Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,423 : : Positions : : 14,752 10,436 773 134 1,066 412 1,220 291 487 4,727 1,941 : : : : Changes from: May 19, 2020 : : 43 -135 -22 0 23 0 0 0 21 133 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.1 3.8 0.7 5.2 2.0 6.0 1.4 2.4 23.1 9.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,380 : : Positions : : 12,145 10,470 679 1,429 3,494 1,081 791 1,306 247 1,467 1,252 : : : : Changes from: May 19, 2020 : : -319 -277 0 -160 23 -69 13 41 -17 21 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 51.4 3.3 7.0 17.1 5.3 3.9 6.4 1.2 7.2 6.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 20 . . . . . 4 4 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,905 : : Positions : : 27,560 36,036 5,326 0 2,274 860 150 143 3,180 860 2,427 : : : : Changes from: May 19, 2020 : : 354 416 -240 0 177 127 50 -4 150 45 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 86.0 12.7 0.0 5.4 2.1 0.4 0.3 7.6 2.1 5.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 0 . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 35,338 : : Positions : : 28,264 30,006 0 1,968 1,138 25 195 456 4,075 195 1,380 : : : : Changes from: May 19, 2020 : : 245 760 0 -40 75 25 0 0 175 -275 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 84.9 0.0 5.6 3.2 0.1 0.6 1.3 11.5 0.6 3.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 0 . . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 136,325 : : Positions : : 110,775 95,459 2,130 17,075 6,643 2,891 1,125 7,033 3,069 5,186 3,669 : : : : Changes from: May 19, 2020 : : -2,264 -2,761 -65 1,222 -420 365 420 -360 27 -816 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 70.0 1.6 12.5 4.9 2.1 0.8 5.2 2.3 3.8 2.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 30 . . 5 5 5 6 9 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 67,411 : : Positions : : 54,554 49,018 3,940 7,256 5,116 275 830 1,876 646 2,250 1,004 : : : : Changes from: May 19, 2020 : : 157 -500 0 -160 223 -25 217 -11 -475 100 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 72.7 5.8 10.8 7.6 0.4 1.2 2.8 1.0 3.3 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 39,931 : : Positions : : 36,650 28,155 523 7,740 1,358 0 953 0 1,225 1,550 175 : : : : Changes from: May 19, 2020 : : 125 100 0 25 0 0 0 0 0 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 70.5 1.3 19.4 3.4 0.0 2.4 0.0 3.1 3.9 0.4 : : : : 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 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 59,249 : : Positions : : 32,452 24,521 696 24,876 3,683 15,665 150 50 1,516 1,042 4,915 : : : : Changes from: May 19, 2020 : : 415 0 -70 180 -138 -165 0 0 -10 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 41.4 1.2 42.0 6.2 26.4 0.3 0.1 2.6 1.8 8.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 76,316 : : Positions : : 41,989 25,365 0 40,191 4,891 23,068 365 220 2,297 1,919 3,345 : : : : Changes from: May 19, 2020 : : -2 -181 0 -397 330 -830 0 50 211 -4 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 33.2 0.0 52.7 6.4 30.2 0.5 0.3 3.0 2.5 4.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 0 4 4 7 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,774 : : Positions : : 56,891 45,364 7,277 21,021 3,706 150 0 0 1,565 50 2,633 : : : : Changes from: May 19, 2020 : : 0 80 -25 -80 0 0 0 0 7 -18 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 62.3 10.0 28.9 5.1 0.2 0.0 0.0 2.2 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 29,892 : : Positions : : 26,642 29,642 250 0 0 2,450 0 0 250 0 250 : : : : Changes from: May 19, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 99.2 0.8 0.0 0.0 8.2 0.0 0.0 0.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 91,226 : : Positions : : 68,085 51,331 16,317 35,046 1,576 150 0 0 1,228 0 3,273 : : : : Changes from: May 19, 2020 : : -108 282 0 -100 0 0 0 0 30 -260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 56.3 17.9 38.4 1.7 0.2 0.0 0.0 1.3 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 4 . 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 44,070 : : Positions : : 30,078 39,124 9,079 0 4,339 0 0 0 200 20 230 : : : : Changes from: May 19, 2020 : : 790 490 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.8 20.6 0.0 9.8 0.0 0.0 0.0 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 28,521 : : Positions : : 26,090 18,221 0 7,676 1,579 0 600 0 360 435 0 : : : : Changes from: May 19, 2020 : : 88 193 0 -150 450 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 63.9 0.0 26.9 5.5 0.0 2.1 0.0 1.3 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 18,687 : : Positions : : 11,505 17,922 5,675 0 625 0 0 0 690 0 140 : : : : Changes from: May 19, 2020 : : 175 680 375 0 0 0 0 0 130 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 95.9 30.4 0.0 3.3 0.0 0.0 0.0 3.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,477 : : Positions : : 10,790 19,827 8,275 0 600 0 0 0 710 0 50 : : : : Changes from: May 19, 2020 : : 175 700 375 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 96.8 40.4 0.0 2.9 0.0 0.0 0.0 3.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 87,494 : : Positions : : 62,538 63,824 320 10,655 8,037 6,344 916 484 7,665 1,662 1,679 : : : : Changes from: May 19, 2020 : : 2,587 2,145 0 169 -192 -127 -34 -19 -53 150 -580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 72.9 0.4 12.2 9.2 7.3 1.0 0.6 8.8 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 32 . . . 4 5 . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 11,861 : : Positions : : 7,607 11,711 3,780 0 0 450 0 0 0 150 0 : : : : Changes from: May 19, 2020 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 42,527 : : Positions : : 33,554 31,437 0 6,911 2,532 0 600 0 5,770 300 335 : : : : Changes from: May 19, 2020 : : 670 395 0 375 0 0 0 0 100 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 73.9 0.0 16.3 6.0 0.0 1.4 0.0 13.6 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 48,678 : : Positions : : 35,673 42,407 6,584 0 5,534 0 25 0 490 100 225 : : : : Changes from: May 19, 2020 : : 904 664 -240 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 87.1 13.5 0.0 11.4 0.0 0.1 0.0 1.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 40,498 : : Positions : : 33,725 28,864 50 4,548 5,907 70 950 50 170 150 0 : : : : Changes from: May 19, 2020 : : 1,261 846 0 -165 295 0 300 0 10 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 71.3 0.1 11.2 14.6 0.2 2.3 0.1 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 69,858 : : Positions : : 53,078 67,526 12,334 24 1,679 0 60 0 1,644 200 98 : : : : Changes from: May 19, 2020 : : 508 1,100 712 0 -297 0 0 0 -120 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 96.7 17.7 0.0 2.4 0.0 0.1 0.0 2.4 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 26, 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 73,978 : : Positions : : 62,066 68,653 5,685 1,113 3,622 0 100 0 2,020 200 110 : : : : Changes from: May 19, 2020 : : 612 1,017 176 -529 104 0 100 0 -200 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 92.8 7.7 1.5 4.9 0.0 0.1 0.0 2.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 13 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 81,611 : : Positions : : 67,316 72,039 10,324 3,593 1,788 0 508 75 217 2,009 1,529 : : : : Changes from: May 19, 2020 : : -1,814 760 2,618 32 -5 0 25 0 -50 -48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 88.3 12.7 4.4 2.2 0.0 0.6 0.1 0.3 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 102,638 : : Positions : : 83,332 88,384 11,189 3,151 3,044 5 1,762 776 736 2,320 3,176 : : : : Changes from: May 19, 2020 : : -1,271 1,339 2,916 -10 -220 5 33 -3 -33 256 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 86.1 10.9 3.1 3.0 0.0 1.7 0.8 0.7 2.3 3.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 28 7 . 6 . 7 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 62,976 : : Positions : : 43,507 54,386 18,989 2,908 60 0 3,722 0 150 1,650 250 : : : : Changes from: May 19, 2020 : : 462 220 25 213 0 0 154 0 25 -75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 86.4 30.2 4.6 0.1 0.0 5.9 0.0 0.2 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 55,100 : : Positions : : 36,160 53,805 17,220 0 120 0 200 0 1,250 625 350 : : : : Changes from: May 19, 2020 : : 275 125 0 0 0 0 0 0 -100 50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 97.6 31.3 0.0 0.2 0.0 0.4 0.0 2.3 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 58,177 : : Positions : : 37,980 53,008 15,976 327 1,970 700 25 50 492 1,700 965 : : : : Changes from: May 19, 2020 : : 543 2,450 1,988 0 -50 -50 25 50 -13 -5 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 91.1 27.5 0.6 3.4 1.2 0.0 0.1 0.8 2.9 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 4 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 64,477 : : Positions : : 45,430 57,133 15,680 702 115 720 3,345 260 963 1,672 1,005 : : : : Changes from: May 19, 2020 : : 429 2,011 1,803 -75 2 240 125 -315 -326 90 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.6 24.3 1.1 0.2 1.1 5.2 0.4 1.5 2.6 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,955 : : Positions : : 13,734 22,922 9,996 0 82 0 820 0 0 0 0 : : : : Changes from: May 19, 2020 : : 0 166 155 0 -38 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 95.7 41.7 0.0 0.3 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,645 : : Positions : : 13,178 23,306 9,863 0 107 0 225 0 0 0 0 : : : : Changes from: May 19, 2020 : : 0 225 207 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 98.6 41.7 0.0 0.5 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 31,505 : : Positions : : 25,946 22,619 2,560 4,769 796 0 354 350 945 1,131 841 : : : : Changes from: May 19, 2020 : : 289 66 35 163 0 0 10 0 -85 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 71.8 8.1 15.1 2.5 0.0 1.1 1.1 3.0 3.6 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 18,128 : : Positions : : 14,296 14,728 1,493 440 240 0 1,210 0 706 871 179 : : : : Changes from: May 19, 2020 : : 280 95 0 250 -15 0 0 0 -50 -115 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 81.2 8.2 2.4 1.3 0.0 6.7 0.0 3.9 4.8 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 57,860 : : Positions : : 44,721 30,135 5,410 18,512 1,300 2,540 5,518 410 1,692 227 1,707 : : : : Changes from: May 19, 2020 : : 348 329 86 -221 17 20 354 0 125 165 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 52.1 9.4 32.0 2.2 4.4 9.5 0.7 2.9 0.4 3.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 35,723 : : Positions : : 30,648 15,776 1,817 16,030 1,109 725 920 170 395 946 693 : : : : Changes from: May 19, 2020 : : 103 2 -29 14 13 0 120 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 44.2 5.1 44.9 3.1 2.0 2.6 0.5 1.1 2.6 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 19,945 : : Positions : : 10,458 18,091 7,402 0 1,014 75 339 226 600 225 50 : : : : Changes from: May 19, 2020 : : 500 450 -175 0 320 0 -25 0 125 25 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 90.7 37.1 0.0 5.1 0.4 1.7 1.1 3.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,140 : : Positions : : 9,795 18,005 7,881 0 1,860 0 150 0 500 125 0 : : : : Changes from: May 19, 2020 : : -141 -191 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 89.4 39.1 0.0 9.2 0.0 0.7 0.0 2.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 8,677 : : Positions : : 8,130 5,655 0 1,250 322 0 600 25 75 825 0 : : : : Changes from: May 19, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 65.2 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 8,850 : : Positions : : 8,297 5,435 0 987 353 0 925 25 75 1,125 0 : : : : Changes from: May 19, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 61.4 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 11,218 : : Positions : : 7,286 9,140 2,560 1,212 206 150 0 0 275 150 510 : : : : Changes from: May 19, 2020 : : 40 -60 -13 112 -6 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 81.5 22.8 10.8 1.8 1.3 0.0 0.0 2.5 1.3 4.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 10,237 : : Positions : : 6,339 8,123 2,600 1,277 182 150 0 0 245 150 505 : : : : Changes from: May 19, 2020 : : 40 -60 0 125 -16 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 79.3 25.4 12.5 1.8 1.5 0.0 0.0 2.4 1.5 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 35,984 : : Positions : : 21,485 30,044 10,535 0 525 200 0 0 1,150 3,360 2,055 : : : : Changes from: May 19, 2020 : : 250 250 525 0 50 0 0 0 0 525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 83.5 29.3 0.0 1.5 0.6 0.0 0.0 3.2 9.3 5.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 36,419 : : Positions : : 22,030 30,699 10,330 0 590 200 0 0 1,150 3,045 2,085 : : : : Changes from: May 19, 2020 : : 250 250 525 0 35 0 0 0 0 525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 84.3 28.4 0.0 1.6 0.5 0.0 0.0 3.2 8.4 5.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 113,259 : : Positions : : 81,541 91,775 23,083 8,452 5,279 120 875 760 705 4,398 1,700 : : : : Changes from: May 19, 2020 : : -3,959 2,029 6,540 350 -356 0 25 0 0 177 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 81.0 20.4 7.5 4.7 0.1 0.8 0.7 0.6 3.9 1.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 28 5 . 4 . . . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 126,923 : : Positions : : 91,635 105,429 21,829 3,723 8,410 150 1,090 1,480 710 4,114 2,667 : : : : Changes from: May 19, 2020 : : -1,805 2,212 3,932 339 -242 0 -145 75 -25 -304 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 83.1 17.2 2.9 6.6 0.1 0.9 1.2 0.6 3.2 2.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 29 4 . 5 . . . . 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 543,465 : : Positions : : 306,494 354,144 40,569 3,521 108,087 14,857 18,324 28,268 20,279 6,359 24,616 : : : : Changes from: May 19, 2020 : : 1,402 -1,439 -1,843 763 461 -336 -588 1,156 -811 -282 753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 65.2 7.5 0.6 19.9 2.7 3.4 5.2 3.7 1.2 4.5 : : : : Number of Traders in Each Category Total Traders: 92 : : 44 38 . . 5 8 11 8 16 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 17,411 : : Positions : : 9,455 15,651 1,941 110 915 875 600 65 3,805 0 0 : : : : Changes from: May 19, 2020 : : 255 55 -150 0 150 -50 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 89.9 11.1 0.6 5.3 5.0 3.4 0.4 21.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 14,272 : : Positions : : 6,220 12,806 2,620 100 711 105 600 55 4,080 0 0 : : : : Changes from: May 19, 2020 : : 205 55 -150 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 89.7 18.4 0.7 5.0 0.7 4.2 0.4 28.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 3,625 : : Positions : : 2,080 2,295 960 0 200 0 140 0 0 865 20 : : : : Changes from: May 19, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 63.3 26.5 0.0 5.5 0.0 3.9 0.0 0.0 23.9 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 14,995 : : Positions : : 9,583 13,740 1,094 0 100 350 0 0 3,642 1,000 150 : : : : Changes from: May 19, 2020 : : 1,270 1,319 205 0 0 0 0 0 -10 200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 91.6 7.3 0.0 0.7 2.3 0.0 0.0 24.3 6.7 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 22 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 89,132 : : Positions : : 62,623 64,805 17,813 11,226 1,560 0 4,405 0 0 0 0 : : : : Changes from: May 19, 2020 : : 1,439 1,149 0 -10 0 0 300 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 72.7 20.0 12.6 1.8 0.0 4.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 74,278 : : Positions : : 52,637 52,578 14,446 9,545 1,585 0 4,960 0 0 0 0 : : : : Changes from: May 19, 2020 : : 1,060 1,120 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 70.8 19.4 12.9 2.1 0.0 6.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 24,130 : : Positions : : 7,365 16,240 10,375 2,205 1,635 300 1,020 150 1,730 0 0 : : : : Changes from: May 19, 2020 : : -70 0 0 -70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 67.3 43.0 9.1 6.8 1.2 4.2 0.6 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 14,290 : : Positions : : 11,785 6,580 0 6,950 120 1,625 0 150 0 0 0 : : : : Changes from: May 19, 2020 : : 780 0 0 780 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 46.0 0.0 48.6 0.8 11.4 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 59,271 : : Positions : : 31,386 21,062 8,052 25,606 60 11,620 3,710 4,170 0 960 0 : : : : Changes from: May 19, 2020 : : 380 680 -600 -300 0 0 -600 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 35.5 13.6 43.2 0.1 19.6 6.3 7.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 39,234 : : Positions : : 21,783 18,295 9,027 13,840 0 2,765 1,360 3,025 0 360 300 : : : : Changes from: May 19, 2020 : : -300 -250 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 46.6 23.0 35.3 0.0 7.0 3.5 7.7 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 33,325 : : Positions : : 24,325 14,105 5,300 1,110 1,000 1,010 15,820 90 0 0 0 : : : : Changes from: May 19, 2020 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 42.3 15.9 3.3 3.0 3.0 47.5 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 26, 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 101,560 : : Positions : : 60,150 32,405 2,315 38,670 5,210 12,955 1,565 1,180 0 2,800 1,040 : : : : Changes from: May 19, 2020 : : 110 895 -25 -385 25 400 25 5 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 31.9 2.3 38.1 5.1 12.8 1.5 1.2 0.0 2.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 97,152 : : Positions : : 57,412 31,732 1,870 33,785 5,325 13,275 1,530 1,300 0 5,520 325 : : : : Changes from: May 19, 2020 : : 330 965 0 -260 0 375 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 32.7 1.9 34.8 5.5 13.7 1.6 1.3 0.0 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 27,005 : : Positions : : 15,631 4,566 0 580 1,658 2,810 11,145 505 600 3,615 1,115 : : : : Changes from: May 19, 2020 : : 390 -100 0 0 0 0 670 0 0 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 16.9 0.0 2.1 6.1 10.4 41.3 1.9 2.2 13.4 4.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 26,595 : : Positions : : 14,857 4,642 55 1,315 1,213 2,810 11,420 505 600 1,805 2,080 : : : : Changes from: May 19, 2020 : : 490 0 0 0 0 0 670 0 0 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 17.5 0.2 4.9 4.6 10.6 42.9 1.9 2.3 6.8 7.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 31,158 : : Positions : : 13,763 11,115 1,112 11,030 879 11,890 0 15 0 5,465 1,040 : : : : Changes from: May 19, 2020 : : 25 0 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 35.7 3.6 35.4 2.8 38.2 0.0 0.0 0.0 17.5 3.3 : : : : 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 26, 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 66,245 : : Positions : : 20,010 55,690 13,475 8,115 60 20,850 0 15 9,595 0 0 : : : : Changes from: May 19, 2020 : : 335 120 200 200 0 0 0 0 -215 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 84.1 20.3 12.2 0.1 31.5 0.0 0.0 14.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 67,737 : : Positions : : 21,067 57,157 13,800 8,030 260 20,925 0 15 9,495 0 0 : : : : Changes from: May 19, 2020 : : 50 50 200 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 84.4 20.4 11.9 0.4 30.9 0.0 0.0 14.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 62,415 : : Positions : : 21,295 55,405 11,285 2,190 935 5,350 175 360 19,660 0 815 : : : : Changes from: May 19, 2020 : : 300 2,025 100 0 0 0 -75 10 1,550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 88.8 18.1 3.5 1.5 8.6 0.3 0.6 31.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 52,320 : : Positions : : 20,645 45,180 10,585 2,625 785 5,300 165 420 11,260 0 815 : : : : Changes from: May 19, 2020 : : 300 2,025 100 0 0 0 -75 10 1,550 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 86.4 20.2 5.0 1.5 10.1 0.3 0.8 21.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 21,100 : : Positions : : 11,630 11,775 2,360 0 700 45 3,895 220 2,175 1,155 590 : : : : Changes from: May 19, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 55.8 11.2 0.0 3.3 0.2 18.5 1.0 10.3 5.5 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 20,170 : : Positions : : 10,970 11,575 2,315 0 835 0 3,895 220 3,055 1,280 320 : : : : Changes from: May 19, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 57.4 11.5 0.0 4.1 0.0 19.3 1.1 15.1 6.3 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 75,995 : : Positions : : 41,295 43,520 5,780 0 2,235 2,085 20,840 1,200 16,490 1,500 1,270 : : : : Changes from: May 19, 2020 : : 130 1,530 -100 0 60 50 -500 300 950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 57.3 7.6 0.0 2.9 2.7 27.4 1.6 21.7 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 69,685 : : Positions : : 40,850 38,385 5,390 0 1,965 2,000 20,840 1,200 12,470 1,500 1,270 : : : : Changes from: May 19, 2020 : : -270 1,130 -100 0 60 50 -500 300 950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 55.1 7.7 0.0 2.8 2.9 29.9 1.7 17.9 2.2 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 64,092 : : Positions : : 37,381 20,966 0 20,510 0 18,140 0 2,465 0 14,140 2,005 : : : : Changes from: May 19, 2020 : : 430 -395 0 1,100 0 525 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 32.7 0.0 32.0 0.0 28.3 0.0 3.8 0.0 22.1 3.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 0 . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 52,197 : : Positions : : 34,894 16,820 0 17,744 0 9,035 0 2,755 0 9,660 2,425 : : : : Changes from: May 19, 2020 : : 500 -325 0 1,100 -175 525 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 32.2 0.0 34.0 0.0 17.3 0.0 5.3 0.0 18.5 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 0 . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 190,304 : : Positions : : 101,851 93,405 15,723 150 8,137 7,076 18,325 6,014 1,450 14,280 3,405 : : : : Changes from: May 19, 2020 : : 3,120 315 150 0 90 -170 575 50 0 2,210 -1,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 49.1 8.3 0.1 4.3 3.7 9.6 3.2 0.8 7.5 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 150,658 : : Positions : : 72,445 83,341 19,335 0 4,688 6,496 7,535 6,006 1,450 8,665 3,165 : : : : Changes from: May 19, 2020 : : 2,850 390 750 0 -500 -230 575 335 -180 2,225 -1,590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 55.3 12.8 0.0 3.1 4.3 5.0 4.0 1.0 5.8 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 72,966 : : Positions : : 32,895 39,430 16,001 5,296 10,335 1,385 1,315 7,575 0 4,360 0 : : : : Changes from: May 19, 2020 : : 250 175 50 250 -75 0 -225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 54.0 21.9 7.3 14.2 1.9 1.8 10.4 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 59,809 : : Positions : : 28,465 28,380 7,321 2,866 9,268 1,065 1,965 7,600 0 3,760 0 : : : : Changes from: May 19, 2020 : : -575 90 -240 -30 420 50 -825 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 47.5 12.2 4.8 15.5 1.8 3.3 12.7 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 41,725 : : Positions : : 14,520 23,885 435 7,925 2,950 15,705 0 2,640 590 0 1,090 : : : : Changes from: May 19, 2020 : : 285 595 85 -945 225 -780 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 57.2 1.0 19.0 7.1 37.6 0.0 6.3 1.4 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 51,400 : : Positions : : 11,040 36,345 0 7,570 2,815 32,455 230 1,510 590 0 1,090 : : : : Changes from: May 19, 2020 : : 590 840 0 -1,080 400 -780 50 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 70.7 0.0 14.7 5.5 63.1 0.4 2.9 1.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 178,761 : : Positions : : 99,142 101,093 2,514 1,657 31,807 5,315 9,300 6,185 3,755 0 0 : : : : Changes from: May 19, 2020 : : 2,332 537 -513 139 533 75 1,245 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 56.6 1.4 0.9 17.8 3.0 5.2 3.5 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 117,710 : : Positions : : 69,825 59,210 4,735 14,000 13,980 375 4,890 9,065 3,225 0 0 : : : : Changes from: May 19, 2020 : : 795 -1,205 -180 -870 515 75 2,195 -780 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 50.3 4.0 11.9 11.9 0.3 4.2 7.7 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 28,350 : : Positions : : 19,840 14,510 0 9,745 1,595 3,555 300 420 1,150 0 525 : : : : Changes from: May 19, 2020 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 51.2 0.0 34.4 5.6 12.5 1.1 1.5 4.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,635 : : Positions : : 20,660 14,315 0 10,505 1,345 3,770 300 0 650 0 500 : : : : Changes from: May 19, 2020 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 50.0 0.0 36.7 4.7 13.2 1.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 29, 2020