Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 21,619 : : Positions : : 15,574 12,777 1,160 109 881 510 1,600 180 395 3,349 1,948 : : : : Changes from: March 17, 2020 : : 609 877 359 0 -253 0 0 0 17 -15 765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 59.1 5.4 0.5 4.1 2.4 7.4 0.8 1.8 15.5 9.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 24,418 : : Positions : : 13,241 12,122 723 2,039 4,039 1,637 816 1,624 766 1,667 1,845 : : : : Changes from: March 17, 2020 : : 791 549 0 80 138 21 105 -24 13 95 269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 49.6 3.0 8.4 16.5 6.7 3.3 6.7 3.1 6.8 7.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 18 . . . . 4 4 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 42,525 : : Positions : : 28,382 37,228 6,022 0 2,019 0 278 625 3,970 855 1,505 : : : : Changes from: March 17, 2020 : : 54 879 325 0 -192 0 -575 263 -225 -150 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 87.5 14.2 0.0 4.7 0.0 0.7 1.5 9.3 2.0 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 21 . 0 . 0 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 32,169 : : Positions : : 25,284 26,841 390 1,522 1,727 0 501 453 3,050 100 1,025 : : : : Changes from: March 17, 2020 : : 503 503 390 440 -80 0 25 0 0 -75 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 83.4 1.2 4.7 5.4 0.0 1.6 1.4 9.5 0.3 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 141,219 : : Positions : : 119,201 93,464 3,398 22,663 5,559 2,171 4,553 6,080 1,083 5,295 3,509 : : : : Changes from: March 17, 2020 : : 26 1,957 -32 -1,690 483 -55 -530 0 -106 16 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 66.2 2.4 16.0 3.9 1.5 3.2 4.3 0.8 3.7 2.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 31 . . 4 . 6 4 . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 73,521 : : Positions : : 59,345 55,086 4,880 8,042 4,153 325 1,092 2,371 1,416 1,725 1,032 : : : : Changes from: March 17, 2020 : : 783 857 0 -257 86 0 -789 454 -572 400 349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.9 6.6 10.9 5.6 0.4 1.5 3.2 1.9 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 35,990 : : Positions : : 33,167 23,305 958 10,445 840 0 675 0 350 50 675 : : : : Changes from: March 17, 2020 : : 1,125 600 0 225 0 0 75 0 -225 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 64.8 2.7 29.0 2.3 0.0 1.9 0.0 1.0 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 59,632 : : Positions : : 33,556 24,659 629 25,041 3,502 15,800 150 50 1,131 1,422 4,795 : : : : Changes from: March 17, 2020 : : 667 1,259 111 -707 -251 0 -10 0 4 240 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 41.4 1.1 42.0 5.9 26.5 0.3 0.1 1.9 2.4 8.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 79,244 : : Positions : : 44,420 27,042 0 40,270 5,236 24,712 965 50 1,389 2,796 2,842 : : : : Changes from: March 17, 2020 : : -1,457 107 0 -1,392 -378 0 -295 0 33 212 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 34.1 0.0 50.8 6.6 31.2 1.2 0.1 1.8 3.5 3.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 21 0 4 4 5 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 72,342 : : Positions : : 55,536 46,700 9,479 20,680 2,135 450 35 0 1,805 345 2,158 : : : : Changes from: March 17, 2020 : : 954 554 0 525 -58 0 10 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 64.6 13.1 28.6 3.0 0.6 0.0 0.0 2.5 0.5 3.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 88,794 : : Positions : : 64,639 51,428 17,375 32,933 952 450 0 0 1,795 559 2,700 : : : : Changes from: March 17, 2020 : : 875 740 -350 -150 250 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 57.9 19.6 37.1 1.1 0.5 0.0 0.0 2.0 0.6 3.0 : : : : 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 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 44,168 : : Positions : : 28,916 40,321 11,321 0 3,029 0 0 0 250 170 230 : : : : Changes from: March 17, 2020 : : 373 90 -283 0 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 91.3 25.6 0.0 6.9 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 24, 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 26,276 : : Positions : : 23,205 17,254 0 5,990 2,071 0 600 0 460 361 0 : : : : Changes from: March 17, 2020 : : 41 199 0 -158 104 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 65.7 0.0 22.8 7.9 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 24, 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 89,170 : : Positions : : 58,926 66,587 320 10,701 7,923 8,130 75 345 11,041 1,194 2,115 : : : : Changes from: March 17, 2020 : : 3,293 -661 0 898 -192 -432 0 -141 -2,346 141 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 74.7 0.4 12.0 8.9 9.1 0.1 0.4 12.4 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 33 . . . 8 . 5 9 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 40,049 : : Positions : : 29,642 30,563 0 6,528 1,896 100 199 1 7,880 300 250 : : : : Changes from: March 17, 2020 : : 2,570 -41 0 456 0 0 0 0 -2,155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 76.3 0.0 16.3 4.7 0.2 0.5 0.0 19.7 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 50,756 : : Positions : : 36,170 45,985 9,692 0 4,091 0 0 0 350 102 273 : : : : Changes from: March 17, 2020 : : 1,060 510 -600 0 370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 90.6 19.1 0.0 8.1 0.0 0.0 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 38,005 : : Positions : : 30,578 25,926 0 3,933 5,889 50 1,350 0 85 410 120 : : : : Changes from: March 17, 2020 : : -227 617 0 -729 661 0 -380 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 68.2 0.0 10.3 15.5 0.1 3.6 0.0 0.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 0 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 65,467 : : Positions : : 53,141 62,447 7,219 0 2,350 0 45 0 1,824 200 185 : : : : Changes from: March 17, 2020 : : 1,568 1,877 703 0 -120 0 45 0 -399 -50 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 95.4 11.0 0.0 3.6 0.0 0.1 0.0 2.8 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 12 6 0 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 69,551 : : Positions : : 59,914 62,842 3,673 3,144 3,000 0 45 0 2,549 250 90 : : : : Changes from: March 17, 2020 : : 1,572 2,225 760 25 -485 0 45 0 13 20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 90.4 5.3 4.5 4.3 0.0 0.1 0.0 3.7 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 74,050 : : Positions : : 60,624 68,160 8,751 1,921 2,366 249 30 95 921 671 807 : : : : Changes from: March 17, 2020 : : -13 -48 20 -10 0 -50 30 40 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 92.0 11.8 2.6 3.2 0.3 0.0 0.1 1.2 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 5 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 96,059 : : Positions : : 76,876 84,748 10,291 2,580 3,798 70 1,247 468 2,199 1,165 2,017 : : : : Changes from: March 17, 2020 : : 775 871 -325 131 64 -110 -160 40 -206 -708 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.2 10.7 2.7 4.0 0.1 1.3 0.5 2.3 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 27 5 . . . 6 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 63,470 : : Positions : : 42,877 54,627 19,788 2,746 60 0 3,512 0 725 2,525 0 : : : : Changes from: March 17, 2020 : : 2,252 2,477 275 47 0 0 53 0 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 86.1 31.2 4.3 0.1 0.0 5.5 0.0 1.1 4.0 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 24, 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 53,040 : : Positions : : 37,300 51,000 13,400 0 815 0 225 0 1,000 475 525 : : : : Changes from: March 17, 2020 : : -85 140 -150 0 0 0 0 0 300 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 96.2 25.3 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0 : : : : 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 24, 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 60,967 : : Positions : : 42,526 56,289 14,196 400 1,741 700 55 0 686 1,226 1,074 : : : : Changes from: March 17, 2020 : : -1,740 -764 362 -30 -120 0 -50 0 -50 -584 514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 92.3 23.3 0.7 2.9 1.1 0.1 0.0 1.1 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 4 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 67,821 : : Positions : : 50,419 60,174 13,029 721 140 180 2,710 1,280 1,454 1,212 1,207 : : : : Changes from: March 17, 2020 : : -1,024 -256 103 -25 -52 0 -320 0 87 -233 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 88.7 19.2 1.1 0.2 0.3 4.0 1.9 2.1 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 25,570 : : Positions : : 15,598 24,531 9,564 0 138 0 275 75 0 231 0 : : : : Changes from: March 17, 2020 : : 50 120 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 95.9 37.4 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 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 25,291 : : Positions : : 15,235 25,156 9,504 0 135 75 0 0 0 0 0 : : : : Changes from: March 17, 2020 : : 300 420 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 99.5 37.6 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 24, 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 32,748 : : Positions : : 26,631 25,730 3,545 3,647 906 60 449 340 130 571 1,100 : : : : Changes from: March 17, 2020 : : -223 -214 60 -35 75 0 -60 5 -105 41 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 78.6 10.8 11.1 2.8 0.2 1.4 1.0 0.4 1.7 3.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 21,079 : : Positions : : 16,022 18,175 2,848 0 110 0 1,485 0 671 714 305 : : : : Changes from: March 17, 2020 : : 0 0 0 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 86.2 13.5 0.0 0.5 0.0 7.0 0.0 3.2 3.4 1.4 : : : : 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 24, 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 59,422 : : Positions : : 46,066 34,000 6,362 17,828 669 2,249 4,793 451 2,217 335 1,346 : : : : Changes from: March 17, 2020 : : -160 -884 -33 305 -54 -125 207 25 -55 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 57.2 10.7 30.0 1.1 3.8 8.1 0.8 3.7 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 22 5 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 37,553 : : Positions : : 32,197 18,248 2,488 16,293 715 350 547 565 450 473 627 : : : : Changes from: March 17, 2020 : : 998 538 -120 355 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 48.6 6.6 43.4 1.9 0.9 1.5 1.5 1.2 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 20,119 : : Positions : : 10,825 18,073 7,094 0 1,074 0 426 226 700 250 50 : : : : Changes from: March 17, 2020 : : 202 47 -100 0 50 0 25 0 0 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 89.8 35.3 0.0 5.3 0.0 2.1 1.1 3.5 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 21,923 : : Positions : : 11,566 19,373 7,652 0 2,075 0 300 0 500 175 0 : : : : Changes from: March 17, 2020 : : 25 100 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 88.4 34.9 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 : : 12 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 9,456 : : Positions : : 8,419 6,780 96 450 651 0 600 0 100 950 25 : : : : Changes from: March 17, 2020 : : 25 100 50 0 -50 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 71.7 1.0 4.8 6.9 0.0 6.3 0.0 1.1 10.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 9,535 : : Positions : : 8,667 6,540 25 462 633 0 600 0 100 1,300 0 : : : : Changes from: March 17, 2020 : : 25 100 0 -50 1 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 68.6 0.3 4.8 6.6 0.0 6.3 0.0 1.0 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 12,402 : : Positions : : 7,511 10,142 3,368 1,400 20 0 0 0 795 380 460 : : : : Changes from: March 17, 2020 : : 310 10 0 0 0 0 0 0 -70 230 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 81.8 27.2 11.3 0.2 0.0 0.0 0.0 6.4 3.1 3.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 12,208 : : Positions : : 7,135 10,100 3,432 1,400 43 0 0 0 835 150 515 : : : : Changes from: March 17, 2020 : : 275 -25 0 0 0 0 0 0 -300 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 82.7 28.1 11.5 0.4 0.0 0.0 0.0 6.8 1.2 4.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 36,855 : : Positions : : 24,700 31,685 8,050 0 800 145 0 5 1,050 2,300 2,065 : : : : Changes from: March 17, 2020 : : 1,765 475 110 0 -20 0 0 0 -75 1,365 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 6.2 5.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 36,766 : : Positions : : 24,780 31,901 7,620 0 770 145 0 5 1,050 1,735 2,355 : : : : Changes from: March 17, 2020 : : 1,870 495 110 0 -40 0 0 0 -365 1,035 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 86.8 20.7 0.0 2.1 0.4 0.0 0.0 2.9 4.7 6.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 106,730 : : Positions : : 82,848 83,636 17,926 13,773 2,567 1,280 55 295 705 5,354 1,050 : : : : Changes from: March 17, 2020 : : 2,499 4,004 0 45 -29 0 -50 50 5 -1,465 532 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 78.4 16.8 12.9 2.4 1.2 0.1 0.3 0.7 5.0 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 28 . . . . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 122,621 : : Positions : : 92,267 98,783 20,917 10,859 4,493 1,699 825 346 843 5,284 1,996 : : : : Changes from: March 17, 2020 : : 890 2,398 0 -48 91 0 -75 45 62 -1,331 646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 80.6 17.1 8.9 3.7 1.4 0.7 0.3 0.7 4.3 1.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 30 . . 5 . . . 4 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 526,681 : : Positions : : 290,956 329,656 32,907 3,168 117,980 11,627 15,141 29,049 19,639 8,118 23,314 : : : : Changes from: March 17, 2020 : : 6,573 8,630 102 -275 3,081 -324 -2,066 1,775 139 177 1,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 62.6 6.2 0.6 22.4 2.2 2.9 5.5 3.7 1.5 4.4 : : : : Number of Traders in Each Category Total Traders: 92 : : 40 35 5 . 5 8 9 8 16 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 15,811 : : Positions : : 6,995 14,132 2,432 130 824 965 600 55 4,105 0 0 : : : : Changes from: March 17, 2020 : : -23 -23 0 -30 30 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 89.4 15.4 0.8 5.2 6.1 3.8 0.3 26.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 14,819 : : Positions : : 5,700 13,578 3,495 120 461 145 600 55 4,380 0 0 : : : : Changes from: March 17, 2020 : : 15 -10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 91.6 23.6 0.8 3.1 1.0 4.0 0.4 29.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 11,323 : : Positions : : 4,813 10,005 693 0 117 450 0 0 5,250 1,201 0 : : : : Changes from: March 17, 2020 : : 100 85 -15 0 115 0 0 0 250 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 88.4 6.1 0.0 1.0 4.0 0.0 0.0 46.4 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 16 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 77,983 : : Positions : : 53,957 53,978 16,402 12,511 0 0 3,870 95 0 0 0 : : : : Changes from: March 17, 2020 : : -20 -140 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 69.2 21.0 16.0 0.0 0.0 5.0 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 24, 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 64,611 : : Positions : : 44,973 42,486 13,633 11,545 0 0 4,575 30 0 0 0 : : : : Changes from: March 17, 2020 : : -2 -122 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 65.8 21.1 17.9 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 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,000 : : Positions : : 6,830 17,500 12,195 2,075 990 150 1,300 0 1,835 0 0 : : : : Changes from: March 17, 2020 : : 100 55 145 190 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 70.0 48.8 8.3 4.0 0.6 5.2 0.0 7.3 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 24, 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 22,675 : : Positions : : 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0 : : : : Changes from: March 17, 2020 : : 0 225 345 120 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 68.3 48.5 9.2 6.8 0.7 5.7 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 24, 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 56,503 : : Positions : : 26,823 19,512 8,020 23,891 1,980 11,680 2,425 4,685 0 985 0 : : : : Changes from: March 17, 2020 : : 165 -855 -1,500 0 1,320 0 -480 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 34.5 14.2 42.3 3.5 20.7 4.3 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 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 37,808 : : Positions : : 18,731 20,110 8,485 10,886 790 3,595 0 3,115 0 385 300 : : : : Changes from: March 17, 2020 : : 180 -760 -1,300 0 60 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 53.2 22.4 28.8 2.1 9.5 0.0 8.2 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 24, 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 28,185 : : Positions : : 22,280 9,480 3,760 1,650 380 535 15,835 140 0 0 0 : : : : Changes from: March 17, 2020 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 33.6 13.3 5.9 1.3 1.9 56.2 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 24, 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 13,970 : : Positions : : 12,050 8,010 0 1,095 0 350 4,080 0 25 0 0 : : : : Changes from: March 17, 2020 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 57.3 0.0 7.8 0.0 2.5 29.2 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 24, 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 17, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 24, 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 17, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 24, 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 22,972 : : Positions : : 12,841 5,754 815 2,877 899 3,745 6,940 175 285 3,010 900 : : : : Changes from: March 17, 2020 : : 582 -48 -95 975 -148 0 325 0 75 -690 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 25.0 3.5 12.5 3.9 16.3 30.2 0.8 1.2 13.1 3.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 22,717 : : Positions : : 12,017 5,930 1,055 3,512 634 3,745 8,790 175 665 130 1,685 : : : : Changes from: March 17, 2020 : : 223 -497 -20 1,050 -4 0 325 0 625 -50 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 26.1 4.6 15.5 2.8 16.5 38.7 0.8 2.9 0.6 7.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 17, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 24, 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 51,898 : : Positions : : 17,603 42,500 8,301 6,000 95 13,175 0 45 9,885 0 0 : : : : Changes from: March 17, 2020 : : 660 685 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 81.9 16.0 11.6 0.2 25.4 0.0 0.1 19.0 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 24, 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 54,630 : : Positions : : 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0 : : : : Changes from: March 17, 2020 : : 660 660 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 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 24, 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 51,960 : : Positions : : 18,970 42,640 7,201 3,665 890 6,325 0 855 13,629 0 1,180 : : : : Changes from: March 17, 2020 : : 350 400 750 0 0 0 0 0 -700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 82.1 13.9 7.1 1.7 12.2 0.0 1.6 26.2 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 49,905 : : Positions : : 18,855 40,710 6,721 3,650 870 6,175 0 1,005 12,429 0 1,130 : : : : Changes from: March 17, 2020 : : 350 300 850 0 -10 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 81.6 13.5 7.3 1.7 12.4 0.0 2.0 24.9 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,060 : : Positions : : 11,610 12,505 2,945 0 870 110 5,005 660 2,735 565 460 : : : : Changes from: March 17, 2020 : : -50 685 -1,450 0 225 25 -75 -5 2,325 240 -700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 56.7 13.3 0.0 3.9 0.5 22.7 3.0 12.4 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 21,165 : : Positions : : 11,045 12,220 2,405 0 815 0 5,005 660 3,925 640 120 : : : : Changes from: March 17, 2020 : : -50 685 -1,450 0 100 0 -75 0 2,325 240 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 57.7 11.4 0.0 3.9 0.0 23.6 3.1 18.5 3.0 0.6 : : : : 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 24, 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 72,655 : : Positions : : 42,070 44,015 3,255 0 2,770 1,750 16,720 1,325 15,115 1,500 1,310 : : : : Changes from: March 17, 2020 : : 3,975 575 250 0 -400 425 100 0 -3,975 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 60.6 4.5 0.0 3.8 2.4 23.0 1.8 20.8 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 24, 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 68,965 : : Positions : : 41,335 41,495 4,575 0 1,975 1,745 16,720 1,325 12,015 1,500 1,310 : : : : Changes from: March 17, 2020 : : 3,975 575 250 0 -325 425 100 0 -3,975 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 60.2 6.6 0.0 2.9 2.5 24.2 1.9 17.4 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 24, 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 60,400 : : Positions : : 37,470 22,367 0 16,211 92 14,250 0 2,980 58 13,545 1,705 : : : : Changes from: March 17, 2020 : : 400 -50 0 -400 0 -800 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 37.0 0.0 26.8 0.2 23.6 0.0 4.9 0.1 22.4 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 24, 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 49,528 : : Positions : : 34,792 18,529 0 14,541 291 6,255 0 3,115 58 8,380 2,355 : : : : Changes from: March 17, 2020 : : 300 0 0 200 0 50 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 37.4 0.0 29.4 0.6 12.6 0.0 6.3 0.1 16.9 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 24, 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 167,107 : : Positions : : 89,216 86,978 20,650 1,251 6,357 1,040 15,580 8,665 1,450 8,427 4,875 : : : : Changes from: March 17, 2020 : : -2,328 1,242 970 0 737 400 -300 -380 0 -1,900 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 52.0 12.4 0.7 3.8 0.6 9.3 5.2 0.9 5.0 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 137,507 : : Positions : : 73,618 74,463 16,492 290 5,421 2,780 5,880 7,641 1,450 13,482 2,960 : : : : Changes from: March 17, 2020 : : -2,826 759 1,470 0 375 400 550 -380 0 -2,265 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 54.2 12.0 0.2 3.9 2.0 4.3 5.6 1.1 9.8 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 62,425 : : Positions : : 31,885 28,145 17,826 9,911 4,349 870 7,655 2,055 0 5,010 0 : : : : Changes from: March 17, 2020 : : -180 0 175 -5 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 45.1 28.6 15.9 7.0 1.4 12.3 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 24, 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 17, 2020 : : 0 0 0 0 0 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 24, 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 41,850 : : Positions : : 13,435 27,595 2,210 6,505 2,550 17,605 0 1,385 370 0 1,310 : : : : Changes from: March 17, 2020 : : 0 300 0 -300 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 65.9 5.3 15.5 6.1 42.1 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 24, 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 51,190 : : Positions : : 8,635 39,555 0 3,805 3,440 34,265 0 1,455 370 0 1,310 : : : : Changes from: March 17, 2020 : : 0 300 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 77.3 0.0 7.4 6.7 66.9 0.0 2.8 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 24, 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 160,145 : : Positions : : 77,155 72,320 2,989 14,544 24,784 4,375 2,225 6,830 4,260 0 0 : : : : Changes from: March 17, 2020 : : 503 1,769 1,148 -509 -989 -480 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 45.2 1.9 9.1 15.5 2.7 1.4 4.3 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 24, 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 114,131 : : Positions : : 66,846 59,089 4,630 19,726 7,685 5,474 2,080 6,761 3,940 85 0 : : : : Changes from: March 17, 2020 : : 800 1,620 350 -770 550 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 51.8 4.1 17.3 6.7 4.8 1.8 5.9 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 24, 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 17, 2020 : : 0 0 0 0 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 24, 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 17, 2020 : : 0 0 0 0 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 27, 2020