Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 19,157 : : Positions : : 13,237 10,572 723 221 1,308 510 1,395 180 417 2,794 1,803 : : : : Changes from: February 25, 2020 : : -1,114 -1,237 -540 -256 375 -147 0 0 26 -215 -274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 55.2 3.8 1.2 6.8 2.7 7.3 0.9 2.2 14.6 9.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . 4 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 24,805 : : Positions : : 13,149 12,392 663 2,791 3,914 1,939 890 1,509 882 1,589 1,492 : : : : Changes from: February 25, 2020 : : -689 -314 0 -133 136 -40 391 -216 -122 -2 -592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 50.0 2.7 11.3 15.8 7.8 3.6 6.1 3.6 6.4 6.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 21 . . . . 4 4 5 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,191 : : Positions : : 27,780 34,241 5,262 0 2,086 0 1,468 46 3,970 1,305 1,045 : : : : Changes from: February 25, 2020 : : -2,674 -1,502 -679 0 145 0 -300 0 375 -1,295 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 85.2 13.1 0.0 5.2 0.0 3.7 0.1 9.9 3.2 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . 0 . 0 4 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 29,206 : : Positions : : 22,931 24,663 495 952 1,637 0 476 453 2,975 550 475 : : : : Changes from: February 25, 2020 : : -1,705 -2,345 -174 131 -60 0 25 -25 -700 -150 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 84.4 1.7 3.3 5.6 0.0 1.6 1.6 10.2 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . 0 . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 143,046 : : Positions : : 119,561 91,558 2,472 21,426 6,748 2,439 5,374 6,028 1,302 5,013 3,914 : : : : Changes from: February 25, 2020 : : -339 -2,267 225 -1,141 689 29 175 -160 -277 123 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 64.0 1.7 15.0 4.7 1.7 3.8 4.2 0.9 3.5 2.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 31 . . 4 . 5 5 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 76,344 : : Positions : : 61,603 57,659 5,335 8,779 3,827 325 1,843 2,034 2,588 1,550 633 : : : : Changes from: February 25, 2020 : : 1,475 1,165 0 179 73 0 156 -71 175 150 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 75.5 7.0 11.5 5.0 0.4 2.4 2.7 3.4 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 34,549 : : Positions : : 31,978 23,735 1,096 8,890 600 0 600 0 275 124 600 : : : : Changes from: February 25, 2020 : : 750 580 -120 25 60 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 68.7 3.2 25.7 1.7 0.0 1.7 0.0 0.8 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 March 3, 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 61,919 : : Positions : : 34,598 24,921 585 25,330 4,793 15,737 110 218 1,098 1,287 4,860 : : : : Changes from: February 25, 2020 : : 221 -708 -81 656 -219 0 50 0 20 -210 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 40.2 0.9 40.9 7.7 25.4 0.2 0.4 1.8 2.1 7.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 83,029 : : Positions : : 47,090 28,879 0 40,991 5,884 24,687 1,260 335 1,079 1,977 3,470 : : : : Changes from: February 25, 2020 : : 610 94 0 215 -23 -65 0 0 7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 34.8 0.0 49.4 7.1 29.7 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 March 3, 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 74,752 : : Positions : : 55,116 50,481 10,874 18,551 2,295 700 25 0 1,905 447 2,158 : : : : Changes from: February 25, 2020 : : -605 -385 -10 0 0 0 0 0 -210 0 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 67.5 14.5 24.8 3.1 0.9 0.0 0.0 2.5 0.6 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 94,122 : : Positions : : 65,670 55,115 20,098 33,879 849 700 0 0 2,058 656 2,700 : : : : Changes from: February 25, 2020 : : -760 -400 -65 180 -10 0 0 0 0 -81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 58.6 21.4 36.0 0.9 0.7 0.0 0.0 2.2 0.7 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 March 3, 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 44,975 : : Positions : : 29,578 40,708 11,004 0 3,424 0 0 0 325 195 230 : : : : Changes from: February 25, 2020 : : 905 470 -438 0 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 90.5 24.5 0.0 7.6 0.0 0.0 0.0 0.7 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 26,873 : : Positions : : 23,682 17,774 0 6,000 2,156 0 600 0 460 306 35 : : : : Changes from: February 25, 2020 : : 161 -549 0 707 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 66.1 0.0 22.3 8.0 0.0 2.2 0.0 1.7 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 94,545 : : Positions : : 58,283 67,814 320 10,875 9,201 9,720 1,256 1,939 12,242 888 2,411 : : : : Changes from: February 25, 2020 : : 932 -778 0 597 -163 -931 283 318 110 -43 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 71.7 0.3 11.5 9.7 10.3 1.3 2.1 12.9 0.9 2.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 30 . . . 7 . 6 12 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643A7 Open Interest is 30,798 : : Positions : : 26,583 22,335 632 7,296 136 2,895 192 0 312 96 0 : : : : Changes from: February 25, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 72.5 2.1 23.7 0.4 9.4 0.6 0.0 1.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 41,201 : : Positions : : 29,774 31,534 0 6,369 1,896 200 500 0 8,766 300 275 : : : : Changes from: February 25, 2020 : : 1,540 640 0 600 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 76.5 0.0 15.5 4.6 0.5 1.2 0.0 21.3 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 50,851 : : Positions : : 36,376 46,385 9,862 0 3,736 0 0 0 475 123 277 : : : : Changes from: February 25, 2020 : : 1,031 834 -182 0 237 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 91.2 19.4 0.0 7.3 0.0 0.0 0.0 0.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 38,466 : : Positions : : 31,793 25,353 0 5,516 5,160 0 1,720 0 80 460 120 : : : : Changes from: February 25, 2020 : : 579 391 0 77 -87 0 0 0 -110 25 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 65.9 0.0 14.3 13.4 0.0 4.5 0.0 0.2 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 0 . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 67,132 : : Positions : : 52,261 62,067 6,959 80 3,840 0 0 0 2,297 800 0 : : : : Changes from: February 25, 2020 : : -1,330 -98 100 0 0 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 92.5 10.4 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 13 5 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 70,862 : : Positions : : 58,536 62,962 4,008 3,074 3,776 0 0 0 2,741 680 60 : : : : Changes from: February 25, 2020 : : -1,197 -43 189 0 0 0 0 0 -236 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.9 5.7 4.3 5.3 0.0 0.0 0.0 3.9 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 13 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 77,958 : : Positions : : 62,642 71,370 9,379 871 3,499 309 0 55 1,198 1,511 622 : : : : Changes from: February 25, 2020 : : -15 -57 20 25 0 0 0 0 -100 -63 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 91.5 12.0 1.1 4.5 0.4 0.0 0.1 1.5 1.9 0.8 : : : : 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 March 3, 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 102,126 : : Positions : : 80,440 90,587 11,438 811 5,287 183 1,482 337 2,241 1,687 1,853 : : : : Changes from: February 25, 2020 : : 972 1,057 116 25 0 -33 86 45 53 -115 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 88.7 11.2 0.8 5.2 0.2 1.5 0.3 2.2 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 28 5 . . . 6 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 58,092 : : Positions : : 39,809 49,787 17,553 2,154 60 0 3,391 50 425 2,475 175 : : : : Changes from: February 25, 2020 : : 450 325 0 50 0 0 25 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 85.7 30.2 3.7 0.1 0.0 5.8 0.1 0.7 4.3 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 March 3, 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 50,750 : : Positions : : 38,555 48,560 10,106 0 815 0 225 0 549 425 725 : : : : Changes from: February 25, 2020 : : 175 1,570 1,395 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 95.7 19.9 0.0 1.6 0.0 0.4 0.0 1.1 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 63,710 : : Positions : : 45,388 58,897 14,585 370 1,722 700 110 0 656 1,780 555 : : : : Changes from: February 25, 2020 : : -67 197 263 0 64 0 0 0 -9 -25 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 92.4 22.9 0.6 2.7 1.1 0.2 0.0 1.0 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 70,907 : : Positions : : 52,279 62,494 13,886 686 130 387 2,702 1,625 1,129 1,634 1,235 : : : : Changes from: February 25, 2020 : : -523 -426 449 50 95 -65 302 -265 -3 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 88.1 19.6 1.0 0.2 0.5 3.8 2.3 1.6 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 26,490 : : Positions : : 16,117 25,101 9,905 0 138 0 565 0 0 231 0 : : : : Changes from: February 25, 2020 : : 446 250 -85 0 18 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 94.8 37.4 0.0 0.5 0.0 2.1 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 25,431 : : Positions : : 15,085 24,921 9,721 0 165 0 25 0 0 0 0 : : : : Changes from: February 25, 2020 : : 120 -5 -2 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 98.0 38.2 0.0 0.6 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 March 3, 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 34,209 : : Positions : : 28,244 26,496 2,695 3,627 1,091 30 614 345 52 900 1,114 : : : : Changes from: February 25, 2020 : : -446 -38 -141 35 -3 0 0 10 0 -1 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 77.5 7.9 10.6 3.2 0.1 1.8 1.0 0.2 2.6 3.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 21,406 : : Positions : : 17,431 17,724 1,708 0 133 0 1,485 0 510 885 316 : : : : Changes from: February 25, 2020 : : -47 -778 -227 0 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 82.8 8.0 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 : : 13 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 61,319 : : Positions : : 46,979 37,522 6,801 17,234 417 2,837 4,181 76 2,623 355 1,036 : : : : Changes from: February 25, 2020 : : 560 633 32 -195 -139 50 224 0 85 60 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 61.2 11.1 28.1 0.7 4.6 6.8 0.1 4.3 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 5 . 5 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 38,186 : : Positions : : 32,810 19,059 2,481 16,115 819 350 290 612 398 622 573 : : : : Changes from: February 25, 2020 : : -291 -140 41 -15 -60 0 -50 45 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 49.9 6.5 42.2 2.1 0.9 0.8 1.6 1.0 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 5 . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 18,707 : : Positions : : 9,678 16,831 6,894 0 1,009 0 401 226 750 225 0 : : : : Changes from: February 25, 2020 : : -745 -620 -123 0 0 0 -208 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 90.0 36.9 0.0 5.4 0.0 2.1 1.2 4.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 19,273 : : Positions : : 9,591 16,723 6,977 0 2,075 0 300 0 500 175 0 : : : : Changes from: February 25, 2020 : : -32 -593 -578 0 165 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 86.8 36.2 0.0 10.8 0.0 1.6 0.0 2.6 0.9 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 March 3, 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 10,661 : : Positions : : 9,449 7,345 161 650 701 0 735 0 125 1,025 25 : : : : Changes from: February 25, 2020 : : 165 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 68.9 1.5 6.1 6.6 0.0 6.9 0.0 1.2 9.6 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 March 3, 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 10,894 : : Positions : : 9,752 6,550 63 650 744 0 725 0 125 1,450 0 : : : : Changes from: February 25, 2020 : : 165 -575 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 60.1 0.6 6.0 6.8 0.0 6.7 0.0 1.1 13.3 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 March 3, 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 13,722 : : Positions : : 7,593 11,367 4,153 1,365 35 0 40 0 1,025 100 565 : : : : Changes from: February 25, 2020 : : -87 -200 325 650 -20 0 0 0 140 -235 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 82.8 30.3 9.9 0.3 0.0 0.3 0.0 7.5 0.7 4.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 13,614 : : Positions : : 7,248 11,355 4,245 1,365 39 0 40 0 1,295 100 465 : : : : Changes from: February 25, 2020 : : -58 -200 325 650 -24 0 0 0 375 0 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 83.4 31.2 10.0 0.3 0.0 0.3 0.0 9.5 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 36,803 : : Positions : : 24,555 31,881 7,330 0 1,045 120 0 30 900 1,230 2,365 : : : : Changes from: February 25, 2020 : : 45 418 400 0 90 0 0 0 0 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 86.6 19.9 0.0 2.8 0.3 0.0 0.1 2.4 3.3 6.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 36,774 : : Positions : : 24,635 32,207 6,895 0 995 120 0 30 935 700 2,620 : : : : Changes from: February 25, 2020 : : -150 398 360 0 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 87.6 18.7 0.0 2.7 0.3 0.0 0.1 2.5 1.9 7.1 : : : : 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 March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 109,064 : : Positions : : 83,447 83,366 17,634 13,103 3,295 1,295 350 220 540 6,928 733 : : : : Changes from: February 25, 2020 : : 610 427 -1,102 34 317 0 0 0 40 -82 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 76.4 16.2 12.0 3.0 1.2 0.3 0.2 0.5 6.4 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 27 5 . 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 124,356 : : Positions : : 92,959 100,122 20,726 9,299 4,814 1,739 1,300 281 785 5,867 1,686 : : : : Changes from: February 25, 2020 : : 1,382 -67 -1,099 565 -48 0 0 100 100 242 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.5 16.7 7.5 3.9 1.4 1.0 0.2 0.6 4.7 1.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 32 . 4 5 . . . 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 518,840 : : Positions : : 284,205 323,522 40,752 3,722 111,722 11,077 19,013 28,900 18,829 7,549 22,376 : : : : Changes from: February 25, 2020 : : 2,436 -2,225 -2,733 97 7,317 48 131 923 -1,030 -555 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 62.4 7.9 0.7 21.5 2.1 3.7 5.6 3.6 1.5 4.3 : : : : Number of Traders in Each Category Total Traders: 94 : : 38 37 5 . 4 6 12 9 15 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 16,962 : : Positions : : 7,881 14,540 2,452 115 944 1,200 600 0 4,010 0 75 : : : : Changes from: February 25, 2020 : : -55 -678 -210 -10 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 85.7 14.5 0.7 5.6 7.1 3.5 0.0 23.6 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 March 3, 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 15,901 : : Positions : : 6,453 13,958 3,547 90 564 250 600 0 4,345 0 15 : : : : Changes from: February 25, 2020 : : -45 -674 -210 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 87.8 22.3 0.6 3.5 1.6 3.8 0.0 27.3 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 March 3, 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 8,898 : : Positions : : 3,998 8,345 600 0 0 450 0 0 3,850 551 0 : : : : Changes from: February 25, 2020 : : -247 -250 0 0 0 0 0 0 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 93.8 6.7 0.0 0.0 5.1 0.0 0.0 43.3 6.2 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 March 3, 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 78,511 : : Positions : : 53,454 53,893 16,768 12,386 0 0 3,943 140 0 0 0 : : : : Changes from: February 25, 2020 : : 2,028 2,048 -55 0 0 0 -75 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 68.6 21.4 15.8 0.0 0.0 5.0 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 March 3, 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 65,289 : : Positions : : 44,245 41,819 13,879 12,035 0 0 4,270 235 0 0 0 : : : : Changes from: February 25, 2020 : : 426 656 230 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 64.1 21.3 18.4 0.0 0.0 6.5 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 26,245 : : Positions : : 7,255 18,855 12,315 1,335 1,355 150 1,380 0 1,990 0 0 : : : : Changes from: February 25, 2020 : : 260 -150 55 465 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 71.8 46.9 5.1 5.2 0.6 5.3 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 23,330 : : Positions : : 6,390 16,350 10,770 1,540 1,930 150 1,290 25 2,010 0 0 : : : : Changes from: February 25, 2020 : : 145 -465 0 610 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 70.1 46.2 6.6 8.3 0.6 5.5 0.1 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 59,517 : : Positions : : 29,551 20,315 8,410 24,431 660 10,590 3,170 5,760 0 810 175 : : : : Changes from: February 25, 2020 : : 306 656 700 0 0 -50 300 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 34.1 14.1 41.0 1.1 17.8 5.3 9.7 0.0 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 39,650 : : Positions : : 19,710 19,739 8,780 11,256 820 2,485 0 4,315 0 385 300 : : : : Changes from: February 25, 2020 : : 1,974 2,364 400 0 0 -10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 49.8 22.1 28.4 2.1 6.3 0.0 10.9 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 28,580 : : Positions : : 21,820 8,950 3,740 2,885 400 535 14,610 730 0 0 0 : : : : Changes from: February 25, 2020 : : -60 -10 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 31.3 13.1 10.1 1.4 1.9 51.1 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 101,751 : : Positions : : 53,090 30,356 7,766 41,535 3,260 14,905 2,260 230 0 860 2,495 : : : : Changes from: February 25, 2020 : : 310 -150 100 185 0 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 29.8 7.6 40.8 3.2 14.6 2.2 0.2 0.0 0.8 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 March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 96,104 : : Positions : : 48,099 28,504 8,185 36,380 3,130 15,565 2,375 165 0 3,785 1,155 : : : : Changes from: February 25, 2020 : : 25 -425 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 29.7 8.5 37.9 3.3 16.2 2.5 0.2 0.0 3.9 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 March 3, 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 25,318 : : Positions : : 13,301 6,453 1,350 2,258 1,047 3,695 7,210 315 360 3,700 725 : : : : Changes from: February 25, 2020 : : 199 174 -100 -15 0 225 75 0 0 90 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 25.5 5.3 8.9 4.1 14.6 28.5 1.2 1.4 14.6 2.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 25,403 : : Positions : : 12,811 6,653 1,495 2,818 638 3,695 9,660 315 300 65 1,985 : : : : Changes from: February 25, 2020 : : -1 174 -100 -15 0 225 -25 0 75 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 26.2 5.9 11.1 2.5 14.5 38.0 1.2 1.2 0.3 7.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 32,844 : : Positions : : 15,009 11,790 951 11,880 1,145 12,175 115 0 0 4,895 940 : : : : Changes from: February 25, 2020 : : 105 30 -150 -225 0 0 0 0 0 150 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 35.9 2.9 36.2 3.5 37.1 0.4 0.0 0.0 14.9 2.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 29,692 : : Positions : : 13,168 9,710 782 11,230 1,001 12,175 100 0 0 5,455 410 : : : : Changes from: February 25, 2020 : : 105 30 -150 -225 159 0 0 0 0 150 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 32.7 2.6 37.8 3.4 41.0 0.3 0.0 0.0 18.4 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 55,191 : : Positions : : 17,741 46,240 8,199 5,590 95 15,835 0 45 10,170 0 0 : : : : Changes from: February 25, 2020 : : -90 285 400 50 -105 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 83.8 14.9 10.1 0.2 28.7 0.0 0.1 18.4 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 March 3, 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 57,789 : : Positions : : 19,734 47,785 8,775 6,345 305 16,010 0 45 9,765 0 0 : : : : Changes from: February 25, 2020 : : 0 60 60 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 82.7 15.2 11.0 0.5 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 March 3, 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 45,100 5,246 3,835 1,235 6,640 0 915 15,829 0 1,130 : : : : Changes from: February 25, 2020 : : 0 -25 -200 -75 50 0 0 0 100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 81.7 9.5 7.0 2.2 12.0 0.0 1.7 28.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 10 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 53,310 : : Positions : : 21,200 43,050 4,346 3,820 1,575 6,440 0 1,065 14,704 0 1,080 : : : : Changes from: February 25, 2020 : : 25 -675 -200 -150 65 0 0 0 -650 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 80.8 8.2 7.2 3.0 12.1 0.0 2.0 27.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 10 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 23,300 : : Positions : : 13,140 12,355 4,045 0 1,395 135 5,290 660 555 390 1,235 : : : : Changes from: February 25, 2020 : : 150 200 450 0 0 0 225 0 -175 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 53.0 17.4 0.0 6.0 0.6 22.7 2.8 2.4 1.7 5.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 22,065 : : Positions : : 12,005 12,070 3,470 0 1,465 85 5,290 660 1,810 465 520 : : : : Changes from: February 25, 2020 : : 150 0 100 0 0 0 225 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 54.7 15.7 0.0 6.6 0.4 24.0 3.0 8.2 2.1 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 74,285 : : Positions : : 38,485 44,385 2,400 0 3,245 1,325 16,970 1,325 20,535 1,450 1,485 : : : : Changes from: February 25, 2020 : : 215 -110 1,300 0 -225 0 300 0 -1,175 150 950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 59.7 3.2 0.0 4.4 1.8 22.8 1.8 27.6 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 70,460 : : Positions : : 37,680 41,735 3,785 0 2,395 1,360 16,970 1,300 17,270 1,450 1,470 : : : : Changes from: February 25, 2020 : : 275 -350 1,375 0 -225 0 300 0 -1,550 150 950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 59.2 5.4 0.0 3.4 1.9 24.1 1.8 24.5 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 63,777 : : Positions : : 39,627 23,317 0 17,923 530 15,010 0 3,135 83 13,820 1,830 : : : : Changes from: February 25, 2020 : : 200 100 0 1,250 -50 500 0 0 0 -650 950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 36.6 0.0 28.1 0.8 23.5 0.0 4.9 0.1 21.7 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 51,969 : : Positions : : 36,618 19,369 0 15,522 880 6,765 0 3,170 83 8,915 2,225 : : : : Changes from: February 25, 2020 : : 300 0 0 1,550 -245 -50 0 15 0 -1,300 1,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 37.3 0.0 29.9 1.7 13.0 0.0 6.1 0.2 17.2 4.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 176,367 : : Positions : : 97,627 89,920 20,359 806 5,890 0 15,093 9,582 1,400 13,627 3,510 : : : : Changes from: February 25, 2020 : : -260 594 705 101 195 0 125 225 100 -275 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 51.0 11.5 0.5 3.3 0.0 8.6 5.4 0.8 7.7 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 30 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 149,188 : : Positions : : 83,431 77,988 16,392 0 5,619 1,462 6,065 9,311 1,400 18,692 1,860 : : : : Changes from: February 25, 2020 : : -995 1,220 1,215 0 -75 250 -75 15 100 -575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 52.3 11.0 0.0 3.8 1.0 4.1 6.2 0.9 12.5 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 March 3, 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 65,495 : : Positions : : 33,695 29,425 18,536 9,441 4,909 0 7,605 2,600 0 5,760 0 : : : : Changes from: February 25, 2020 : : -25 0 125 100 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 44.9 28.3 14.4 7.5 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 March 3, 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 57,025 : : Positions : : 31,425 21,300 8,651 5,441 8,389 0 8,300 2,630 0 5,035 0 : : : : Changes from: February 25, 2020 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 37.4 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 March 3, 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 43,020 : : Positions : : 15,475 27,740 1,365 8,095 2,695 18,635 0 625 30 0 1,350 : : : : Changes from: February 25, 2020 : : 0 40 180 -50 0 -180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 64.5 3.2 18.8 6.3 43.3 0.0 1.5 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 March 3, 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 48,530 : : Positions : : 10,545 37,435 0 4,345 3,090 31,100 0 930 30 0 1,350 : : : : Changes from: February 25, 2020 : : 0 0 0 -180 0 -180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 77.1 0.0 9.0 6.4 64.1 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 March 3, 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 167,802 : : Positions : : 81,227 76,258 1,846 16,141 25,441 5,540 2,035 7,280 5,625 0 0 : : : : Changes from: February 25, 2020 : : 309 272 101 998 -463 300 -180 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 45.4 1.1 9.6 15.2 3.3 1.2 4.3 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 March 3, 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 117,916 : : Positions : : 68,446 62,144 3,820 18,091 9,040 4,864 1,820 7,351 4,890 85 0 : : : : Changes from: February 25, 2020 : : 456 390 -280 110 140 144 -180 -144 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 52.7 3.2 15.3 7.7 4.1 1.5 6.2 4.1 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 March 3, 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 25, 2020 : : 0 0 0 0 0 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 March 3, 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 25, 2020 : : 0 0 0 0 0 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 March 06, 2020