Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 20,871 : : Positions : : 14,351 11,809 1,263 477 933 657 1,395 180 391 3,009 2,077 : : : : Changes from: February 18, 2020 : : 19 -101 -109 62 68 0 -80 0 -6 131 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 56.6 6.1 2.3 4.5 3.1 6.7 0.9 1.9 14.4 10.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . 5 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 25,551 : : Positions : : 13,838 12,705 663 2,924 3,778 1,979 499 1,725 1,004 1,591 2,084 : : : : Changes from: February 18, 2020 : : 336 39 0 -24 180 -149 52 192 -131 -21 277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 49.7 2.6 11.4 14.8 7.7 2.0 6.8 3.9 6.2 8.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 20 . . . 4 . 4 5 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,203 : : Positions : : 30,454 35,743 5,941 0 1,941 0 1,768 46 3,595 2,600 1,105 : : : : Changes from: February 18, 2020 : : 480 464 -130 0 -115 0 -18 0 15 -80 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 82.7 13.8 0.0 4.5 0.0 4.1 0.1 8.3 6.0 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . 0 . 0 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 31,655 : : Positions : : 24,636 27,008 669 821 1,697 0 451 478 3,675 700 500 : : : : Changes from: February 18, 2020 : : 110 -60 0 -45 50 0 100 25 125 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 85.3 2.1 2.6 5.4 0.0 1.4 1.5 11.6 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 142,659 : : Positions : : 119,900 93,825 2,247 22,567 6,059 2,410 5,199 6,188 1,579 4,890 3,793 : : : : Changes from: February 18, 2020 : : 2,716 146 -110 1,403 85 -70 205 -550 0 824 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 65.8 1.6 15.8 4.2 1.7 3.6 4.3 1.1 3.4 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 31 . . 4 . 5 5 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 74,566 : : Positions : : 60,128 56,494 5,335 8,600 3,754 325 1,686 2,104 2,413 1,400 508 : : : : Changes from: February 18, 2020 : : 619 1,216 0 -930 714 0 158 -26 200 375 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 75.8 7.2 11.5 5.0 0.4 2.3 2.8 3.2 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 33,859 : : Positions : : 31,228 23,155 1,216 8,865 540 0 600 0 300 124 575 : : : : Changes from: February 18, 2020 : : 1,130 720 -360 75 120 0 0 0 74 49 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 68.4 3.6 26.2 1.6 0.0 1.8 0.0 0.9 0.4 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 61,825 : : Positions : : 34,377 25,629 666 24,674 5,012 15,737 60 218 1,078 1,497 4,705 : : : : Changes from: February 18, 2020 : : 270 160 -30 50 -210 0 -25 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 41.5 1.1 39.9 8.1 25.5 0.1 0.4 1.7 2.4 7.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 82,522 : : Positions : : 46,480 28,785 0 40,776 5,907 24,752 1,260 335 1,072 1,977 3,470 : : : : Changes from: February 18, 2020 : : -232 460 0 -625 207 -16 50 0 -305 -66 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 34.9 0.0 49.4 7.2 30.0 1.5 0.4 1.3 2.4 4.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 23 0 4 4 6 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 74,532 : : Positions : : 55,721 50,866 10,884 18,551 2,295 700 25 0 2,115 447 2,043 : : : : Changes from: February 18, 2020 : : 520 100 -475 764 200 0 25 0 0 -834 864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 68.2 14.6 24.9 3.1 0.9 0.0 0.0 2.8 0.6 2.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 93,747 : : Positions : : 66,430 55,515 20,163 33,699 859 700 0 0 2,058 737 2,700 : : : : Changes from: February 18, 2020 : : 594 35 -475 804 60 0 0 0 0 -724 864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 59.2 21.5 35.9 0.9 0.7 0.0 0.0 2.2 0.8 2.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 5 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 44,148 : : Positions : : 28,673 40,238 11,442 0 3,064 0 0 0 325 195 230 : : : : Changes from: February 18, 2020 : : 230 195 65 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 91.1 25.9 0.0 6.9 0.0 0.0 0.0 0.7 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 26,585 : : Positions : : 23,521 18,323 0 5,293 2,026 0 600 0 460 306 35 : : : : Changes from: February 18, 2020 : : -1,600 -1,476 0 -40 90 0 0 0 100 16 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 68.9 0.0 19.9 7.6 0.0 2.3 0.0 1.7 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 94,148 : : Positions : : 57,350 68,592 320 10,278 9,364 10,651 973 1,621 12,132 931 2,277 : : : : Changes from: February 18, 2020 : : 1,536 1,913 0 429 57 357 1 -50 554 72 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 72.9 0.3 10.9 9.9 11.3 1.0 1.7 12.9 1.0 2.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 31 . . . 7 . 5 11 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 39,661 : : Positions : : 28,234 30,894 0 5,769 1,896 200 200 0 8,766 300 275 : : : : Changes from: February 18, 2020 : : 688 688 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 77.9 0.0 14.5 4.8 0.5 0.5 0.0 22.1 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 49,765 : : Positions : : 35,345 45,551 10,044 0 3,499 0 0 0 475 123 277 : : : : Changes from: February 18, 2020 : : 187 287 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 91.5 20.2 0.0 7.0 0.0 0.0 0.0 1.0 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 37,989 : : Positions : : 31,214 24,962 0 5,439 5,247 0 1,720 0 190 435 10 : : : : Changes from: February 18, 2020 : : -947 -1,364 0 317 -17 0 20 0 90 150 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 65.7 0.0 14.3 13.8 0.0 4.5 0.0 0.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 0 . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 67,230 : : Positions : : 53,591 62,165 6,859 80 3,840 0 0 0 2,312 800 0 : : : : Changes from: February 18, 2020 : : 765 1,040 325 0 -19 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.5 10.2 0.1 5.7 0.0 0.0 0.0 3.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 5 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 70,775 : : Positions : : 59,733 63,005 3,819 3,074 3,776 0 0 0 2,977 650 90 : : : : Changes from: February 18, 2020 : : 580 636 85 0 0 0 0 0 -29 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.0 5.4 4.3 5.3 0.0 0.0 0.0 4.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 78,005 : : Positions : : 62,657 71,427 9,359 846 3,499 309 0 55 1,298 1,574 574 : : : : Changes from: February 18, 2020 : : 252 68 3 140 -75 0 0 0 0 47 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 91.6 12.0 1.1 4.5 0.4 0.0 0.1 1.7 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 5 . 4 . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 100,912 : : Positions : : 79,468 89,530 11,322 786 5,287 216 1,396 292 2,188 1,802 1,792 : : : : Changes from: February 18, 2020 : : 2,304 3,077 -58 -927 -98 63 -190 137 -94 274 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 88.7 11.2 0.8 5.2 0.2 1.4 0.3 2.2 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 28 5 . . . 6 4 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 57,642 : : Positions : : 39,359 49,462 17,553 2,104 60 0 3,366 50 425 2,425 175 : : : : Changes from: February 18, 2020 : : 3,049 2,325 175 515 0 0 159 0 25 250 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 85.8 30.5 3.7 0.1 0.0 5.8 0.1 0.7 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 49,240 : : Positions : : 38,380 46,990 8,711 0 875 0 225 0 549 425 725 : : : : Changes from: February 18, 2020 : : 2,640 1,950 -690 0 840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 95.4 17.7 0.0 1.8 0.0 0.5 0.0 1.1 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 63,372 : : Positions : : 45,455 58,700 14,322 370 1,658 700 110 0 665 1,805 528 : : : : Changes from: February 18, 2020 : : 1,603 1,475 -167 0 0 0 30 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 92.6 22.6 0.6 2.6 1.1 0.2 0.0 1.0 2.8 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 70,990 : : Positions : : 52,802 62,920 13,437 636 35 452 2,400 1,890 1,132 1,684 1,185 : : : : Changes from: February 18, 2020 : : 2,117 289 140 0 0 -345 1,705 -1,300 82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 88.6 18.9 0.9 0.0 0.6 3.4 2.7 1.6 2.4 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,962 : : Positions : : 15,671 24,851 9,990 0 120 0 565 0 0 226 0 : : : : Changes from: February 18, 2020 : : 966 -16 -2 0 70 0 175 0 -785 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 95.7 38.5 0.0 0.5 0.0 2.2 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 25,181 : : Positions : : 14,965 24,926 9,723 0 165 0 25 0 0 0 0 : : : : Changes from: February 18, 2020 : : 685 0 -5 0 70 0 0 0 -685 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 99.0 38.6 0.0 0.7 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,134 : : Positions : : 28,690 26,534 2,836 3,592 1,094 30 614 335 52 901 1,064 : : : : Changes from: February 18, 2020 : : 209 119 -131 0 64 0 -70 5 12 67 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 77.7 8.3 10.5 3.2 0.1 1.8 1.0 0.2 2.6 3.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 21,376 : : Positions : : 17,478 18,502 1,935 0 133 0 1,485 0 510 880 316 : : : : Changes from: February 18, 2020 : : 15 -69 -5 0 0 0 0 0 -74 6 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.6 9.1 0.0 0.6 0.0 6.9 0.0 2.4 4.1 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 60,227 : : Positions : : 46,419 36,889 6,769 17,429 556 2,787 3,957 76 2,538 295 1,006 : : : : Changes from: February 18, 2020 : : 3,160 1,616 -663 1,295 148 -125 -205 0 260 -36 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 61.2 11.2 28.9 0.9 4.6 6.6 0.1 4.2 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 24 5 . 5 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,310 : : Positions : : 33,101 19,199 2,440 16,130 879 350 340 567 398 672 523 : : : : Changes from: February 18, 2020 : : 886 17 -290 585 300 0 0 0 10 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 50.1 6.4 42.1 2.3 0.9 0.9 1.5 1.0 1.8 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 23 5 . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,560 : : Positions : : 10,423 17,451 7,017 0 1,009 0 609 226 725 250 0 : : : : Changes from: February 18, 2020 : : 125 100 -50 0 70 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 89.2 35.9 0.0 5.2 0.0 3.1 1.2 3.7 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 19,726 : : Positions : : 9,623 17,316 7,555 0 1,910 0 300 0 500 200 0 : : : : Changes from: February 18, 2020 : : 375 90 -285 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 87.8 38.3 0.0 9.7 0.0 1.5 0.0 2.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 10,461 : : Positions : : 9,284 7,325 161 650 701 0 735 0 125 1,025 25 : : : : Changes from: February 18, 2020 : : 100 200 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 70.0 1.5 6.2 6.7 0.0 7.0 0.0 1.2 9.8 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 10,694 : : Positions : : 9,587 7,125 113 650 744 0 725 0 125 1,450 0 : : : : Changes from: February 18, 2020 : : 100 100 -100 0 100 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 66.6 1.1 6.1 7.0 0.0 6.8 0.0 1.2 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 13,322 : : Positions : : 7,680 11,567 3,828 715 55 0 40 0 885 335 610 : : : : Changes from: February 18, 2020 : : 62 62 50 0 20 0 0 0 -75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 86.8 28.7 5.4 0.4 0.0 0.3 0.0 6.6 2.5 4.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 13,083 : : Positions : : 7,306 11,555 3,920 715 63 0 40 0 920 100 610 : : : : Changes from: February 18, 2020 : : 453 70 375 0 28 0 0 0 -50 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 88.3 30.0 5.5 0.5 0.0 0.3 0.0 7.0 0.8 4.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 36,113 : : Positions : : 24,510 31,463 6,930 0 955 120 0 30 900 1,080 2,515 : : : : Changes from: February 18, 2020 : : 150 40 -160 0 200 0 0 0 75 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 87.1 19.2 0.0 2.6 0.3 0.0 0.1 2.5 3.0 7.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 36,044 : : Positions : : 24,785 31,809 6,535 0 865 120 0 30 935 700 2,620 : : : : Changes from: February 18, 2020 : : 150 40 -160 0 180 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 88.3 18.1 0.0 2.4 0.3 0.0 0.1 2.6 1.9 7.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 . 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 107,499 : : Positions : : 82,837 82,939 18,736 13,069 2,978 1,295 350 220 500 7,010 858 : : : : Changes from: February 18, 2020 : : 2,480 4,599 0 -2,137 651 30 20 0 0 46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 77.2 17.4 12.2 2.8 1.2 0.3 0.2 0.5 6.5 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 27 4 4 4 . . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 122,745 : : Positions : : 91,577 100,189 21,825 8,734 4,862 1,739 1,300 181 685 5,625 1,819 : : : : Changes from: February 18, 2020 : : 2,566 4,905 0 -2,525 1,122 4 20 1 81 242 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 81.6 17.8 7.1 4.0 1.4 1.1 0.1 0.6 4.6 1.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 32 . 4 5 . . . 4 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 511,251 : : Positions : : 281,768 325,747 43,485 3,625 104,406 11,030 18,882 27,978 19,859 8,103 22,191 : : : : Changes from: February 18, 2020 : : 8,464 3,085 -6,627 -249 6,443 -1,693 -2,758 2,948 1,574 2,163 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 63.7 8.5 0.7 20.4 2.2 3.7 5.5 3.9 1.6 4.3 : : : : Number of Traders in Each Category Total Traders: 95 : : 38 38 5 . 4 6 12 9 15 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,872 : : Positions : : 7,936 15,218 2,662 125 854 1,200 600 0 4,010 0 75 : : : : Changes from: February 18, 2020 : : 485 180 -55 -10 30 20 0 0 -280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 90.2 15.8 0.7 5.1 7.1 3.6 0.0 23.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,811 : : Positions : : 6,498 14,632 3,757 90 474 250 600 0 4,345 0 15 : : : : Changes from: February 18, 2020 : : 205 180 -55 -10 5 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 92.5 23.8 0.6 3.0 1.6 3.8 0.0 27.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 9,145 : : Positions : : 4,245 8,595 600 0 0 450 0 0 3,850 550 0 : : : : Changes from: February 18, 2020 : : 800 1,050 0 0 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 94.0 6.6 0.0 0.0 4.9 0.0 0.0 42.1 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 76,447 : : Positions : : 51,426 51,845 16,823 12,386 0 0 4,018 165 0 0 0 : : : : Changes from: February 18, 2020 : : -392 -152 300 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 67.8 22.0 16.2 0.0 0.0 5.3 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 64,692 : : Positions : : 43,819 41,163 13,649 12,035 0 0 4,270 235 0 0 0 : : : : Changes from: February 18, 2020 : : -239 76 60 -255 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 63.6 21.1 18.6 0.0 0.0 6.6 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,880 : : Positions : : 6,995 19,005 12,260 870 1,535 150 1,380 0 1,990 0 0 : : : : Changes from: February 18, 2020 : : 0 410 -120 -530 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 73.4 47.4 3.4 5.9 0.6 5.3 0.0 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 23,470 : : Positions : : 6,245 16,815 10,770 930 2,170 150 1,290 25 2,010 0 0 : : : : Changes from: February 18, 2020 : : 0 360 -120 -480 410 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 71.6 45.9 4.0 9.2 0.6 5.5 0.1 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 58,621 : : Positions : : 29,245 19,659 7,710 24,431 660 10,640 2,870 5,810 0 810 175 : : : : Changes from: February 18, 2020 : : 877 -83 220 950 660 300 530 -280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 33.5 13.2 41.7 1.1 18.2 4.9 9.9 0.0 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 37,449 : : Positions : : 17,736 17,375 8,380 11,256 820 2,495 0 4,315 0 385 300 : : : : Changes from: February 18, 2020 : : -315 405 120 -300 660 300 0 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 46.4 22.4 30.1 2.2 6.7 0.0 11.5 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,640 : : Positions : : 21,880 8,960 3,740 2,935 400 535 14,610 730 0 0 0 : : : : Changes from: February 18, 2020 : : 790 550 0 360 0 300 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 31.3 13.1 10.2 1.4 1.9 51.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 101,471 : : Positions : : 52,780 30,506 7,666 41,350 3,260 14,905 2,260 230 0 935 2,495 : : : : Changes from: February 18, 2020 : : 1,460 -640 -480 525 0 -465 -45 80 0 675 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 30.1 7.6 40.8 3.2 14.7 2.2 0.2 0.0 0.9 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 95,654 : : Positions : : 48,074 28,929 8,185 36,380 3,130 15,565 2,375 165 0 3,785 1,155 : : : : Changes from: February 18, 2020 : : 1,110 -740 -155 500 40 -640 -45 100 0 600 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 30.2 8.6 38.0 3.3 16.3 2.5 0.2 0.0 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,053 : : Positions : : 13,102 6,279 1,450 2,273 1,047 3,470 7,135 315 360 3,610 785 : : : : Changes from: February 18, 2020 : : 410 110 -150 200 122 0 -50 0 0 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 25.1 5.8 9.1 4.2 13.9 28.5 1.3 1.4 14.4 3.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,203 : : Positions : : 12,812 6,479 1,595 2,833 638 3,470 9,685 315 225 0 1,985 : : : : Changes from: February 18, 2020 : : 60 10 0 100 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 25.7 6.3 11.2 2.5 13.8 38.4 1.2 0.9 0.0 7.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 32,619 : : Positions : : 14,904 11,760 1,101 12,105 1,145 12,175 115 0 0 4,745 820 : : : : Changes from: February 18, 2020 : : 675 -395 400 -200 244 0 0 0 0 1,670 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 36.1 3.4 37.1 3.5 37.3 0.4 0.0 0.0 14.5 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 29,367 : : Positions : : 13,063 9,680 932 11,455 842 12,175 100 0 0 5,305 190 : : : : Changes from: February 18, 2020 : : 720 -150 400 -200 100 0 0 0 0 1,470 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 33.0 3.2 39.0 2.9 41.5 0.3 0.0 0.0 18.1 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 54,856 : : Positions : : 17,831 45,955 7,799 5,540 200 15,835 0 45 10,145 0 0 : : : : Changes from: February 18, 2020 : : 300 1,350 -250 0 0 1,150 0 45 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 83.8 14.2 10.1 0.4 28.9 0.0 0.1 18.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 57,729 : : Positions : : 19,734 47,725 8,715 6,345 340 16,010 0 45 9,765 0 0 : : : : Changes from: February 18, 2020 : : 300 1,250 -250 0 0 1,150 0 45 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 82.7 15.1 11.0 0.6 27.7 0.0 0.1 16.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 55,175 : : Positions : : 21,040 45,125 5,446 3,910 1,185 6,640 0 915 15,729 0 1,080 : : : : Changes from: February 18, 2020 : : -500 285 225 -60 125 0 0 0 500 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 81.8 9.9 7.1 2.1 12.0 0.0 1.7 28.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 9 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 53,950 : : Positions : : 21,175 43,725 4,546 3,970 1,510 6,440 0 1,065 15,354 0 1,030 : : : : Changes from: February 18, 2020 : : -500 225 425 0 30 0 0 0 300 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 81.0 8.4 7.4 2.8 11.9 0.0 2.0 28.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 9 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,675 : : Positions : : 12,990 12,155 3,595 0 1,395 135 5,065 660 730 390 1,035 : : : : Changes from: February 18, 2020 : : 600 3,000 0 0 0 0 0 0 730 -1,670 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 53.6 15.9 0.0 6.2 0.6 22.3 2.9 3.2 1.7 4.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 21,840 : : Positions : : 11,855 12,070 3,370 0 1,465 85 5,065 660 1,835 465 520 : : : : Changes from: February 18, 2020 : : 600 3,000 0 0 0 0 0 0 1,835 -565 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 55.3 15.4 0.0 6.7 0.4 23.2 3.0 8.4 2.1 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 73,185 : : Positions : : 38,270 44,495 1,100 0 3,470 1,325 16,670 1,325 21,710 1,300 535 : : : : Changes from: February 18, 2020 : : -785 130 -135 0 65 -150 -1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 60.8 1.5 0.0 4.7 1.8 22.8 1.8 29.7 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 69,530 : : Positions : : 37,405 42,085 2,410 0 2,620 1,360 16,670 1,300 18,820 1,300 520 : : : : Changes from: February 18, 2020 : : -475 140 -135 0 65 -150 -1,200 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 60.5 3.5 0.0 3.8 2.0 24.0 1.9 27.1 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 62,227 : : Positions : : 39,427 23,217 0 16,673 580 14,510 0 3,135 83 14,470 880 : : : : Changes from: February 18, 2020 : : 770 -65 0 80 -7 150 0 25 0 905 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 37.3 0.0 26.8 0.9 23.3 0.0 5.0 0.1 23.3 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,884 : : Positions : : 36,318 19,369 0 13,972 1,125 6,815 0 3,155 83 10,215 1,205 : : : : Changes from: February 18, 2020 : : 1,710 -25 0 455 -41 -50 0 25 0 1,230 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 38.1 0.0 27.5 2.2 13.4 0.0 6.2 0.2 20.1 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 175,172 : : Positions : : 97,887 89,326 19,654 705 5,695 0 14,968 9,357 1,300 13,902 3,285 : : : : Changes from: February 18, 2020 : : 1,310 540 -570 0 945 0 -125 50 0 325 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 51.0 11.2 0.4 3.3 0.0 8.5 5.3 0.7 7.9 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 30 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 148,953 : : Positions : : 84,426 76,768 15,177 0 5,694 1,212 6,140 9,296 1,300 19,267 1,860 : : : : Changes from: February 18, 2020 : : 1,635 1,700 -685 0 915 250 -200 -175 0 -300 -355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 51.5 10.2 0.0 3.8 0.8 4.1 6.2 0.9 12.9 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 65,425 : : Positions : : 33,720 29,425 18,411 9,341 4,964 0 7,605 2,600 0 5,760 0 : : : : Changes from: February 18, 2020 : : -640 730 0 -100 55 0 -1,270 735 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 45.0 28.1 14.3 7.6 0.0 11.6 4.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 57,035 : : Positions : : 31,410 21,285 8,651 5,441 8,389 0 8,300 2,630 0 5,035 0 : : : : Changes from: February 18, 2020 : : -330 690 0 -100 65 0 -965 905 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 37.3 15.2 9.5 14.7 0.0 14.6 4.6 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 43,200 : : Positions : : 15,475 27,700 1,185 8,145 2,695 18,815 0 625 30 0 1,350 : : : : Changes from: February 18, 2020 : : 40 -1,270 20 0 0 -1,375 0 470 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 64.1 2.7 18.9 6.2 43.6 0.0 1.4 0.1 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 48,710 : : Positions : : 10,545 37,435 0 4,525 3,090 31,280 0 930 30 0 1,350 : : : : Changes from: February 18, 2020 : : 255 -1,105 0 30 -130 -1,345 -15 440 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 76.9 0.0 9.3 6.3 64.2 0.0 1.9 0.1 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 167,113 : : Positions : : 80,918 75,987 1,745 15,143 25,904 5,240 2,215 7,310 5,625 0 0 : : : : Changes from: February 18, 2020 : : -553 -621 127 2,828 -1,528 260 -960 1,240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 45.5 1.0 9.1 15.5 3.1 1.3 4.4 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 117,410 : : Positions : : 67,990 61,754 4,100 17,981 8,900 4,720 2,000 7,495 4,890 85 0 : : : : Changes from: February 18, 2020 : : 2,820 1,020 -870 2,120 -875 1,155 -60 395 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 52.6 3.5 15.3 7.6 4.0 1.7 6.4 4.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 23 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,710 : : Positions : : 20,630 15,530 0 10,345 2,370 4,380 300 95 1,125 0 575 : : : : Changes from: February 18, 2020 : : 105 475 0 -370 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 50.6 0.0 33.7 7.7 14.3 1.0 0.3 3.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 30,075 : : Positions : : 21,090 14,635 0 11,035 2,280 3,665 300 135 725 0 500 : : : : Changes from: February 18, 2020 : : 105 475 0 -370 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 48.7 0.0 36.7 7.6 12.2 1.0 0.4 2.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 28, 2020