55.4 70.6 75.7 87.4 51.6 67.2 71.7 80.6 Old : 55.4 70.6 75.7 87.4 51.6 67.2 71.7 80.6 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, May 05, 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 : 52,705: 35,674 17,435 0 17,772 175 8,095 0 2,780 58 8,890 2,775: 3,148 2,878 Old : 52,705: 35,674 17,435 0 17,772 175 8,095 0 2,780 58 8,890 2,775: 3,148 2,878 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,940: 1,451 -729 0 2,040 0 610 0 -370 0 700 100: 149 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 33.1 0.0 33.7 0.3 15.4 0.0 5.3 0.1 16.9 5.3: 6.0 5.5 Old : 100.0: 67.7 33.1 0.0 33.7 0.3 15.4 0.0 5.3 0.1 16.9 5.3: 6.0 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 : 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 : 55.6 64.7 75.8 87.7 48.1 57.8 63.6 71.6 Old : 55.6 64.7 75.8 87.7 48.1 57.8 63.6 71.6 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, May 05, 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 : 185,476: 96,888 87,839 16,110 150 8,727 4,698 17,520 6,562 1,450 13,467 4,275: 46,766 46,936 Old : 185,476: 96,888 87,839 16,110 150 8,727 4,698 17,520 6,562 1,450 13,467 4,275: 46,766 46,936 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 6,155: 1,983 2,698 -2,200 -75 1,610 1,860 395 -825 50 -1,555 1,040: 2,637 2,867 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 47.4 8.7 0.1 4.7 2.5 9.4 3.5 0.8 7.3 2.3: 25.2 25.3 Old : 100.0: 52.2 47.4 8.7 0.1 4.7 2.5 9.4 3.5 0.8 7.3 2.3: 25.2 25.3 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 : 44: 25 29 . . . . . . . 5 4: Old : 44: 25 29 . . . . . . . 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 : 43.9 33.7 61.6 47.2 37.3 31.1 49.2 40.3 Old : 43.9 33.7 61.6 47.2 37.3 31.1 49.2 40.3 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, May 05, 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 : 150,419: 72,879 82,506 19,226 0 5,133 5,008 6,520 5,841 1,450 9,127 4,520: 36,362 36,772 Old : 150,419: 72,879 82,506 19,226 0 5,133 5,008 6,520 5,841 1,450 9,127 4,520: 36,362 36,772 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 3,405: 925 2,430 -1,435 0 -315 1,260 85 -890 50 -1,920 1,220: 2,590 2,795 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 54.9 12.8 0.0 3.4 3.3 4.3 3.9 1.0 6.1 3.0: 24.2 24.4 Old : 100.0: 48.5 54.9 12.8 0.0 3.4 3.3 4.3 3.9 1.0 6.1 3.0: 24.2 24.4 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 : 41: 21 26 . 0 . . . . . 5 4: Old : 41: 21 26 . 0 . . . . . 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 : 48.5 31.0 61.4 46.0 38.8 25.7 45.6 36.2 Old : 48.5 31.0 61.4 46.0 38.8 25.7 45.6 36.2 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, May 05, 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 : 64,660: 31,470 30,085 17,151 6,416 7,119 1,245 9,090 2,215 0 4,760 0: 5,460 4,975 Old : 64,660: 31,470 30,085 17,151 6,416 7,119 1,245 9,090 2,215 0 4,760 0: 5,460 4,975 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 225: -50 175 -1,010 -800 905 100 0 -40 0 0 0: 320 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.7 46.5 26.5 9.9 11.0 1.9 14.1 3.4 0.0 7.4 0.0: 8.4 7.7 Old : 100.0: 48.7 46.5 26.5 9.9 11.0 1.9 14.1 3.4 0.0 7.4 0.0: 8.4 7.7 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 : 27: 13 16 . . . . . . 0 . 0: Old : 27: 13 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 : 58.5 50.8 78.1 71.2 49.7 43.2 63.0 57.5 Old : 58.5 50.8 78.1 71.2 49.7 43.2 63.0 57.5 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, May 05, 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 : 56,309: 29,955 20,705 8,011 4,106 8,813 990 10,190 2,275 0 4,135 0: 6,265 6,085 Old : 56,309: 29,955 20,705 8,011 4,106 8,813 990 10,190 2,275 0 4,135 0: 6,265 6,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : -265: 350 -10 -660 -240 170 0 0 0 0 0 0: -125 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 36.8 14.2 7.3 15.7 1.8 18.1 4.0 0.0 7.3 0.0: 11.1 10.8 Old : 100.0: 53.2 36.8 14.2 7.3 15.7 1.8 18.1 4.0 0.0 7.3 0.0: 11.1 10.8 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 : 26: 15 17 . . . . . . 0 . 0: Old : 26: 15 17 . . . . . . 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 : 51.7 52.5 71.7 74.9 40.0 41.6 52.2 52.4 Old : 51.7 52.5 71.7 74.9 40.0 41.6 52.2 52.4 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, May 05, 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 : 46,115: 12,225 28,565 0 8,720 2,930 24,015 0 1,330 480 0 1,200: 3,935 3,370 Old : 46,115: 12,225 28,565 0 8,720 2,930 24,015 0 1,330 480 0 1,200: 3,935 3,370 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,180: -70 -75 0 1,245 -45 1,200 0 0 0 0 0: 95 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 61.9 0.0 18.9 6.4 52.1 0.0 2.9 1.0 0.0 2.6: 8.5 7.3 Old : 100.0: 26.5 61.9 0.0 18.9 6.4 52.1 0.0 2.9 1.0 0.0 2.6: 8.5 7.3 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: 11 17 0 . . . 0 . . 0 .: Old : 25: 11 17 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 : 69.8 61.3 81.0 76.0 64.4 57.3 67.4 67.5 Old : 69.8 61.3 81.0 76.0 64.4 57.3 67.4 67.5 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, May 05, 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 : 56,295: 8,070 41,295 0 8,065 2,725 41,045 280 1,100 480 0 1,200: 1,675 1,630 Old : 56,295: 8,070 41,295 0 8,065 2,725 41,045 280 1,100 480 0 1,200: 1,675 1,630 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,180: -100 -130 0 1,200 -20 1,200 0 0 0 0 0: 100 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 73.4 0.0 14.3 4.8 72.9 0.5 2.0 0.9 0.0 2.1: 3.0 2.9 Old : 100.0: 14.3 73.4 0.0 14.3 4.8 72.9 0.5 2.0 0.9 0.0 2.1: 3.0 2.9 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 : 23: 10 15 0 . . . . . . 0 .: Old : 23: 10 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 : 89.0 66.4 94.4 82.6 83.0 61.5 84.1 76.2 Old : 89.0 66.4 94.4 82.6 83.0 61.5 84.1 76.2 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, May 05, 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 : 149,009: 82,739 81,807 6,200 8,792 15,645 4,925 7,845 6,690 4,070 0 0: 28,740 28,230 Old : 149,009: 82,739 81,807 6,200 8,792 15,645 4,925 7,845 6,690 4,070 0 0: 28,740 28,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 5,452: 1,357 3,677 630 -2,180 680 300 1,300 0 0 0 0: 2,485 1,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 54.9 4.2 5.9 10.5 3.3 5.3 4.5 2.7 0.0 0.0: 19.3 18.9 Old : 100.0: 55.5 54.9 4.2 5.9 10.5 3.3 5.3 4.5 2.7 0.0 0.0: 19.3 18.9 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 : 36: 25 26 . . . . . . . 0 0: Old : 36: 25 26 . . . . . . . 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 : 35.5 43.4 52.1 62.8 26.4 30.5 37.4 40.4 Old : 35.5 43.4 52.1 62.8 26.4 30.5 37.4 40.4 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, May 05, 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 : 121,885: 72,265 61,780 6,110 17,050 12,135 25 2,720 10,155 3,670 0 0: 17,525 18,045 Old : 121,885: 72,265 61,780 6,110 17,050 12,135 25 2,720 10,155 3,670 0 0: 17,525 18,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 1,110: 900 400 500 -465 220 0 1,200 -400 0 0 0: -110 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 50.7 5.0 14.0 10.0 0.0 2.2 8.3 3.0 0.0 0.0: 14.4 14.8 Old : 100.0: 59.3 50.7 5.0 14.0 10.0 0.0 2.2 8.3 3.0 0.0 0.0: 14.4 14.8 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 : 32: 22 22 . . . . . . . 0 0: Old : 32: 22 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 : 42.2 46.3 63.5 66.9 30.3 34.3 40.2 43.5 Old : 42.2 46.3 63.5 66.9 30.3 34.3 40.2 43.5 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, May 05, 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 : 29,925: 20,710 15,730 0 9,895 1,715 4,275 300 0 1,125 0 550: 1,550 1,735 Old : 29,925: 20,710 15,730 0 9,895 1,715 4,275 300 0 1,125 0 550: 1,550 1,735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 145: 300 -185 0 300 -175 0 0 0 0 0 0: 20 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 52.6 0.0 33.1 5.7 14.3 1.0 0.0 3.8 0.0 1.8: 5.2 5.8 Old : 100.0: 69.2 52.6 0.0 33.1 5.7 14.3 1.0 0.0 3.8 0.0 1.8: 5.2 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 : 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 : 61.4 79.4 82.7 90.1 61.0 73.7 78.6 82.5 Old : 61.4 79.4 82.7 90.1 61.0 73.7 78.6 82.5 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, May 05, 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 : 29,925: 21,650 14,885 0 10,825 1,515 3,850 300 0 675 0 500: 1,735 1,900 Old : 29,925: 21,650 14,885 0 10,825 1,515 3,850 300 0 675 0 500: 1,735 1,900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 300: 300 -205 0 300 -175 0 0 0 0 0 0: 175 380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 49.7 0.0 36.2 5.1 12.9 1.0 0.0 2.3 0.0 1.7: 5.8 6.3 Old : 100.0: 72.3 49.7 0.0 36.2 5.1 12.9 1.0 0.0 2.3 0.0 1.7: 5.8 6.3 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 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 : 65.2 79.5 82.8 89.8 64.9 74.4 79.0 83.0 Old : 65.2 79.5 82.8 89.8 64.9 74.4 79.0 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2020