Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 19,312 : : Positions : : 13,838 11,220 787 183 1,263 510 1,555 180 384 2,709 1,348 : : : : Changes from: March 3, 2020 : : 601 648 64 -38 -45 0 160 0 -33 -85 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 58.1 4.1 0.9 6.5 2.6 8.1 0.9 2.0 14.0 7.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . 4 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 22,363 : : Positions : : 11,705 11,373 723 1,673 3,834 1,641 705 1,541 833 1,441 1,550 : : : : Changes from: March 3, 2020 : : -1,444 -1,019 60 -1,118 -80 -298 -185 32 -49 -149 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 50.9 3.2 7.5 17.1 7.3 3.2 6.9 3.7 6.4 6.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 19 . . . . 4 4 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,160 : : Positions : : 27,611 35,197 5,337 0 2,123 0 978 362 4,245 1,005 1,480 : : : : Changes from: March 3, 2020 : : -169 956 75 0 37 0 -490 316 275 -300 435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 85.5 13.0 0.0 5.2 0.0 2.4 0.9 10.3 2.4 3.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . 0 . 0 . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 29,756 : : Positions : : 23,106 25,138 470 952 1,637 0 476 453 3,125 375 725 : : : : Changes from: March 3, 2020 : : 175 475 -25 0 0 0 0 0 150 -175 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 84.5 1.6 3.2 5.5 0.0 1.6 1.5 10.5 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . . 0 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 137,604 : : Positions : : 116,223 87,392 3,220 25,068 4,681 2,526 5,343 6,080 1,121 5,429 3,535 : : : : Changes from: March 3, 2020 : : -3,338 -4,166 748 3,642 -2,067 87 -31 52 -181 416 -379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 63.5 2.3 18.2 3.4 1.8 3.9 4.4 0.8 3.9 2.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 30 . . 4 . 6 4 . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 71,882 : : Positions : : 57,644 54,251 4,835 7,565 4,238 325 1,906 1,919 2,288 1,350 633 : : : : Changes from: March 3, 2020 : : -3,959 -3,408 -500 -1,215 412 0 63 -115 -300 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 75.5 6.7 10.5 5.9 0.5 2.7 2.7 3.2 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 33,860 : : Positions : : 30,962 22,885 958 8,960 840 0 600 0 575 50 525 : : : : Changes from: March 3, 2020 : : -1,016 -850 -138 70 240 0 0 0 300 -74 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 67.6 2.8 26.5 2.5 0.0 1.8 0.0 1.7 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 59,156 : : Positions : : 32,945 23,525 518 25,678 3,738 15,800 160 50 1,131 1,187 4,805 : : : : Changes from: March 3, 2020 : : -1,653 -1,396 -67 348 -1,055 63 50 -168 33 -100 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 39.8 0.9 43.4 6.3 26.7 0.3 0.1 1.9 2.0 8.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 80,368 : : Positions : : 45,587 26,184 0 41,699 5,610 24,572 1,285 50 1,449 2,624 2,859 : : : : Changes from: March 3, 2020 : : -1,503 -2,695 0 708 -274 -115 25 -285 370 647 -611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 32.6 0.0 51.9 7.0 30.6 1.6 0.1 1.8 3.3 3.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 0 4 4 5 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 71,078 : : Positions : : 54,328 45,897 9,489 20,155 2,193 450 25 0 1,745 345 2,158 : : : : Changes from: March 3, 2020 : : -788 -4,584 -1,385 1,604 -102 -250 0 0 -160 -102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 64.6 13.4 28.4 3.1 0.6 0.0 0.0 2.5 0.5 3.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 87,147 : : Positions : : 62,977 49,941 17,715 33,083 702 450 0 0 1,795 484 2,700 : : : : Changes from: March 3, 2020 : : -2,693 -5,174 -2,383 -796 -147 -250 0 0 -263 -172 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 57.3 20.3 38.0 0.8 0.5 0.0 0.0 2.1 0.6 3.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 43,553 : : Positions : : 28,123 39,826 11,604 0 2,924 0 0 0 250 170 230 : : : : Changes from: March 3, 2020 : : -1,455 -882 600 0 -500 0 0 0 -75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 91.4 26.6 0.0 6.7 0.0 0.0 0.0 0.6 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 10, 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 25,597 : : Positions : : 22,812 16,598 0 6,258 1,800 0 600 0 460 341 0 : : : : Changes from: March 3, 2020 : : -870 -1,176 0 258 -356 0 0 0 0 35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 64.8 0.0 24.4 7.0 0.0 2.3 0.0 1.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 89,445 : : Positions : : 55,544 65,799 320 11,291 8,206 9,541 161 550 12,668 1,061 2,207 : : : : Changes from: March 3, 2020 : : -2,739 -2,015 0 416 -995 -179 -1,095 -1,389 425 173 -204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 73.6 0.4 12.6 9.2 10.7 0.2 0.6 14.2 1.2 2.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 30 . . . 9 . 5 12 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 39,212 : : Positions : : 28,050 29,994 0 6,260 1,896 100 199 1 8,635 300 250 : : : : Changes from: March 3, 2020 : : -1,724 -1,540 0 -109 0 -100 -301 1 -131 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 76.5 0.0 16.0 4.8 0.3 0.5 0.0 22.0 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 49,282 : : Positions : : 34,646 44,866 10,152 0 3,721 0 0 0 350 102 273 : : : : Changes from: March 3, 2020 : : -1,730 -1,519 290 0 -15 0 0 0 -125 -21 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 91.0 20.6 0.0 7.6 0.0 0.0 0.0 0.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 37,735 : : Positions : : 31,303 24,772 0 5,657 4,939 0 1,720 0 80 410 120 : : : : Changes from: March 3, 2020 : : -490 -581 0 141 -221 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 65.6 0.0 15.0 13.1 0.0 4.6 0.0 0.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 0 . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 62,935 : : Positions : : 51,108 58,670 5,216 0 3,670 0 0 0 2,223 250 0 : : : : Changes from: March 3, 2020 : : -1,153 -3,397 -1,743 -80 -170 0 0 0 -74 -550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 93.2 8.3 0.0 5.8 0.0 0.0 0.0 3.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 6 0 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 66,769 : : Positions : : 57,410 59,695 2,933 3,119 3,485 0 0 0 2,536 230 60 : : : : Changes from: March 3, 2020 : : -1,126 -3,267 -1,075 45 -291 0 0 0 -205 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 89.4 4.4 4.7 5.2 0.0 0.0 0.0 3.8 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 73,001 : : Positions : : 59,769 66,824 8,736 1,931 2,366 299 0 55 926 1,192 613 : : : : Changes from: March 3, 2020 : : -2,873 -4,546 -643 1,060 -1,133 -10 0 0 -272 -319 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 91.5 12.0 2.6 3.2 0.4 0.0 0.1 1.3 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 5 . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 95,072 : : Positions : : 75,654 83,828 10,596 2,388 3,740 277 1,455 310 2,270 1,410 1,896 : : : : Changes from: March 3, 2020 : : -4,785 -6,759 -842 1,577 -1,547 94 -27 -27 29 -277 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 88.2 11.1 2.5 3.9 0.3 1.5 0.3 2.4 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 27 5 . . . 5 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 55,992 : : Positions : : 38,324 48,152 16,963 2,074 60 0 3,456 0 625 2,250 0 : : : : Changes from: March 3, 2020 : : -1,485 -1,635 -590 -80 0 0 65 -50 200 -225 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 86.0 30.3 3.7 0.1 0.0 6.2 0.0 1.1 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 11 . . . 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 49,150 : : Positions : : 36,935 47,110 10,250 0 815 0 225 0 700 550 450 : : : : Changes from: March 3, 2020 : : -1,620 -1,450 144 0 0 0 0 0 151 125 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 95.8 20.9 0.0 1.7 0.0 0.5 0.0 1.4 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 61,662 : : Positions : : 44,327 56,699 13,424 430 1,871 700 105 0 736 1,815 560 : : : : Changes from: March 3, 2020 : : -1,061 -2,198 -1,161 60 149 0 -5 0 80 35 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 92.0 21.8 0.7 3.0 1.1 0.2 0.0 1.2 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 68,351 : : Positions : : 51,407 60,211 12,593 746 202 180 3,025 1,280 1,367 1,445 1,129 : : : : Changes from: March 3, 2020 : : -872 -2,283 -1,293 60 72 -207 323 -345 238 -189 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 88.1 18.4 1.1 0.3 0.3 4.4 1.9 2.0 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,670 : : Positions : : 15,353 23,761 8,994 0 138 0 350 0 0 231 0 : : : : Changes from: March 3, 2020 : : -764 -1,340 -911 0 0 0 -215 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 96.3 36.5 0.0 0.6 0.0 1.4 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 10, 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 24,321 : : Positions : : 14,620 24,126 9,264 0 135 0 0 0 0 0 0 : : : : Changes from: March 3, 2020 : : -465 -795 -457 0 -30 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 99.2 38.1 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 5 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 32,031 : : Positions : : 27,003 24,918 2,420 3,682 1,071 30 509 335 315 690 821 : : : : Changes from: March 3, 2020 : : -1,241 -1,578 -275 55 -20 0 -105 -10 263 -210 -293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 77.8 7.6 11.5 3.3 0.1 1.6 1.0 1.0 2.2 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 19,872 : : Positions : : 16,082 17,125 1,708 0 133 0 1,485 0 671 864 155 : : : : Changes from: March 3, 2020 : : -1,349 -599 0 0 0 0 0 0 161 -21 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 86.2 8.6 0.0 0.7 0.0 7.5 0.0 3.4 4.3 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 59,078 : : Positions : : 45,437 35,297 6,245 17,358 641 2,674 4,121 101 2,652 335 1,201 : : : : Changes from: March 3, 2020 : : -1,542 -2,225 -556 124 224 -163 -60 25 29 -20 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 59.7 10.6 29.4 1.1 4.5 7.0 0.2 4.5 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 5 . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 36,119 : : Positions : : 31,048 17,817 2,126 15,518 777 350 247 565 460 473 637 : : : : Changes from: March 3, 2020 : : -1,762 -1,242 -355 -597 -42 0 -43 -47 62 -149 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 49.3 5.9 43.0 2.2 1.0 0.7 1.6 1.3 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 4 . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 19,867 : : Positions : : 10,548 17,951 7,194 0 1,024 0 401 226 700 225 25 : : : : Changes from: March 3, 2020 : : 870 1,120 300 0 15 0 0 0 -50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 90.4 36.2 0.0 5.2 0.0 2.0 1.1 3.5 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 20,898 : : Positions : : 10,616 18,348 7,577 0 2,075 0 300 0 500 175 0 : : : : Changes from: March 3, 2020 : : 1,025 1,625 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 87.8 36.3 0.0 9.9 0.0 1.4 0.0 2.4 0.8 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 10, 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 9,366 : : Positions : : 8,394 6,640 46 450 701 0 600 0 75 950 25 : : : : Changes from: March 3, 2020 : : -1,055 -705 -115 -200 0 0 -135 0 -50 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 70.9 0.5 4.8 7.5 0.0 6.4 0.0 0.8 10.1 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 9,484 : : Positions : : 8,642 6,440 25 512 632 0 600 0 75 1,300 0 : : : : Changes from: March 3, 2020 : : -1,110 -110 -38 -138 -112 0 -125 0 -50 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 67.9 0.3 5.4 6.7 0.0 6.3 0.0 0.8 13.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 12,370 : : Positions : : 6,986 10,292 3,743 1,400 13 0 0 0 865 150 515 : : : : Changes from: March 3, 2020 : : -607 -1,075 -410 35 -22 0 -40 0 -160 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 83.2 30.3 11.3 0.1 0.0 0.0 0.0 7.0 1.2 4.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 12,260 : : Positions : : 6,645 10,285 3,807 1,400 10 0 0 0 1,135 150 415 : : : : Changes from: March 3, 2020 : : -603 -1,070 -438 35 -29 0 -40 0 -160 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 83.9 31.1 11.4 0.1 0.0 0.0 0.0 9.3 1.2 3.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 34,820 : : Positions : : 22,680 30,990 7,840 0 765 145 0 5 1,125 885 2,115 : : : : Changes from: March 3, 2020 : : -1,875 -891 510 0 -280 25 0 -25 225 -345 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 89.0 22.5 0.0 2.2 0.4 0.0 0.0 3.2 2.5 6.1 : : : : 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 10, 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 34,801 : : Positions : : 22,810 31,256 7,410 0 755 145 0 5 1,465 700 2,065 : : : : Changes from: March 3, 2020 : : -1,825 -951 515 0 -240 25 0 -25 530 0 -555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 89.8 21.3 0.0 2.2 0.4 0.0 0.0 4.2 2.0 5.9 : : : : 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 10, 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 101,793 : : Positions : : 78,955 77,875 18,146 13,933 2,168 1,200 325 45 700 6,894 493 : : : : Changes from: March 3, 2020 : : -4,492 -5,491 512 830 -1,127 -95 -25 -175 160 -34 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 76.5 17.8 13.7 2.1 1.2 0.3 0.0 0.7 6.8 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 28 4 . . . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 117,026 : : Positions : : 88,142 93,333 20,917 10,913 4,025 1,699 1,200 21 859 6,192 1,337 : : : : Changes from: March 3, 2020 : : -4,817 -6,789 191 1,614 -789 -40 -100 -260 74 325 -349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 79.8 17.9 9.3 3.4 1.5 1.0 0.0 0.7 5.3 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 30 . . 5 . . . 4 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 509,976 : : Positions : : 281,678 315,501 29,615 3,693 116,478 11,067 17,120 28,083 21,162 7,521 21,556 : : : : Changes from: March 3, 2020 : : -2,527 -8,021 -11,138 -29 4,756 -11 -1,893 -817 2,333 -27 -820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 61.9 5.8 0.7 22.8 2.2 3.4 5.5 4.1 1.5 4.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 39 32 5 . 4 7 10 8 15 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 15,844 : : Positions : : 7,018 14,305 2,507 135 734 1,070 600 0 4,105 0 0 : : : : Changes from: March 3, 2020 : : -863 -235 55 20 -210 -130 0 0 95 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 90.3 15.8 0.9 4.6 6.8 3.8 0.0 25.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 14,844 : : Positions : : 5,685 13,738 3,570 95 411 220 600 0 4,380 0 0 : : : : Changes from: March 3, 2020 : : -768 -220 23 5 -153 -30 0 0 35 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 92.5 24.1 0.6 2.8 1.5 4.0 0.0 29.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 8,503 : : Positions : : 3,603 8,050 600 0 0 450 0 0 3,850 451 0 : : : : Changes from: March 3, 2020 : : -395 -295 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 94.7 7.1 0.0 0.0 5.3 0.0 0.0 45.3 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 75,611 : : Positions : : 51,745 51,748 15,922 12,391 0 0 3,528 235 0 0 0 : : : : Changes from: March 3, 2020 : : -1,709 -2,145 -846 5 0 0 -415 95 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 68.4 21.1 16.4 0.0 0.0 4.7 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 62,499 : : Positions : : 42,516 40,254 13,378 11,425 0 0 4,215 215 0 0 0 : : : : Changes from: March 3, 2020 : : -1,729 -1,565 -501 -610 0 0 -55 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 64.4 21.4 18.3 0.0 0.0 6.7 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,875 : : Positions : : 6,730 17,495 12,050 1,835 1,110 150 1,300 0 1,835 0 0 : : : : Changes from: March 3, 2020 : : -525 -1,360 -265 500 -245 0 -80 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 70.3 48.4 7.4 4.5 0.6 5.2 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 22,450 : : Positions : : 5,945 15,255 10,660 1,960 1,660 150 1,300 0 1,895 0 0 : : : : Changes from: March 3, 2020 : : -445 -1,095 -110 420 -270 0 10 -25 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 68.0 47.5 8.7 7.4 0.7 5.8 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 57,088 : : Positions : : 27,373 20,062 8,995 23,966 660 11,380 2,905 5,035 0 985 0 : : : : Changes from: March 3, 2020 : : -2,178 -253 585 -465 0 790 -265 -725 0 175 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 35.1 15.8 42.0 1.2 19.9 5.1 8.8 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 38,208 : : Positions : : 18,571 20,210 9,525 10,886 730 2,995 0 3,415 0 385 300 : : : : Changes from: March 3, 2020 : : -1,139 471 745 -370 -90 510 0 -900 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 52.9 24.9 28.5 1.9 7.8 0.0 8.9 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 27,740 : : Positions : : 21,655 8,665 3,760 2,490 380 535 15,175 140 0 0 0 : : : : Changes from: March 3, 2020 : : -165 -285 20 -395 -20 0 565 -590 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 31.2 13.6 9.0 1.4 1.9 54.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 96,193 : : Positions : : 51,469 27,788 5,729 39,580 3,325 13,845 2,000 215 0 1,665 1,985 : : : : Changes from: March 3, 2020 : : -1,621 -2,568 -2,037 -1,955 65 -1,060 -260 -15 0 805 -510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 28.9 6.0 41.1 3.5 14.4 2.1 0.2 0.0 1.7 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 90,405 : : Positions : : 46,805 26,205 5,920 34,375 3,240 14,365 2,105 160 0 4,375 820 : : : : Changes from: March 3, 2020 : : -1,294 -2,299 -2,265 -2,005 110 -1,200 -270 -5 0 590 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 29.0 6.5 38.0 3.6 15.9 2.3 0.2 0.0 4.8 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 23,062 : : Positions : : 12,159 5,652 910 1,902 1,047 3,745 6,615 175 210 3,750 675 : : : : Changes from: March 3, 2020 : : -1,142 -801 -440 -356 0 50 -595 -140 -150 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 24.5 3.9 8.2 4.5 16.2 28.7 0.8 0.9 16.3 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 10, 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 22,972 : : Positions : : 11,694 6,277 1,075 2,462 638 3,745 8,465 175 0 190 1,860 : : : : Changes from: March 3, 2020 : : -1,117 -376 -420 -356 0 50 -1,195 -140 -300 125 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 27.3 4.7 10.7 2.8 16.3 36.8 0.8 0.0 0.8 8.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 4 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 31,853 : : Positions : : 14,423 11,705 742 11,280 1,170 12,060 75 0 0 4,690 1,050 : : : : Changes from: March 3, 2020 : : -586 -85 -209 -600 25 -115 -40 0 0 -205 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 36.7 2.3 35.4 3.7 37.9 0.2 0.0 0.0 14.7 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 50,193 : : Positions : : 16,943 40,915 7,401 6,000 95 13,175 0 45 9,740 0 0 : : : : Changes from: March 3, 2020 : : -798 -5,325 -798 410 0 -2,660 0 0 -430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 81.5 14.7 12.0 0.2 26.2 0.0 0.1 19.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 52,850 : : Positions : : 18,955 42,930 8,175 6,690 260 13,325 0 45 9,305 0 0 : : : : Changes from: March 3, 2020 : : -779 -4,855 -600 345 -45 -2,685 0 0 -460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 81.2 15.5 12.7 0.5 25.2 0.0 0.1 17.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 51,360 : : Positions : : 18,280 42,090 6,341 3,665 890 6,325 0 855 14,629 0 1,130 : : : : Changes from: March 3, 2020 : : -2,760 -3,010 1,095 -170 -345 -315 0 -60 -1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 82.0 12.3 7.1 1.7 12.3 0.0 1.7 28.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 49,455 : : Positions : : 18,165 40,260 5,761 3,650 910 6,175 0 1,005 13,629 0 1,080 : : : : Changes from: March 3, 2020 : : -3,035 -2,790 1,415 -170 -665 -265 0 -60 -1,075 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 81.4 11.6 7.4 1.8 12.5 0.0 2.0 27.6 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 21,570 : : Positions : : 11,660 11,820 4,395 0 645 85 5,080 665 410 325 1,160 : : : : Changes from: March 3, 2020 : : -1,480 -535 350 0 -750 -50 -210 5 -145 -65 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 54.8 20.4 0.0 3.0 0.4 23.6 3.1 1.9 1.5 5.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 20,410 : : Positions : : 11,095 11,535 3,855 0 715 0 5,080 660 1,600 400 520 : : : : Changes from: March 3, 2020 : : -910 -535 385 0 -750 -85 -210 0 -210 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 56.5 18.9 0.0 3.5 0.0 24.9 3.2 7.8 2.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 72,285 : : Positions : : 38,300 43,245 2,655 0 3,270 1,325 16,620 1,325 19,040 1,500 1,310 : : : : Changes from: March 3, 2020 : : -185 -1,140 255 0 25 0 -350 0 -1,495 50 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 59.8 3.7 0.0 4.5 1.8 23.0 1.8 26.3 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 68,510 : : Positions : : 37,535 40,695 3,975 0 2,400 1,320 16,620 1,325 15,940 1,500 1,310 : : : : Changes from: March 3, 2020 : : -145 -1,040 190 0 5 -40 -350 25 -1,330 50 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 59.4 5.8 0.0 3.5 1.9 24.3 1.9 23.3 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 60,200 : : Positions : : 37,170 22,617 0 16,711 92 14,700 0 2,980 58 12,945 1,705 : : : : Changes from: March 3, 2020 : : -2,457 -700 0 -1,212 -438 -310 0 -155 -25 -875 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 37.6 0.0 27.8 0.2 24.4 0.0 5.0 0.1 21.5 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 49,328 : : Positions : : 34,542 18,679 0 14,691 291 6,705 0 3,015 58 8,280 2,355 : : : : Changes from: March 3, 2020 : : -2,076 -690 0 -831 -589 -60 0 -155 -25 -635 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 37.9 0.0 29.8 0.6 13.6 0.0 6.1 0.1 16.8 4.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 167,235 : : Positions : : 92,349 86,711 20,390 1,251 5,150 685 15,275 9,000 1,450 11,517 4,070 : : : : Changes from: March 3, 2020 : : -5,278 -3,209 31 445 -740 685 182 -582 50 -2,110 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 51.8 12.2 0.7 3.1 0.4 9.1 5.4 0.9 6.9 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 138,142 : : Positions : : 76,911 74,441 16,082 290 4,524 2,380 5,530 7,921 1,450 16,337 2,515 : : : : Changes from: March 3, 2020 : : -6,520 -3,547 -310 290 -1,095 918 -535 -1,390 50 -2,355 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 53.9 11.6 0.2 3.3 1.7 4.0 5.7 1.0 11.8 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 63,125 : : Positions : : 32,190 28,145 17,651 9,741 4,624 870 7,955 2,055 0 5,010 0 : : : : Changes from: March 3, 2020 : : -1,505 -1,280 -885 300 -285 870 350 -545 0 -750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 44.6 28.0 15.4 7.3 1.4 12.6 3.3 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 55,195 : : Positions : : 30,200 20,360 8,141 5,756 8,124 770 8,805 1,995 0 4,310 0 : : : : Changes from: March 3, 2020 : : -1,225 -940 -510 315 -265 770 505 -635 0 -725 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 36.9 14.7 10.4 14.7 1.4 16.0 3.6 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 41,305 : : Positions : : 13,435 26,865 1,880 6,905 2,360 17,605 0 1,385 370 0 1,310 : : : : Changes from: March 3, 2020 : : -2,040 -875 515 -1,190 -335 -1,030 0 760 340 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 65.0 4.6 16.7 5.7 42.6 0.0 3.4 0.9 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 50,715 : : Positions : : 8,635 39,180 0 4,180 3,090 34,265 0 1,455 370 0 1,310 : : : : Changes from: March 3, 2020 : : -1,910 1,745 0 -165 0 3,165 0 525 340 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 77.3 0.0 8.2 6.1 67.6 0.0 2.9 0.7 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 159,264 : : Positions : : 76,035 71,457 1,841 15,106 25,454 5,810 1,990 6,375 4,210 0 0 : : : : Changes from: March 3, 2020 : : -5,192 -4,801 -5 -1,035 13 270 -45 -905 -1,415 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 44.9 1.2 9.5 16.0 3.6 1.2 4.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 111,616 : : Positions : : 66,071 56,974 3,870 20,606 7,660 5,474 1,780 6,571 3,940 85 0 : : : : Changes from: March 3, 2020 : : -2,375 -5,170 50 2,515 -1,380 610 -40 -780 -950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 51.0 3.5 18.5 6.9 4.9 1.6 5.9 3.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 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 29,345 : : Positions : : 19,550 14,925 0 9,860 2,285 4,435 300 0 1,100 0 575 : : : : Changes from: March 3, 2020 : : -1,080 -605 0 -485 -85 55 0 -95 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 50.9 0.0 33.6 7.8 15.1 1.0 0.0 3.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,640 : : Positions : : 19,905 14,110 0 10,485 2,135 3,885 300 0 700 0 500 : : : : Changes from: March 3, 2020 : : -1,185 -525 0 -550 -145 220 0 -135 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 49.3 0.0 36.6 7.5 13.6 1.0 0.0 2.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 13, 2020