Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 20,420 : : Positions : : 14,457 10,791 839 134 1,117 412 1,215 291 369 4,220 1,876 : : : : Changes from: May 5, 2020 : : 402 156 -78 0 66 0 0 0 -55 135 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 52.8 4.1 0.7 5.5 2.0 6.0 1.4 1.8 20.7 9.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 8,588 : : Positions : : 4,455 4,971 679 1,795 1,191 1,837 196 44 211 220 0 : : : : Changes from: May 5, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 57.9 7.9 20.9 13.9 21.4 2.3 0.5 2.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 13 . . . . . . . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 40,118 : : Positions : : 26,758 35,334 5,101 0 2,361 710 100 143 3,290 425 1,740 : : : : Changes from: May 5, 2020 : : 964 484 -575 0 204 25 0 0 -75 -130 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 88.1 12.7 0.0 5.9 1.8 0.2 0.4 8.2 1.1 4.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 33,883 : : Positions : : 27,134 28,306 0 1,988 1,063 0 195 456 3,900 545 1,330 : : : : Changes from: May 5, 2020 : : 870 520 0 -50 -50 0 0 0 -500 -100 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 83.5 0.0 5.9 3.1 0.0 0.6 1.3 11.5 1.6 3.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 0 . . 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 138,544 : : Positions : : 113,341 97,335 2,425 16,632 6,654 2,095 1,044 7,324 2,808 5,616 3,782 : : : : Changes from: May 5, 2020 : : 287 1,151 -695 -1,891 1,061 -395 -115 265 3 -108 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 70.3 1.8 12.0 4.8 1.5 0.8 5.3 2.0 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 30 . . 5 5 5 6 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 66,757 : : Positions : : 53,338 48,830 3,940 7,263 4,971 325 1,020 1,833 1,421 1,850 929 : : : : Changes from: May 5, 2020 : : -3,518 -1,795 -500 -415 555 0 -194 -322 125 -175 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 73.1 5.9 10.9 7.4 0.5 1.5 2.7 2.1 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 39,906 : : Positions : : 36,575 28,105 523 7,665 1,358 0 953 0 1,075 1,450 375 : : : : Changes from: May 5, 2020 : : -1,429 -830 -161 -660 75 0 50 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 70.4 1.3 19.2 3.4 0.0 2.4 0.0 2.7 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 58,516 : : Positions : : 31,858 23,900 764 25,086 3,361 15,830 150 50 1,476 1,062 4,895 : : : : Changes from: May 5, 2020 : : 330 718 -20 7 -252 350 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 40.8 1.3 42.9 5.7 27.1 0.3 0.1 2.5 1.8 8.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 76,687 : : Positions : : 42,080 25,371 0 40,745 4,634 23,806 365 170 2,157 1,958 3,289 : : : : Changes from: May 5, 2020 : : -38 922 0 -568 -180 360 35 0 385 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 33.1 0.0 53.1 6.0 31.0 0.5 0.2 2.8 2.6 4.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 0 4 4 7 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 71,985 : : Positions : : 56,096 45,014 7,302 20,646 3,706 150 0 0 1,578 18 2,601 : : : : Changes from: May 5, 2020 : : 1,181 1,391 210 0 0 0 0 0 0 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 62.5 10.1 28.7 5.1 0.2 0.0 0.0 2.2 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 89,588 : : Positions : : 67,443 51,104 14,917 32,991 2,065 150 0 0 1,168 175 3,253 : : : : Changes from: May 5, 2020 : : 1,552 1,262 135 350 25 0 0 0 144 75 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 57.0 16.7 36.8 2.3 0.2 0.0 0.0 1.3 0.2 3.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 43,185 : : Positions : : 28,593 38,539 9,979 0 4,039 0 0 0 200 20 230 : : : : Changes from: May 5, 2020 : : -1,032 -993 3 0 -83 0 0 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 89.2 23.1 0.0 9.4 0.0 0.0 0.0 0.5 0.0 0.5 : : : : 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 May 12, 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 28,743 : : Positions : : 26,767 18,848 0 7,831 1,124 0 600 0 360 330 0 : : : : Changes from: May 5, 2020 : : -207 -616 0 442 -274 0 0 0 0 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 65.6 0.0 27.2 3.9 0.0 2.1 0.0 1.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 17,892 : : Positions : : 11,305 17,217 5,300 0 625 0 0 0 560 0 50 : : : : Changes from: May 5, 2020 : : -630 -1,055 -395 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 96.2 29.6 0.0 3.5 0.0 0.0 0.0 3.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 19,777 : : Positions : : 10,615 19,127 7,900 0 600 0 0 0 560 0 50 : : : : Changes from: May 5, 2020 : : -630 -1,055 -395 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 96.7 39.9 0.0 3.0 0.0 0.0 0.0 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 83,336 : : Positions : : 56,194 61,157 320 9,292 8,433 6,436 687 493 9,196 1,379 1,703 : : : : Changes from: May 5, 2020 : : -700 -3,870 0 -988 381 -331 403 -6 -3,436 -62 -172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 73.4 0.4 11.2 10.1 7.7 0.8 0.6 11.0 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 32 . . . 5 4 . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 11,836 : : Positions : : 7,582 11,686 3,780 0 0 450 0 0 0 150 0 : : : : Changes from: May 5, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 41,732 : : Positions : : 32,934 31,092 0 6,536 2,532 0 600 0 5,670 300 260 : : : : Changes from: May 5, 2020 : : -1,343 -2,572 0 -212 0 0 301 -1 -1,075 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 74.5 0.0 15.7 6.1 0.0 1.4 0.0 13.6 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 47,515 : : Positions : : 33,970 41,644 7,544 0 5,134 0 25 0 490 100 225 : : : : Changes from: May 5, 2020 : : -1,728 -1,768 -175 0 -270 0 0 0 150 4 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 87.6 15.9 0.0 10.8 0.0 0.1 0.0 1.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 36,986 : : Positions : : 30,722 26,323 50 4,953 4,708 70 650 50 140 260 10 : : : : Changes from: May 5, 2020 : : 574 -239 0 1,173 -923 -10 -230 -40 100 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 71.2 0.1 13.4 12.7 0.2 1.8 0.1 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 68,005 : : Positions : : 52,090 64,801 10,602 24 2,576 0 60 0 1,639 200 73 : : : : Changes from: May 5, 2020 : : 1,885 2,620 795 0 -290 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 95.3 15.6 0.0 3.8 0.0 0.1 0.0 2.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 9 5 . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 72,314 : : Positions : : 60,816 66,089 5,430 2,342 3,418 0 0 0 2,090 200 85 : : : : Changes from: May 5, 2020 : : 2,085 2,820 360 -355 31 0 0 0 25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 91.4 7.5 3.2 4.7 0.0 0.0 0.0 2.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 13 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 79,340 : : Positions : : 68,247 70,677 7,666 2,931 1,803 0 483 65 171 2,266 1,050 : : : : Changes from: May 5, 2020 : : -640 -2,165 -126 533 0 0 46 -30 -18 460 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 89.1 9.7 3.7 2.3 0.0 0.6 0.1 0.2 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 5 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 97,827 : : Positions : : 81,601 85,083 8,747 2,823 3,169 0 1,772 499 1,290 2,277 2,179 : : : : Changes from: May 5, 2020 : : -1,211 -2,227 -79 -32 -115 0 -138 202 -632 401 469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 87.0 8.9 2.9 3.2 0.0 1.8 0.5 1.3 2.3 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 27 6 . 4 0 7 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 61,156 : : Positions : : 41,877 53,114 18,799 2,395 60 0 3,562 0 50 1,675 350 : : : : Changes from: May 5, 2020 : : -1,258 -2,119 -884 -15 0 0 -459 0 -175 100 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 86.9 30.7 3.9 0.1 0.0 5.8 0.0 0.1 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 53,575 : : Positions : : 34,635 52,480 17,220 0 120 0 200 0 1,350 525 250 : : : : Changes from: May 5, 2020 : : -1,335 -1,445 -255 0 0 0 -25 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 98.0 32.1 0.0 0.2 0.0 0.4 0.0 2.5 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 57,084 : : Positions : : 38,526 52,036 14,253 327 2,020 750 0 0 629 1,705 862 : : : : Changes from: May 5, 2020 : : -1,345 -1,781 -386 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 91.2 25.0 0.6 3.5 1.3 0.0 0.0 1.1 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 64,899 : : Positions : : 47,324 57,462 13,678 802 81 480 3,035 740 1,320 1,552 982 : : : : Changes from: May 5, 2020 : : -1,083 -1,414 -566 110 0 120 20 -600 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 88.5 21.1 1.2 0.1 0.7 4.7 1.1 2.0 2.4 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 23,606 : : Positions : : 13,714 22,626 9,621 0 120 0 760 0 0 0 0 : : : : Changes from: May 5, 2020 : : -385 -30 365 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 95.8 40.8 0.0 0.5 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 23,278 : : Positions : : 13,208 22,951 9,496 0 95 0 225 0 0 0 0 : : : : Changes from: May 5, 2020 : : -355 300 665 0 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 98.6 40.8 0.0 0.4 0.0 1.0 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 May 12, 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 31,022 : : Positions : : 25,412 22,423 2,525 4,604 796 0 299 350 1,035 1,056 861 : : : : Changes from: May 5, 2020 : : 241 263 0 15 0 0 0 0 37 -457 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 72.3 8.1 14.8 2.6 0.0 1.0 1.1 3.3 3.4 2.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 17,329 : : Positions : : 13,436 14,213 1,493 90 301 0 1,210 0 756 926 129 : : : : Changes from: May 5, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 82.0 8.6 0.5 1.7 0.0 7.0 0.0 4.4 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 56,866 : : Positions : : 44,163 30,158 5,013 18,658 1,224 2,525 5,034 405 2,206 57 1,280 : : : : Changes from: May 5, 2020 : : 550 271 204 76 109 0 100 5 -308 7 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 53.0 8.8 32.8 2.2 4.4 8.9 0.7 3.9 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 35,099 : : Positions : : 30,141 15,511 1,746 15,766 1,156 715 800 160 360 941 693 : : : : Changes from: May 5, 2020 : : 495 361 235 0 39 0 -50 50 -55 370 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 44.2 5.0 44.9 3.3 2.0 2.3 0.5 1.0 2.7 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 18,960 : : Positions : : 9,883 17,341 7,252 0 754 75 389 226 600 200 50 : : : : Changes from: May 5, 2020 : : 245 270 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 91.5 38.2 0.0 4.0 0.4 2.1 1.2 3.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 20,281 : : Positions : : 9,936 18,221 7,956 0 1,785 0 150 0 500 125 0 : : : : Changes from: May 5, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 89.8 39.2 0.0 8.8 0.0 0.7 0.0 2.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 8,677 : : Positions : : 8,130 5,655 0 1,250 322 0 600 25 75 825 0 : : : : Changes from: May 5, 2020 : : 175 350 0 300 -125 0 -400 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 65.2 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 8,850 : : Positions : : 8,297 5,435 0 987 353 0 925 25 75 1,125 0 : : : : Changes from: May 5, 2020 : : 175 350 0 300 -200 0 -400 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 61.4 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 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 May 12, 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 11,102 : : Positions : : 7,246 9,200 2,758 1,100 42 125 0 0 170 215 545 : : : : Changes from: May 5, 2020 : : 0 -250 125 500 0 125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 82.9 24.8 9.9 0.4 1.1 0.0 0.0 1.5 1.9 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 10,102 : : Positions : : 6,299 8,183 2,718 1,100 64 125 0 0 170 245 510 : : : : Changes from: May 5, 2020 : : 0 -250 125 500 0 125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 81.0 26.9 10.9 0.6 1.2 0.0 0.0 1.7 2.4 5.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 34,534 : : Positions : : 21,235 29,794 9,385 0 475 200 0 0 1,150 2,210 2,055 : : : : Changes from: May 5, 2020 : : 100 1,300 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 86.3 27.2 0.0 1.4 0.6 0.0 0.0 3.3 6.4 6.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 34,984 : : Positions : : 21,780 30,449 9,180 0 555 200 0 0 1,150 1,895 2,085 : : : : Changes from: May 5, 2020 : : 100 1,300 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 87.0 26.2 0.0 1.6 0.6 0.0 0.0 3.3 5.4 6.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 109,489 : : Positions : : 83,466 88,222 16,393 7,882 6,020 120 850 760 716 3,792 1,943 : : : : Changes from: May 5, 2020 : : 2,327 2,407 554 -41 -184 0 700 -25 -52 -177 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 80.6 15.0 7.2 5.5 0.1 0.8 0.7 0.7 3.5 1.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 27 5 . . . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 122,989 : : Positions : : 90,768 101,430 18,377 3,609 8,648 150 1,235 1,405 735 3,788 2,864 : : : : Changes from: May 5, 2020 : : 2,206 3,197 748 -802 642 -525 325 350 -40 -271 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 82.5 14.9 2.9 7.0 0.1 1.0 1.1 0.6 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 29 5 . 5 . . . . 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 278,193 : : Positions : : 154,570 204,100 36,941 2,561 33,360 14,746 5,879 10,739 15,728 9,524 11,847 : : : : Changes from: May 5, 2020 : : 2,511 -873 -234 1,128 1,727 -1,019 1,508 258 1,497 969 -1,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 73.4 13.3 0.9 12.0 5.3 2.1 3.9 5.7 3.4 4.3 : : : : Number of Traders in Each Category Total Traders: 92 : : 41 35 . . 5 10 8 8 15 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 17,136 : : Positions : : 9,115 15,536 2,116 110 765 925 600 55 3,805 0 0 : : : : Changes from: May 5, 2020 : : -170 20 170 -20 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 90.7 12.3 0.6 4.5 5.4 3.5 0.3 22.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 14,007 : : Positions : : 5,930 12,691 2,795 100 561 105 600 55 4,080 0 0 : : : : Changes from: May 5, 2020 : : 0 20 30 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 90.6 20.0 0.7 4.0 0.7 4.3 0.4 29.1 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 May 12, 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 12,608 : : Positions : : 7,685 11,573 849 0 100 350 0 0 3,602 900 0 : : : : Changes from: May 5, 2020 : : 1,685 -149 1 0 -25 0 0 0 -2,785 -950 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 91.8 6.7 0.0 0.8 2.8 0.0 0.0 28.6 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 17 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 85,371 : : Positions : : 60,349 61,241 16,733 11,736 1,060 0 4,105 75 0 0 0 : : : : Changes from: May 5, 2020 : : 128 -988 -881 370 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 71.7 19.6 13.7 1.2 0.0 4.8 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 71,328 : : Positions : : 50,872 49,518 13,726 10,105 1,085 0 4,960 0 0 0 0 : : : : Changes from: May 5, 2020 : : 86 -1,470 -676 440 0 0 680 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 69.4 19.2 14.2 1.5 0.0 7.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 24,175 : : Positions : : 7,535 16,240 10,325 2,250 1,635 300 1,020 150 1,655 0 0 : : : : Changes from: May 5, 2020 : : 790 245 -365 -35 0 -25 -15 -25 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 67.2 42.7 9.3 6.8 1.2 4.2 0.6 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 56,976 : : Positions : : 30,291 19,297 7,142 25,186 1,020 11,620 3,890 3,970 0 960 0 : : : : Changes from: May 5, 2020 : : -748 -871 -958 -820 0 120 10 -370 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 33.9 12.5 44.2 1.8 20.4 6.8 7.0 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 May 12, 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 37,579 : : Positions : : 21,058 18,600 8,017 12,740 50 2,765 420 3,055 0 360 300 : : : : Changes from: May 5, 2020 : : -923 -991 -298 -665 0 -200 125 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 49.5 21.3 33.9 0.1 7.4 1.1 8.1 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 31,585 : : Positions : : 23,545 12,245 5,000 1,890 340 1,010 15,820 90 0 0 0 : : : : Changes from: May 5, 2020 : : -425 -365 20 -120 -20 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 38.8 15.8 6.0 1.1 3.2 50.1 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 100,525 : : Positions : : 59,500 31,510 2,340 38,515 5,185 12,555 1,540 1,175 0 2,850 1,040 : : : : Changes from: May 5, 2020 : : 6,541 514 268 -1,320 -505 -7,255 -75 935 0 330 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 31.3 2.3 38.3 5.2 12.5 1.5 1.2 0.0 2.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 95,812 : : Positions : : 56,282 30,587 1,870 33,425 5,325 12,900 1,530 1,340 0 5,520 325 : : : : Changes from: May 5, 2020 : : 6,606 -209 -325 -1,720 -140 -7,740 -80 1,115 0 230 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 31.9 2.0 34.9 5.6 13.5 1.6 1.4 0.0 5.8 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 25,710 : : Positions : : 15,091 4,666 0 1,330 1,438 3,110 10,435 175 600 3,235 1,115 : : : : Changes from: May 5, 2020 : : -800 -489 -270 274 -165 -205 -870 0 0 -255 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 18.1 0.0 5.2 5.6 12.1 40.6 0.7 2.3 12.6 4.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 25,200 : : Positions : : 14,217 4,642 55 2,065 993 3,110 10,710 175 600 1,425 2,080 : : : : Changes from: May 5, 2020 : : -825 -539 -325 224 -25 -205 -1,670 0 0 570 -595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 18.4 0.2 8.2 3.9 12.3 42.5 0.7 2.4 5.7 8.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 65,225 : : Positions : : 18,975 55,570 13,375 7,315 60 20,850 0 15 9,810 0 0 : : : : Changes from: May 5, 2020 : : 2,259 7,235 252 505 0 5,865 0 -15 -455 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 85.2 20.5 11.2 0.1 32.0 0.0 0.0 15.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 67,337 : : Positions : : 20,867 57,057 13,700 7,830 260 20,925 0 15 9,495 0 0 : : : : Changes from: May 5, 2020 : : 2,221 7,286 155 445 0 5,815 0 -15 -355 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 84.7 20.3 11.6 0.4 31.1 0.0 0.0 14.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 60,435 : : Positions : : 20,515 53,450 11,785 2,295 810 5,350 250 350 18,165 0 815 : : : : Changes from: May 5, 2020 : : -1,180 -2,465 -576 -310 0 250 225 -345 -839 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 88.4 19.5 3.8 1.3 8.9 0.4 0.6 30.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 50,420 : : Positions : : 19,865 43,275 11,085 2,730 660 5,300 240 410 9,815 0 845 : : : : Changes from: May 5, 2020 : : -1,245 -2,500 -396 -435 0 300 225 -395 -1,164 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 85.8 22.0 5.4 1.3 10.5 0.5 0.8 19.5 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 21,100 : : Positions : : 11,630 11,775 2,360 0 700 45 3,895 220 2,175 1,155 590 : : : : Changes from: May 5, 2020 : : -460 -760 120 0 -215 -20 -295 -220 -745 70 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 55.8 11.2 0.0 3.3 0.2 18.5 1.0 10.3 5.5 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 20,170 : : Positions : : 10,970 11,575 2,315 0 835 0 3,895 220 3,055 1,280 320 : : : : Changes from: May 5, 2020 : : -455 -735 235 0 -80 0 -295 -220 -875 45 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 57.4 11.5 0.0 4.1 0.0 19.3 1.1 15.1 6.3 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 73,785 : : Positions : : 41,015 41,420 6,180 0 2,025 1,915 21,340 900 14,940 1,500 1,270 : : : : Changes from: May 5, 2020 : : -1,110 -1,850 -35 0 -115 -90 410 -210 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 56.1 8.4 0.0 2.7 2.6 28.9 1.2 20.2 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 67,775 : : Positions : : 40,970 36,735 5,790 0 1,755 1,830 21,340 900 10,970 1,500 1,270 : : : : Changes from: May 5, 2020 : : -1,130 -1,765 -150 0 0 -130 410 -200 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 54.2 8.5 0.0 2.6 2.7 31.5 1.3 16.2 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 62,662 : : Positions : : 37,026 21,386 0 19,410 0 17,015 0 2,465 0 13,340 2,005 : : : : Changes from: May 5, 2020 : : -1,166 -273 0 -1,016 0 -435 0 0 -58 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 34.1 0.0 31.0 0.0 27.2 0.0 3.9 0.0 21.3 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 0 . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 51,122 : : Positions : : 34,469 17,220 0 16,644 175 7,910 0 2,755 0 8,810 2,775 : : : : Changes from: May 5, 2020 : : -1,205 -215 0 -1,128 0 -185 0 -25 -58 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 33.7 0.0 32.6 0.3 15.5 0.0 5.4 0.0 17.2 5.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 185,414 : : Positions : : 98,386 92,300 15,183 150 7,952 7,146 17,245 5,864 1,450 12,530 4,145 : : : : Changes from: May 5, 2020 : : 1,498 4,461 -927 0 -775 2,448 -275 -698 0 -937 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 49.8 8.2 0.1 4.3 3.9 9.3 3.2 0.8 6.8 2.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 29 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 145,713 : : Positions : : 69,450 81,986 17,995 0 4,913 6,626 6,455 5,586 1,570 7,015 4,490 : : : : Changes from: May 5, 2020 : : -3,429 -520 -1,231 0 -220 1,618 -65 -255 120 -2,112 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 56.3 12.3 0.0 3.4 4.5 4.4 3.8 1.1 4.8 3.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 71,576 : : Positions : : 31,985 37,905 16,061 5,646 9,555 1,385 1,740 7,575 0 4,360 0 : : : : Changes from: May 5, 2020 : : 515 7,820 -1,090 -770 2,436 140 -7,350 5,360 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 53.0 22.4 7.9 13.3 1.9 2.4 10.6 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 59,179 : : Positions : : 29,340 27,750 7,321 3,496 8,508 1,015 2,790 7,000 0 3,760 0 : : : : Changes from: May 5, 2020 : : -615 7,045 -690 -610 -305 25 -7,400 4,725 0 -375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 46.9 12.4 5.9 14.4 1.7 4.7 11.8 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 40,905 : : Positions : : 13,730 22,195 0 9,060 2,815 16,435 0 2,640 590 0 1,090 : : : : Changes from: May 5, 2020 : : 1,505 -6,370 0 340 -115 -7,580 0 1,310 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 54.3 0.0 22.1 6.9 40.2 0.0 6.5 1.4 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 50,010 : : Positions : : 9,970 34,975 0 8,650 2,415 33,235 230 1,285 590 0 1,090 : : : : Changes from: May 5, 2020 : : 1,900 -6,320 0 585 -310 -7,810 -50 185 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 69.9 0.0 17.3 4.8 66.5 0.5 2.6 1.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 150,194 : : Positions : : 85,784 86,320 5,855 6,089 16,370 4,820 7,805 6,485 3,755 0 0 : : : : Changes from: May 5, 2020 : : 3,045 4,513 -345 -2,703 725 -105 -40 -205 -315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 57.5 3.9 4.1 10.9 3.2 5.2 4.3 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 116,445 : : Positions : : 67,075 59,270 5,765 13,870 14,175 0 2,685 9,905 3,225 0 0 : : : : Changes from: May 5, 2020 : : -5,190 -2,510 -345 -3,180 2,040 -25 -35 -250 -445 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 50.9 5.0 11.9 12.2 0.0 2.3 8.5 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 28,290 : : Positions : : 19,780 14,510 0 9,685 1,595 3,555 300 420 1,150 0 525 : : : : Changes from: May 5, 2020 : : -930 -1,220 0 -210 -120 -720 0 420 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 51.3 0.0 34.2 5.6 12.6 1.1 1.5 4.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 28,575 : : Positions : : 20,600 14,315 0 10,445 1,345 3,770 300 0 650 0 500 : : : : Changes from: May 5, 2020 : : -1,050 -570 0 -380 -170 -80 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 50.1 0.0 36.6 4.7 13.2 1.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 15, 2020