Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 20,219 : : Positions : : 14,055 10,635 917 134 1,051 412 1,215 291 424 4,085 2,172 : : : : Changes from: April 28, 2020 : : 186 78 -119 0 -32 0 0 0 9 -2 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 52.6 4.5 0.7 5.2 2.0 6.0 1.4 2.1 20.2 10.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 20,293 : : Positions : : 11,484 11,441 679 323 4,015 1,182 701 1,079 260 1,115 1,407 : : : : Changes from: April 28, 2020 : : -2,000 -1,188 -44 -462 -355 -234 -260 -74 -141 -489 -383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 56.4 3.3 1.6 19.8 5.8 3.5 5.3 1.3 5.5 6.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 19 . . . . . . 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 39,626 : : Positions : : 25,868 34,939 5,676 0 2,157 700 100 180 3,365 555 1,680 : : : : Changes from: April 28, 2020 : : -2,096 -2,646 -109 0 -141 320 0 -27 -440 315 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 88.2 14.3 0.0 5.4 1.8 0.3 0.5 8.5 1.4 4.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 33,338 : : Positions : : 26,264 27,786 0 2,038 1,113 0 195 456 4,400 645 1,105 : : : : Changes from: April 28, 2020 : : -1,450 -860 0 218 -248 0 -153 0 775 120 -545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 83.3 0.0 6.1 3.3 0.0 0.6 1.4 13.2 1.9 3.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 0 . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 138,035 : : Positions : : 113,054 96,184 3,120 18,523 5,593 2,490 1,159 7,059 2,805 5,724 3,729 : : : : Changes from: April 28, 2020 : : -4,983 -4,415 -233 -334 -662 10 -472 167 -40 -16 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 69.7 2.3 13.4 4.1 1.8 0.8 5.1 2.0 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 30 . . 4 4 6 6 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 70,985 : : Positions : : 57,104 50,935 4,440 7,647 4,447 325 1,183 2,246 1,296 2,025 1,128 : : : : Changes from: April 28, 2020 : : 661 -343 0 -223 98 0 97 -24 346 121 -346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 71.8 6.3 10.8 6.3 0.5 1.7 3.2 1.8 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 41,421 : : Positions : : 38,004 28,935 684 8,325 1,283 0 903 0 1,075 1,350 375 : : : : Changes from: April 28, 2020 : : 1,350 925 0 -325 -5 0 0 0 275 775 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 69.9 1.7 20.1 3.1 0.0 2.2 0.0 2.6 3.3 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 58,043 : : Positions : : 31,528 23,182 784 25,079 3,613 15,480 150 50 1,411 1,062 4,895 : : : : Changes from: April 28, 2020 : : -33 -759 20 599 -464 -270 0 0 -111 -128 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 39.9 1.4 43.2 6.2 26.7 0.3 0.1 2.4 1.8 8.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 76,448 : : Positions : : 42,118 24,449 0 41,313 4,814 23,446 330 170 1,772 1,928 3,289 : : : : Changes from: April 28, 2020 : : -424 -1,156 0 663 -622 -351 -70 70 -320 -452 327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 32.0 0.0 54.0 6.3 30.7 0.4 0.2 2.3 2.5 4.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 0 4 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 70,534 : : Positions : : 54,915 43,623 7,092 20,646 3,706 150 0 0 1,578 18 2,541 : : : : Changes from: April 28, 2020 : : -3,003 -2,414 -316 -1,061 0 -150 0 0 -195 -209 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 61.8 10.1 29.3 5.3 0.2 0.0 0.0 2.2 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 87,816 : : Positions : : 65,891 49,842 14,782 32,641 2,040 150 0 0 1,024 100 2,986 : : : : Changes from: April 28, 2020 : : -3,205 -2,935 -729 -1,316 -61 -150 0 0 -448 -141 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 56.8 16.8 37.2 2.3 0.2 0.0 0.0 1.2 0.1 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 44,326 : : Positions : : 29,625 39,532 9,976 0 4,122 0 0 0 225 45 230 : : : : Changes from: April 28, 2020 : : 391 1,255 885 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 89.2 22.5 0.0 9.3 0.0 0.0 0.0 0.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 29,257 : : Positions : : 26,974 19,464 0 7,389 1,398 0 600 0 360 396 0 : : : : Changes from: April 28, 2020 : : -604 -1,424 0 820 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 66.5 0.0 25.3 4.8 0.0 2.1 0.0 1.2 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 May 5, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 18,947 : : Positions : : 11,935 18,272 5,695 0 625 0 0 0 585 0 50 : : : : Changes from: April 28, 2020 : : 260 210 0 0 0 0 0 0 10 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 96.4 30.1 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 20,832 : : Positions : : 11,245 20,182 8,295 0 600 0 0 0 585 0 50 : : : : Changes from: April 28, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 96.9 39.8 0.0 2.9 0.0 0.0 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 89,529 : : Positions : : 58,389 66,119 320 10,919 8,187 6,837 310 499 12,823 1,441 1,907 : : : : Changes from: April 28, 2020 : : 1,160 1,099 0 -3 62 -445 40 155 328 -72 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 73.9 0.4 12.2 9.1 7.6 0.3 0.6 14.3 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 35 . . . 6 . . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 44,126 : : Positions : : 34,277 33,664 0 6,748 2,532 0 299 1 6,745 300 285 : : : : Changes from: April 28, 2020 : : 820 990 0 -120 120 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 76.3 0.0 15.3 5.7 0.0 0.7 0.0 15.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 49,592 : : Positions : : 35,698 43,412 7,719 0 5,404 0 25 0 340 96 254 : : : : Changes from: April 28, 2020 : : 311 1,301 890 0 160 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 87.5 15.6 0.0 10.9 0.0 0.1 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 37,265 : : Positions : : 30,148 26,562 50 3,780 5,631 80 880 90 40 210 60 : : : : Changes from: April 28, 2020 : : -637 -1,492 50 1,025 -355 70 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 71.3 0.1 10.1 15.1 0.2 2.4 0.2 0.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 65,675 : : Positions : : 50,205 62,181 9,807 24 2,866 0 60 0 1,699 200 73 : : : : Changes from: April 28, 2020 : : -4,055 -4,870 -814 24 -29 0 -45 0 -141 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 94.7 14.9 0.0 4.4 0.0 0.1 0.0 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 9 5 . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 69,793 : : Positions : : 58,731 63,269 5,070 2,697 3,387 0 0 0 2,065 200 60 : : : : Changes from: April 28, 2020 : : -2,458 -3,110 -508 -24 -171 0 -45 0 -253 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 90.7 7.3 3.9 4.9 0.0 0.0 0.0 3.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 80,555 : : Positions : : 68,887 72,842 7,792 2,398 1,803 0 437 95 189 1,806 1,033 : : : : Changes from: April 28, 2020 : : 1,680 1,273 -628 0 15 0 -5 10 5 389 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 90.4 9.7 3.0 2.2 0.0 0.5 0.1 0.2 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 5 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 100,998 : : Positions : : 83,869 88,518 8,826 2,788 3,351 0 1,877 330 1,946 1,850 2,128 : : : : Changes from: April 28, 2020 : : 2,958 1,411 -635 -26 321 0 414 -191 69 671 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 87.6 8.7 2.8 3.3 0.0 1.9 0.3 1.9 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 28 5 . 4 0 8 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 63,724 : : Positions : : 43,135 55,233 19,683 2,410 60 0 4,021 0 225 1,575 425 : : : : Changes from: April 28, 2020 : : 30 581 250 -300 0 0 100 0 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 86.7 30.9 3.8 0.1 0.0 6.3 0.0 0.4 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 55,390 : : Positions : : 35,970 53,925 17,475 0 120 0 225 0 1,450 525 250 : : : : Changes from: April 28, 2020 : : -50 180 600 0 -60 0 0 0 0 150 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 97.4 31.5 0.0 0.2 0.0 0.4 0.0 2.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 58,815 : : Positions : : 39,871 53,817 14,639 327 2,020 750 0 0 629 1,655 862 : : : : Changes from: April 28, 2020 : : -1,437 -1,133 129 -136 -162 50 0 -50 -19 14 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 91.5 24.9 0.6 3.4 1.3 0.0 0.0 1.1 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 66,783 : : Positions : : 48,407 58,876 14,244 692 81 360 3,015 1,340 1,195 1,552 982 : : : : Changes from: April 28, 2020 : : -1,450 -1,261 551 -36 -5 120 200 0 -275 78 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 88.2 21.3 1.0 0.1 0.5 4.5 2.0 1.8 2.3 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 23,656 : : Positions : : 14,099 22,656 9,256 0 140 0 760 0 0 0 0 : : : : Changes from: April 28, 2020 : : -736 -1,089 -303 0 0 0 105 0 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 95.8 39.1 0.0 0.6 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 23,021 : : Positions : : 13,563 22,651 8,831 0 140 0 225 0 0 0 0 : : : : Changes from: April 28, 2020 : : -705 -1,289 -550 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 98.4 38.4 0.0 0.6 0.0 1.0 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 May 5, 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 30,749 : : Positions : : 25,171 22,160 2,525 4,589 796 0 299 350 998 1,513 866 : : : : Changes from: April 28, 2020 : : -1,059 -1,534 -185 621 -92 -30 -65 0 638 189 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 72.1 8.2 14.9 2.6 0.0 1.0 1.1 3.2 4.9 2.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 56,035 : : Positions : : 43,613 29,887 4,809 18,582 1,115 2,525 4,934 400 2,514 50 1,037 : : : : Changes from: April 28, 2020 : : -1,776 -2,656 -370 -239 4 -105 364 -45 -391 -115 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 53.3 8.6 33.2 2.0 4.5 8.8 0.7 4.5 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 20 5 . 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 34,326 : : Positions : : 29,646 15,150 1,511 15,766 1,117 715 850 110 415 571 690 : : : : Changes from: April 28, 2020 : : -1,781 -1,854 -218 -451 -9 -10 235 -225 -40 29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 44.1 4.4 45.9 3.3 2.1 2.5 0.3 1.2 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 18,690 : : Positions : : 9,638 17,071 7,227 0 754 75 389 226 600 200 50 : : : : Changes from: April 28, 2020 : : -1,135 -729 145 0 -175 75 -26 -75 150 -25 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 91.3 38.7 0.0 4.0 0.4 2.1 1.2 3.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 20,281 : : Positions : : 9,936 18,221 7,956 0 1,785 0 150 0 500 125 0 : : : : Changes from: April 28, 2020 : : -1,365 -1,164 114 0 -315 0 -100 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 89.8 39.2 0.0 8.8 0.0 0.7 0.0 2.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 8,627 : : Positions : : 7,955 5,305 0 950 447 0 1,000 25 75 900 0 : : : : Changes from: April 28, 2020 : : -130 -640 0 50 -200 -25 400 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 61.5 0.0 11.0 5.2 0.0 11.6 0.3 0.9 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 8,875 : : Positions : : 8,122 5,085 0 687 553 0 1,325 25 75 1,200 0 : : : : Changes from: April 28, 2020 : : -196 -640 0 39 -189 -25 400 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 57.3 0.0 7.7 6.2 0.0 14.9 0.3 0.8 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 10,852 : : Positions : : 7,246 9,450 2,633 600 42 0 0 0 170 215 545 : : : : Changes from: April 28, 2020 : : -468 -714 -375 -100 0 0 0 0 0 -45 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 87.1 24.3 5.5 0.4 0.0 0.0 0.0 1.6 2.0 5.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 9,852 : : Positions : : 6,299 8,433 2,593 600 64 0 0 0 170 245 510 : : : : Changes from: April 28, 2020 : : -493 -712 -398 -100 -2 0 0 0 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 85.6 26.3 6.1 0.6 0.0 0.0 0.0 1.7 2.5 5.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 33,234 : : Positions : : 21,135 28,494 8,185 0 475 200 0 0 1,150 2,210 2,055 : : : : Changes from: April 28, 2020 : : -2,020 -1,953 150 0 -225 0 0 0 -100 -20 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 85.7 24.6 0.0 1.4 0.6 0.0 0.0 3.5 6.6 6.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 33,684 : : Positions : : 21,680 29,149 7,980 0 555 200 0 0 1,150 1,895 2,085 : : : : Changes from: April 28, 2020 : : -1,620 -1,753 100 0 -195 0 0 0 -100 130 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 86.5 23.7 0.0 1.6 0.6 0.0 0.0 3.4 5.6 6.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 106,642 : : Positions : : 81,139 85,815 15,839 7,923 6,204 120 150 785 768 3,969 1,716 : : : : Changes from: April 28, 2020 : : -2,439 -45 -1,045 -3,749 1,529 -1,185 30 555 -116 -1,088 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 80.5 14.9 7.4 5.8 0.1 0.1 0.7 0.7 3.7 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 27 . . . . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 119,406 : : Positions : : 88,562 98,233 17,629 4,411 8,006 675 910 1,055 775 4,059 2,662 : : : : Changes from: April 28, 2020 : : -3,454 -1,647 -2,071 -4,252 1,777 -1,350 -70 730 -233 -1,231 272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 82.3 14.8 3.7 6.7 0.6 0.8 0.9 0.6 3.4 2.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 28 . . 5 . . . 4 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 529,899 : : Positions : : 291,856 351,714 48,173 1,433 101,480 16,804 17,414 27,016 19,144 5,518 25,146 : : : : Changes from: April 28, 2020 : : -2,403 -6,557 -2,106 -132 834 -422 -1,176 1,283 -4,261 -1,390 2,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 66.4 9.1 0.3 19.2 3.2 3.3 5.1 3.6 1.0 4.7 : : : : Number of Traders in Each Category Total Traders: 92 : : 40 36 4 . 5 10 8 8 18 7 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 17,166 : : Positions : : 9,285 15,516 1,946 130 795 925 600 55 3,805 0 0 : : : : Changes from: April 28, 2020 : : -613 -870 -47 15 -123 -40 0 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 90.4 11.3 0.8 4.6 5.4 3.5 0.3 22.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 14,007 : : Positions : : 5,930 12,671 2,765 120 561 105 600 55 4,080 0 0 : : : : Changes from: April 28, 2020 : : -460 -845 -195 15 -15 -15 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 90.5 19.7 0.9 4.0 0.7 4.3 0.4 29.1 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 May 5, 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 13,782 : : Positions : : 6,000 11,722 848 0 125 350 0 0 6,387 1,850 50 : : : : Changes from: April 28, 2020 : : 365 265 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 85.1 6.2 0.0 0.9 2.5 0.0 0.0 46.3 13.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 86,174 : : Positions : : 60,221 62,229 17,614 11,366 1,060 0 3,745 75 0 0 0 : : : : Changes from: April 28, 2020 : : 1,811 1,276 500 540 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 72.2 20.4 13.2 1.2 0.0 4.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 71,988 : : Positions : : 50,786 50,988 14,402 9,665 1,085 0 4,280 30 0 0 0 : : : : Changes from: April 28, 2020 : : 1,365 635 50 540 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 70.8 20.0 13.4 1.5 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,260 : : Positions : : 6,745 15,995 10,690 2,285 1,635 325 1,035 175 1,745 0 0 : : : : Changes from: April 28, 2020 : : -25 -255 -650 -300 475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 65.9 44.1 9.4 6.7 1.3 4.3 0.7 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,124 : : Positions : : 31,039 20,168 8,100 26,006 1,020 11,500 3,880 4,340 0 960 0 : : : : Changes from: April 28, 2020 : : -165 -75 300 0 0 0 300 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 34.1 13.7 44.0 1.7 19.5 6.6 7.3 0.0 1.6 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 May 5, 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 39,280 : : Positions : : 21,981 19,591 8,315 13,405 50 2,965 295 3,120 0 360 300 : : : : Changes from: April 28, 2020 : : -93 12 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 49.9 21.2 34.1 0.1 7.5 0.8 7.9 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 32,120 : : Positions : : 23,970 12,610 4,980 2,010 360 1,035 15,820 90 0 0 0 : : : : Changes from: April 28, 2020 : : 410 1,775 1,200 -105 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 39.3 15.5 6.3 1.1 3.2 49.3 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 102,166 : : Positions : : 52,959 30,996 2,072 39,835 5,690 19,810 1,615 240 0 2,520 1,420 : : : : Changes from: April 28, 2020 : : -655 -40 -240 45 375 720 -60 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 30.3 2.0 39.0 5.6 19.4 1.6 0.2 0.0 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 97,826 : : Positions : : 49,676 30,796 2,195 35,145 5,465 20,640 1,610 225 0 5,290 555 : : : : Changes from: April 28, 2020 : : -415 730 -250 325 315 1,320 -60 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 31.5 2.2 35.9 5.6 21.1 1.6 0.2 0.0 5.4 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 May 5, 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 27,961 : : Positions : : 15,891 5,155 270 1,056 1,603 3,315 11,305 175 600 3,490 1,355 : : : : Changes from: April 28, 2020 : : 1,450 600 270 -630 162 0 600 0 300 1,500 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 18.4 1.0 3.8 5.7 11.9 40.4 0.6 2.1 12.5 4.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 27,811 : : Positions : : 15,042 5,181 380 1,841 1,018 3,315 12,380 175 600 855 2,675 : : : : Changes from: April 28, 2020 : : 1,450 600 380 -495 0 0 575 0 -685 515 1,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 18.6 1.4 6.6 3.7 11.9 44.5 0.6 2.2 3.1 9.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 32,919 : : Positions : : 14,484 11,510 1,126 11,105 969 12,720 40 0 0 6,565 940 : : : : Changes from: April 28, 2020 : : 385 75 -100 -150 0 0 -10 0 0 395 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 35.0 3.4 33.7 2.9 38.6 0.1 0.0 0.0 19.9 2.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 57,851 : : Positions : : 16,716 48,335 13,123 6,810 60 14,985 0 30 10,265 0 0 : : : : Changes from: April 28, 2020 : : 90 200 -40 1,000 0 1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 83.6 22.7 11.8 0.1 25.9 0.0 0.1 17.7 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 May 5, 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 60,051 : : Positions : : 18,646 49,771 13,545 7,385 260 15,110 0 30 9,850 0 0 : : : : Changes from: April 28, 2020 : : 0 125 0 1,000 0 1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 82.9 22.6 12.3 0.4 25.2 0.0 0.0 16.4 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 May 5, 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 63,395 : : Positions : : 21,695 55,915 12,361 2,605 810 5,100 25 695 19,004 0 815 : : : : Changes from: April 28, 2020 : : 1,185 3,290 1,495 -400 0 -715 25 80 745 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 88.2 19.5 4.1 1.3 8.0 0.0 1.1 30.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 53,620 : : Positions : : 21,110 45,775 11,481 3,165 660 5,000 15 805 10,979 0 845 : : : : Changes from: April 28, 2020 : : 1,085 3,075 1,545 -300 -10 -715 15 90 670 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 85.4 21.4 5.9 1.2 9.3 0.0 1.5 20.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 22,240 : : Positions : : 12,090 12,535 2,240 0 915 65 4,190 440 2,920 1,085 375 : : : : Changes from: April 28, 2020 : : 400 590 540 0 -500 65 -35 -65 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 56.4 10.1 0.0 4.1 0.3 18.8 2.0 13.1 4.9 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 21,330 : : Positions : : 11,425 12,310 2,080 0 915 0 4,190 440 3,930 1,235 120 : : : : Changes from: April 28, 2020 : : 400 650 605 -20 -310 0 -35 -65 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 57.7 9.8 0.0 4.3 0.0 19.6 2.1 18.4 5.8 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 76,050 : : Positions : : 42,125 43,270 6,215 0 2,140 2,005 20,930 1,110 15,360 1,500 1,270 : : : : Changes from: April 28, 2020 : : 90 -1,135 350 0 0 0 1,260 -25 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 56.9 8.2 0.0 2.8 2.6 27.5 1.5 20.2 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 69,800 : : Positions : : 42,100 38,500 5,940 0 1,755 1,960 20,930 1,100 11,075 1,500 1,270 : : : : Changes from: April 28, 2020 : : -110 -1,285 350 0 -50 0 1,260 -25 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 55.2 8.5 0.0 2.5 2.8 30.0 1.6 15.9 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 64,426 : : Positions : : 38,192 21,659 0 20,426 0 17,450 0 2,465 58 13,675 2,005 : : : : Changes from: April 28, 2020 : : 51 -1,519 0 1,940 0 920 0 -345 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 33.6 0.0 31.7 0.0 27.1 0.0 3.8 0.1 21.2 3.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 52,705 : : Positions : : 35,674 17,435 0 17,772 175 8,095 0 2,780 58 8,890 2,775 : : : : Changes from: April 28, 2020 : : 1,451 -729 0 2,040 0 610 0 -370 0 700 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 33.1 0.0 33.7 0.3 15.4 0.0 5.3 0.1 16.9 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 185,476 : : Positions : : 96,888 87,839 16,110 150 8,727 4,698 17,520 6,562 1,450 13,467 4,275 : : : : Changes from: April 28, 2020 : : 1,983 2,698 -2,200 -75 1,610 1,860 395 -825 50 -1,555 1,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 47.4 8.7 0.1 4.7 2.5 9.4 3.5 0.8 7.3 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 29 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 150,419 : : Positions : : 72,879 82,506 19,226 0 5,133 5,008 6,520 5,841 1,450 9,127 4,520 : : : : Changes from: April 28, 2020 : : 925 2,430 -1,435 0 -315 1,260 85 -890 50 -1,920 1,220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 54.9 12.8 0.0 3.4 3.3 4.3 3.9 1.0 6.1 3.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 26 . 0 . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 64,660 : : Positions : : 31,470 30,085 17,151 6,416 7,119 1,245 9,090 2,215 0 4,760 0 : : : : Changes from: April 28, 2020 : : -50 175 -1,010 -800 905 100 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 46.5 26.5 9.9 11.0 1.9 14.1 3.4 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 56,309 : : Positions : : 29,955 20,705 8,011 4,106 8,813 990 10,190 2,275 0 4,135 0 : : : : Changes from: April 28, 2020 : : 350 -10 -660 -240 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 36.8 14.2 7.3 15.7 1.8 18.1 4.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 46,115 : : Positions : : 12,225 28,565 0 8,720 2,930 24,015 0 1,330 480 0 1,200 : : : : Changes from: April 28, 2020 : : -70 -75 0 1,245 -45 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 61.9 0.0 18.9 6.4 52.1 0.0 2.9 1.0 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 56,295 : : Positions : : 8,070 41,295 0 8,065 2,725 41,045 280 1,100 480 0 1,200 : : : : Changes from: April 28, 2020 : : -100 -130 0 1,200 -20 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 73.4 0.0 14.3 4.8 72.9 0.5 2.0 0.9 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 173,980 : : Positions : : 89,581 96,393 4,612 429 32,427 4,925 7,845 6,690 4,070 0 0 : : : : Changes from: April 28, 2020 : : 1,141 4,111 780 -2,762 872 300 1,300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 55.4 2.7 0.2 18.6 2.8 4.5 3.8 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 121,885 : : Positions : : 72,265 61,780 6,110 17,050 12,135 25 2,720 10,155 3,670 0 0 : : : : Changes from: April 28, 2020 : : 900 400 500 -465 220 0 1,200 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 50.7 5.0 14.0 10.0 0.0 2.2 8.3 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 5, 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 29,925 : : Positions : : 20,710 15,730 0 9,895 1,715 4,275 300 0 1,125 0 550 : : : : Changes from: April 28, 2020 : : 300 -185 0 300 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 52.6 0.0 33.1 5.7 14.3 1.0 0.0 3.8 0.0 1.8 : : : : 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 May 5, 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 29,925 : : Positions : : 21,650 14,885 0 10,825 1,515 3,850 300 0 675 0 500 : : : : Changes from: April 28, 2020 : : 300 -205 0 300 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 49.7 0.0 36.2 5.1 12.9 1.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 08, 2020