Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 19,562 : : Positions : : 13,712 11,068 1,420 189 878 363 1,215 180 416 3,549 1,720 : : : : Changes from: March 31, 2020 : : -688 -805 126 0 40 0 -50 0 0 366 -424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 56.6 7.3 1.0 4.5 1.9 6.2 0.9 2.1 18.1 8.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 23,108 : : Positions : : 12,732 11,838 730 1,305 4,122 1,406 1,093 1,139 857 1,539 1,791 : : : : Changes from: March 31, 2020 : : -449 56 7 -882 493 -216 322 -400 -5 -142 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 51.2 3.2 5.6 17.8 6.1 4.7 4.9 3.7 6.7 7.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 . . . . . . 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,006 : : Positions : : 26,449 36,179 5,213 0 2,169 452 100 173 4,370 180 1,180 : : : : Changes from: March 31, 2020 : : -1,231 -884 -809 0 75 430 0 -430 515 -635 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 90.4 13.0 0.0 5.4 1.1 0.2 0.4 10.9 0.4 2.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 31,859 : : Positions : : 25,569 26,191 0 1,917 1,322 0 326 453 2,775 150 1,500 : : : : Changes from: March 31, 2020 : : -1,295 -1,390 0 0 -260 0 -250 0 -150 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 82.2 0.0 6.0 4.1 0.0 1.0 1.4 8.7 0.5 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 0 . . 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 138,413 : : Positions : : 115,023 93,820 3,245 20,907 5,410 2,105 2,826 6,932 2,104 5,024 3,398 : : : : Changes from: March 31, 2020 : : -5,362 -3,681 -101 -152 206 -66 -371 152 1,016 -321 -141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 67.8 2.3 15.1 3.9 1.5 2.0 5.0 1.5 3.6 2.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 30 . . 4 . 6 4 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 69,730 : : Positions : : 57,331 51,982 4,380 8,039 3,787 300 1,025 2,234 616 1,560 1,082 : : : : Changes from: March 31, 2020 : : -2,512 -3,218 -500 -7 -247 -25 3 -217 -450 -265 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 74.5 6.3 11.5 5.4 0.4 1.5 3.2 0.9 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 36,445 : : Positions : : 33,799 23,980 656 10,050 840 0 675 0 325 75 825 : : : : Changes from: March 31, 2020 : : -108 -215 -302 -270 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 65.8 1.8 27.6 2.3 0.0 1.9 0.0 0.9 0.2 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 58,768 : : Positions : : 32,122 24,448 624 23,994 4,116 15,750 150 50 1,257 1,315 4,682 : : : : Changes from: March 31, 2020 : : -719 -886 -20 166 34 -100 0 0 76 -45 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 41.6 1.1 40.8 7.0 26.8 0.3 0.1 2.1 2.2 8.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 77,128 : : Positions : : 42,954 26,143 0 39,634 5,156 23,505 965 50 1,903 2,329 2,798 : : : : Changes from: March 31, 2020 : : -677 -1,362 0 919 -617 -767 0 0 489 -387 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 33.9 0.0 51.4 6.7 30.5 1.3 0.1 2.5 3.0 3.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 0 4 4 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 67,830 : : Positions : : 51,242 43,482 9,548 19,762 2,135 300 0 0 1,773 30 2,148 : : : : Changes from: March 31, 2020 : : -4,361 -3,638 -291 -1,153 0 -150 -35 0 15 -15 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 64.1 14.1 29.1 3.1 0.4 0.0 0.0 2.6 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 83,668 : : Positions : : 60,042 47,758 17,463 31,892 836 300 0 0 1,444 241 2,738 : : : : Changes from: March 31, 2020 : : -4,883 -4,411 -376 -1,211 -112 -150 0 0 -318 -84 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 57.1 20.9 38.1 1.0 0.4 0.0 0.0 1.7 0.3 3.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 44,366 : : Positions : : 29,871 39,476 9,486 0 4,062 0 0 0 250 170 230 : : : : Changes from: March 31, 2020 : : 800 45 -800 0 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 89.0 21.4 0.0 9.2 0.0 0.0 0.0 0.6 0.4 0.5 : : : : 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 April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,866 : : Positions : : 23,453 17,337 0 6,155 1,408 0 600 0 460 346 0 : : : : Changes from: March 31, 2020 : : 205 -225 0 415 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 67.0 0.0 23.8 5.4 0.0 2.3 0.0 1.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 91,522 : : Positions : : 57,460 67,251 320 10,901 8,790 8,090 290 362 12,784 1,167 2,187 : : : : Changes from: March 31, 2020 : : 104 493 0 1,226 -278 6 151 -43 858 -72 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 73.5 0.3 11.9 9.6 8.8 0.3 0.4 14.0 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 33 34 . . . 6 4 4 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 44,983 : : Positions : : 33,998 34,331 0 7,068 2,472 100 199 1 7,880 300 250 : : : : Changes from: March 31, 2020 : : 4,256 3,608 0 600 576 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 76.3 0.0 15.7 5.5 0.2 0.4 0.0 17.5 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 April 7, 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 50,148 : : Positions : : 36,782 44,222 7,262 0 5,241 0 0 0 350 102 273 : : : : Changes from: March 31, 2020 : : 607 -683 -1,350 0 700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 88.2 14.5 0.0 10.5 0.0 0.0 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 38,006 : : Positions : : 30,168 25,900 0 3,678 6,258 0 1,230 0 135 410 120 : : : : Changes from: March 31, 2020 : : 30 323 0 -284 284 -50 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 68.1 0.0 9.7 16.5 0.0 3.2 0.0 0.4 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 0 . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 62,817 : : Positions : : 50,841 59,852 6,786 0 2,345 0 45 0 1,820 200 135 : : : : Changes from: March 31, 2020 : : -2,460 -3,330 -1,008 0 0 0 0 0 -4 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 95.3 10.8 0.0 3.7 0.0 0.1 0.0 2.9 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 10 6 0 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 66,052 : : Positions : : 57,060 59,533 3,031 2,949 3,035 0 45 0 2,381 250 60 : : : : Changes from: March 31, 2020 : : -3,304 -3,843 -617 -120 -45 0 0 0 -202 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 90.1 4.6 4.5 4.6 0.0 0.1 0.0 3.6 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 15 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 72,494 : : Positions : : 59,248 66,359 8,443 1,203 3,024 0 102 85 499 581 980 : : : : Changes from: March 31, 2020 : : -3,318 -4,484 -493 -18 -37 -247 67 -12 -347 -152 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 91.5 11.6 1.7 4.2 0.0 0.1 0.1 0.7 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 5 . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 90,812 : : Positions : : 73,022 80,756 9,392 1,883 3,649 14 1,297 515 1,655 459 2,232 : : : : Changes from: March 31, 2020 : : -4,530 -5,112 -1,094 26 -115 -26 51 7 67 -560 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.9 10.3 2.1 4.0 0.0 1.4 0.6 1.8 0.5 2.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 26 5 . . . 7 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 60,858 : : Positions : : 40,820 53,072 19,408 2,285 60 0 3,516 0 550 1,925 0 : : : : Changes from: March 31, 2020 : : -2,330 -1,750 -380 -486 0 0 -74 0 -50 -450 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 87.2 31.9 3.8 0.1 0.0 5.8 0.0 0.9 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 51,480 : : Positions : : 34,425 49,725 14,750 0 780 0 225 0 1,150 375 375 : : : : Changes from: March 31, 2020 : : -220 -1,500 -1,530 0 -35 0 0 0 150 -100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 96.6 28.7 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 60,372 : : Positions : : 42,479 55,328 13,680 486 1,824 700 110 0 688 1,496 957 : : : : Changes from: March 31, 2020 : : -1,010 -1,003 194 0 -11 0 0 0 2 215 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 91.6 22.7 0.8 3.0 1.2 0.2 0.0 1.1 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 4 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 66,763 : : Positions : : 50,016 59,240 12,599 927 98 180 2,465 1,280 1,391 1,322 1,092 : : : : Changes from: March 31, 2020 : : -1,509 -1,555 4 120 -42 0 -245 0 -63 145 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 88.7 18.9 1.4 0.1 0.3 3.7 1.9 2.1 2.0 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,011 : : Positions : : 14,380 23,213 9,268 0 120 0 235 75 0 55 0 : : : : Changes from: March 31, 2020 : : -1,203 -1,299 -296 0 -18 0 -40 0 0 -181 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 96.7 38.6 0.0 0.5 0.0 1.0 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 23,805 : : Positions : : 13,970 23,710 9,151 0 95 75 0 0 0 0 0 : : : : Changes from: March 31, 2020 : : -1,325 -1,475 -318 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 99.6 38.4 0.0 0.4 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 5 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 30,543 : : Positions : : 25,344 23,309 2,670 3,763 1,003 0 339 340 325 956 813 : : : : Changes from: March 31, 2020 : : -586 -1,676 -860 116 107 -60 -125 0 85 256 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 76.3 8.7 12.3 3.3 0.0 1.1 1.1 1.1 3.1 2.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 18,136 : : Positions : : 13,795 15,128 1,964 0 135 0 1,365 0 701 827 195 : : : : Changes from: March 31, 2020 : : -1,652 -2,448 -879 0 25 0 -120 0 50 113 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 83.4 10.8 0.0 0.7 0.0 7.5 0.0 3.9 4.6 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 57,957 : : Positions : : 45,325 32,110 5,438 18,566 757 2,630 4,781 425 2,184 140 1,135 : : : : Changes from: March 31, 2020 : : -2,872 -3,266 -914 -362 88 31 -42 -26 -98 -195 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 55.4 9.4 32.0 1.3 4.5 8.2 0.7 3.8 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 22 5 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 36,517 : : Positions : : 31,267 16,572 1,858 16,582 1,028 700 480 545 400 652 574 : : : : Changes from: March 31, 2020 : : -1,874 -1,805 -500 -701 213 0 -67 -20 -25 159 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 45.4 5.1 45.4 2.8 1.9 1.3 1.5 1.1 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 19,848 : : Positions : : 10,750 17,925 7,183 0 929 0 401 226 575 317 50 : : : : Changes from: March 31, 2020 : : -295 -273 89 0 -145 0 -145 0 -50 67 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 90.3 36.2 0.0 4.7 0.0 2.0 1.1 2.9 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 21,335 : : Positions : : 11,426 18,860 7,192 0 2,075 0 250 0 525 150 0 : : : : Changes from: March 31, 2020 : : -225 -538 -310 0 0 0 -50 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 88.4 33.7 0.0 9.7 0.0 1.2 0.0 2.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 8,746 : : Positions : : 7,785 6,225 25 300 676 25 600 0 75 925 0 : : : : Changes from: March 31, 2020 : : -614 -660 -121 -150 0 0 0 0 -25 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 71.2 0.3 3.4 7.7 0.3 6.9 0.0 0.9 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 8,966 : : Positions : : 8,018 6,025 277 300 466 25 925 0 75 1,250 0 : : : : Changes from: March 31, 2020 : : -649 -640 114 -150 -104 0 225 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 67.2 3.1 3.3 5.2 0.3 10.3 0.0 0.8 13.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 12,011 : : Positions : : 7,414 10,164 3,008 1,300 17 0 0 0 910 100 430 : : : : Changes from: March 31, 2020 : : -522 -413 -370 -100 7 0 0 0 115 -280 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 84.6 25.0 10.8 0.1 0.0 0.0 0.0 7.6 0.8 3.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 11,051 : : Positions : : 6,467 9,120 2,991 1,300 41 0 0 0 830 100 490 : : : : Changes from: March 31, 2020 : : -568 -780 -391 -100 -4 0 0 0 35 -60 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 82.5 27.1 11.8 0.4 0.0 0.0 0.0 7.5 0.9 4.4 : : : : 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 April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 34,802 : : Positions : : 22,855 29,737 7,975 0 700 150 0 0 950 2,230 2,135 : : : : Changes from: March 31, 2020 : : -1,820 -2,148 -100 0 -100 5 0 -5 -100 130 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 85.4 22.9 0.0 2.0 0.4 0.0 0.0 2.7 6.4 6.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 34,977 : : Positions : : 23,000 30,192 7,820 0 705 150 0 0 950 1,765 2,315 : : : : Changes from: March 31, 2020 : : -1,775 -1,929 175 0 -65 5 0 -5 -100 230 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 86.3 22.4 0.0 2.0 0.4 0.0 0.0 2.7 5.0 6.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 102,017 : : Positions : : 79,534 79,588 16,874 13,585 2,403 1,305 130 205 705 5,166 940 : : : : Changes from: March 31, 2020 : : -5,440 -5,729 -1,146 -562 44 25 55 -70 0 -338 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 78.0 16.5 13.3 2.4 1.3 0.1 0.2 0.7 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 27 . . . . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 116,165 : : Positions : : 87,334 92,828 19,700 11,378 3,975 2,025 880 300 1,003 5,036 1,758 : : : : Changes from: March 31, 2020 : : -5,942 -6,231 -1,193 -132 -264 226 -20 -21 110 -408 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 79.9 17.0 9.8 3.4 1.7 0.8 0.3 0.9 4.3 1.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 29 . . 5 . . . 4 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 514,908 : : Positions : : 282,073 330,267 36,579 2,181 109,243 14,376 16,502 26,742 23,484 7,794 22,125 : : : : Changes from: March 31, 2020 : : -6,264 -1,013 -153 -854 -4,888 987 630 -1,967 4,035 -436 -1,926 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 64.1 7.1 0.4 21.2 2.8 3.2 5.2 4.6 1.5 4.3 : : : : Number of Traders in Each Category Total Traders: 94 : : 42 37 4 . 4 7 10 9 17 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 18,014 : : Positions : : 9,648 16,386 2,243 135 768 915 600 55 3,990 0 0 : : : : Changes from: March 31, 2020 : : -447 -796 -139 5 -71 -50 0 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 91.0 12.5 0.7 4.3 5.1 3.3 0.3 22.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 14,957 : : Positions : : 6,245 13,721 3,260 125 451 120 600 55 4,290 0 0 : : : : Changes from: March 31, 2020 : : -430 -782 -185 5 -10 -25 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 91.7 21.8 0.8 3.0 0.8 4.0 0.4 28.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 12,648 : : Positions : : 5,258 11,060 758 25 102 450 0 0 6,080 1,450 0 : : : : Changes from: March 31, 2020 : : 460 705 0 0 0 0 0 0 245 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 87.4 6.0 0.2 0.8 3.6 0.0 0.0 48.1 11.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 79,683 : : Positions : : 54,930 57,572 17,004 10,526 500 0 3,745 75 0 0 0 : : : : Changes from: March 31, 2020 : : -1,749 -731 -581 -185 0 0 -125 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 72.3 21.3 13.2 0.6 0.0 4.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 66,493 : : Positions : : 46,336 47,053 14,242 9,245 125 0 4,280 30 0 0 0 : : : : Changes from: March 31, 2020 : : -1,339 705 -531 -500 0 0 -295 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 70.8 21.4 13.9 0.2 0.0 6.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 23,895 : : Positions : : 6,570 16,340 11,880 2,565 835 100 1,260 0 1,745 0 0 : : : : Changes from: March 31, 2020 : : -260 -860 -315 190 -155 -50 -40 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 68.4 49.7 10.7 3.5 0.4 5.3 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 21,675 : : Positions : : 5,630 15,115 10,735 1,765 1,540 100 1,260 0 1,805 0 0 : : : : Changes from: March 31, 2020 : : -315 -365 -270 -315 0 -50 -40 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 69.7 49.5 8.1 7.1 0.5 5.8 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 57,489 : : Positions : : 29,447 18,831 7,230 25,466 1,800 11,500 3,205 4,455 0 960 0 : : : : Changes from: March 31, 2020 : : -81 -686 -790 -825 -180 -180 480 -230 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 32.8 12.6 44.3 3.1 20.0 5.6 7.7 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 39,293 : : Positions : : 21,799 19,754 7,715 12,865 730 2,970 0 3,115 0 360 300 : : : : Changes from: March 31, 2020 : : 248 -416 -770 -421 -60 -325 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 50.3 19.6 32.7 1.9 7.6 0.0 7.9 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 28,150 : : Positions : : 21,360 8,590 3,780 2,060 360 935 15,820 90 0 0 0 : : : : Changes from: March 31, 2020 : : -430 -290 20 300 -20 400 -15 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 30.5 13.4 7.3 1.3 3.3 56.2 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 93,466 : : Positions : : 51,004 27,356 4,797 38,080 3,265 13,615 1,500 295 0 2,485 1,420 : : : : Changes from: March 31, 2020 : : -1,020 -1,012 -752 -1,620 -305 -530 -200 80 0 545 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 29.3 5.1 40.7 3.5 14.6 1.6 0.3 0.0 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 87,686 : : Positions : : 46,191 25,136 5,015 33,170 3,240 13,845 1,595 240 0 5,140 555 : : : : Changes from: March 31, 2020 : : -844 -999 -725 -1,325 -130 -520 -210 80 0 465 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 28.7 5.7 37.8 3.7 15.8 1.8 0.3 0.0 5.9 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 22,591 : : Positions : : 13,416 6,045 20 2,716 1,260 3,315 7,265 175 70 1,675 1,265 : : : : Changes from: March 31, 2020 : : -825 -149 -670 -161 304 -430 -850 0 -215 -995 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 26.8 0.1 12.0 5.6 14.7 32.2 0.8 0.3 7.4 5.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 22,361 : : Positions : : 12,567 6,071 255 3,501 1,019 3,315 8,365 175 1,135 205 1,370 : : : : Changes from: March 31, 2020 : : -850 -199 -675 -111 265 -430 -1,600 0 145 90 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 27.1 1.1 15.7 4.6 14.8 37.4 0.8 5.1 0.9 6.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 32,329 : : Positions : : 13,534 11,410 1,226 11,255 969 12,900 50 0 0 5,810 1,045 : : : : Changes from: March 31, 2020 : : -719 -295 139 -325 -65 60 -25 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 35.3 3.8 34.8 3.0 39.9 0.2 0.0 0.0 18.0 3.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 48,191 : : Positions : : 16,806 39,625 7,773 5,860 95 11,765 0 30 9,235 0 0 : : : : Changes from: March 31, 2020 : : -847 -2,925 -528 -140 0 -1,410 0 -15 -650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 82.2 16.1 12.2 0.2 24.4 0.0 0.1 19.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 51,096 : : Positions : : 18,766 41,676 8,755 6,535 260 11,890 0 30 8,920 0 0 : : : : Changes from: March 31, 2020 : : -849 -3,034 -420 -155 0 -1,435 0 -15 -505 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 81.6 17.1 12.8 0.5 23.3 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 April 7, 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 56,945 : : Positions : : 19,465 49,015 9,081 3,005 910 5,850 0 570 17,444 0 710 : : : : Changes from: March 31, 2020 : : -50 4,300 250 -360 75 -375 0 -285 4,115 0 -470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 86.1 15.9 5.3 1.6 10.3 0.0 1.0 30.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 49,345 : : Positions : : 18,980 41,190 7,851 3,465 870 5,750 0 670 11,894 0 780 : : : : Changes from: March 31, 2020 : : -260 665 500 -335 30 -325 0 -335 415 0 -480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 83.5 15.9 7.0 1.8 11.7 0.0 1.4 24.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 20,735 : : Positions : : 10,825 11,945 2,665 0 870 0 4,695 480 2,920 415 385 : : : : Changes from: March 31, 2020 : : -885 -585 -280 0 0 0 -500 -290 60 -50 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 57.6 12.9 0.0 4.2 0.0 22.6 2.3 14.1 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 19,825 : : Positions : : 10,240 11,660 2,240 0 755 0 4,695 480 3,930 465 130 : : : : Changes from: March 31, 2020 : : -905 -585 -165 0 -60 0 -550 -240 -120 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 58.8 11.3 0.0 3.8 0.0 23.7 2.4 19.8 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 72,660 : : Positions : : 40,790 43,930 4,450 0 2,375 2,010 17,030 1,135 15,180 1,500 1,270 : : : : Changes from: March 31, 2020 : : -1,450 -1,355 1,095 0 -595 185 110 -200 -1,060 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 60.5 6.1 0.0 3.3 2.8 23.4 1.6 20.9 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 67,165 : : Positions : : 40,570 39,885 4,355 0 1,990 1,965 17,030 1,125 11,495 1,500 1,270 : : : : Changes from: March 31, 2020 : : -665 -1,510 280 0 -255 145 110 -200 -1,145 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 59.4 6.5 0.0 3.0 2.9 25.4 1.7 17.1 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 60,345 : : Positions : : 37,066 22,628 0 15,866 47 14,880 0 2,865 58 13,620 1,705 : : : : Changes from: March 31, 2020 : : -1,115 610 0 -765 -45 10 0 -115 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 37.5 0.0 26.3 0.1 24.7 0.0 4.7 0.1 22.6 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 48,764 : : Positions : : 33,773 18,489 0 14,037 271 6,435 0 3,150 58 8,060 2,375 : : : : Changes from: March 31, 2020 : : -1,069 -40 0 -924 -20 60 0 -15 0 -70 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 37.9 0.0 28.8 0.6 13.2 0.0 6.5 0.1 16.5 4.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 167,211 : : Positions : : 90,122 80,813 18,640 1,275 6,462 1,958 15,680 8,557 1,400 14,232 2,755 : : : : Changes from: March 31, 2020 : : 806 -5,485 -3,080 -51 -70 418 -50 -233 -50 4,340 -1,315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 48.3 11.1 0.8 3.9 1.2 9.4 5.1 0.8 8.5 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 135,065 : : Positions : : 71,333 71,450 15,816 300 5,411 2,868 5,490 7,876 1,400 13,972 2,800 : : : : Changes from: March 31, 2020 : : -1,050 -3,098 -2,621 10 170 -412 -40 60 -50 -500 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 52.9 11.7 0.2 4.0 2.1 4.1 5.8 1.0 10.3 2.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 62,860 : : Positions : : 31,810 27,350 18,036 9,036 4,774 935 9,785 1,660 0 4,760 0 : : : : Changes from: March 31, 2020 : : -645 35 -460 -745 305 165 30 -245 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 43.5 28.7 14.4 7.6 1.5 15.6 2.6 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 55,789 : : Positions : : 31,270 19,505 8,896 6,541 7,208 780 10,885 1,680 0 4,135 0 : : : : Changes from: March 31, 2020 : : -625 -300 -95 -215 -1 10 -20 -65 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 35.0 15.9 11.7 12.9 1.4 19.5 3.0 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 42,520 : : Positions : : 12,565 28,495 2,110 6,475 2,575 19,350 0 1,330 480 0 1,200 : : : : Changes from: March 31, 2020 : : -870 -600 -100 -530 0 -255 0 -55 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 67.0 5.0 15.2 6.1 45.5 0.0 3.1 1.1 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 52,270 : : Positions : : 8,220 40,520 0 4,335 3,210 36,080 0 1,380 480 0 1,200 : : : : Changes from: March 31, 2020 : : -500 -520 0 -70 0 -185 0 -125 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 77.5 0.0 8.3 6.1 69.0 0.0 2.6 0.9 0.0 2.3 : : : : 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 April 7, 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 157,497 : : Positions : : 75,064 73,748 3,496 9,585 26,068 4,625 2,175 6,700 4,070 0 0 : : : : Changes from: March 31, 2020 : : -1,884 1,090 619 -3,879 578 -50 150 -250 -190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 46.8 2.2 6.1 16.6 2.9 1.4 4.3 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 111,975 : : Positions : : 65,625 58,475 4,800 19,435 8,230 5,510 1,740 6,385 3,670 0 0 : : : : Changes from: March 31, 2020 : : -1,221 -964 150 -361 565 36 60 -451 -270 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 52.2 4.3 17.4 7.3 4.9 1.6 5.7 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 28,135 : : Positions : : 18,610 14,715 0 8,995 1,890 4,275 300 0 1,125 0 550 : : : : Changes from: March 31, 2020 : : -955 -705 0 -385 -145 -160 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 52.3 0.0 32.0 6.7 15.2 1.1 0.0 4.0 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 27,525 : : Positions : : 19,250 13,890 0 9,625 1,690 3,850 300 0 675 0 500 : : : : Changes from: March 31, 2020 : : -1,075 -775 0 -380 -195 -35 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 50.5 0.0 35.0 6.1 14.0 1.1 0.0 2.5 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 10, 2020