Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 19,660 : : Positions : : 14,828 10,084 919 243 788 449 1,220 237 365 5,164 1,474 : : : : Changes from: May 26, 2020 : : 76 -352 146 109 -278 37 0 -54 -122 437 -467 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 51.3 4.7 1.2 4.0 2.3 6.2 1.2 1.9 26.3 7.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . 5 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 9,182 : : Positions : : 4,883 4,877 679 1,993 1,191 1,881 438 44 171 186 22 : : : : Changes from: May 26, 2020 : : 428 -94 0 198 0 44 242 0 -40 -34 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 53.1 7.4 21.7 13.0 20.5 4.8 0.5 1.9 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 12 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 37,864 : : Positions : : 23,801 32,257 5,392 0 2,201 864 150 139 3,540 1,310 1,792 : : : : Changes from: May 26, 2020 : : -3,759 -3,779 66 0 -73 4 0 -4 360 450 -635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 85.2 14.2 0.0 5.8 2.3 0.4 0.4 9.3 3.5 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . 0 . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 32,247 : : Positions : : 25,693 27,906 0 1,816 1,128 25 166 456 3,955 25 750 : : : : Changes from: May 26, 2020 : : -2,571 -2,100 0 -152 -10 0 -29 0 -120 -170 -630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 86.5 0.0 5.6 3.5 0.1 0.5 1.4 12.3 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 136,217 : : Positions : : 109,951 94,125 2,090 16,877 6,790 2,961 1,355 7,003 3,041 4,885 3,899 : : : : Changes from: May 26, 2020 : : -824 -1,334 -40 -198 147 70 230 -30 -28 -301 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 69.1 1.5 12.4 5.0 2.2 1.0 5.1 2.2 3.6 2.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 29 . . 5 5 5 6 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 68,491 : : Positions : : 55,747 49,104 3,940 8,023 5,141 240 585 1,698 671 2,825 1,054 : : : : Changes from: May 26, 2020 : : 1,451 436 0 750 42 -35 -320 -65 25 575 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 71.7 5.8 11.7 7.5 0.4 0.9 2.5 1.0 4.1 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 18 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 40,131 : : Positions : : 36,800 28,355 498 7,515 1,583 0 953 0 1,075 1,550 175 : : : : Changes from: May 26, 2020 : : 150 200 -25 -225 225 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 70.7 1.2 18.7 3.9 0.0 2.4 0.0 2.7 3.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 60,493 : : Positions : : 33,921 24,627 879 25,875 3,447 15,665 150 50 1,446 1,080 4,925 : : : : Changes from: May 26, 2020 : : 1,469 106 183 999 -236 0 0 0 -70 38 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 40.7 1.5 42.8 5.7 25.9 0.2 0.1 2.4 1.8 8.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 77,608 : : Positions : : 43,715 25,505 0 41,013 4,844 22,903 505 180 2,053 1,993 3,269 : : : : Changes from: May 26, 2020 : : 1,726 140 0 822 -47 -165 140 -40 -244 74 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 32.9 0.0 52.8 6.2 29.5 0.7 0.2 2.6 2.6 4.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 22 0 4 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 72,592 : : Positions : : 57,051 44,923 8,113 21,379 3,292 150 0 0 1,542 816 1,832 : : : : Changes from: May 26, 2020 : : 160 -441 836 358 -414 0 0 0 -23 766 -801 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 61.9 11.2 29.5 4.5 0.2 0.0 0.0 2.1 1.1 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 91,816 : : Positions : : 68,401 51,031 17,095 35,517 1,490 150 25 0 1,262 843 2,450 : : : : Changes from: May 26, 2020 : : 316 -300 778 471 -86 0 25 0 34 843 -823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 55.6 18.6 38.7 1.6 0.2 0.0 0.0 1.4 0.9 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 44,170 : : Positions : : 30,048 39,224 9,209 0 4,339 0 0 0 200 20 230 : : : : Changes from: May 26, 2020 : : -30 100 130 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 88.8 20.8 0.0 9.8 0.0 0.0 0.0 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 28,546 : : Positions : : 26,045 18,146 0 7,606 1,649 0 600 0 360 535 0 : : : : Changes from: May 26, 2020 : : -45 -75 0 -70 70 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 63.6 0.0 26.6 5.8 0.0 2.1 0.0 1.3 1.9 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 June 2, 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 18,687 : : Positions : : 11,505 17,922 5,675 0 625 0 0 0 690 0 140 : : : : Changes from: May 26, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 95.9 30.4 0.0 3.3 0.0 0.0 0.0 3.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 20,477 : : Positions : : 10,790 19,827 8,275 0 600 0 0 0 710 0 50 : : : : Changes from: May 26, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 96.8 40.4 0.0 2.9 0.0 0.0 0.0 3.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 0 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 85,965 : : Positions : : 61,766 63,736 370 10,041 7,598 6,500 1,128 201 7,376 1,306 1,727 : : : : Changes from: May 26, 2020 : : 995 1,421 50 -137 -160 202 250 -276 -78 -356 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 74.1 0.4 11.7 8.8 7.6 1.3 0.2 8.6 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 33 . . . 5 . . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 11,936 : : Positions : : 7,706 11,786 3,780 0 0 450 0 0 0 150 0 : : : : Changes from: May 26, 2020 : : 99 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 98.7 31.7 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 11,863 : : Positions : : 7,633 11,713 3,780 0 0 450 0 0 0 150 0 : : : : Changes from: May 26, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 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 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 42,997 : : Positions : : 34,026 31,907 0 6,911 2,532 0 600 0 5,770 300 335 : : : : Changes from: May 26, 2020 : : 472 470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.2 0.0 16.1 5.9 0.0 1.4 0.0 13.4 0.7 0.8 : : : : 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 June 2, 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 48,912 : : Positions : : 36,972 42,686 5,559 0 5,489 0 25 0 490 100 225 : : : : Changes from: May 26, 2020 : : 1,299 279 -1,025 0 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 87.3 11.4 0.0 11.2 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 June 2, 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 43,119 : : Positions : : 36,093 31,290 50 4,615 6,030 70 950 50 300 175 0 : : : : Changes from: May 26, 2020 : : 2,368 2,426 0 67 123 0 0 0 130 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 72.6 0.1 10.7 14.0 0.2 2.2 0.1 0.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 70,892 : : Positions : : 53,690 68,588 12,623 74 1,626 0 60 0 1,705 200 73 : : : : Changes from: May 26, 2020 : : 612 1,062 289 50 -53 0 0 0 61 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 96.7 17.8 0.1 2.3 0.0 0.1 0.0 2.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 5 . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 75,475 : : Positions : : 62,681 70,153 5,883 550 4,185 0 100 0 2,112 200 99 : : : : Changes from: May 26, 2020 : : 615 1,500 198 -563 563 0 0 0 92 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 92.9 7.8 0.7 5.5 0.0 0.1 0.0 2.8 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 14 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 81,441 : : Positions : : 67,226 72,719 10,279 3,658 1,678 0 503 80 287 1,234 1,499 : : : : Changes from: May 26, 2020 : : -90 680 -45 65 -110 0 -5 5 70 -775 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 89.3 12.6 4.5 2.1 0.0 0.6 0.1 0.4 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 101,948 : : Positions : : 83,385 88,130 11,527 3,233 3,134 5 1,998 540 508 2,408 2,460 : : : : Changes from: May 26, 2020 : : 831 977 338 60 112 0 25 -25 -43 51 -422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.4 11.3 3.2 3.1 0.0 2.0 0.5 0.5 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 28 6 . 5 . 8 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 63,391 : : Positions : : 43,997 55,381 18,914 2,288 60 0 3,737 0 125 1,650 275 : : : : Changes from: May 26, 2020 : : 490 995 -75 -620 0 0 15 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 87.4 29.8 3.6 0.1 0.0 5.9 0.0 0.2 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 55,700 : : Positions : : 36,760 54,405 17,220 0 120 0 200 0 1,250 625 350 : : : : Changes from: May 26, 2020 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 97.7 30.9 0.0 0.2 0.0 0.4 0.0 2.2 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 58,021 : : Positions : : 38,190 52,588 14,827 277 2,269 725 0 75 791 1,670 965 : : : : Changes from: May 26, 2020 : : 210 -420 -1,149 -50 299 25 -25 25 299 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 90.6 25.6 0.5 3.9 1.2 0.0 0.1 1.4 2.9 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 4 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 63,839 : : Positions : : 45,624 56,186 14,319 489 411 720 3,365 260 1,265 1,644 1,033 : : : : Changes from: May 26, 2020 : : 194 -947 -1,361 -213 296 0 20 0 302 -28 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 88.0 22.4 0.8 0.6 1.1 5.3 0.4 2.0 2.6 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,113 : : Positions : : 13,342 22,906 10,394 0 82 0 820 0 0 0 0 : : : : Changes from: May 26, 2020 : : -392 -16 398 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 95.0 43.1 0.0 0.3 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 23,870 : : Positions : : 12,877 23,313 10,263 0 107 0 225 0 0 0 0 : : : : Changes from: May 26, 2020 : : -301 7 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 97.7 43.0 0.0 0.4 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 32,297 : : Positions : : 26,665 22,982 2,460 4,940 766 0 354 350 995 1,481 726 : : : : Changes from: May 26, 2020 : : 719 363 -100 171 -30 0 0 0 50 350 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 71.2 7.6 15.3 2.4 0.0 1.1 1.1 3.1 4.6 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 18,479 : : Positions : : 14,611 14,253 1,493 795 230 0 1,210 5 656 877 229 : : : : Changes from: May 26, 2020 : : 315 -475 0 355 -10 0 0 5 -50 6 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 77.1 8.1 4.3 1.2 0.0 6.5 0.0 3.5 4.7 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 58,277 : : Positions : : 44,938 29,188 5,445 19,927 1,208 2,538 5,532 412 1,777 227 1,657 : : : : Changes from: May 26, 2020 : : 217 -947 35 1,415 -92 -2 14 2 85 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 50.1 9.3 34.2 2.1 4.4 9.5 0.7 3.0 0.4 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 36,420 : : Positions : : 31,088 15,594 1,945 16,810 1,101 720 930 210 465 996 643 : : : : Changes from: May 26, 2020 : : 440 -182 128 780 -8 -5 10 40 70 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 42.8 5.3 46.2 3.0 2.0 2.6 0.6 1.3 2.7 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 19,120 : : Positions : : 9,648 17,511 7,521 0 795 151 264 150 550 200 200 : : : : Changes from: May 26, 2020 : : -810 -580 119 0 -219 76 -75 -76 -50 -25 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 91.6 39.3 0.0 4.2 0.8 1.4 0.8 2.9 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 19,061 : : Positions : : 8,655 17,066 7,995 0 1,845 0 50 0 475 100 0 : : : : Changes from: May 26, 2020 : : -1,140 -939 114 0 -15 0 -100 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 89.5 41.9 0.0 9.7 0.0 0.3 0.0 2.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 : : 7,735 5,505 0 1,250 322 0 600 25 75 825 0 : : : : Changes from: May 26, 2020 : : -395 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 63.4 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: 20 : : 10 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 : : 8,262 4,865 0 987 353 0 925 25 75 1,125 0 : : : : Changes from: May 26, 2020 : : -35 -570 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 55.0 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 June 2, 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 11,218 : : Positions : : 7,203 9,140 2,560 1,112 206 150 0 0 275 150 510 : : : : Changes from: May 26, 2020 : : -83 0 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 81.5 22.8 9.9 1.8 1.3 0.0 0.0 2.5 1.3 4.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 10,237 : : Positions : : 6,286 8,123 2,600 1,177 182 150 0 0 245 150 505 : : : : Changes from: May 26, 2020 : : -53 0 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 79.3 25.4 11.5 1.8 1.5 0.0 0.0 2.4 1.5 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 36,034 : : Positions : : 21,350 29,712 10,490 0 525 200 0 0 1,150 3,610 2,055 : : : : Changes from: May 26, 2020 : : -135 -332 -45 0 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 82.5 29.1 0.0 1.5 0.6 0.0 0.0 3.2 10.0 5.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 36,469 : : Positions : : 21,885 30,367 10,285 0 590 200 0 0 1,150 3,295 2,085 : : : : Changes from: May 26, 2020 : : -145 -332 -45 0 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 83.3 28.2 0.0 1.6 0.5 0.0 0.0 3.2 9.0 5.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 114,507 : : Positions : : 82,326 92,135 22,018 8,025 5,474 110 875 770 680 4,736 1,707 : : : : Changes from: May 26, 2020 : : 785 360 -1,065 -427 195 -10 0 10 -25 338 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 80.5 19.2 7.0 4.8 0.1 0.8 0.7 0.6 4.1 1.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 30 5 . 4 . . . . 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 129,267 : : Positions : : 93,172 106,434 21,136 3,463 8,427 0 1,063 1,715 710 4,234 2,800 : : : : Changes from: May 26, 2020 : : 1,537 1,005 -693 -260 17 -150 -27 235 0 120 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 82.3 16.4 2.7 6.5 0.0 0.8 1.3 0.5 3.3 2.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 31 6 . 6 0 4 4 . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 286,090 : : Positions : : 159,694 204,375 37,131 3,768 33,192 15,012 7,526 12,082 15,824 9,142 12,110 : : : : Changes from: May 26, 2020 : : 442 -2,095 647 247 29 469 199 412 -617 -408 -313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 71.4 13.0 1.3 11.6 5.2 2.6 4.2 5.5 3.2 4.2 : : : : Number of Traders in Each Category Total Traders: 91 : : 44 33 . . 5 12 7 9 14 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 17,455 : : Positions : : 9,390 15,026 1,788 135 934 885 600 65 3,908 0 0 : : : : Changes from: May 26, 2020 : : -65 -625 -153 25 19 10 0 0 103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 86.1 10.2 0.8 5.4 5.1 3.4 0.4 22.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 14,282 : : Positions : : 6,175 12,181 2,467 110 711 115 600 55 4,183 0 0 : : : : Changes from: May 26, 2020 : : -45 -625 -153 10 0 10 0 0 103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 85.3 17.3 0.8 5.0 0.8 4.2 0.4 29.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 16,641 : : Positions : : 11,783 14,981 1,203 0 125 350 0 0 2,952 1,350 150 : : : : Changes from: May 26, 2020 : : 2,200 1,241 109 0 25 0 0 0 -690 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 90.0 7.2 0.0 0.8 2.1 0.0 0.0 17.7 8.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 22 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 90,661 : : Positions : : 63,872 65,984 17,743 11,226 1,560 0 4,405 0 0 0 0 : : : : Changes from: May 26, 2020 : : 1,249 1,179 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 72.8 19.6 12.4 1.7 0.0 4.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 75,927 : : Positions : : 54,116 54,037 14,426 9,545 1,585 0 4,960 0 0 0 0 : : : : Changes from: May 26, 2020 : : 1,479 1,459 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 71.2 19.0 12.6 2.1 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 24,935 : : Positions : : 7,265 16,290 9,780 1,635 3,010 475 1,020 150 1,730 0 0 : : : : Changes from: May 26, 2020 : : -100 50 -595 -570 1,375 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 65.3 39.2 6.6 12.1 1.9 4.1 0.6 6.9 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 June 2, 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 14,890 : : Positions : : 12,385 7,180 0 6,950 120 1,625 0 150 0 0 0 : : : : Changes from: May 26, 2020 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 48.2 0.0 46.7 0.8 10.9 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 60,671 : : Positions : : 32,636 21,562 8,202 26,506 60 11,620 3,710 4,170 0 960 0 : : : : Changes from: May 26, 2020 : : 1,250 500 150 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 35.5 13.5 43.7 0.1 19.2 6.1 6.9 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 39,209 : : Positions : : 21,783 17,970 9,002 14,140 0 2,765 1,360 3,025 0 360 300 : : : : Changes from: May 26, 2020 : : 0 -325 -25 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 45.8 23.0 36.1 0.0 7.1 3.5 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 June 2, 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 34,455 : : Positions : : 25,455 14,610 5,300 1,135 1,000 1,010 16,420 90 0 0 0 : : : : Changes from: May 26, 2020 : : 1,130 505 0 25 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 42.4 15.4 3.3 2.9 2.9 47.7 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 June 2, 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 102,215 : : Positions : : 61,350 32,600 1,785 39,090 5,395 13,005 1,590 1,030 0 2,800 1,040 : : : : Changes from: May 26, 2020 : : 1,200 195 -530 420 185 50 25 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 31.9 1.7 38.2 5.3 12.7 1.6 1.0 0.0 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 96,982 : : Positions : : 57,822 31,677 1,490 33,785 5,555 13,320 1,575 1,125 0 5,495 325 : : : : Changes from: May 26, 2020 : : 410 -55 -380 0 230 45 45 -175 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 32.7 1.5 34.8 5.7 13.7 1.6 1.2 0.0 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 26,980 : : Positions : : 15,621 4,541 50 530 1,608 2,810 11,245 505 600 3,630 1,100 : : : : Changes from: May 26, 2020 : : -10 -25 50 -50 -50 0 100 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 16.8 0.2 2.0 6.0 10.4 41.7 1.9 2.2 13.5 4.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 26,570 : : Positions : : 14,847 4,617 55 1,315 1,213 2,810 11,420 505 600 1,820 2,065 : : : : Changes from: May 26, 2020 : : -10 -25 0 0 0 0 0 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 17.4 0.2 4.9 4.6 10.6 43.0 1.9 2.3 6.8 7.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 31,668 : : Positions : : 14,123 11,675 1,262 11,030 803 11,890 0 15 0 5,415 1,040 : : : : Changes from: May 26, 2020 : : 360 560 150 0 -76 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 36.9 4.0 34.8 2.5 37.5 0.0 0.0 0.0 17.1 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 June 2, 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 66,740 : : Positions : : 20,110 56,160 13,770 8,115 60 20,925 0 40 9,595 0 0 : : : : Changes from: May 26, 2020 : : 100 470 295 0 0 75 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 84.1 20.6 12.2 0.1 31.4 0.0 0.1 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 68,257 : : Positions : : 21,067 57,677 14,220 8,030 260 21,025 0 15 9,495 0 0 : : : : Changes from: May 26, 2020 : : 0 520 420 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 84.5 20.8 11.8 0.4 30.8 0.0 0.0 13.9 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 June 2, 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 63,485 : : Positions : : 22,375 56,390 10,005 2,190 1,810 5,350 175 360 20,835 0 185 : : : : Changes from: May 26, 2020 : : 1,080 985 -1,280 0 875 0 0 0 1,175 0 -630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 88.8 15.8 3.4 2.9 8.4 0.3 0.6 32.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 53,450 : : Positions : : 21,425 46,165 10,205 2,625 1,060 5,300 165 420 11,835 0 685 : : : : Changes from: May 26, 2020 : : 780 985 -380 0 275 0 0 0 575 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 86.4 19.1 4.9 2.0 9.9 0.3 0.8 22.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 21,135 : : Positions : : 11,630 11,775 2,410 0 700 45 3,895 220 2,175 1,205 590 : : : : Changes from: May 26, 2020 : : 0 0 50 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 55.7 11.4 0.0 3.3 0.2 18.4 1.0 10.3 5.7 2.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 20,215 : : Positions : : 10,970 11,575 2,365 0 835 0 3,895 220 3,055 1,330 320 : : : : Changes from: May 26, 2020 : : 0 0 50 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 57.3 11.7 0.0 4.1 0.0 19.3 1.1 15.1 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 76,020 : : Positions : : 41,245 43,545 5,780 0 2,235 2,135 20,840 1,200 16,515 1,500 1,270 : : : : Changes from: May 26, 2020 : : -50 25 0 0 0 50 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 57.3 7.6 0.0 2.9 2.8 27.4 1.6 21.7 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 69,710 : : Positions : : 40,800 38,410 5,390 0 1,965 2,050 20,840 1,200 12,495 1,500 1,270 : : : : Changes from: May 26, 2020 : : -50 25 0 0 0 50 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 55.1 7.7 0.0 2.8 2.9 29.9 1.7 17.9 2.2 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 64,042 : : Positions : : 37,331 20,986 0 20,525 0 18,155 0 2,465 0 14,070 2,005 : : : : Changes from: May 26, 2020 : : -50 20 0 15 0 15 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 32.8 0.0 32.0 0.0 28.3 0.0 3.8 0.0 22.0 3.1 : : : : 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 June 2, 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 52,132 : : Positions : : 34,844 16,840 0 17,759 0 9,050 0 2,740 0 9,590 2,425 : : : : Changes from: May 26, 2020 : : -50 20 0 15 0 15 0 -15 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 32.3 0.0 34.1 0.0 17.4 0.0 5.3 0.0 18.4 4.7 : : : : 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 June 2, 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 191,514 : : Positions : : 103,026 94,355 17,018 150 7,407 6,826 18,340 6,264 1,450 15,535 2,615 : : : : Changes from: May 26, 2020 : : 1,175 950 1,295 0 -730 -250 15 250 0 1,255 -790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 49.3 8.9 0.1 3.9 3.6 9.6 3.3 0.8 8.1 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 30 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 151,653 : : Positions : : 73,060 83,631 19,980 0 4,468 6,196 7,600 6,291 1,450 9,270 2,930 : : : : Changes from: May 26, 2020 : : 615 290 645 0 -220 -300 65 285 0 605 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 55.1 13.2 0.0 2.9 4.1 5.0 4.1 1.0 6.1 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 27 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 74,071 : : Positions : : 32,572 40,315 15,944 5,181 10,485 1,385 265 8,775 0 4,360 0 : : : : Changes from: May 26, 2020 : : -323 885 -57 -115 150 0 -1,050 1,200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 54.4 21.5 7.0 14.2 1.9 0.4 11.8 0.0 5.9 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 June 2, 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 61,189 : : Positions : : 28,510 29,585 7,621 3,031 9,103 1,065 915 8,800 0 3,785 0 : : : : Changes from: May 26, 2020 : : 45 1,205 300 165 -165 0 -1,050 1,200 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 48.4 12.5 5.0 14.9 1.7 1.5 14.4 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 42,135 : : Positions : : 15,210 24,165 435 8,225 2,770 15,605 0 2,640 590 0 1,090 : : : : Changes from: May 26, 2020 : : 690 280 0 300 -180 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 57.4 1.0 19.5 6.6 37.0 0.0 6.3 1.4 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 51,700 : : Positions : : 11,740 36,645 0 7,870 2,515 32,355 230 1,510 590 0 1,090 : : : : Changes from: May 26, 2020 : : 700 300 0 300 -300 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 70.9 0.0 15.2 4.9 62.6 0.4 2.9 1.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 156,619 : : Positions : : 91,174 89,342 4,185 4,837 18,445 5,315 10,250 6,735 3,755 0 0 : : : : Changes from: May 26, 2020 : : 75 742 -365 -1,982 1,920 0 950 550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 57.0 2.7 3.1 11.8 3.4 6.5 4.3 2.4 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 June 2, 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 119,010 : : Positions : : 70,745 59,365 4,170 13,250 14,530 375 5,840 9,375 3,225 0 0 : : : : Changes from: May 26, 2020 : : 920 155 -565 -750 550 0 950 310 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 49.9 3.5 11.1 12.2 0.3 4.9 7.9 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 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 28,805 : : Positions : : 19,840 15,110 0 9,145 2,070 3,555 300 420 1,150 0 525 : : : : Changes from: May 26, 2020 : : 0 600 0 -600 475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 52.5 0.0 31.7 7.2 12.3 1.0 1.5 4.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 2, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,035 : : Positions : : 20,760 14,915 0 10,005 1,820 3,770 300 0 650 0 500 : : : : Changes from: May 26, 2020 : : 100 600 0 -500 475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 51.4 0.0 34.5 6.3 13.0 1.0 0.0 2.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 05, 2020