Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 19,836 : : Positions : : 13,973 11,241 1,320 189 935 363 1,215 180 416 3,540 1,753 : : : : Changes from: April 7, 2020 : : 261 173 -100 0 57 0 0 0 0 -9 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 56.7 6.7 1.0 4.7 1.8 6.1 0.9 2.1 17.8 8.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 10,110 : : Positions : : 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0 : : : : Changes from: April 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 14 . . . . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 40,842 : : Positions : : 27,043 36,873 5,488 0 2,156 452 100 173 4,195 180 1,335 : : : : Changes from: April 7, 2020 : : 620 720 275 0 -13 0 0 0 -175 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 90.3 13.4 0.0 5.3 1.1 0.2 0.4 10.3 0.4 3.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 31,974 : : Positions : : 25,619 26,266 0 2,067 1,262 0 326 453 3,050 250 1,350 : : : : Changes from: April 7, 2020 : : 50 75 0 150 -60 0 0 0 275 100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 82.1 0.0 6.5 3.9 0.0 1.0 1.4 9.5 0.8 4.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 0 . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 140,814 : : Positions : : 116,827 97,455 3,245 20,270 5,287 2,335 2,126 6,887 2,639 5,280 3,398 : : : : Changes from: April 7, 2020 : : 1,804 3,635 0 -637 -123 230 -700 -45 535 256 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 69.2 2.3 14.4 3.8 1.7 1.5 4.9 1.9 3.7 2.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 . . 4 . 6 4 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 69,157 : : Positions : : 56,593 51,255 4,380 8,326 3,840 300 803 2,170 642 1,511 1,232 : : : : Changes from: April 7, 2020 : : -530 -455 0 250 90 0 -250 25 26 -49 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 74.1 6.3 12.0 5.6 0.4 1.2 3.1 0.9 2.2 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 38,210 : : Positions : : 35,564 25,220 656 10,575 840 0 675 0 325 75 825 : : : : Changes from: April 7, 2020 : : 1,765 1,240 0 525 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 66.0 1.7 27.7 2.2 0.0 1.8 0.0 0.9 0.2 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 59,139 : : Positions : : 32,053 24,454 639 24,149 4,271 15,750 150 50 1,347 1,190 4,862 : : : : Changes from: April 7, 2020 : : -69 6 15 155 155 0 0 0 90 -125 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 41.4 1.1 40.8 7.2 26.6 0.3 0.1 2.3 2.0 8.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 77,587 : : Positions : : 42,916 26,437 0 39,794 5,381 23,505 665 50 1,996 2,207 2,980 : : : : Changes from: April 7, 2020 : : -38 294 0 160 225 0 -300 0 93 -122 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 34.1 0.0 51.3 6.9 30.3 0.9 0.1 2.6 2.8 3.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 0 4 4 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 70,376 : : Positions : : 53,620 43,460 8,068 20,627 3,781 300 0 0 1,773 236 2,252 : : : : Changes from: April 7, 2020 : : 2,378 -22 -1,480 865 1,646 0 0 0 0 206 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 61.8 11.5 29.3 5.4 0.4 0.0 0.0 2.5 0.3 3.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 86,155 : : Positions : : 62,767 48,083 15,983 32,757 2,091 300 0 0 1,444 241 2,738 : : : : Changes from: April 7, 2020 : : 2,725 325 -1,480 865 1,255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 55.8 18.6 38.0 2.4 0.3 0.0 0.0 1.7 0.3 3.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 42,350 : : Positions : : 28,369 37,637 9,316 0 4,062 0 0 0 225 45 230 : : : : Changes from: April 7, 2020 : : -1,502 -1,839 -170 0 0 0 0 0 -25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 88.9 22.0 0.0 9.6 0.0 0.0 0.0 0.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 27,669 : : Positions : : 25,530 17,590 0 7,869 1,254 0 600 0 360 346 0 : : : : Changes from: April 7, 2020 : : 2,077 253 0 1,714 -154 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 63.6 0.0 28.4 4.5 0.0 2.2 0.0 1.3 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 87,791 : : Positions : : 55,542 64,535 320 10,801 8,400 7,980 303 306 12,798 1,205 2,086 : : : : Changes from: April 7, 2020 : : -826 -1,941 0 291 -250 -120 39 0 124 38 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 73.5 0.4 12.3 9.6 9.1 0.3 0.3 14.6 1.4 2.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 32 . . . 7 4 4 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 42,477 : : Positions : : 32,748 32,425 0 6,618 2,412 0 199 1 6,805 300 225 : : : : Changes from: April 7, 2020 : : -1,250 -1,906 0 -450 -60 -100 0 0 -1,075 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 76.3 0.0 15.6 5.7 0.0 0.5 0.0 16.0 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 47,131 : : Positions : : 34,107 41,386 7,359 0 4,994 0 0 0 240 96 254 : : : : Changes from: April 7, 2020 : : -2,675 -2,836 97 0 -247 0 0 0 -110 -6 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 87.8 15.6 0.0 10.6 0.0 0.0 0.0 0.5 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 36,479 : : Positions : : 29,246 24,810 0 4,196 5,740 0 1,110 0 105 210 150 : : : : Changes from: April 7, 2020 : : -922 -1,090 0 518 -518 0 -120 0 -30 -200 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 68.0 0.0 11.5 15.7 0.0 3.0 0.0 0.3 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 65,665 : : Positions : : 52,041 62,762 8,556 0 2,345 0 45 0 1,760 200 73 : : : : Changes from: April 7, 2020 : : 1,200 2,910 1,770 0 0 0 0 0 -60 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 95.6 13.0 0.0 3.6 0.0 0.1 0.0 2.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 10 6 0 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 69,592 : : Positions : : 59,040 63,223 4,141 2,289 3,545 0 45 0 2,321 250 60 : : : : Changes from: April 7, 2020 : : 1,980 3,690 1,110 -660 510 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 90.8 6.0 3.3 5.1 0.0 0.1 0.0 3.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 14 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 72,895 : : Positions : : 61,001 67,032 8,363 1,803 1,762 0 437 85 449 596 1,020 : : : : Changes from: April 7, 2020 : : 1,753 673 -80 600 -1,262 0 335 0 -50 15 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 92.0 11.5 2.5 2.4 0.0 0.6 0.1 0.6 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 5 . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 89,495 : : Positions : : 72,752 80,206 9,398 2,435 2,969 262 1,301 251 1,786 563 1,740 : : : : Changes from: April 7, 2020 : : 1,313 760 6 500 -628 10 4 0 55 115 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 89.6 10.5 2.7 3.3 0.3 1.5 0.3 2.0 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 25 5 . . . 7 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 62,303 : : Positions : : 42,015 54,067 19,708 2,635 60 0 3,641 0 500 1,900 0 : : : : Changes from: April 7, 2020 : : 1,195 995 300 350 0 0 125 0 -50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 86.8 31.6 4.2 0.1 0.0 5.8 0.0 0.8 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 52,905 : : Positions : : 34,950 51,150 15,650 0 780 0 225 0 1,150 375 375 : : : : Changes from: April 7, 2020 : : 525 1,425 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 96.7 29.6 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 60,879 : : Positions : : 42,403 55,567 14,315 471 1,807 700 110 0 653 1,796 957 : : : : Changes from: April 7, 2020 : : -76 239 635 -15 -17 0 0 0 -35 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 91.3 23.5 0.8 3.0 1.1 0.2 0.0 1.1 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 66,047 : : Positions : : 49,324 58,608 12,589 783 98 180 2,225 1,280 1,366 1,647 1,067 : : : : Changes from: April 7, 2020 : : -692 -632 -10 -144 0 0 -240 0 -25 325 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 88.7 19.1 1.2 0.1 0.3 3.4 1.9 2.1 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 24,156 : : Positions : : 14,635 23,561 9,148 0 140 0 235 75 0 55 0 : : : : Changes from: April 7, 2020 : : 255 348 -120 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 97.5 37.9 0.0 0.6 0.0 1.0 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 23,875 : : Positions : : 14,090 23,760 9,081 0 115 75 0 0 0 0 0 : : : : Changes from: April 7, 2020 : : 120 50 -70 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 99.5 38.0 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 5 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 30,763 : : Positions : : 25,489 23,369 2,670 3,763 1,003 0 344 335 390 1,080 833 : : : : Changes from: April 7, 2020 : : 145 60 0 0 0 0 5 -5 65 124 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 76.0 8.7 12.2 3.3 0.0 1.1 1.1 1.3 3.5 2.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 18,236 : : Positions : : 13,855 15,188 1,964 0 135 0 1,365 0 761 887 175 : : : : Changes from: April 7, 2020 : : 60 60 0 0 0 0 0 0 60 60 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 83.3 10.8 0.0 0.7 0.0 7.5 0.0 4.2 4.9 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 58,094 : : Positions : : 45,368 32,173 5,458 18,368 877 2,630 4,866 430 2,153 195 1,160 : : : : Changes from: April 7, 2020 : : 138 158 20 -198 120 0 85 5 -31 55 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 55.4 9.4 31.6 1.5 4.5 8.4 0.7 3.7 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 22 5 . 6 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 36,578 : : Positions : : 31,333 16,664 1,839 16,482 1,037 700 540 545 400 652 574 : : : : Changes from: April 7, 2020 : : 66 92 -19 -100 9 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 45.6 5.0 45.1 2.8 1.9 1.5 1.5 1.1 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 19,895 : : Positions : : 10,673 17,975 7,232 0 929 0 326 301 575 314 50 : : : : Changes from: April 7, 2020 : : -77 50 49 0 0 0 -75 75 0 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 90.3 36.4 0.0 4.7 0.0 1.6 1.5 2.9 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 21,860 : : Positions : : 11,351 19,385 7,792 0 2,075 0 250 0 525 150 0 : : : : Changes from: April 7, 2020 : : -75 525 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 88.7 35.6 0.0 9.5 0.0 1.1 0.0 2.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 9,046 : : Positions : : 8,085 6,225 0 575 701 25 600 0 75 925 0 : : : : Changes from: April 7, 2020 : : 300 0 -25 275 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 68.8 0.0 6.4 7.7 0.3 6.6 0.0 0.8 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 9,266 : : Positions : : 8,318 6,025 0 323 743 25 925 0 75 1,250 0 : : : : Changes from: April 7, 2020 : : 300 0 -277 23 277 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 65.0 0.0 3.5 8.0 0.3 10.0 0.0 0.8 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 11,691 : : Positions : : 7,714 10,164 3,008 700 17 0 0 0 170 260 550 : : : : Changes from: April 7, 2020 : : 300 0 0 -600 0 0 0 0 -740 160 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 86.9 25.7 6.0 0.1 0.0 0.0 0.0 1.5 2.2 4.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 10,736 : : Positions : : 6,792 9,145 2,991 700 41 0 0 0 170 340 510 : : : : Changes from: April 7, 2020 : : 325 25 0 -600 0 0 0 0 -660 240 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 85.2 27.9 6.5 0.4 0.0 0.0 0.0 1.6 3.2 4.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 35,512 : : Positions : : 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135 : : : : Changes from: April 7, 2020 : : 300 710 60 0 0 50 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 35,737 : : Positions : : 23,300 30,902 7,880 0 755 200 0 0 1,250 1,765 2,315 : : : : Changes from: April 7, 2020 : : 300 710 60 0 50 50 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 86.5 22.0 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 103,622 : : Positions : : 79,687 81,241 16,874 11,729 3,534 1,305 180 205 805 5,551 1,162 : : : : Changes from: April 7, 2020 : : 153 1,653 0 -1,856 1,131 0 50 0 100 385 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 78.4 16.3 11.3 3.4 1.3 0.2 0.2 0.8 5.4 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 27 . . . . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 117,885 : : Positions : : 88,058 94,674 19,700 9,666 4,605 2,025 930 300 1,068 5,641 2,059 : : : : Changes from: April 7, 2020 : : 724 1,846 0 -1,712 630 0 50 0 65 605 301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 80.3 16.7 8.2 3.9 1.7 0.8 0.3 0.9 4.8 1.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 29 . . 5 . . . 5 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 274,134 : : Positions : : 146,060 200,111 34,485 1,877 35,359 14,362 5,643 10,587 22,270 9,750 10,760 : : : : Changes from: April 7, 2020 : : 313 3,291 928 -481 541 -344 339 -257 1,674 -606 662 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 73.0 12.6 0.7 12.9 5.2 2.1 3.9 8.1 3.6 3.9 : : : : Number of Traders in Each Category Total Traders: 95 : : 42 37 4 . 4 7 10 9 16 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 18,069 : : Positions : : 9,923 16,311 1,943 115 918 915 600 55 3,920 0 0 : : : : Changes from: April 7, 2020 : : 275 -75 -300 -20 150 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 90.3 10.8 0.6 5.1 5.1 3.3 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 April 14, 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 14,857 : : Positions : : 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0 : : : : Changes from: April 7, 2020 : : 145 -205 -300 -20 125 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 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 April 14, 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 5,235 : : Positions : : 4,215 2,265 390 0 25 0 170 0 0 2,240 255 : : : : Changes from: April 7, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 43.3 7.4 0.0 0.5 0.0 3.2 0.0 0.0 42.8 4.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . 0 . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 12,320 : : Positions : : 4,930 10,735 760 25 100 450 0 0 6,080 1,450 0 : : : : Changes from: April 7, 2020 : : -328 -325 2 0 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 87.1 6.2 0.2 0.8 3.7 0.0 0.0 49.4 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 79,963 : : Positions : : 55,200 57,862 16,964 10,466 575 0 3,745 75 0 0 0 : : : : Changes from: April 7, 2020 : : 270 290 -40 -60 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 72.4 21.2 13.1 0.7 0.0 4.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 67,228 : : Positions : : 46,731 47,858 14,172 8,765 425 0 4,280 30 0 0 0 : : : : Changes from: April 7, 2020 : : 395 805 -70 -480 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 71.2 21.1 13.0 0.6 0.0 6.4 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 April 14, 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 24,095 : : Positions : : 6,770 16,240 11,880 2,765 835 100 1,360 0 1,745 0 0 : : : : Changes from: April 7, 2020 : : 200 -100 0 200 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 67.4 49.3 11.5 3.5 0.4 5.6 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 21,675 : : Positions : : 5,630 15,015 10,735 1,765 1,540 100 1,360 0 1,805 0 0 : : : : Changes from: April 7, 2020 : : 0 -100 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 69.3 49.5 8.1 7.1 0.5 6.3 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 57,426 : : Positions : : 29,439 18,703 7,205 25,586 1,800 11,500 3,180 4,480 0 960 0 : : : : Changes from: April 7, 2020 : : -8 -128 -25 120 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 32.6 12.5 44.6 3.1 20.0 5.5 7.8 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 39,373 : : Positions : : 21,679 19,714 7,715 12,985 730 2,970 0 3,115 0 360 300 : : : : Changes from: April 7, 2020 : : -120 -40 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 50.1 19.6 33.0 1.9 7.5 0.0 7.9 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 28,490 : : Positions : : 21,600 8,930 3,780 2,060 360 1,035 15,820 90 0 0 0 : : : : Changes from: April 7, 2020 : : 240 340 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 31.3 13.3 7.2 1.3 3.6 55.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 94,886 : : Positions : : 50,494 28,106 4,617 37,540 3,440 14,515 1,500 295 0 2,485 1,420 : : : : Changes from: April 7, 2020 : : -510 750 -180 -540 175 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 29.6 4.9 39.6 3.6 15.3 1.6 0.3 0.0 2.6 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 89,591 : : Positions : : 46,136 26,701 5,135 32,570 3,255 14,745 1,595 240 0 5,140 555 : : : : Changes from: April 7, 2020 : : -55 1,565 120 -600 15 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 29.8 5.7 36.4 3.6 16.5 1.8 0.3 0.0 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 23,066 : : Positions : : 13,416 5,745 20 2,416 1,225 3,315 7,865 175 70 1,675 1,265 : : : : Changes from: April 7, 2020 : : 0 -300 0 -300 -35 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 24.9 0.1 10.5 5.3 14.4 34.1 0.8 0.3 7.3 5.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 22,836 : : Positions : : 12,567 5,771 255 3,201 874 3,315 8,965 175 1,135 205 1,370 : : : : Changes from: April 7, 2020 : : 0 -300 0 -300 -145 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 25.3 1.1 14.0 3.8 14.5 39.3 0.8 5.0 0.9 6.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 32,644 : : Positions : : 13,799 11,435 1,226 11,255 969 13,020 50 0 0 6,170 975 : : : : Changes from: April 7, 2020 : : 265 25 0 0 0 120 0 0 0 360 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 35.0 3.8 34.5 3.0 39.9 0.2 0.0 0.0 18.9 3.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 51,611 : : Positions : : 16,686 43,345 10,113 5,560 95 12,185 0 30 10,015 0 0 : : : : Changes from: April 7, 2020 : : -120 3,720 2,340 -300 0 420 0 0 780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 84.0 19.6 10.8 0.2 23.6 0.0 0.1 19.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 54,501 : : Positions : : 18,646 45,396 11,095 6,235 260 12,310 0 30 9,700 0 0 : : : : Changes from: April 7, 2020 : : -120 3,720 2,340 -300 0 420 0 0 780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 83.3 20.4 11.4 0.5 22.6 0.0 0.1 17.8 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 April 14, 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 59,335 : : Positions : : 20,510 51,350 10,196 3,005 810 5,890 0 570 17,579 0 815 : : : : Changes from: April 7, 2020 : : 1,045 2,335 1,115 0 -100 40 0 0 135 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 86.5 17.2 5.1 1.4 9.9 0.0 1.0 29.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 50,295 : : Positions : : 20,025 42,025 9,266 3,465 670 5,790 0 670 10,229 0 945 : : : : Changes from: April 7, 2020 : : 1,045 835 1,415 0 -200 40 0 0 -1,665 0 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 83.6 18.4 6.9 1.3 11.5 0.0 1.3 20.3 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 20,735 : : Positions : : 10,825 11,945 2,665 0 870 0 4,695 480 2,920 415 385 : : : : Changes from: April 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 57.6 12.9 0.0 4.2 0.0 22.6 2.3 14.1 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 19,825 : : Positions : : 10,240 11,660 2,240 0 755 0 4,695 480 3,930 465 130 : : : : Changes from: April 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 58.8 11.3 0.0 3.8 0.0 23.7 2.4 19.8 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 74,320 : : Positions : : 41,720 44,380 5,350 0 2,090 2,130 18,350 1,135 14,960 1,500 1,270 : : : : Changes from: April 7, 2020 : : 930 450 900 0 -285 120 1,320 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 59.7 7.2 0.0 2.8 2.9 24.7 1.5 20.1 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 68,210 : : Positions : : 41,500 39,735 5,255 0 1,700 2,085 18,350 1,125 10,675 1,500 1,270 : : : : Changes from: April 7, 2020 : : 930 -150 900 0 -290 120 1,320 0 -820 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 58.3 7.7 0.0 2.5 3.1 26.9 1.6 15.7 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 62,210 : : Positions : : 37,736 23,113 0 16,601 37 15,780 0 2,865 58 13,970 2,005 : : : : Changes from: April 7, 2020 : : 670 485 0 735 -10 900 0 0 0 350 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 37.2 0.0 26.7 0.1 25.4 0.0 4.6 0.1 22.5 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,384 : : Positions : : 34,193 18,549 0 14,897 261 7,335 0 3,150 58 8,460 2,675 : : : : Changes from: April 7, 2020 : : 420 60 0 860 -10 900 0 0 0 400 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 36.8 0.0 29.6 0.5 14.6 0.0 6.3 0.1 16.8 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 171,783 : : Positions : : 93,194 83,975 17,555 1,275 6,622 2,858 16,050 8,837 1,400 13,587 3,065 : : : : Changes from: April 7, 2020 : : 3,072 3,162 -1,085 0 160 900 370 280 0 -645 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 48.9 10.2 0.7 3.9 1.7 9.3 5.1 0.8 7.9 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 28 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 137,410 : : Positions : : 72,043 74,525 14,556 300 5,448 3,768 5,860 8,156 1,400 10,877 3,205 : : : : Changes from: April 7, 2020 : : 710 3,075 -1,260 0 37 900 370 280 0 -3,095 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 54.2 10.6 0.2 4.0 2.7 4.3 5.9 1.0 7.9 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 64,495 : : Positions : : 33,210 27,755 18,311 8,836 4,674 1,040 11,360 1,660 0 4,760 0 : : : : Changes from: April 7, 2020 : : 1,400 405 275 -200 -100 105 1,575 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 43.0 28.4 13.7 7.2 1.6 17.6 2.6 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 57,314 : : Positions : : 32,640 19,880 9,071 6,241 7,033 885 12,460 1,680 0 4,135 0 : : : : Changes from: April 7, 2020 : : 1,370 375 175 -300 -175 105 1,575 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 34.7 15.8 10.9 12.3 1.5 21.7 2.9 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,005 : : Positions : : 12,460 29,745 2,110 6,650 2,575 20,820 0 1,330 480 0 1,200 : : : : Changes from: April 7, 2020 : : -105 1,250 0 175 0 1,470 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 67.6 4.8 15.1 5.9 47.3 0.0 3.0 1.1 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 53,625 : : Positions : : 8,130 41,725 0 4,510 3,185 37,550 0 1,380 480 0 1,200 : : : : Changes from: April 7, 2020 : : -90 1,205 0 175 -25 1,470 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 77.8 0.0 8.4 5.9 70.0 0.0 2.6 0.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 134,602 : : Positions : : 74,972 72,065 3,765 13,397 13,660 4,625 2,175 6,700 4,070 0 0 : : : : Changes from: April 7, 2020 : : 1,105 1,390 0 -285 605 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 53.5 2.8 10.0 10.1 3.4 1.6 5.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 113,610 : : Positions : : 66,375 59,715 4,920 19,065 8,840 5,510 1,740 6,385 3,670 0 0 : : : : Changes from: April 7, 2020 : : 750 1,240 120 -370 610 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 52.6 4.3 16.8 7.8 4.8 1.5 5.6 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 29,780 : : Positions : : 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550 : : : : Changes from: April 7, 2020 : : 1,800 1,200 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 14, 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 29,625 : : Positions : : 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500 : : : : Changes from: April 7, 2020 : : 2,100 1,200 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 17, 2020