Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 20,228 : : Positions : : 14,965 11,900 801 109 1,134 510 1,600 180 378 3,364 1,183 : : : : Changes from: March 10, 2020 : : 1,127 680 14 -74 -129 0 45 0 -6 655 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 58.8 4.0 0.5 5.6 2.5 7.9 0.9 1.9 16.6 5.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 23,208 : : Positions : : 12,450 11,573 723 1,959 3,901 1,616 711 1,648 754 1,572 1,576 : : : : Changes from: March 10, 2020 : : 745 200 0 286 67 -26 6 107 -79 131 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 49.9 3.1 8.4 16.8 7.0 3.1 7.1 3.2 6.8 6.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 18 . . . . 4 4 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 42,550 : : Positions : : 28,328 36,349 5,697 0 2,211 0 853 362 4,195 1,005 1,755 : : : : Changes from: March 10, 2020 : : 717 1,152 360 0 88 0 -125 0 -50 0 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 85.4 13.4 0.0 5.2 0.0 2.0 0.9 9.9 2.4 4.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 0 . 0 . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 31,306 : : Positions : : 24,781 26,338 0 1,082 1,807 0 476 453 3,050 175 975 : : : : Changes from: March 10, 2020 : : 1,675 1,200 -470 130 170 0 0 0 -75 -200 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 84.1 0.0 3.5 5.8 0.0 1.5 1.4 9.7 0.6 3.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . 0 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 140,969 : : Positions : : 119,175 91,507 3,430 24,353 5,076 2,226 5,083 6,080 1,189 5,279 3,535 : : : : Changes from: March 10, 2020 : : 2,952 4,115 210 -715 395 -300 -260 0 68 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 64.9 2.4 17.3 3.6 1.6 3.6 4.3 0.8 3.7 2.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 31 . . 4 . 6 4 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 72,420 : : Positions : : 58,561 54,229 4,880 8,300 4,066 325 1,881 1,917 1,988 1,325 683 : : : : Changes from: March 10, 2020 : : 917 -22 45 735 -172 0 -25 -2 -300 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 74.9 6.7 11.5 5.6 0.4 2.6 2.6 2.7 1.8 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 17, 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 34,940 : : Positions : : 32,042 22,705 958 10,220 840 0 600 0 575 50 525 : : : : Changes from: March 10, 2020 : : 1,080 -180 0 1,260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 65.0 2.7 29.3 2.4 0.0 1.7 0.0 1.6 0.1 1.5 : : : : 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 17, 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 59,111 : : Positions : : 32,889 23,400 518 25,748 3,753 15,800 160 50 1,127 1,182 4,805 : : : : Changes from: March 10, 2020 : : -56 -125 0 70 15 0 0 0 -4 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 39.6 0.9 43.6 6.3 26.7 0.3 0.1 1.9 2.0 8.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 81,050 : : Positions : : 45,877 26,935 0 41,662 5,614 24,712 1,260 50 1,356 2,584 2,852 : : : : Changes from: March 10, 2020 : : 290 751 0 -37 4 140 -25 0 -93 -40 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 33.2 0.0 51.4 6.9 30.5 1.6 0.1 1.7 3.2 3.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 0 4 4 5 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 71,326 : : Positions : : 54,582 46,146 9,479 20,155 2,193 450 25 0 1,745 345 2,158 : : : : Changes from: March 10, 2020 : : 254 249 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 64.7 13.3 28.3 3.1 0.6 0.0 0.0 2.4 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 17, 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 87,949 : : Positions : : 63,764 50,688 17,725 33,083 702 450 0 0 1,795 539 2,700 : : : : Changes from: March 10, 2020 : : 787 747 10 0 0 0 0 0 0 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 57.6 20.2 37.6 0.8 0.5 0.0 0.0 2.0 0.6 3.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 43,973 : : Positions : : 28,543 40,231 11,604 0 2,924 0 0 0 250 170 230 : : : : Changes from: March 10, 2020 : : 420 405 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 91.5 26.4 0.0 6.6 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 17, 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 26,131 : : Positions : : 23,164 17,055 0 6,148 1,967 0 600 0 460 361 0 : : : : Changes from: March 10, 2020 : : 352 457 0 -110 167 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 65.3 0.0 23.5 7.5 0.0 2.3 0.0 1.8 1.4 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 17, 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 89,162 : : Positions : : 55,633 67,248 320 9,804 8,115 8,562 75 486 13,387 1,053 2,195 : : : : Changes from: March 10, 2020 : : 89 1,449 0 -1,488 -91 -979 -86 -64 719 -8 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 75.4 0.4 11.0 9.1 9.6 0.1 0.5 15.0 1.2 2.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 31 . . . 8 . 6 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 39,634 : : Positions : : 27,072 30,604 0 6,072 1,896 100 199 1 10,035 300 250 : : : : Changes from: March 10, 2020 : : -978 610 0 -188 0 0 0 0 1,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 77.2 0.0 15.3 4.8 0.3 0.5 0.0 25.3 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 17, 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 49,891 : : Positions : : 35,110 45,475 10,292 0 3,721 0 0 0 350 102 273 : : : : Changes from: March 10, 2020 : : 464 609 140 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 91.1 20.6 0.0 7.5 0.0 0.0 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 37,576 : : Positions : : 30,805 25,309 0 4,662 5,228 50 1,730 0 80 410 120 : : : : Changes from: March 10, 2020 : : -498 537 0 -995 289 50 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 67.4 0.0 12.4 13.9 0.1 4.6 0.0 0.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 0 . . . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 63,530 : : Positions : : 51,573 60,570 6,516 0 2,470 0 0 0 2,223 250 0 : : : : Changes from: March 10, 2020 : : 465 1,900 1,300 0 -1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 95.3 10.3 0.0 3.9 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 17, 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 67,691 : : Positions : : 58,342 60,617 2,913 3,119 3,485 0 0 0 2,536 230 60 : : : : Changes from: March 10, 2020 : : 932 922 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 89.5 4.3 4.6 5.1 0.0 0.0 0.0 3.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 74,058 : : Positions : : 60,637 68,208 8,731 1,931 2,366 299 0 55 926 671 807 : : : : Changes from: March 10, 2020 : : 868 1,384 -5 0 0 0 0 0 0 -521 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 92.1 11.8 2.6 3.2 0.4 0.0 0.1 1.3 0.9 1.1 : : : : 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 17, 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 95,449 : : Positions : : 76,102 83,877 10,616 2,449 3,734 180 1,407 428 2,405 1,874 1,649 : : : : Changes from: March 10, 2020 : : 448 49 20 61 -6 -97 -48 119 135 463 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 87.9 11.1 2.6 3.9 0.2 1.5 0.4 2.5 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 27 5 . . . 6 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 60,843 : : Positions : : 40,625 52,150 19,513 2,699 60 0 3,459 0 625 2,475 0 : : : : Changes from: March 10, 2020 : : 2,301 3,998 2,550 625 0 0 3 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 85.7 32.1 4.4 0.1 0.0 5.7 0.0 1.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 . . . 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 52,900 : : Positions : : 37,385 50,860 13,550 0 815 0 225 0 700 550 450 : : : : Changes from: March 10, 2020 : : 450 3,750 3,300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 96.1 25.6 0.0 1.5 0.0 0.4 0.0 1.3 1.0 0.9 : : : : 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 17, 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 62,001 : : Positions : : 44,266 57,053 13,834 430 1,861 700 105 0 736 1,810 560 : : : : Changes from: March 10, 2020 : : -61 354 410 0 -10 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 92.0 22.3 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 17, 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 68,629 : : Positions : : 51,443 60,430 12,926 746 192 180 3,030 1,280 1,367 1,445 1,129 : : : : Changes from: March 10, 2020 : : 36 219 333 0 -10 0 5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 88.1 18.8 1.1 0.3 0.3 4.4 1.9 2.0 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,410 : : Positions : : 15,548 24,411 9,444 0 138 0 275 75 0 231 0 : : : : Changes from: March 10, 2020 : : 195 650 450 0 0 0 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 96.1 37.2 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 24,871 : : Positions : : 14,935 24,736 9,384 0 135 75 0 0 0 0 0 : : : : Changes from: March 10, 2020 : : 315 610 120 0 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 99.5 37.7 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 32,851 : : Positions : : 26,854 25,944 3,485 3,682 831 60 509 335 235 530 1,015 : : : : Changes from: March 10, 2020 : : -149 1,026 1,065 0 -240 30 0 0 -80 -160 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 79.0 10.6 11.2 2.5 0.2 1.5 1.0 0.7 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 21,029 : : Positions : : 16,022 18,175 2,848 0 60 0 1,485 0 671 714 305 : : : : Changes from: March 10, 2020 : : -60 1,050 1,140 0 -73 0 0 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 86.4 13.5 0.0 0.3 0.0 7.1 0.0 3.2 3.4 1.5 : : : : 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 17, 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 59,820 : : Positions : : 46,226 34,884 6,395 17,523 723 2,374 4,586 426 2,272 335 1,343 : : : : Changes from: March 10, 2020 : : 789 -412 150 165 82 -300 465 325 -380 0 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 58.3 10.7 29.3 1.2 4.0 7.7 0.7 3.8 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 22 5 . 6 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 36,670 : : Positions : : 31,199 17,710 2,608 15,938 715 350 547 565 440 473 637 : : : : Changes from: March 10, 2020 : : 151 -107 482 420 -62 0 300 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 48.3 7.1 43.5 1.9 1.0 1.5 1.5 1.2 1.3 1.7 : : : : 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 17, 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 19,942 : : Positions : : 10,623 18,026 7,194 0 1,024 0 401 226 700 225 25 : : : : Changes from: March 10, 2020 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 90.4 36.1 0.0 5.1 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 17, 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 21,823 : : Positions : : 11,541 19,273 7,577 0 2,075 0 300 0 500 175 0 : : : : Changes from: March 10, 2020 : : 925 925 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 88.3 34.7 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 9,406 : : Positions : : 8,394 6,680 46 450 701 0 600 0 75 950 25 : : : : Changes from: March 10, 2020 : : 0 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 71.0 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 17, 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 10, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 12,217 : : Positions : : 7,201 10,132 3,368 1,400 20 0 0 0 865 150 515 : : : : Changes from: March 10, 2020 : : 215 -160 -375 0 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 82.9 27.6 11.5 0.2 0.0 0.0 0.0 7.1 1.2 4.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 12,133 : : Positions : : 6,860 10,125 3,432 1,400 43 0 0 0 1,135 150 415 : : : : Changes from: March 10, 2020 : : 215 -160 -375 0 33 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 83.5 28.3 11.5 0.4 0.0 0.0 0.0 9.4 1.2 3.4 : : : : 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 17, 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 35,075 : : Positions : : 22,935 31,210 7,940 0 820 145 0 5 1,125 935 2,065 : : : : Changes from: March 10, 2020 : : 255 220 100 0 55 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 89.0 22.6 0.0 2.3 0.4 0.0 0.0 3.2 2.7 5.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 35,006 : : Positions : : 22,910 31,406 7,510 0 810 145 0 5 1,415 700 2,065 : : : : Changes from: March 10, 2020 : : 100 150 100 0 55 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 89.7 21.5 0.0 2.3 0.4 0.0 0.0 4.0 2.0 5.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 103,703 : : Positions : : 80,349 79,632 17,926 13,728 2,596 1,280 105 245 700 6,819 518 : : : : Changes from: March 10, 2020 : : 1,394 1,757 -220 -205 428 80 -220 200 0 -75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 76.8 17.3 13.2 2.5 1.2 0.1 0.2 0.7 6.6 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 28 . . . . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 120,865 : : Positions : : 91,377 96,385 20,917 10,907 4,402 1,699 900 301 781 6,615 1,350 : : : : Changes from: March 10, 2020 : : 3,235 3,052 0 -6 377 0 -300 280 -78 423 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 79.7 17.3 9.0 3.6 1.4 0.7 0.2 0.6 5.5 1.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 30 . . 5 . . . . 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 513,952 : : Positions : : 284,383 321,026 32,805 3,443 114,899 11,951 17,208 27,274 19,500 7,942 22,121 : : : : Changes from: March 10, 2020 : : 2,706 5,525 3,190 -250 -1,579 884 87 -809 -1,662 420 565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 62.5 6.4 0.7 22.4 2.3 3.3 5.3 3.8 1.5 4.3 : : : : Number of Traders in Each Category Total Traders: 90 : : 40 35 5 . 4 8 9 8 15 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 15,834 : : Positions : : 7,018 14,155 2,432 160 794 995 600 55 4,105 0 0 : : : : Changes from: March 10, 2020 : : 0 -150 -75 25 60 -75 0 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 89.4 15.4 1.0 5.0 6.3 3.8 0.3 25.9 0.0 0.0 : : : : 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 17, 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 14,824 : : Positions : : 5,685 13,588 3,495 120 461 145 600 55 4,380 0 0 : : : : Changes from: March 10, 2020 : : 0 -150 -75 25 50 -75 0 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 91.7 23.6 0.8 3.1 1.0 4.0 0.4 29.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 10,873 : : Positions : : 4,713 9,920 708 0 2 450 0 0 5,000 951 0 : : : : Changes from: March 10, 2020 : : 1,110 1,870 108 0 2 0 0 0 1,150 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 91.2 6.5 0.0 0.0 4.1 0.0 0.0 46.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 16 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 78,278 : : Positions : : 53,977 54,118 16,402 12,391 0 0 3,870 95 0 0 0 : : : : Changes from: March 10, 2020 : : 2,232 2,370 480 0 0 0 342 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 69.1 21.0 15.8 0.0 0.0 4.9 0.1 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 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 64,553 : : Positions : : 44,975 42,608 13,633 11,425 0 0 4,575 30 0 0 0 : : : : Changes from: March 10, 2020 : : 2,459 2,354 255 0 0 0 360 -185 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 66.0 21.1 17.7 0.0 0.0 7.1 0.0 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 17, 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 17,445 12,050 1,885 1,110 150 1,300 0 1,835 0 0 : : : : Changes from: March 10, 2020 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 70.1 48.4 7.6 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 17, 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 10, 2020 : : 0 0 0 0 0 0 0 0 0 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 17, 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 56,973 : : Positions : : 26,658 20,367 9,520 23,891 660 11,680 2,905 4,735 0 985 0 : : : : Changes from: March 10, 2020 : : -715 305 525 -75 0 300 0 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 35.7 16.7 41.9 1.2 20.5 5.1 8.3 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 17, 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 38,568 : : Positions : : 18,551 20,870 9,785 10,886 730 3,295 0 3,115 0 385 300 : : : : Changes from: March 10, 2020 : : -20 660 260 0 0 300 0 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 54.1 25.4 28.2 1.9 8.5 0.0 8.1 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 17, 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 28,125 : : Positions : : 22,220 9,480 3,760 1,590 380 535 15,835 140 0 0 0 : : : : Changes from: March 10, 2020 : : 565 815 0 -900 0 0 660 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 33.7 13.4 5.7 1.4 1.9 56.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 13,910 : : Positions : : 11,990 8,010 0 1,035 0 350 4,080 0 25 0 0 : : : : Changes from: March 10, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 57.6 0.0 7.4 0.0 2.5 29.3 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 96,773 : : Positions : : 51,974 28,198 5,309 39,580 3,570 14,145 1,700 215 0 1,940 1,935 : : : : Changes from: March 10, 2020 : : 505 410 -420 0 245 300 -300 0 0 275 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 29.1 5.5 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 90,480 : : Positions : : 47,035 26,015 5,500 34,375 3,440 14,365 1,805 160 0 4,675 820 : : : : Changes from: March 10, 2020 : : 230 -190 -420 0 200 0 -300 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 28.8 6.1 38.0 3.8 15.9 2.0 0.2 0.0 5.2 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 17, 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 23,162 : : Positions : : 12,259 5,802 910 1,902 1,047 3,745 6,615 175 210 3,700 675 : : : : Changes from: March 10, 2020 : : 100 150 0 0 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 25.0 3.9 8.2 4.5 16.2 28.6 0.8 0.9 16.0 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 17, 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 23,147 : : Positions : : 11,794 6,427 1,075 2,462 638 3,745 8,465 175 40 180 1,895 : : : : Changes from: March 10, 2020 : : 100 150 0 0 0 0 0 0 40 -10 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 27.8 4.6 10.6 2.8 16.2 36.6 0.8 0.2 0.8 8.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 32,383 : : Positions : : 14,423 11,705 1,042 11,380 988 12,060 75 0 0 5,130 1,040 : : : : Changes from: March 10, 2020 : : 0 0 300 100 -182 0 0 0 0 440 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 36.1 3.2 35.1 3.1 37.2 0.2 0.0 0.0 15.8 3.2 : : : : 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 17, 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 51,213 : : Positions : : 16,943 41,815 8,301 6,000 95 13,175 0 45 9,860 0 0 : : : : Changes from: March 10, 2020 : : 0 900 900 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 81.6 16.2 11.7 0.2 25.7 0.0 0.1 19.3 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 17, 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 53,970 : : Positions : : 18,955 44,050 9,175 6,690 260 13,325 0 45 9,425 0 0 : : : : Changes from: March 10, 2020 : : 0 1,120 1,000 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 81.6 17.0 12.4 0.5 24.7 0.0 0.1 17.5 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 17, 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 51,610 : : Positions : : 18,620 42,240 6,451 3,665 890 6,325 0 855 14,329 0 1,180 : : : : Changes from: March 10, 2020 : : 340 150 110 0 0 0 0 0 -300 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 81.8 12.5 7.1 1.7 12.3 0.0 1.7 27.8 0.0 2.3 : : : : 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 17, 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 49,705 : : Positions : : 18,505 40,410 5,871 3,650 880 6,175 0 1,005 13,329 0 1,130 : : : : Changes from: March 10, 2020 : : 340 150 110 0 -30 0 0 0 -300 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 81.3 11.8 7.3 1.8 12.4 0.0 2.0 26.8 0.0 2.3 : : : : 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 17, 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 10, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17, 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 10, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 72,480 : : Positions : : 38,095 43,440 3,005 0 3,170 1,325 16,620 1,325 19,090 1,500 1,310 : : : : Changes from: March 10, 2020 : : -205 195 350 0 -100 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 59.9 4.1 0.0 4.4 1.8 22.9 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 17, 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 68,705 : : Positions : : 37,360 40,920 4,325 0 2,300 1,320 16,620 1,325 15,990 1,500 1,310 : : : : Changes from: March 10, 2020 : : -175 225 350 0 -100 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 59.6 6.3 0.0 3.3 1.9 24.2 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 17, 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 60,750 : : Positions : : 37,070 22,417 0 16,611 92 15,050 0 2,980 58 13,495 1,705 : : : : Changes from: March 10, 2020 : : -100 -200 0 -100 0 350 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 36.9 0.0 27.3 0.2 24.8 0.0 4.9 0.1 22.2 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 49,178 : : Positions : : 34,492 18,529 0 14,341 291 6,205 0 3,115 58 8,230 2,355 : : : : Changes from: March 10, 2020 : : -50 -150 0 -350 0 -500 0 100 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 37.7 0.0 29.2 0.6 12.6 0.0 6.3 0.1 16.7 4.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 168,945 : : Positions : : 91,544 85,736 19,680 1,251 5,620 640 15,880 9,045 1,450 10,327 4,775 : : : : Changes from: March 10, 2020 : : -805 -975 -710 0 470 -45 605 45 0 -1,190 705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 50.7 11.6 0.7 3.3 0.4 9.4 5.4 0.9 6.1 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 139,397 : : Positions : : 76,444 73,704 15,022 290 5,046 2,380 5,330 8,021 1,450 15,747 2,810 : : : : Changes from: March 10, 2020 : : -467 -737 -1,060 0 522 0 -200 100 0 -590 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 52.9 10.8 0.2 3.6 1.7 3.8 5.8 1.0 11.3 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 62,950 : : Positions : : 32,065 28,145 17,651 9,916 4,524 870 7,655 2,055 0 5,010 0 : : : : Changes from: March 10, 2020 : : -125 0 0 175 -100 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 44.7 28.0 15.8 7.2 1.4 12.2 3.3 0.0 8.0 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 17, 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 55,505 : : Positions : : 30,725 20,135 8,321 6,686 7,679 770 8,805 1,995 0 4,310 0 : : : : Changes from: March 10, 2020 : : 525 -225 180 930 -445 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 36.3 15.0 12.0 13.8 1.4 15.9 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 17, 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 41,610 : : Positions : : 13,435 27,295 2,210 6,805 2,310 17,605 0 1,385 370 0 1,310 : : : : Changes from: March 10, 2020 : : 0 430 330 -100 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 65.6 5.3 16.4 5.6 42.3 0.0 3.3 0.9 0.0 3.1 : : : : 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 17, 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 50,890 : : Positions : : 8,635 39,255 0 4,105 3,140 34,265 0 1,455 370 0 1,310 : : : : Changes from: March 10, 2020 : : 0 75 0 -75 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 77.1 0.0 8.1 6.2 67.3 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 17, 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 159,602 : : Positions : : 76,652 70,551 1,841 15,052 25,773 4,855 2,225 6,870 4,260 0 0 : : : : Changes from: March 10, 2020 : : 617 -905 0 -53 319 -955 235 495 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 44.2 1.2 9.4 16.1 3.0 1.4 4.3 2.7 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 17, 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 112,501 : : Positions : : 66,046 57,469 4,280 20,496 7,135 5,474 1,780 6,761 3,940 85 0 : : : : Changes from: March 10, 2020 : : -25 495 410 -110 -525 0 0 190 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 51.1 3.8 18.2 6.3 4.9 1.6 6.0 3.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 17, 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 29,740 : : Positions : : 19,505 15,420 0 9,320 2,285 4,435 300 0 1,100 0 575 : : : : Changes from: March 10, 2020 : : -45 495 0 -540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 51.8 0.0 31.3 7.7 14.9 1.0 0.0 3.7 0.0 1.9 : : : : 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 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,070 : : Positions : : 20,265 14,665 0 9,945 2,135 3,885 300 0 700 0 500 : : : : Changes from: March 10, 2020 : : 360 555 0 -540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 50.4 0.0 34.2 7.3 13.4 1.0 0.0 2.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 20, 2020