Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 20,542 : : Positions : : 14,709 10,571 795 134 1,043 412 1,220 291 466 4,594 1,993 : : : : Changes from: May 12, 2020 : : 252 -220 -44 0 -74 0 5 0 97 374 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 51.5 3.9 0.7 5.1 2.0 5.9 1.4 2.3 22.4 9.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 12, 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 19, 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 41,035 : : Positions : : 27,199 35,590 5,566 0 2,097 710 100 143 3,030 815 2,275 : : : : Changes from: May 12, 2020 : : 441 256 465 0 -264 0 0 0 -260 390 535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 86.7 13.6 0.0 5.1 1.7 0.2 0.3 7.4 2.0 5.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 0 . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 34,968 : : Positions : : 28,019 29,246 0 2,008 1,063 0 195 456 3,900 470 1,530 : : : : Changes from: May 12, 2020 : : 885 940 0 20 0 0 0 0 0 -75 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 83.6 0.0 5.7 3.0 0.0 0.6 1.3 11.2 1.3 4.4 : : : : 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 19, 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 139,209 : : Positions : : 113,039 98,220 2,195 15,853 7,063 2,526 705 7,393 3,042 6,002 3,836 : : : : Changes from: May 12, 2020 : : -302 885 -230 -779 409 431 -339 69 234 386 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 70.6 1.6 11.4 5.1 1.8 0.5 5.3 2.2 4.3 2.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 29 . . 5 5 5 6 9 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 66,914 : : Positions : : 54,146 49,188 3,940 7,438 4,871 300 670 1,783 1,121 2,150 753 : : : : Changes from: May 12, 2020 : : 808 358 0 175 -100 -25 -350 -50 -300 300 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 73.5 5.9 11.1 7.3 0.4 1.0 2.7 1.7 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 39,856 : : Positions : : 36,525 28,055 523 7,715 1,358 0 953 0 1,225 1,550 225 : : : : Changes from: May 12, 2020 : : -50 -50 0 50 0 0 0 0 150 100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 70.4 1.3 19.4 3.4 0.0 2.4 0.0 3.1 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 59,207 : : Positions : : 32,037 24,521 766 24,696 3,821 15,830 150 50 1,526 1,062 4,895 : : : : Changes from: May 12, 2020 : : 179 621 2 -390 460 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 41.4 1.3 41.7 6.5 26.7 0.3 0.1 2.6 1.8 8.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 76,552 : : Positions : : 41,991 25,546 0 40,588 4,561 23,898 365 170 2,086 1,923 3,334 : : : : Changes from: May 12, 2020 : : -89 175 0 -157 -73 92 0 0 -71 -35 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 33.4 0.0 53.0 6.0 31.2 0.5 0.2 2.7 2.5 4.4 : : : : 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 19, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,780 : : Positions : : 56,891 45,284 7,302 21,101 3,706 150 0 0 1,558 68 2,621 : : : : Changes from: May 12, 2020 : : 795 270 0 455 0 0 0 0 -20 50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 62.2 10.0 29.0 5.1 0.2 0.0 0.0 2.1 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 91,304 : : Positions : : 68,193 51,049 16,317 35,146 1,576 150 0 0 1,198 260 3,273 : : : : Changes from: May 12, 2020 : : 750 -55 1,400 2,155 -489 0 0 0 30 85 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 55.9 17.9 38.5 1.7 0.2 0.0 0.0 1.3 0.3 3.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 4 . 4 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 43,280 : : Positions : : 29,288 38,634 9,379 0 4,039 0 0 0 200 20 230 : : : : Changes from: May 12, 2020 : : 695 95 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 89.3 21.7 0.0 9.3 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 19, 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 27,983 : : Positions : : 26,002 18,028 0 7,826 1,129 0 600 0 360 390 0 : : : : Changes from: May 12, 2020 : : -765 -820 0 -5 5 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 64.4 0.0 28.0 4.0 0.0 2.1 0.0 1.3 1.4 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 19, 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 17,917 : : Positions : : 11,330 17,242 5,300 0 625 0 0 0 560 0 50 : : : : Changes from: May 12, 2020 : : 25 25 0 0 0 0 0 0 0 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 12 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 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 19, 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 83,738 : : Positions : : 58,311 60,515 320 9,748 8,092 6,399 937 493 7,515 1,512 2,231 : : : : Changes from: May 12, 2020 : : 2,117 -642 0 456 -341 -37 250 0 -1,681 133 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 72.3 0.4 11.6 9.7 7.6 1.1 0.6 9.0 1.8 2.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 33 . . . 4 4 . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 41,682 : : Positions : : 32,884 31,042 0 6,536 2,532 0 600 0 5,670 300 260 : : : : Changes from: May 12, 2020 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 47,714 : : Positions : : 34,769 41,743 6,824 0 5,234 0 25 0 490 100 225 : : : : Changes from: May 12, 2020 : : 799 99 -720 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 87.5 14.3 0.0 11.0 0.0 0.1 0.0 1.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 39,332 : : Positions : : 32,464 28,018 50 4,713 5,612 70 650 50 160 260 0 : : : : Changes from: May 12, 2020 : : 1,742 1,695 0 -240 904 0 0 0 20 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 71.2 0.1 12.0 14.3 0.2 1.7 0.1 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 69,030 : : Positions : : 52,570 66,426 11,622 24 1,976 0 60 0 1,764 200 73 : : : : Changes from: May 12, 2020 : : 480 1,625 1,020 0 -600 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 96.2 16.8 0.0 2.9 0.0 0.1 0.0 2.6 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 19, 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 73,261 : : Positions : : 61,454 67,636 5,509 1,642 3,518 0 0 0 2,220 200 85 : : : : Changes from: May 12, 2020 : : 638 1,547 79 -700 100 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 92.3 7.5 2.2 4.8 0.0 0.0 0.0 3.0 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 19, 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 80,862 : : Positions : : 69,130 71,279 7,706 3,561 1,793 0 483 75 267 2,057 1,529 : : : : Changes from: May 12, 2020 : : 883 602 40 630 -10 0 0 10 96 -209 479 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 88.1 9.5 4.4 2.2 0.0 0.6 0.1 0.3 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 5 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 99,795 : : Positions : : 83,814 85,834 8,273 3,188 3,237 0 1,943 565 604 2,083 2,915 : : : : Changes from: May 12, 2020 : : 2,213 751 -474 365 68 0 171 66 -686 -194 736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 86.0 8.3 3.2 3.2 0.0 1.9 0.6 0.6 2.1 2.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 27 5 . 5 0 8 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 62,489 : : Positions : : 43,045 54,166 18,964 2,695 60 0 3,568 0 125 1,725 275 : : : : Changes from: May 12, 2020 : : 1,168 1,052 165 300 0 0 6 0 75 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 86.7 30.3 4.3 0.1 0.0 5.7 0.0 0.2 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 54,825 : : Positions : : 35,885 53,680 17,220 0 120 0 200 0 1,350 575 250 : : : : Changes from: May 12, 2020 : : 1,250 1,200 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.9 31.4 0.0 0.2 0.0 0.4 0.0 2.5 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 55,604 : : Positions : : 37,437 50,558 13,988 327 2,020 750 0 0 505 1,705 860 : : : : Changes from: May 12, 2020 : : -1,089 -1,478 -265 0 0 0 0 0 -124 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.9 25.2 0.6 3.6 1.3 0.0 0.0 0.9 3.1 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 19, 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 62,584 : : Positions : : 45,001 55,122 13,877 777 113 480 3,220 575 1,289 1,582 955 : : : : Changes from: May 12, 2020 : : -2,323 -2,340 199 -25 32 0 185 -165 -31 30 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 88.1 22.2 1.2 0.2 0.8 5.1 0.9 2.1 2.5 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 23,827 : : Positions : : 13,734 22,756 9,841 0 120 0 820 0 0 0 0 : : : : Changes from: May 12, 2020 : : 20 130 220 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 95.5 41.3 0.0 0.5 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 23,408 : : Positions : : 13,178 23,081 9,656 0 95 0 225 0 0 0 0 : : : : Changes from: May 12, 2020 : : -30 130 160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 98.6 41.3 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 12 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 31,261 : : Positions : : 25,657 22,553 2,525 4,606 796 0 344 350 1,030 1,131 836 : : : : Changes from: May 12, 2020 : : 245 130 0 2 0 0 45 0 -5 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.1 8.1 14.7 2.5 0.0 1.1 1.1 3.3 3.6 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 17,843 : : Positions : : 14,016 14,633 1,493 190 255 0 1,210 0 756 986 109 : : : : Changes from: May 12, 2020 : : 580 420 0 100 -46 0 0 0 0 60 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 82.0 8.4 1.1 1.4 0.0 6.8 0.0 4.2 5.5 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 57,215 : : Positions : : 44,373 29,806 5,324 18,733 1,283 2,520 5,164 410 1,567 62 1,662 : : : : Changes from: May 12, 2020 : : 210 -352 311 75 59 -5 130 5 -639 5 382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 52.1 9.3 32.7 2.2 4.4 9.0 0.7 2.7 0.1 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 35,567 : : Positions : : 30,545 15,774 1,846 16,016 1,096 725 800 170 360 946 693 : : : : Changes from: May 12, 2020 : : 404 263 100 250 -60 10 0 10 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 44.4 5.2 45.0 3.1 2.0 2.2 0.5 1.0 2.7 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 19,275 : : Positions : : 9,958 17,641 7,577 0 694 75 364 226 475 200 150 : : : : Changes from: May 12, 2020 : : 75 300 325 0 -60 0 -25 0 -125 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 91.5 39.3 0.0 3.6 0.4 1.9 1.2 2.5 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 18,196 7,931 0 1,810 0 150 0 500 125 0 : : : : Changes from: May 12, 2020 : : 0 -25 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 89.7 39.1 0.0 8.9 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 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 11,172 : : Positions : : 7,246 9,200 2,573 1,100 212 125 0 0 275 150 510 : : : : Changes from: May 12, 2020 : : 0 0 -185 0 170 0 0 0 105 -65 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 82.3 23.0 9.8 1.9 1.1 0.0 0.0 2.5 1.3 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 10,188 : : Positions : : 6,299 8,183 2,600 1,152 198 125 0 0 245 150 505 : : : : Changes from: May 12, 2020 : : 0 0 -118 52 134 0 0 0 75 -95 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 80.3 25.5 11.3 1.9 1.2 0.0 0.0 2.4 1.5 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 19, 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 35,159 : : Positions : : 21,235 29,794 10,010 0 475 200 0 0 1,150 2,835 2,055 : : : : Changes from: May 12, 2020 : : 0 0 625 0 0 0 0 0 0 625 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 84.7 28.5 0.0 1.4 0.6 0.0 0.0 3.3 8.1 5.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 35,609 : : Positions : : 21,780 30,449 9,805 0 555 200 0 0 1,150 2,520 2,085 : : : : Changes from: May 12, 2020 : : 0 0 625 0 0 0 0 0 0 625 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 85.5 27.5 0.0 1.6 0.6 0.0 0.0 3.2 7.1 5.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 111,113 : : Positions : : 85,500 89,746 16,543 8,102 5,635 120 850 760 705 4,221 1,779 : : : : Changes from: May 12, 2020 : : 2,034 1,524 150 220 -385 0 0 0 -11 429 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 80.8 14.9 7.3 5.1 0.1 0.8 0.7 0.6 3.8 1.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 27 5 . 4 . . . . 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 125,154 : : Positions : : 93,440 103,217 17,897 3,384 8,652 150 1,235 1,405 735 4,418 2,833 : : : : Changes from: May 12, 2020 : : 2,672 1,787 -480 -225 4 0 0 0 0 630 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 82.5 14.3 2.7 6.9 0.1 1.0 1.1 0.6 3.5 2.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 29 5 . 5 . . . . 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 283,401 : : Positions : : 158,664 208,305 37,870 2,758 32,470 13,806 6,786 11,325 17,221 9,817 11,776 : : : : Changes from: May 12, 2020 : : 4,094 4,205 929 197 -890 -940 907 586 1,493 293 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 73.5 13.4 1.0 11.5 4.9 2.4 4.0 6.1 3.5 4.2 : : : : Number of Traders in Each Category Total Traders: 91 : : 42 35 . . 5 9 9 8 17 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 17,196 : : Positions : : 9,200 15,596 2,091 110 765 925 600 55 3,805 0 0 : : : : Changes from: May 12, 2020 : : 85 60 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 90.7 12.2 0.6 4.4 5.4 3.5 0.3 22.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 14,067 : : Positions : : 6,015 12,751 2,770 100 561 105 600 55 4,080 0 0 : : : : Changes from: May 12, 2020 : : 85 60 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 90.6 19.7 0.7 4.0 0.7 4.3 0.4 29.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 13,436 : : Positions : : 8,313 12,421 889 0 100 350 0 0 3,652 800 100 : : : : Changes from: May 12, 2020 : : 628 848 40 0 0 0 0 0 50 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 92.4 6.6 0.0 0.7 2.6 0.0 0.0 27.2 6.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 20 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 87,746 : : Positions : : 61,184 63,656 17,813 11,236 1,560 0 4,105 75 0 0 0 : : : : Changes from: May 12, 2020 : : 835 2,415 1,080 -500 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 72.5 20.3 12.8 1.8 0.0 4.7 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 19, 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 73,218 : : Positions : : 51,577 51,458 14,446 9,605 1,585 0 4,960 0 0 0 0 : : : : Changes from: May 12, 2020 : : 705 1,940 720 -500 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 70.3 19.7 13.1 2.2 0.0 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 24,200 : : Positions : : 7,435 16,240 10,375 2,275 1,635 300 1,020 150 1,730 0 0 : : : : Changes from: May 12, 2020 : : -100 0 50 25 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 67.1 42.9 9.4 6.8 1.2 4.2 0.6 7.1 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 19, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 13,510 : : Positions : : 11,005 6,580 0 6,170 120 1,625 0 150 0 0 0 : : : : Changes from: May 12, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 48.7 0.0 45.7 0.9 12.0 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 58,791 : : Positions : : 31,006 20,382 8,652 25,906 60 11,620 4,310 4,070 0 960 0 : : : : Changes from: May 12, 2020 : : 715 1,085 1,510 720 -960 0 420 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 34.7 14.7 44.1 0.1 19.8 7.3 6.9 0.0 1.6 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 19, 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 39,484 : : Positions : : 22,083 18,545 8,977 13,840 0 2,765 1,360 3,025 0 360 300 : : : : Changes from: May 12, 2020 : : 1,025 -55 960 1,100 -50 0 940 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 47.0 22.7 35.1 0.0 7.0 3.4 7.7 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 33,025 : : Positions : : 24,025 13,805 5,300 1,110 1,000 1,010 15,820 90 0 0 0 : : : : Changes from: May 12, 2020 : : 480 1,560 300 -780 660 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 41.8 16.0 3.4 3.0 3.1 47.9 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 19, 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 100,945 : : Positions : : 60,040 31,510 2,340 39,055 5,185 12,555 1,540 1,175 0 2,850 1,040 : : : : Changes from: May 12, 2020 : : 540 0 0 540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 31.2 2.3 38.7 5.1 12.4 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 19, 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 96,432 : : Positions : : 57,082 30,767 1,870 34,045 5,325 12,900 1,530 1,340 0 5,520 325 : : : : Changes from: May 12, 2020 : : 800 180 0 620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 31.9 1.9 35.3 5.5 13.4 1.6 1.4 0.0 5.7 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 19, 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 26,615 : : Positions : : 15,241 4,666 0 580 1,658 2,810 10,475 505 600 3,795 1,115 : : : : Changes from: May 12, 2020 : : 150 0 0 -750 220 -300 40 330 0 560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 17.5 0.0 2.2 6.2 10.6 39.4 1.9 2.3 14.3 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 26,105 : : Positions : : 14,367 4,642 55 1,315 1,213 2,810 10,750 505 600 1,985 2,080 : : : : Changes from: May 12, 2020 : : 150 0 0 -750 220 -300 40 330 0 560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 17.8 0.2 5.0 4.6 10.8 41.2 1.9 2.3 7.6 8.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 31,133 : : Positions : : 13,738 11,115 1,112 11,030 879 11,890 0 15 0 5,440 1,040 : : : : Changes from: May 12, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 35.7 3.6 35.4 2.8 38.2 0.0 0.0 0.0 17.5 3.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 65,925 : : Positions : : 19,675 55,570 13,275 7,915 60 20,850 0 15 9,810 0 0 : : : : Changes from: May 12, 2020 : : 700 0 -100 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 84.3 20.1 12.0 0.1 31.6 0.0 0.0 14.9 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 19, 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 67,487 : : Positions : : 21,017 57,107 13,600 7,830 260 20,925 0 15 9,495 0 0 : : : : Changes from: May 12, 2020 : : 150 50 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 84.6 20.2 11.6 0.4 31.0 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 19, 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 60,505 : : Positions : : 20,995 53,380 11,185 2,190 935 5,350 250 350 18,110 0 815 : : : : Changes from: May 12, 2020 : : 480 -70 -600 -105 125 0 0 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 88.2 18.5 3.6 1.5 8.8 0.4 0.6 29.9 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 19, 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 50,440 : : Positions : : 20,345 43,155 10,485 2,625 785 5,300 240 410 9,710 0 845 : : : : Changes from: May 12, 2020 : : 480 -120 -600 -105 125 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 85.6 20.8 5.2 1.6 10.5 0.5 0.8 19.3 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 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 74,505 : : Positions : : 41,165 41,990 5,880 0 2,175 2,035 21,340 900 15,540 1,500 1,270 : : : : Changes from: May 12, 2020 : : 150 570 -300 0 150 120 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 56.4 7.9 0.0 2.9 2.7 28.6 1.2 20.9 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 68,445 : : Positions : : 41,120 37,255 5,490 0 1,905 1,950 21,340 900 11,520 1,500 1,270 : : : : Changes from: May 12, 2020 : : 150 520 -300 0 150 120 0 0 550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 54.4 8.0 0.0 2.8 2.8 31.2 1.3 16.8 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 63,187 : : Positions : : 36,951 21,361 0 19,410 0 17,615 0 2,465 0 13,890 2,005 : : : : Changes from: May 12, 2020 : : -75 -25 0 0 0 600 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 33.8 0.0 30.7 0.0 27.9 0.0 3.9 0.0 22.0 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 19, 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 51,297 : : Positions : : 34,394 17,145 0 16,644 175 8,510 0 2,755 0 9,410 2,425 : : : : Changes from: May 12, 2020 : : -75 -75 0 0 0 600 0 0 0 600 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 33.4 0.0 32.4 0.3 16.6 0.0 5.4 0.0 18.3 4.7 : : : : 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 19, 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 187,939 : : Positions : : 98,731 93,090 15,573 150 8,047 7,246 17,750 5,964 1,450 12,070 4,830 : : : : Changes from: May 12, 2020 : : 345 790 390 0 95 100 505 100 0 -460 685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 49.5 8.3 0.1 4.3 3.9 9.4 3.2 0.8 6.4 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 29 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 148,288 : : Positions : : 69,595 82,951 18,585 0 5,188 6,726 6,960 5,671 1,630 6,440 4,755 : : : : Changes from: May 12, 2020 : : 145 965 590 0 275 100 505 85 60 -575 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 55.9 12.5 0.0 3.5 4.5 4.7 3.8 1.1 4.3 3.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 73,091 : : Positions : : 32,645 39,255 15,951 5,046 10,410 1,385 1,540 7,575 0 4,360 0 : : : : Changes from: May 12, 2020 : : 660 1,350 -110 -600 855 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 53.7 21.8 6.9 14.2 1.9 2.1 10.4 0.0 6.0 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 19, 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 59,624 : : Positions : : 29,040 28,290 7,561 2,896 8,848 1,015 2,790 7,000 0 3,760 0 : : : : Changes from: May 12, 2020 : : -300 540 240 -600 340 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 47.4 12.7 4.9 14.8 1.7 4.7 11.7 0.0 6.3 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 19, 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 41,720 : : Positions : : 14,235 23,290 350 8,870 2,725 16,485 0 2,640 590 0 1,090 : : : : Changes from: May 12, 2020 : : 505 1,095 350 -190 -90 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 55.8 0.8 21.3 6.5 39.5 0.0 6.3 1.4 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 50,540 : : Positions : : 10,450 35,505 0 8,650 2,415 33,235 180 1,335 590 0 1,090 : : : : Changes from: May 12, 2020 : : 480 530 0 0 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 70.3 0.0 17.1 4.8 65.8 0.4 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 19, 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 152,214 : : Positions : : 88,869 87,890 5,030 6,949 15,865 5,240 8,055 6,285 3,755 0 0 : : : : Changes from: May 12, 2020 : : 3,085 1,570 -825 860 -505 420 250 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 57.7 3.3 4.6 10.4 3.4 5.3 4.1 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 19, 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 117,575 : : Positions : : 69,030 60,415 4,915 14,870 13,465 300 2,695 9,845 3,225 0 0 : : : : Changes from: May 12, 2020 : : 1,955 1,145 -850 1,000 -710 300 10 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 51.4 4.2 12.6 11.5 0.3 2.3 8.4 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 12, 2020 : : 0 0 0 0 0 0 0 0 0 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 22, 2020