COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 19,736: 14,996 10,063 887 350 841 449 1,030 237 371 5,523 1,268: 687 424 Old : 19,736: 14,996 10,063 887 350 841 449 1,030 237 371 5,523 1,268: 687 424 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 76: 168 -21 -32 107 53 0 -190 0 6 359 -206: 87 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 51.0 4.5 1.8 4.3 2.3 5.2 1.2 1.9 28.0 6.4: 3.5 2.1 Old : 100.0: 76.0 51.0 4.5 1.8 4.3 2.3 5.2 1.2 1.9 28.0 6.4: 3.5 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 12 . . 5 . . . . 5 4: Old : 28: 12 12 . . 5 . . . . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 41.1 74.5 70.8 33.6 28.3 43.9 42.8 Old : 52.0 41.1 74.5 70.8 33.6 28.3 43.9 42.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 17,858: 10,786 9,161 639 1,549 2,909 827 421 1,334 184 1,312 1,021: 158 151 Old : 17,858: 10,786 9,161 639 1,549 2,909 827 421 1,334 184 1,312 1,021: 158 151 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -907: -488 -96 -40 -8 -50 -218 -371 57 -34 -185 25: -159 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 51.3 3.6 8.7 16.3 4.6 2.4 7.5 1.0 7.3 5.7: 0.9 0.8 Old : 100.0: 60.4 51.3 3.6 8.7 16.3 4.6 2.4 7.5 1.0 7.3 5.7: 0.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 16 17 . . . . . . . 9 9: Old : 39: 16 17 . . . . . . . 9 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 46.8 71.3 67.1 26.4 27.2 36.8 34.0 Old : 46.5 46.8 71.3 67.1 26.4 27.2 36.8 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 37,762: 23,951 32,532 5,192 0 2,276 864 150 139 3,255 700 1,950: 135 15 Old : 37,762: 23,951 32,532 5,192 0 2,276 864 150 139 3,255 700 1,950: 135 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -102: 150 275 -200 0 75 0 0 0 -285 -610 158: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 86.2 13.7 0.0 6.0 2.3 0.4 0.4 8.6 1.9 5.2: 0.4 0.0 Old : 100.0: 63.4 86.2 13.7 0.0 6.0 2.3 0.4 0.4 8.6 1.9 5.2: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 20 . 0 . . . . . 5 5: Old : 35: 20 20 . 0 . . . . . 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 54.7 74.8 77.9 42.3 48.9 57.6 63.4 Old : 48.4 54.7 74.8 77.9 42.3 48.9 57.6 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MWh for about 368 Hours) : : : Positions : All : 32,647: 25,808 28,561 0 1,776 1,088 25 216 406 4,505 25 575: 240 0 Old : 32,647: 25,808 28,561 0 1,776 1,088 25 216 406 4,505 25 575: 240 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 400: 115 655 0 -40 -40 0 50 -50 550 0 -175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 87.5 0.0 5.4 3.3 0.1 0.7 1.2 13.8 0.1 1.8: 0.7 0.0 Old : 100.0: 79.1 87.5 0.0 5.4 3.3 0.1 0.7 1.2 13.8 0.1 1.8: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 19 0 . . . . . 5 . .: Old : 32: 17 19 0 . . . . . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 65.2 76.4 86.1 53.1 57.4 68.6 74.2 Old : 56.9 65.2 76.4 86.1 53.1 57.4 68.6 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 1Megawatt for 368 Hours) : : : Positions : All : 131,421: 105,014 93,529 2,699 14,427 7,142 2,848 1,553 6,750 3,565 4,795 3,160: 243 65 Old : 131,421: 105,014 93,529 2,699 14,427 7,142 2,848 1,553 6,750 3,565 4,795 3,160: 243 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -4,796: -4,937 -596 609 -2,450 352 -113 198 -253 524 -90 -739: -239 -1,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 71.2 2.1 11.0 5.4 2.2 1.2 5.1 2.7 3.6 2.4: 0.2 0.0 Old : 100.0: 79.9 71.2 2.1 11.0 5.4 2.2 1.2 5.1 2.7 3.6 2.4: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 31 29 . . 5 4 6 . 9 4 7: Old : 61: 31 29 . . 5 4 6 . 9 4 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 34.2 69.7 55.0 44.6 30.4 49.9 41.0 Old : 49.6 34.2 69.7 55.0 44.6 30.4 49.9 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 68,173: 56,542 48,684 3,440 9,761 4,818 175 747 1,572 771 1,675 854: 0 61 Old : 68,173: 56,542 48,684 3,440 9,761 4,818 175 747 1,572 771 1,675 854: 0 61 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -692: 547 -752 -500 1,756 -341 -131 162 -167 100 -1,150 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 71.4 5.0 14.3 7.1 0.3 1.1 2.3 1.1 2.5 1.3: 0.0 0.1 Old : 100.0: 82.9 71.4 5.0 14.3 7.1 0.3 1.1 2.3 1.1 2.5 1.3: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 21 . . . . . . . 4 .: Old : 41: 22 21 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 76.9 80.8 88.7 57.4 61.3 67.4 70.1 Old : 61.0 76.9 80.8 88.7 57.4 61.3 67.4 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 38,391: 35,586 27,165 612 7,930 868 0 1,003 0 1,050 1,150 275: 0 0 Old : 38,391: 35,586 27,165 612 7,930 868 0 1,003 0 1,050 1,150 275: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,740: -1,214 -1,190 114 415 -715 0 50 0 -25 -400 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.7 70.8 1.6 20.7 2.3 0.0 2.6 0.0 2.7 3.0 0.7: 0.0 0.0 Old : 100.0: 92.7 70.8 1.6 20.7 2.3 0.0 2.6 0.0 2.7 3.0 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 13 . . . 0 . 0 . . .: Old : 27: 12 13 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 80.3 91.4 94.1 71.2 67.2 78.2 79.7 Old : 77.9 80.3 91.4 94.1 71.2 67.2 78.2 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 59,447: 34,111 23,868 929 26,594 2,696 15,565 150 50 1,356 1,490 4,510: 230 89 Old : 59,447: 34,111 23,868 929 26,594 2,696 15,565 150 50 1,356 1,490 4,510: 230 89 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,046: 190 -759 50 719 -751 -100 0 0 -90 410 -415: 70 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 40.2 1.6 44.7 4.5 26.2 0.3 0.1 2.3 2.5 7.6: 0.4 0.1 Old : 100.0: 57.4 40.2 1.6 44.7 4.5 26.2 0.3 0.1 2.3 2.5 7.6: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 18 . . 5 4 . . . . .: Old : 38: 19 18 . . 5 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 66.3 70.8 82.8 45.7 57.6 60.6 70.0 Old : 48.8 66.3 70.8 82.8 45.7 57.6 60.6 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 75,778: 43,058 23,845 0 41,289 4,677 22,242 465 180 1,985 2,390 2,870: 766 62 Old : 75,778: 43,058 23,845 0 41,289 4,677 22,242 465 180 1,985 2,390 2,870: 766 62 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,830: -657 -1,660 0 276 -167 -661 -40 0 -68 397 -399: 122 -237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 31.5 0.0 54.5 6.2 29.4 0.6 0.2 2.6 3.2 3.8: 1.0 0.1 Old : 100.0: 56.8 31.5 0.0 54.5 6.2 29.4 0.6 0.2 2.6 3.2 3.8: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 20 20 0 4 4 5 . . . . .: Old : 42: 20 20 0 4 4 5 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 70.7 70.6 85.0 50.6 63.0 64.9 74.4 Old : 52.1 70.7 70.6 85.0 50.6 63.0 64.9 74.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 68,814: 53,767 42,746 7,852 20,503 3,292 0 0 0 1,876 768 1,505: 522 0 Old : 68,814: 53,767 42,746 7,852 20,503 3,292 0 0 0 1,876 768 1,505: 522 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,778: -3,284 -2,177 -261 -876 0 -150 0 0 334 -48 -327: -90 -350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 62.1 11.4 29.8 4.8 0.0 0.0 0.0 2.7 1.1 2.2: 0.8 0.0 Old : 100.0: 78.1 62.1 11.4 29.8 4.8 0.0 0.0 0.0 2.7 1.1 2.2: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 24 21 . . . 0 0 0 . . .: Old : 36: 24 21 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 64.7 70.9 85.0 41.2 64.7 62.8 75.5 Old : 45.2 64.7 70.9 85.0 41.2 64.7 62.8 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 86,882: 64,565 47,672 16,543 34,676 1,480 0 75 0 1,586 793 2,186: 522 0 Old : 86,882: 64,565 47,672 16,543 34,676 1,480 0 75 0 1,586 793 2,186: 522 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -4,934: -3,836 -3,359 -552 -841 -10 -150 50 0 324 -50 -264: -446 -460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 54.9 19.0 39.9 1.7 0.0 0.1 0.0 1.8 0.9 2.5: 0.6 0.0 Old : 100.0: 74.3 54.9 19.0 39.9 1.7 0.0 0.1 0.0 1.8 0.9 2.5: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 24 23 4 . 4 0 . 0 . . .: Old : 41: 24 23 4 . 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 68.6 67.6 84.2 42.9 68.6 64.3 77.9 Old : 44.1 68.6 67.6 84.2 42.9 68.6 64.3 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 44,232: 29,645 39,502 9,484 0 4,184 0 0 0 280 0 225: 414 321 Old : 44,232: 29,645 39,502 9,484 0 4,184 0 0 0 280 0 225: 414 321 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 62: -403 278 275 0 -155 0 0 0 80 -20 -5: 270 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 89.3 21.4 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7 Old : 100.0: 67.0 89.3 21.4 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 13 . 0 . 0 0 0 . 0 .: Old : 24: 17 13 . 0 . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 81.8 85.0 94.7 53.3 71.8 65.9 73.5 Old : 66.1 81.8 85.0 94.7 53.3 71.8 65.9 73.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 28,266: 26,175 17,244 0 8,520 1,257 0 600 0 360 635 0: 474 10 Old : 28,266: 26,175 17,244 0 8,520 1,257 0 600 0 360 635 0: 474 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -280: 130 -902 0 914 -392 0 0 0 0 100 0: -18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.6 61.0 0.0 30.1 4.4 0.0 2.1 0.0 1.3 2.2 0.0: 1.7 0.0 Old : 100.0: 92.6 61.0 0.0 30.1 4.4 0.0 2.1 0.0 1.3 2.2 0.0: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 15 0 . . 0 . 0 . . 0: Old : 25: 18 15 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 66.5 76.6 82.7 47.7 54.1 58.8 63.0 Old : 59.8 66.5 76.6 82.7 47.7 54.1 58.8 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 18,087: 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90: 107 0 Old : 18,087: 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90: 107 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -600: -400 -1,065 -635 0 515 0 0 0 -85 0 -50: 55 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5: 0.6 0.0 Old : 100.0: 61.4 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 12 . 0 . 0 0 0 4 0 .: Old : 21: 11 12 . 0 . 0 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 77.8 81.7 97.0 50.7 68.7 64.0 70.2 Old : 59.6 77.8 81.7 97.0 50.7 68.7 64.0 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 84,022: 59,258 61,572 370 9,883 8,204 6,600 1,157 46 7,281 1,101 1,854: 408 206 Old : 84,022: 59,258 61,572 370 9,883 8,204 6,600 1,157 46 7,281 1,101 1,854: 408 206 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -4,540: -4,282 -3,977 0 -527 293 52 -24 -155 -507 -205 78: -19 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 73.3 0.4 11.8 9.8 7.9 1.4 0.1 8.7 1.3 2.2: 0.5 0.2 Old : 100.0: 70.5 73.3 0.4 11.8 9.8 7.9 1.4 0.1 8.7 1.3 2.2: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 32 31 . . . 5 . . 9 4 6: Old : 60: 32 31 . . . 5 . . 9 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.4 42.6 51.5 66.2 17.1 22.2 27.6 33.4 Old : 30.4 42.6 51.5 66.2 17.1 22.2 27.6 33.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 11,448: 7,281 11,298 3,717 0 0 450 0 0 0 150 0: 0 0 Old : 11,448: 7,281 11,298 3,717 0 0 450 0 0 0 150 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -488: -425 -488 -63 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 98.7 32.5 0.0 0.0 3.9 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Old : 100.0: 63.6 98.7 32.5 0.0 0.0 3.9 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 12 . 0 0 . 0 0 0 . 0: Old : 20: 8 12 . 0 0 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 72.3 95.0 94.9 60.6 57.7 70.2 70.2 Old : 66.0 72.3 95.0 94.9 60.6 57.7 70.2 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,388: 7,221 11,238 3,717 0 0 450 0 0 0 150 0: 0 0 Old : 11,388: 7,221 11,238 3,717 0 0 450 0 0 0 150 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -475: -412 -475 -63 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 98.7 32.6 0.0 0.0 4.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Old : 100.0: 63.4 98.7 32.6 0.0 0.0 4.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 12 . 0 0 . 0 0 0 . 0: Old : 20: 8 12 . 0 0 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.3 72.1 95.0 94.8 60.9 58.0 70.1 70.5 Old : 66.3 72.1 95.0 94.8 60.9 58.0 70.1 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 40,832: 31,905 30,031 0 6,336 3,048 0 400 0 5,245 300 310: 324 407 Old : 40,832: 31,905 30,031 0 6,336 3,048 0 400 0 5,245 300 310: 324 407 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,165: -2,121 -1,876 0 -575 516 0 -200 0 -525 0 -25: -10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 73.5 0.0 15.5 7.5 0.0 1.0 0.0 12.8 0.7 0.8: 0.8 1.0 Old : 100.0: 78.1 73.5 0.0 15.5 7.5 0.0 1.0 0.0 12.8 0.7 0.8: 0.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 17 0 . . 0 . 0 4 . .: Old : 31: 16 17 0 . . 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 55.2 72.3 80.7 38.8 44.5 55.6 57.5 Old : 44.8 55.2 72.3 80.7 38.8 44.5 55.6 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 48,259: 36,539 42,244 5,294 0 5,379 0 0 0 690 100 200: 157 336 Old : 48,259: 36,539 42,244 5,294 0 5,379 0 0 0 690 100 200: 157 336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -653: -433 -442 -265 0 -110 0 -25 0 200 0 -25: -20 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 87.5 11.0 0.0 11.1 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 0.7 Old : 100.0: 75.7 87.5 11.0 0.0 11.1 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 16 . 0 . 0 0 0 . . .: Old : 32: 21 16 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 77.1 73.7 91.7 38.5 64.6 53.1 66.7 Old : 51.1 77.1 73.7 91.7 38.5 64.6 53.1 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 41,471: 35,711 29,634 55 5,716 4,764 50 900 70 310 375 0: 511 12 Old : 41,471: 35,711 29,634 55 5,716 4,764 50 900 70 310 375 0: 511 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,648: -382 -1,656 5 1,101 -1,266 -20 -50 20 10 200 0: -15 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 71.5 0.1 13.8 11.5 0.1 2.2 0.2 0.7 0.9 0.0: 1.2 0.0 Old : 100.0: 86.1 71.5 0.1 13.8 11.5 0.1 2.2 0.2 0.7 0.9 0.0: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 22 20 . . . . . . . . 0: Old : 32: 22 20 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 60.6 79.7 82.4 48.0 47.8 57.8 59.1 Old : 60.1 60.6 79.7 82.4 48.0 47.8 57.8 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 67,199: 51,520 64,986 11,633 130 1,570 0 0 0 1,408 200 73: 995 240 Old : 67,199: 51,520 64,986 11,633 130 1,570 0 0 0 1,408 200 73: 995 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,693: -2,170 -3,602 -990 56 -56 0 -60 0 -297 0 0: -180 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 96.7 17.3 0.2 2.3 0.0 0.0 0.0 2.1 0.3 0.1: 1.5 0.4 Old : 100.0: 76.7 96.7 17.3 0.2 2.3 0.0 0.0 0.0 2.1 0.3 0.1: 1.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 11 5 . 4 0 0 0 . . .: Old : 29: 16 11 5 . 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 92.0 78.2 96.5 55.7 87.8 76.0 89.5 Old : 56.4 92.0 78.2 96.5 55.7 87.8 76.0 89.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 72,223: 60,329 66,794 5,243 687 4,108 0 150 0 1,944 200 99: 500 185 Old : 72,223: 60,329 66,794 5,243 687 4,108 0 150 0 1,944 200 99: 500 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,252: -2,352 -3,359 -640 137 -77 0 50 0 -168 0 0: -15 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 92.5 7.3 1.0 5.7 0.0 0.2 0.0 2.7 0.3 0.1: 0.7 0.3 Old : 100.0: 83.5 92.5 7.3 1.0 5.7 0.0 0.2 0.0 2.7 0.3 0.1: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 11 . . 4 0 . 0 . . .: Old : 33: 20 11 . . 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 87.1 73.8 96.5 50.3 83.7 72.3 87.0 Old : 50.5 87.1 73.8 96.5 50.3 83.7 72.3 87.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 368 Hours) : : : Positions : All : 79,587: 65,930 70,956 9,803 3,635 1,478 0 448 80 415 1,479 1,441: 440 70 Old : 79,587: 65,930 70,956 9,803 3,635 1,478 0 448 80 415 1,479 1,441: 440 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,854: -1,296 -1,763 -476 -23 -200 0 -55 0 128 245 -58: 48 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 89.2 12.3 4.6 1.9 0.0 0.6 0.1 0.5 1.9 1.8: 0.6 0.1 Old : 100.0: 82.8 89.2 12.3 4.6 1.9 0.0 0.6 0.1 0.5 1.9 1.8: 0.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 20 6 . 4 0 . . . . .: Old : 40: 22 20 6 . 4 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 55.7 73.3 81.9 56.3 53.4 71.5 74.2 Old : 56.5 55.7 73.3 81.9 56.3 53.4 71.5 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 101,770: 82,898 87,842 11,336 3,217 2,978 154 1,547 536 670 2,772 2,848: 350 30 Old : 101,770: 82,898 87,842 11,336 3,217 2,978 154 1,547 536 670 2,772 2,848: 350 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,669: -1,254 -1,541 -191 1 -173 149 -243 -212 -43 420 95: -39 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 86.3 11.1 3.2 2.9 0.2 1.5 0.5 0.7 2.7 2.8: 0.3 0.0 Old : 100.0: 81.5 86.3 11.1 3.2 2.9 0.2 1.5 0.5 0.7 2.7 2.8: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 25 29 6 . 5 . 6 4 . . 4: Old : 54: 25 29 6 . 5 . 6 4 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 50.0 69.3 72.5 49.1 48.2 62.7 66.8 Old : 50.4 50.0 69.3 72.5 49.1 48.2 62.7 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 60,319: 42,060 53,201 17,984 1,973 60 0 3,260 0 100 1,725 100: 15 0 Old : 60,319: 42,060 53,201 17,984 1,973 60 0 3,260 0 100 1,725 100: 15 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,072: -1,937 -2,180 -930 -315 0 0 -477 0 -25 75 -175: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 88.2 29.8 3.3 0.1 0.0 5.4 0.0 0.2 2.9 0.2: 0.0 0.0 Old : 100.0: 69.7 88.2 29.8 3.3 0.1 0.0 5.4 0.0 0.2 2.9 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 13 . . . 0 . 0 . . .: Old : 29: 13 13 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 90.0 95.7 96.9 74.4 87.0 91.2 91.0 Old : 74.5 90.0 95.7 96.9 74.4 87.0 91.2 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 54,465: 36,025 53,205 16,830 0 135 0 175 0 1,250 725 225: 0 0 Old : 54,465: 36,025 53,205 16,830 0 135 0 175 0 1,250 725 225: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,235: -735 -1,200 -390 0 15 0 -25 0 0 100 -125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 97.7 30.9 0.0 0.2 0.0 0.3 0.0 2.3 1.3 0.4: 0.0 0.0 Old : 100.0: 66.1 97.7 30.9 0.0 0.2 0.0 0.3 0.0 2.3 1.3 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 8 . 0 . 0 . 0 . . .: Old : 24: 11 8 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.7 95.8 94.8 98.6 80.7 91.8 91.2 93.8 Old : 80.7 95.8 94.8 98.6 80.7 91.8 91.2 93.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 56,854: 37,289 51,719 14,530 227 2,248 725 0 75 798 1,560 875: 314 150 Old : 56,854: 37,289 51,719 14,530 227 2,248 725 0 75 798 1,560 875: 314 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,167: -901 -869 -297 -50 -21 0 0 0 7 -110 -90: 135 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 91.0 25.6 0.4 4.0 1.3 0.0 0.1 1.4 2.7 1.5: 0.6 0.3 Old : 100.0: 65.6 91.0 25.6 0.4 4.0 1.3 0.0 0.1 1.4 2.7 1.5: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 17 4 . . . 0 . . . .: Old : 30: 17 17 4 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 82.7 74.0 91.6 48.7 76.6 69.0 81.7 Old : 52.6 82.7 74.0 91.6 48.7 76.6 69.0 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 63,078: 45,183 55,631 14,233 421 388 720 3,325 250 1,264 1,767 891: 149 405 Old : 63,078: 45,183 55,631 14,233 421 388 720 3,325 250 1,264 1,767 891: 149 405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -761: -441 -555 -86 -68 -23 0 -40 -10 -1 123 -142: -58 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 88.2 22.6 0.7 0.6 1.1 5.3 0.4 2.0 2.8 1.4: 0.2 0.6 Old : 100.0: 71.6 88.2 22.6 0.7 0.6 1.1 5.3 0.4 2.0 2.8 1.4: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 19 . . . . . . . 4 .: Old : 36: 19 19 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 76.3 76.0 88.3 51.6 70.9 71.7 77.2 Old : 52.7 76.3 76.0 88.3 51.6 70.9 71.7 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 22,968: 12,756 21,821 9,866 0 262 0 805 0 0 0 0: 84 80 Old : 22,968: 12,756 21,821 9,866 0 262 0 805 0 0 0 0: 84 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,145: -586 -1,085 -528 0 180 0 -15 0 0 0 0: -211 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 95.0 43.0 0.0 1.1 0.0 3.5 0.0 0.0 0.0 0.0: 0.4 0.3 Old : 100.0: 55.5 95.0 43.0 0.0 1.1 0.0 3.5 0.0 0.0 0.0 0.0: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 14 4 0 . 0 . 0 0 0 0: Old : 24: 14 14 4 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 79.7 89.5 95.5 68.4 74.1 85.3 89.7 Old : 69.8 79.7 89.5 95.5 68.4 74.1 85.3 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 22,830: 12,344 22,333 9,873 0 252 0 225 0 0 0 0: 361 20 Old : 22,830: 12,344 22,333 9,873 0 252 0 225 0 0 0 0: 361 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,040: -533 -980 -390 0 145 0 0 0 0 0 0: -262 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 97.8 43.2 0.0 1.1 0.0 1.0 0.0 0.0 0.0 0.0: 1.6 0.1 Old : 100.0: 54.1 97.8 43.2 0.0 1.1 0.0 1.0 0.0 0.0 0.0 0.0: 1.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 13 5 0 . 0 . 0 0 0 0: Old : 22: 13 13 5 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 85.6 86.7 96.5 67.4 76.2 82.3 86.8 Old : 68.7 85.6 86.7 96.5 67.4 76.2 82.3 86.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 30,953: 25,671 22,327 2,600 4,787 786 0 374 330 1,340 1,507 185: 41 657 Old : 30,953: 25,671 22,327 2,600 4,787 786 0 374 330 1,340 1,507 185: 41 657 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,344: -994 -655 140 -153 20 0 20 -20 345 26 -541: -294 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 72.1 8.4 15.5 2.5 0.0 1.2 1.1 4.3 4.9 0.6: 0.1 2.1 Old : 100.0: 82.9 72.1 8.4 15.5 2.5 0.0 1.2 1.1 4.3 4.9 0.6: 0.1 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 16 . . . 0 . . . . .: Old : 29: 15 16 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 55.9 88.1 77.5 65.1 53.1 79.8 72.8 Old : 73.0 55.9 88.1 77.5 65.1 53.1 79.8 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 368 Hours) : : : Positions : All : 18,896: 15,157 15,027 1,448 975 230 0 1,080 0 675 919 210: 1,176 455 Old : 18,896: 15,157 15,027 1,448 975 230 0 1,080 0 675 919 210: 1,176 455 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 417: 546 774 -45 180 0 0 -130 -5 19 42 -19: -79 -425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 79.5 7.7 5.2 1.2 0.0 5.7 0.0 3.6 4.9 1.1: 6.2 2.4 Old : 100.0: 80.2 79.5 7.7 5.2 1.2 0.0 5.7 0.0 3.6 4.9 1.1: 6.2 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 9 . . . 0 . 0 . . .: Old : 20: 9 9 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.1 67.9 90.5 85.7 79.1 64.5 85.8 79.7 Old : 79.1 67.9 90.5 85.7 79.1 64.5 85.8 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 56,607: 42,920 28,137 6,663 20,294 559 2,560 5,354 380 1,748 206 1,648: 129 29 Old : 56,607: 42,920 28,137 6,663 20,294 559 2,560 5,354 380 1,748 206 1,648: 129 29 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,670: -2,018 -1,051 1,218 367 -649 22 -178 -32 -29 -21 -9: -173 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 49.7 11.8 35.9 1.0 4.5 9.5 0.7 3.1 0.4 2.9: 0.2 0.1 Old : 100.0: 75.8 49.7 11.8 35.9 1.0 4.5 9.5 0.7 3.1 0.4 2.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 25 20 5 . 6 . . . . . .: Old : 41: 25 20 5 . 6 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 71.0 68.0 85.4 46.7 61.1 61.9 71.9 Old : 50.3 71.0 68.0 85.4 46.7 61.1 61.9 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 368 Hours) : : : Positions : All : 35,142: 29,833 14,648 2,042 16,714 1,095 720 895 165 561 985 573: 153 67 Old : 35,142: 29,833 14,648 2,042 16,714 1,095 720 895 165 561 985 573: 153 67 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,278: -1,255 -946 97 -96 -6 0 -35 -45 96 -11 -70: -95 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 41.7 5.8 47.6 3.1 2.0 2.5 0.5 1.6 2.8 1.6: 0.4 0.2 Old : 100.0: 84.9 41.7 5.8 47.6 3.1 2.0 2.5 0.5 1.6 2.8 1.6: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 16 4 . . . . . . . .: Old : 35: 21 16 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 69.4 78.1 83.1 53.0 64.4 63.4 69.8 Old : 59.6 69.4 78.1 83.1 53.0 64.4 63.4 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 19,345: 9,723 17,661 7,446 0 895 151 264 150 675 175 200: 105 0 Old : 19,345: 9,723 17,661 7,446 0 895 151 264 150 675 175 200: 105 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 225: 75 150 -75 0 100 0 0 0 125 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 91.3 38.5 0.0 4.6 0.8 1.4 0.8 3.5 0.9 1.0: 0.5 0.0 Old : 100.0: 50.3 91.3 38.5 0.0 4.6 0.8 1.4 0.8 3.5 0.9 1.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 15 17 . 0 . . . . . . .: Old : 33: 15 17 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 73.2 83.3 84.8 60.0 67.2 74.3 76.2 Old : 64.9 73.2 83.3 84.8 60.0 67.2 74.3 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 19,061: 8,655 17,066 7,995 0 1,845 0 50 0 475 100 0: 91 0 Old : 19,061: 8,655 17,066 7,995 0 1,845 0 50 0 475 100 0: 91 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 89.5 41.9 0.0 9.7 0.0 0.3 0.0 2.5 0.5 0.0: 0.5 0.0 Old : 100.0: 45.4 89.5 41.9 0.0 9.7 0.0 0.3 0.0 2.5 0.5 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 8 . 0 . 0 . 0 . . 0: Old : 21: 11 8 . 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.5 94.1 95.8 99.0 65.8 84.5 86.1 87.2 Old : 75.5 94.1 95.8 99.0 65.8 84.5 86.1 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,395: 6,708 8,605 2,132 1,000 165 150 0 0 295 100 490: 455 35 Old : 10,395: 6,708 8,605 2,132 1,000 165 150 0 0 295 100 490: 455 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -823: -495 -535 -428 -112 -41 0 0 0 20 -50 -20: 141 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 82.8 20.5 9.6 1.6 1.4 0.0 0.0 2.8 1.0 4.7: 4.4 0.3 Old : 100.0: 64.5 82.8 20.5 9.6 1.6 1.4 0.0 0.0 2.8 1.0 4.7: 4.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 9 . . . . 0 0 . . .: Old : 21: 10 9 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 65.9 79.4 87.0 50.5 58.9 69.2 75.7 Old : 54.4 65.9 79.4 87.0 50.5 58.9 69.2 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,436: 5,846 7,650 2,084 1,000 166 150 0 0 265 100 485: 440 35 Old : 9,436: 5,846 7,650 2,084 1,000 166 150 0 0 265 100 485: 440 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -801: -440 -473 -516 -177 -16 0 0 0 20 -50 -20: 171 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 81.1 22.1 10.6 1.8 1.6 0.0 0.0 2.8 1.1 5.1: 4.7 0.4 Old : 100.0: 62.0 81.1 22.1 10.6 1.8 1.6 0.0 0.0 2.8 1.1 5.1: 4.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 8 . . . . 0 0 . . .: Old : 21: 9 8 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 67.0 79.6 90.7 49.8 58.9 70.1 79.3 Old : 55.7 67.0 79.6 90.7 49.8 58.9 70.1 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 34,051: 20,030 28,016 10,495 0 370 150 0 0 1,050 3,740 1,925: 31 0 Old : 34,051: 20,030 28,016 10,495 0 370 150 0 0 1,050 3,740 1,925: 31 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,983: -1,320 -1,696 5 0 -155 -50 0 0 -100 130 -130: -233 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 82.3 30.8 0.0 1.1 0.4 0.0 0.0 3.1 11.0 5.7: 0.1 0.0 Old : 100.0: 58.8 82.3 30.8 0.0 1.1 0.4 0.0 0.0 3.1 11.0 5.7: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 10 . 0 . . 0 0 . 4 .: Old : 30: 16 10 . 0 . . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 68.0 83.9 92.6 64.3 60.8 74.5 77.1 Old : 68.8 68.0 83.9 92.6 64.3 60.8 74.5 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 34,436: 20,620 28,591 10,265 0 465 150 0 0 1,050 3,525 1,855: 31 0 Old : 34,436: 20,620 28,591 10,265 0 465 150 0 0 1,050 3,525 1,855: 31 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,033: -1,265 -1,776 -20 0 -125 -50 0 0 -100 230 -230: -243 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 83.0 29.8 0.0 1.4 0.4 0.0 0.0 3.0 10.2 5.4: 0.1 0.0 Old : 100.0: 59.9 83.0 29.8 0.0 1.4 0.4 0.0 0.0 3.0 10.2 5.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 11 . 0 . . 0 0 . 4 .: Old : 30: 16 11 . 0 . . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 69.5 82.2 93.1 62.9 60.4 72.8 77.2 Old : 66.8 69.5 82.2 93.1 62.9 60.4 72.8 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 110,710: 80,490 89,347 22,223 8,436 4,869 125 850 755 530 4,741 1,649: 69 63 Old : 110,710: 80,490 89,347 22,223 8,436 4,869 125 850 755 530 4,741 1,649: 69 63 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,797: -1,836 -2,788 205 411 -605 15 -25 -15 -150 5 -58: -1,353 -722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 80.7 20.1 7.6 4.4 0.1 0.8 0.7 0.5 4.3 1.5: 0.1 0.1 Old : 100.0: 72.7 80.7 20.1 7.6 4.4 0.1 0.8 0.7 0.5 4.3 1.5: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 33 28 5 . 4 . . . . 7 .: Old : 55: 33 28 5 . 4 . . . . 7 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 53.3 59.5 74.3 33.8 49.4 55.1 66.0 Old : 38.0 53.3 59.5 74.3 33.8 49.4 55.1 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 123,407: 89,567 102,877 20,943 3,320 7,919 32 970 1,623 680 4,037 2,601: 42 60 Old : 123,407: 89,567 102,877 20,943 3,320 7,919 32 970 1,623 680 4,037 2,601: 42 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -5,860: -3,605 -3,557 -193 -143 -508 32 -93 -92 -30 -197 -199: -1,265 -1,071 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 83.4 17.0 2.7 6.4 0.0 0.8 1.3 0.6 3.3 2.1: 0.0 0.0 Old : 100.0: 72.6 83.4 17.0 2.7 6.4 0.0 0.8 1.3 0.6 3.3 2.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 36 29 6 . 6 . . . . 6 5: Old : 57: 36 29 6 . 6 . . . . 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 55.9 55.7 78.0 32.2 52.5 49.9 68.6 Old : 34.1 55.9 55.7 78.0 32.2 52.5 49.9 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 537,638: 298,356 350,039 44,265 4,480 107,196 14,862 15,724 30,302 18,617 5,969 23,731: 309 197 Old : 537,638: 298,356 350,039 44,265 4,480 107,196 14,862 15,724 30,302 18,617 5,969 23,731: 309 197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -10,233: -9,380 -3,476 2,896 712 -1,723 -937 -2,729 1,373 -1,203 -170 -522: -736 -3,698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 65.1 8.2 0.8 19.9 2.8 2.9 5.6 3.5 1.1 4.4: 0.1 0.0 Old : 100.0: 55.5 65.1 8.2 0.8 19.9 2.8 2.9 5.6 3.5 1.1 4.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 92: 44 36 . . 5 9 8 7 18 5 14: Old : 92: 44 36 . . 5 9 8 7 18 5 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 40.0 61.5 62.8 13.8 15.0 18.3 20.8 Old : 45.0 40.0 61.5 62.8 13.8 15.0 18.3 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,464: 8,804 14,730 1,713 145 854 795 600 65 3,793 0 0: 440 70 Old : 16,464: 8,804 14,730 1,713 145 854 795 600 65 3,793 0 0: 440 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -991: -586 -296 -75 10 -80 -90 0 0 -115 0 0: -45 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 89.5 10.4 0.9 5.2 4.8 3.6 0.4 23.0 0.0 0.0: 2.7 0.4 Old : 100.0: 53.5 89.5 10.4 0.9 5.2 4.8 3.6 0.4 23.0 0.0 0.0: 2.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 10 . . . . . . . 0 0: Old : 22: 11 10 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 80.8 83.9 96.8 64.5 71.7 78.1 82.7 Old : 65.0 80.8 83.9 96.8 64.5 71.7 78.1 82.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,436: 5,812 11,950 2,290 120 711 100 600 55 4,043 0 0: 425 0 Old : 13,436: 5,812 11,950 2,290 120 711 100 600 55 4,043 0 0: 425 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -846: -363 -231 -177 10 0 -15 0 0 -140 0 0: -151 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 88.9 17.0 0.9 5.3 0.7 4.5 0.4 30.1 0.0 0.0: 3.2 0.0 Old : 100.0: 43.3 88.9 17.0 0.9 5.3 0.7 4.5 0.4 30.1 0.0 0.0: 3.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 10 . . . . . . . 0 0: Old : 21: 10 10 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 79.3 87.1 97.0 66.4 72.9 79.7 84.5 Old : 66.9 79.3 87.1 97.0 66.4 72.9 79.7 84.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 5,110: 3,335 3,450 0 590 20 765 235 25 300 410 0: 665 380 Old : 5,110: 3,335 3,450 0 590 20 765 235 25 300 410 0: 665 380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 67.5 0.0 11.5 0.4 15.0 4.6 0.5 5.9 8.0 0.0: 13.0 7.4 Old : 100.0: 65.3 67.5 0.0 11.5 0.4 15.0 4.6 0.5 5.9 8.0 0.0: 13.0 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 16 0 . . . . . . 4 0: Old : 31: 17 16 0 . . . . . . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 48.0 67.9 66.8 51.9 44.5 64.9 62.6 Old : 53.2 48.0 67.9 66.8 51.9 44.5 64.9 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 352 Hours) : : : Positions : All : 15,546: 11,643 14,191 1,150 0 125 350 0 0 2,070 1,050 150: 58 30 Old : 15,546: 11,643 14,191 1,150 0 125 350 0 0 2,070 1,050 150: 58 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,095: -140 -790 -53 0 0 0 0 0 -882 -300 0: -20 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 91.3 7.4 0.0 0.8 2.3 0.0 0.0 13.3 6.8 1.0: 0.4 0.2 Old : 100.0: 74.9 91.3 7.4 0.0 0.8 2.3 0.0 0.0 13.3 6.8 1.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 10 22 4 0 . . 0 0 . . .: Old : 32: 10 22 4 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.7 61.8 92.2 79.5 75.4 60.2 87.2 77.0 Old : 79.7 61.8 92.2 79.5 75.4 60.2 87.2 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 88,927: 62,629 64,555 17,252 11,086 1,560 0 4,240 0 0 0 0: 7,486 7,486 Old : 88,927: 62,629 64,555 17,252 11,086 1,560 0 4,240 0 0 0 0: 7,486 7,486 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,734: -1,243 -1,429 -491 -140 0 0 -165 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 72.6 19.4 12.5 1.8 0.0 4.8 0.0 0.0 0.0 0.0: 8.4 8.4 Old : 100.0: 70.4 72.6 19.4 12.5 1.8 0.0 4.8 0.0 0.0 0.0 0.0: 8.4 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 19 . . . 0 . 0 0 0 0: Old : 28: 16 19 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.9 54.2 86.4 79.8 76.3 51.5 80.6 75.9 Old : 78.9 54.2 86.4 79.8 76.3 51.5 80.6 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 74,231: 52,806 52,716 14,025 9,435 1,585 0 4,680 0 0 0 0: 5,815 5,815 Old : 74,231: 52,806 52,716 14,025 9,435 1,585 0 4,680 0 0 0 0: 5,815 5,815 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,696: -1,310 -1,321 -401 -110 0 0 -280 0 0 0 0: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 71.0 18.9 12.7 2.1 0.0 6.3 0.0 0.0 0.0 0.0: 7.8 7.8 Old : 100.0: 71.1 71.0 18.9 12.7 2.1 0.0 6.3 0.0 0.0 0.0 0.0: 7.8 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 19 . . . 0 . 0 0 0 0: Old : 28: 17 19 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.0 58.0 87.2 80.4 76.8 55.6 79.7 75.6 Old : 79.0 58.0 87.2 80.4 76.8 55.6 79.7 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 25,205: 7,495 15,735 8,315 1,010 4,795 600 1,005 0 1,640 0 0: 2,360 2,660 Old : 25,205: 7,495 15,735 8,315 1,010 4,795 600 1,005 0 1,640 0 0: 2,360 2,660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : 270: 230 -555 -1,465 -625 1,785 125 -15 -150 -90 0 0: -165 -170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 62.4 33.0 4.0 19.0 2.4 4.0 0.0 6.5 0.0 0.0: 9.4 10.6 Old : 100.0: 29.7 62.4 33.0 4.0 19.0 2.4 4.0 0.0 6.5 0.0 0.0: 9.4 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 9 . . . . . 0 . 0 0: Old : 21: 8 9 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 51.2 84.0 80.7 49.7 45.3 58.2 60.8 Old : 67.5 51.2 84.0 80.7 49.7 45.3 58.2 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,096: 31,835 20,968 7,544 25,556 300 11,620 3,790 3,950 0 960 0: 3,847 3,572 Old : 59,096: 31,835 20,968 7,544 25,556 300 11,620 3,790 3,950 0 960 0: 3,847 3,572 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,575: -801 -594 -658 -950 240 0 80 -220 0 0 0: -136 -131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 35.5 12.8 43.2 0.5 19.7 6.4 6.7 0.0 1.6 0.0: 6.5 6.0 Old : 100.0: 53.9 35.5 12.8 43.2 0.5 19.7 6.4 6.7 0.0 1.6 0.0: 6.5 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 14 . . . . . . 0 . 0: Old : 27: 16 14 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 71.0 79.1 85.3 50.4 65.7 66.3 73.8 Old : 62.3 71.0 79.1 85.3 50.4 65.7 66.3 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,937: 20,702 17,196 8,814 13,425 300 2,565 1,375 3,010 0 360 300: 2,246 1,971 Old : 37,937: 20,702 17,196 8,814 13,425 300 2,565 1,375 3,010 0 360 300: 2,246 1,971 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,272: -1,081 -774 -188 -715 300 -200 15 -15 0 0 0: -88 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 45.3 23.2 35.4 0.8 6.8 3.6 7.9 0.0 0.9 0.8: 5.9 5.2 Old : 100.0: 54.6 45.3 23.2 35.4 0.8 6.8 3.6 7.9 0.0 0.9 0.8: 5.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 16 . . . . . . 0 . .: Old : 24: 15 16 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 70.2 87.6 85.4 60.6 65.1 73.7 73.4 Old : 72.4 70.2 87.6 85.4 60.6 65.1 73.7 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,860: 25,205 13,830 5,320 965 980 885 16,420 90 0 0 0: 1,380 1,575 Old : 33,860: 25,205 13,830 5,320 965 980 885 16,420 90 0 0 0: 1,380 1,575 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -595: -250 -780 20 -170 -20 -125 0 0 0 0 0: -220 375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 40.8 15.7 2.8 2.9 2.6 48.5 0.3 0.0 0.0 0.0: 4.1 4.7 Old : 100.0: 74.4 40.8 15.7 2.8 2.9 2.6 48.5 0.3 0.0 0.0 0.0: 4.1 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 . . . . . . 0 0 0: Old : 20: 12 12 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 68.6 84.0 85.7 59.3 62.2 68.0 69.7 Old : 69.2 68.6 84.0 85.7 59.3 62.2 68.0 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 100,180: 60,850 31,765 1,090 38,175 5,565 12,825 1,550 880 0 3,205 635: 18,335 18,405 Old : 100,180: 60,850 31,765 1,090 38,175 5,565 12,825 1,550 880 0 3,205 635: 18,335 18,405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,035: -500 -835 -695 -915 170 -180 -40 -150 0 405 -405: -275 -265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 31.7 1.1 38.1 5.6 12.8 1.5 0.9 0.0 3.2 0.6: 18.3 18.4 Old : 100.0: 60.7 31.7 1.1 38.1 5.6 12.8 1.5 0.9 0.0 3.2 0.6: 18.3 18.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 20 . . . . . . 0 . .: Old : 29: 16 20 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 51.4 73.7 67.1 52.0 49.7 58.6 57.8 Old : 55.6 51.4 73.7 67.1 52.0 49.7 58.6 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 95,060: 57,540 31,210 610 32,760 5,555 13,150 1,550 1,000 0 5,750 70: 17,135 17,165 Old : 95,060: 57,540 31,210 610 32,760 5,555 13,150 1,550 1,000 0 5,750 70: 17,135 17,165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,922: -282 -467 -880 -1,025 0 -170 -25 -125 0 255 -255: -210 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 32.8 0.6 34.5 5.8 13.8 1.6 1.1 0.0 6.0 0.1: 18.0 18.1 Old : 100.0: 60.5 32.8 0.6 34.5 5.8 13.8 1.6 1.1 0.0 6.0 0.1: 18.0 18.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 18 . . . . . . 0 . .: Old : 28: 17 18 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 47.2 73.1 67.4 50.5 46.7 57.9 55.8 Old : 53.6 47.2 73.1 67.4 50.5 46.7 57.9 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,784: 14,621 4,137 0 799 1,228 2,605 10,265 505 600 3,475 885: 4,340 3,490 Old : 24,784: 14,621 4,137 0 799 1,228 2,605 10,265 505 600 3,475 885: 4,340 3,490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,196: -1,000 -404 -50 269 -380 -205 -980 0 0 -155 -215: -346 -331 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 16.7 0.0 3.2 5.0 10.5 41.4 2.0 2.4 14.0 3.6: 17.5 14.1 Old : 100.0: 59.0 16.7 0.0 3.2 5.0 10.5 41.4 2.0 2.4 14.0 3.6: 17.5 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 9 0 . . . . . . . .: Old : 25: 15 9 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 68.5 61.9 78.0 38.2 60.7 59.2 67.5 Old : 39.7 68.5 61.9 78.0 38.2 60.7 59.2 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,919: 13,822 4,163 0 1,459 968 2,605 9,665 505 600 2,590 1,295: 4,124 3,274 Old : 23,919: 13,822 4,163 0 1,459 968 2,605 9,665 505 600 2,590 1,295: 4,124 3,274 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,651: -1,025 -454 -55 144 -245 -205 -1,755 0 0 770 -770: -351 -341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 17.4 0.0 6.1 4.0 10.9 40.4 2.1 2.5 10.8 5.4: 17.2 13.7 Old : 100.0: 57.8 17.4 0.0 6.1 4.0 10.9 40.4 2.1 2.5 10.8 5.4: 17.2 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 9 0 . . . . . . . .: Old : 25: 15 9 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 68.8 61.7 79.1 36.2 59.1 57.6 66.8 Old : 37.8 68.8 61.7 79.1 36.2 59.1 57.6 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,375: 19,320 52,770 13,500 7,965 60 19,315 0 25 9,240 0 0: 1,915 2,555 Old : 63,375: 19,320 52,770 13,500 7,965 60 19,315 0 25 9,240 0 0: 1,915 2,555 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,365: -790 -3,390 -270 -150 0 -1,610 0 -15 -355 0 0: -325 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 83.3 21.3 12.6 0.1 30.5 0.0 0.0 14.6 0.0 0.0: 3.0 4.0 Old : 100.0: 30.5 83.3 21.3 12.6 0.1 30.5 0.0 0.0 14.6 0.0 0.0: 3.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 7 . . . . 0 . . 0 0: Old : 21: 11 7 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 87.4 92.1 95.1 71.3 85.5 90.3 90.7 Old : 71.4 87.4 92.1 95.1 71.3 85.5 90.3 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,450: 21,650 55,770 10,515 2,380 1,735 5,600 240 10 20,475 0 140: 2,325 2,175 Old : 62,450: 21,650 55,770 10,515 2,380 1,735 5,600 240 10 20,475 0 140: 2,325 2,175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,035: -725 -620 510 190 -75 250 65 -350 -360 0 -45: -240 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 89.3 16.8 3.8 2.8 9.0 0.4 0.0 32.8 0.0 0.2: 3.7 3.5 Old : 100.0: 34.7 89.3 16.8 3.8 2.8 9.0 0.4 0.0 32.8 0.0 0.2: 3.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 8 . . . . . . . 0 .: Old : 26: 15 8 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 83.5 80.1 95.2 58.5 83.2 78.0 91.5 Old : 60.6 83.5 80.1 95.2 58.5 83.2 78.0 91.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 52,700: 20,685 46,125 10,785 2,740 985 5,600 240 10 11,885 0 535: 2,215 2,065 Old : 52,700: 20,685 46,125 10,785 2,740 985 5,600 240 10 11,885 0 535: 2,215 2,065 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -750: -740 -40 580 115 -75 300 75 -410 50 0 -150: -305 -265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 87.5 20.5 5.2 1.9 10.6 0.5 0.0 22.6 0.0 1.0: 4.2 3.9 Old : 100.0: 39.3 87.5 20.5 5.2 1.9 10.6 0.5 0.0 22.6 0.0 1.0: 4.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 8 . . . . . . . 0 .: Old : 26: 16 8 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 80.7 78.4 93.8 53.5 80.0 76.4 91.1 Old : 55.6 80.7 78.4 93.8 53.5 80.0 76.4 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,810: 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,155 530: 3,380 2,965 Old : 19,810: 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,155 530: 3,380 2,965 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,325: -700 -940 -520 0 50 50 -320 -220 60 -50 -60: 15 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 5.8 2.7: 17.1 15.0 Old : 100.0: 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 5.8 2.7: 17.1 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 7 . 0 . . . 0 . . .: Old : 20: 9 7 . 0 . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 65.6 74.0 82.8 45.8 65.6 66.8 77.5 Old : 50.7 65.6 74.0 82.8 45.8 65.6 66.8 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,465: 39,935 40,860 5,245 0 2,190 2,095 20,950 1,000 15,795 1,500 1,270: 5,935 5,695 Old : 73,465: 39,935 40,860 5,245 0 2,190 2,095 20,950 1,000 15,795 1,500 1,270: 5,935 5,695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,555: -1,310 -2,685 -535 0 -45 -40 110 -200 -720 0 0: 295 265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 55.6 7.1 0.0 3.0 2.9 28.5 1.4 21.5 2.0 1.7: 8.1 7.8 Old : 100.0: 54.4 55.6 7.1 0.0 3.0 2.9 28.5 1.4 21.5 2.0 1.7: 8.1 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 11 . 0 . . . . . . .: Old : 29: 15 11 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 70.5 73.6 84.2 57.4 68.9 69.4 81.5 Old : 61.2 70.5 73.6 84.2 57.4 68.9 69.4 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 67,255: 39,320 35,710 4,740 0 2,325 1,970 20,950 1,000 12,090 1,500 1,270: 4,540 4,500 Old : 67,255: 39,320 35,710 4,740 0 2,325 1,970 20,950 1,000 12,090 1,500 1,270: 4,540 4,500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -2,455: -1,480 -2,700 -650 0 360 -80 110 -200 -405 0 0: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 53.1 7.0 0.0 3.5 2.9 31.2 1.5 18.0 2.2 1.9: 6.8 6.7 Old : 100.0: 58.5 53.1 7.0 0.0 3.5 2.9 31.2 1.5 18.0 2.2 1.9: 6.8 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 12 . 0 . . . . . . .: Old : 29: 15 12 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 73.0 73.9 84.3 55.3 71.6 68.4 80.5 Old : 59.7 73.0 73.9 84.3 55.3 71.6 68.4 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,177: 36,491 19,521 0 19,830 0 16,965 0 2,790 0 14,185 2,005: 3,926 3,846 Old : 62,177: 36,491 19,521 0 19,830 0 16,965 0 2,790 0 14,185 2,005: 3,926 3,846 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,865: -840 -1,465 0 -695 0 -1,190 0 325 0 115 0: -160 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 31.4 0.0 31.9 0.0 27.3 0.0 4.5 0.0 22.8 3.2: 6.3 6.2 Old : 100.0: 58.7 31.4 0.0 31.9 0.0 27.3 0.0 4.5 0.0 22.8 3.2: 6.3 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 11 0 . 0 . 0 . 0 . .: Old : 26: 16 11 0 . 0 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 71.8 75.5 89.0 51.1 67.7 70.9 80.9 Old : 55.6 71.8 75.5 89.0 51.1 67.7 70.9 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,535: 33,807 15,655 0 16,952 0 8,365 0 2,950 0 9,835 2,425: 2,988 2,718 Old : 50,535: 33,807 15,655 0 16,952 0 8,365 0 2,950 0 9,835 2,425: 2,988 2,718 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,597: -1,037 -1,185 0 -807 0 -685 0 210 0 245 0: -85 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 31.0 0.0 33.5 0.0 16.6 0.0 5.8 0.0 19.5 4.8: 5.9 5.4 Old : 100.0: 66.9 31.0 0.0 33.5 0.0 16.6 0.0 5.8 0.0 19.5 4.8: 5.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 11 0 . 0 . 0 . 0 . .: Old : 26: 16 11 0 . 0 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 66.7 75.7 89.7 45.3 61.7 62.8 72.3 Old : 54.2 66.7 75.7 89.7 45.3 61.7 62.8 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 184,219: 97,102 89,974 17,163 50 6,782 8,084 18,490 5,796 1,500 15,240 2,125: 45,667 45,762 Old : 184,219: 97,102 89,974 17,163 50 6,782 8,084 18,490 5,796 1,500 15,240 2,125: 45,667 45,762 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -7,295: -5,924 -4,381 145 -100 -625 1,258 150 -468 50 -295 -490: -1,241 -1,086 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 48.8 9.3 0.0 3.7 4.4 10.0 3.1 0.8 8.3 1.2: 24.8 24.8 Old : 100.0: 52.7 48.8 9.3 0.0 3.7 4.4 10.0 3.1 0.8 8.3 1.2: 24.8 24.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 25 27 . . . . . . . 4 .: Old : 41: 25 27 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 37.7 62.4 51.2 38.6 36.2 50.9 45.7 Old : 44.8 37.7 62.4 51.2 38.6 36.2 50.9 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 147,051: 69,670 80,774 19,965 0 4,276 6,624 8,215 6,201 1,605 8,780 2,450: 36,260 36,355 Old : 147,051: 69,670 80,774 19,965 0 4,276 6,624 8,215 6,201 1,605 8,780 2,450: 36,260 36,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -4,602: -3,390 -2,857 -15 0 -192 428 615 -90 155 -490 -480: -1,018 -1,108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 54.9 13.6 0.0 2.9 4.5 5.6 4.2 1.1 6.0 1.7: 24.7 24.7 Old : 100.0: 47.4 54.9 13.6 0.0 2.9 4.5 5.6 4.2 1.1 6.0 1.7: 24.7 24.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 26 . 0 . . . . . . .: Old : 40: 22 26 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 30.7 60.7 46.4 38.9 26.7 45.8 36.7 Old : 48.6 30.7 60.7 46.4 38.9 26.7 45.8 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 72,226: 31,412 39,185 15,779 5,086 10,580 1,325 540 8,425 0 3,935 0: 4,705 4,475 Old : 72,226: 31,412 39,185 15,779 5,086 10,580 1,325 540 8,425 0 3,935 0: 4,705 4,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -1,845: -1,160 -1,130 -165 -95 95 -60 275 -350 0 -425 0: -205 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.5 54.3 21.8 7.0 14.6 1.8 0.7 11.7 0.0 5.4 0.0: 6.5 6.2 Old : 100.0: 43.5 54.3 21.8 7.0 14.6 1.8 0.7 11.7 0.0 5.4 0.0: 6.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 15 . . . . . . 0 . 0: Old : 25: 13 15 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 51.5 80.7 74.0 41.1 39.4 52.4 48.5 Old : 59.7 51.5 80.7 74.0 41.1 39.4 52.4 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 60,494: 28,415 29,930 8,331 3,501 8,373 1,090 1,140 8,350 0 3,385 0: 5,935 5,815 Old : 60,494: 28,415 29,930 8,331 3,501 8,373 1,090 1,140 8,350 0 3,385 0: 5,935 5,815 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -695: -95 345 710 470 -730 25 225 -450 0 -400 0: -155 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 49.5 13.8 5.8 13.8 1.8 1.9 13.8 0.0 5.6 0.0: 9.8 9.6 Old : 100.0: 47.0 49.5 13.8 5.8 13.8 1.8 1.9 13.8 0.0 5.6 0.0: 9.8 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 17 . . . . . . 0 . 0: Old : 25: 16 17 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 54.1 72.8 75.6 34.0 37.5 45.0 47.3 Old : 52.0 54.1 72.8 75.6 34.0 37.5 45.0 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 41,640: 15,025 23,885 320 8,400 2,720 15,750 50 2,425 700 0 980: 3,720 3,180 Old : 41,640: 15,025 23,885 320 8,400 2,720 15,750 50 2,425 700 0 980: 3,720 3,180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -495: -185 -280 -115 175 -50 145 50 -215 110 0 -110: -75 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 57.4 0.8 20.2 6.5 37.8 0.1 5.8 1.7 0.0 2.4: 8.9 7.6 Old : 100.0: 36.1 57.4 0.8 20.2 6.5 37.8 0.1 5.8 1.7 0.0 2.4: 8.9 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 15 . . . . . . . 0 .: Old : 25: 13 15 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 55.2 76.0 73.4 51.9 44.3 55.8 56.2 Old : 62.1 55.2 76.0 73.4 51.9 44.3 55.8 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,020: 11,400 36,200 0 8,175 2,310 32,345 280 1,295 700 0 980: 1,990 1,780 Old : 51,020: 11,400 36,200 0 8,175 2,310 32,345 280 1,295 700 0 980: 1,990 1,780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -680: -340 -445 0 305 -205 -10 50 -215 110 0 -110: 90 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 71.0 0.0 16.0 4.5 63.4 0.5 2.5 1.4 0.0 1.9: 3.9 3.5 Old : 100.0: 22.3 71.0 0.0 16.0 4.5 63.4 0.5 2.5 1.4 0.0 1.9: 3.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 14 0 . . . . . . 0 .: Old : 22: 12 14 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.6 61.8 90.0 81.6 74.1 51.8 76.1 69.8 Old : 81.6 61.8 90.0 81.6 74.1 51.8 76.1 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 175,129: 96,466 98,994 3,046 506 31,776 5,675 10,335 6,600 3,365 0 0: 28,201 26,918 Old : 175,129: 96,466 98,994 3,046 506 31,776 5,675 10,335 6,600 3,365 0 0: 28,201 26,918 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -5,893: -2,835 -2,700 847 506 -1,715 360 85 -135 -390 0 0: -2,025 -1,933 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 56.5 1.7 0.3 18.1 3.2 5.9 3.8 1.9 0.0 0.0: 16.1 15.4 Old : 100.0: 55.1 56.5 1.7 0.3 18.1 3.2 5.9 3.8 1.9 0.0 0.0: 16.1 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 24 26 . . . . . . . 0 0: Old : 35: 24 26 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 50.6 57.7 68.8 24.3 31.9 32.4 36.4 Old : 41.8 50.6 57.7 68.8 24.3 31.9 32.4 36.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Options and Futures Combined, June 09, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 115,515: 70,435 57,475 4,605 15,045 12,030 925 5,985 9,140 2,755 0 0: 15,625 15,840 Old : 115,515: 70,435 57,475 4,605 15,045 12,030 925 5,985 9,140 2,755 0 0: 15,625 15,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2020 : : -3,495: -310 -1,890 435 1,795 -2,500 550 145 -235 -470 0 0: -965 -810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 49.8 4.0 13.0 10.4 0.8 5.2 7.9 2.4 0.0 0.0: 13.5 13.7 Old : 100.0: 61.0 49.8 4.0 13.0 10.4 0.8 5.2 7.9 2.4 0.0 0.0: 13.5 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 22 . . . . . . . 0 0: Old : 30: 20 22 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 47.3 63.4 68.1 28.1 33.4 39.1 42.3 Old : 40.4 47.3 63.4 68.1 28.1 33.4 39.1 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2020