Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 20,494 : : Positions : : 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144 : : : : Changes from: March 24, 2020 : : -1,174 -904 134 80 -43 -147 -335 0 21 -166 196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 11,826 : : Positions : : 6,291 6,297 723 3,011 1,071 2,629 198 132 567 682 198 : : : : Changes from: March 24, 2020 : : 1,007 88 0 88 0 -132 132 132 66 396 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 53.2 6.1 25.5 9.1 22.2 1.7 1.1 4.8 5.8 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 16 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,873 : : Positions : : 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500 : : : : Changes from: March 24, 2020 : : -702 -165 0 0 75 22 -178 -22 -115 -40 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . 0 . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 33,664 : : Positions : : 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450 : : : : Changes from: March 24, 2020 : : 1,580 740 -390 395 -145 0 75 0 -125 0 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 0 . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 142,721 : : Positions : : 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539 : : : : Changes from: March 24, 2020 : : 1,184 4,037 -52 -1,604 -355 0 -1,356 700 5 50 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 30 . . 4 . 6 4 . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 73,600 : : Positions : : 59,638 54,935 4,880 8,086 3,994 325 1,043 2,365 1,066 1,825 1,332 : : : : Changes from: March 24, 2020 : : 493 103 0 0 -115 0 -60 75 -350 100 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.6 6.6 11.0 5.4 0.4 1.4 3.2 1.4 2.5 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 36,855 : : Positions : : 33,907 24,195 958 10,320 840 0 675 0 325 0 825 : : : : Changes from: March 24, 2020 : : 740 890 0 -125 0 0 0 0 -25 -50 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 15 . . . 0 . 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 59,659 : : Positions : : 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842 : : : : Changes from: March 24, 2020 : : -715 675 15 -1,213 580 50 0 0 50 -62 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 78,614 : : Positions : : 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842 : : : : Changes from: March 24, 2020 : : -789 463 0 -1,555 537 -440 0 0 25 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 35.0 0.0 49.2 7.3 30.9 1.2 0.1 1.8 3.5 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 0 4 4 5 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,712 : : Positions : : 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208 : : : : Changes from: March 24, 2020 : : 67 420 360 235 0 0 0 0 -47 -300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 3.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 89,497 : : Positions : : 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750 : : : : Changes from: March 24, 2020 : : 286 741 464 170 -4 0 0 0 -33 -234 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 43,421 : : Positions : : 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230 : : : : Changes from: March 24, 2020 : : 155 -890 -1,035 0 133 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,751 : : Positions : : 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0 : : : : Changes from: March 24, 2020 : : 43 308 0 -250 -568 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 88,237 : : Positions : : 56,228 65,959 320 9,272 8,923 8,037 112 405 11,871 1,239 2,086 : : : : Changes from: March 24, 2020 : : -1,600 209 0 -1,075 1,166 -82 37 92 913 45 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 74.8 0.4 10.5 10.1 9.1 0.1 0.5 13.5 1.4 2.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 34 . . . 6 . 5 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 40,149 : : Positions : : 29,742 30,723 0 6,468 1,896 100 199 1 7,880 300 250 : : : : Changes from: March 24, 2020 : : 100 160 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 50,131 : : Positions : : 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273 : : : : Changes from: March 24, 2020 : : 5 -1,080 -1,080 0 450 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 89.6 17.2 0.0 9.1 0.0 0.0 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 37,650 : : Positions : : 30,138 25,577 0 3,962 5,974 50 1,230 0 85 410 120 : : : : Changes from: March 24, 2020 : : -440 -349 0 29 85 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 67.9 0.0 10.5 15.9 0.1 3.3 0.0 0.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 0 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 66,197 : : Positions : : 53,301 63,182 7,794 0 2,345 0 45 0 1,824 200 185 : : : : Changes from: March 24, 2020 : : 160 735 575 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 95.4 11.8 0.0 3.5 0.0 0.1 0.0 2.8 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 12 6 0 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 70,090 : : Positions : : 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90 : : : : Changes from: March 24, 2020 : : 450 534 -25 -75 80 0 0 0 34 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 90.4 5.2 4.4 4.4 0.0 0.1 0.0 3.7 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 76,865 : : Positions : : 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875 : : : : Changes from: March 24, 2020 : : 1,942 2,683 185 -700 695 -2 5 2 -75 62 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 5 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 94,616 : : Positions : : 75,919 84,520 10,486 1,901 3,720 245 1,181 281 1,640 1,012 1,965 : : : : Changes from: March 24, 2020 : : 588 1,117 195 -700 -57 -26 0 25 -373 -13 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 89.3 11.1 2.0 3.9 0.3 1.2 0.3 1.7 1.1 2.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 26 5 . . . 5 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 63,668 : : Positions : : 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50 : : : : Changes from: March 24, 2020 : : 273 195 0 25 0 0 78 0 -125 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 53,265 : : Positions : : 34,645 51,225 16,280 0 815 0 225 0 1,000 475 525 : : : : Changes from: March 24, 2020 : : -2,655 225 2,880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 96.2 30.6 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 61,314 : : Positions : : 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074 : : : : Changes from: March 24, 2020 : : 963 42 -710 86 94 0 55 0 0 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 68,533 : : Positions : : 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247 : : : : Changes from: March 24, 2020 : : 1,106 621 -434 86 0 0 0 0 0 -35 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,559 : : Positions : : 15,583 24,512 9,564 0 138 0 275 75 0 236 0 : : : : Changes from: March 24, 2020 : : -15 -19 0 0 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 4 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 25,320 : : Positions : : 15,295 25,185 9,469 0 135 75 0 0 0 0 0 : : : : Changes from: March 24, 2020 : : 60 29 -35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 99.5 37.4 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 32,052 : : Positions : : 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015 : : : : Changes from: March 24, 2020 : : -701 -745 -15 0 -10 0 15 0 110 129 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 20,500 : : Positions : : 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325 : : : : Changes from: March 24, 2020 : : -575 -599 -5 0 0 0 0 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 61,694 : : Positions : : 48,102 35,281 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177 : : : : Changes from: March 24, 2020 : : 2,116 1,361 -10 1,100 0 350 30 0 65 0 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 57.2 10.3 30.7 1.1 4.2 7.8 0.7 3.7 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 22 5 . 6 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,848 : : Positions : : 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683 : : : : Changes from: March 24, 2020 : : 944 129 -130 990 100 350 0 0 -25 20 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,344 : : Positions : : 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50 : : : : Changes from: March 24, 2020 : : 220 125 0 0 0 0 120 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 21,948 : : Positions : : 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0 : : : : Changes from: March 24, 2020 : : 85 25 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 9,536 : : Positions : : 8,399 6,885 146 450 676 25 600 0 100 900 25 : : : : Changes from: March 24, 2020 : : -20 105 50 0 25 25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 9,635 : : Positions : : 8,667 6,665 163 450 570 25 700 0 100 1,250 0 : : : : Changes from: March 24, 2020 : : 0 125 138 -12 -63 25 100 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 12,827 : : Positions : : 7,936 10,577 3,378 1,400 10 0 0 0 795 380 460 : : : : Changes from: March 24, 2020 : : 425 435 10 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 12,055 : : Positions : : 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550 : : : : Changes from: March 24, 2020 : : -100 -200 -50 0 2 0 0 0 -40 10 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 37,055 : : Positions : : 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265 : : : : Changes from: March 24, 2020 : : -25 200 25 0 0 0 0 0 0 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 36,976 : : Positions : : 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545 : : : : Changes from: March 24, 2020 : : -5 220 25 0 0 0 0 0 0 -200 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 108,677 : : Positions : : 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000 : : : : Changes from: March 24, 2020 : : 2,126 1,681 94 374 -208 0 20 -20 0 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 28 . . . . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 123,454 : : Positions : : 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946 : : : : Changes from: March 24, 2020 : : 1,009 276 -24 651 -254 100 75 -25 50 160 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 30 . . 5 . . . 4 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 282,444 : : Positions : : 153,983 200,982 34,651 3,035 37,351 14,327 5,184 12,358 17,421 11,440 12,028 : : : : Changes from: March 24, 2020 : : 1,538 1,871 782 -133 51 -157 143 191 -43 173 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 71.2 12.3 1.1 13.2 5.1 1.8 4.4 6.2 4.1 4.3 : : : : Number of Traders in Each Category Total Traders: 96 : : 42 35 5 . 5 11 8 8 14 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 18,876 : : Positions : : 10,095 17,182 2,382 130 839 965 600 55 4,105 0 0 : : : : Changes from: March 24, 2020 : : 3,100 3,050 -50 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,744 : : Positions : : 6,675 14,503 3,445 120 461 145 600 55 4,380 0 0 : : : : Changes from: March 24, 2020 : : 975 925 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 1,680 : : Positions : : 1,235 1,000 85 0 0 25 0 0 125 425 0 : : : : Changes from: March 24, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 11,943 : : Positions : : 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0 : : : : Changes from: March 24, 2020 : : -15 350 65 25 -15 0 0 0 585 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 82,183 : : Positions : : 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0 : : : : Changes from: March 24, 2020 : : 2,722 4,325 1,183 -1,800 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,583 : : Positions : : 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0 : : : : Changes from: March 24, 2020 : : 2,702 3,862 1,140 -1,800 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,000 : : Positions : : 6,830 17,200 12,195 2,375 990 150 1,300 0 1,835 0 0 : : : : Changes from: March 24, 2020 : : 0 -300 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 68.8 48.8 9.5 4.0 0.6 5.2 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,675 : : Positions : : 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0 : : : : Changes from: March 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,213 : : Positions : : 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0 : : : : Changes from: March 24, 2020 : : 2,705 5 0 2,400 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 40,288 : : Positions : : 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300 : : : : Changes from: March 24, 2020 : : 2,820 60 0 2,400 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,295 : : Positions : : 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0 : : : : Changes from: March 24, 2020 : : -490 -600 0 110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 13,970 : : Positions : : 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0 : : : : Changes from: March 24, 2020 : : -285 -285 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 97,063 : : Positions : : 52,024 28,368 5,549 39,700 3,570 14,145 1,700 215 0 1,940 1,935 : : : : Changes from: March 24, 2020 : : 50 170 240 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 90,720 : : Positions : : 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820 : : : : Changes from: March 24, 2020 : : 0 120 240 120 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 28.8 6.3 38.0 3.7 15.8 2.0 0.2 0.0 5.2 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,537 : : Positions : : 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065 : : : : Changes from: March 24, 2020 : : 1,400 440 -125 0 57 0 1,175 0 0 -340 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,337 : : Positions : : 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585 : : : : Changes from: March 24, 2020 : : 1,400 340 -125 100 120 0 1,175 0 325 -15 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 33,188 : : Positions : : 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045 : : : : Changes from: March 24, 2020 : : -170 0 45 200 46 780 0 0 0 575 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 51,913 : : Positions : : 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0 : : : : Changes from: March 24, 2020 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 54,630 : : Positions : : 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0 : : : : Changes from: March 24, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 53,750 : : Positions : : 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180 : : : : Changes from: March 24, 2020 : : 545 2,075 1,630 -300 -55 -100 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 . . . 4 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 49,825 : : Positions : : 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260 : : : : Changes from: March 24, 2020 : : 385 -185 630 150 -30 -100 0 0 -950 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 10 . . . 4 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,295 : : Positions : : 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470 : : : : Changes from: March 24, 2020 : : 100 25 0 0 0 -110 190 110 125 -100 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 21,400 : : Positions : : 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130 : : : : Changes from: March 24, 2020 : : 100 25 0 0 0 0 240 60 125 -100 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 74,730 : : Positions : : 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150 : : : : Changes from: March 24, 2020 : : 170 1,270 100 0 200 75 200 10 1,125 0 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 69,215 : : Positions : : 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150 : : : : Changes from: March 24, 2020 : : -100 -100 -500 0 270 75 200 0 625 0 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 61,736 : : Positions : : 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705 : : : : Changes from: March 24, 2020 : : 711 -349 0 420 0 620 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 49,898 : : Positions : : 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505 : : : : Changes from: March 24, 2020 : : 50 0 0 420 0 120 0 50 0 -250 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 169,587 : : Positions : : 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070 : : : : Changes from: March 24, 2020 : : 100 -680 1,070 75 175 500 150 125 0 1,465 -805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 29 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 138,657 : : Positions : : 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780 : : : : Changes from: March 24, 2020 : : -1,235 85 1,945 0 -180 500 -350 175 0 990 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 25 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 63,585 : : Positions : : 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0 : : : : Changes from: March 24, 2020 : : 570 -830 670 -130 120 -100 2,100 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 56,645 : : Positions : : 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0 : : : : Changes from: March 24, 2020 : : 1,170 -330 670 70 -470 0 2,100 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 43,875 : : Positions : : 13,435 29,095 2,210 7,005 2,575 19,605 0 1,385 370 0 1,310 : : : : Changes from: March 24, 2020 : : 0 1,500 0 500 25 2,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 53,095 : : Positions : : 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 0 1,310 : : : : Changes from: March 24, 2020 : : 85 1,485 0 600 -230 2,000 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 135,905 : : Positions : : 75,669 69,965 3,171 15,990 13,300 4,675 2,025 6,950 4,260 0 0 : : : : Changes from: March 24, 2020 : : -160 155 -165 20 215 300 -200 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 51.5 2.3 11.8 9.8 3.4 1.5 5.1 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 114,156 : : Positions : : 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0 : : : : Changes from: March 24, 2020 : : 0 350 20 70 -20 0 -400 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,550 : : Positions : : 19,565 15,420 0 9,380 2,035 4,435 300 0 1,100 0 575 : : : : Changes from: March 24, 2020 : : 60 0 0 60 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 52.2 0.0 31.7 6.9 15.0 1.0 0.0 3.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,950 : : Positions : : 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500 : : : : Changes from: March 24, 2020 : : 60 0 0 60 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 03, 2020