Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 20,940 : : Positions : : 15,576 10,468 912 390 1,228 449 1,015 237 375 5,717 1,449 : : : : Changes from: June 16, 2020 : : 439 270 87 -33 124 0 0 0 4 269 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 50.0 4.4 1.9 5.9 2.1 4.8 1.1 1.8 27.3 6.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . 5 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 18,784 : : Positions : : 11,321 9,619 642 1,600 2,902 792 316 1,546 206 1,431 1,220 : : : : Changes from: June 16, 2020 : : 228 -50 3 82 -73 -39 76 10 47 128 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 51.2 3.4 8.5 15.4 4.2 1.7 8.2 1.1 7.6 6.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 19 . . . . . 4 . 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 37,968 : : Positions : : 25,135 32,031 4,167 310 2,398 889 200 139 2,980 750 2,125 : : : : Changes from: June 16, 2020 : : 988 -12 -75 250 -21 0 50 0 -300 325 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 84.4 11.0 0.8 6.3 2.3 0.5 0.4 7.8 2.0 5.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 22 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 33,806 : : Positions : : 27,417 29,245 0 2,336 953 25 291 331 4,455 25 625 : : : : Changes from: June 16, 2020 : : 920 305 0 200 -165 0 0 0 -175 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 86.5 0.0 6.9 2.8 0.1 0.9 1.0 13.2 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 134,065 : : Positions : : 104,679 96,038 2,852 15,129 8,134 5,583 1,660 5,700 3,707 4,174 3,165 : : : : Changes from: June 16, 2020 : : -206 902 -146 1,665 466 2,700 132 -1,050 -30 -376 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 71.6 2.1 11.3 6.1 4.2 1.2 4.3 2.8 3.1 2.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 31 . . 5 4 6 . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 68,986 : : Positions : : 57,569 49,289 3,440 8,995 4,845 175 909 1,609 446 2,377 901 : : : : Changes from: June 16, 2020 : : 95 277 0 -445 -14 0 -137 18 0 400 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 71.4 5.0 13.0 7.0 0.3 1.3 2.3 0.6 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 40,416 : : Positions : : 37,411 29,100 597 7,605 1,058 0 1,228 0 1,050 1,125 300 : : : : Changes from: June 16, 2020 : : 1,360 1,185 0 -25 250 0 225 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 72.0 1.5 18.8 2.6 0.0 3.0 0.0 2.6 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 60,531 : : Positions : : 35,114 24,000 904 27,571 2,666 15,565 150 50 1,474 1,480 4,528 : : : : Changes from: June 16, 2020 : : 773 -97 0 912 -60 0 0 0 29 -10 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 39.6 1.5 45.5 4.4 25.7 0.2 0.1 2.4 2.4 7.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 75,992 : : Positions : : 43,099 23,930 0 41,547 4,543 22,387 450 195 2,127 2,390 2,880 : : : : Changes from: June 16, 2020 : : -222 -74 0 -109 -59 100 25 0 -36 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 31.5 0.0 54.7 6.0 29.5 0.6 0.3 2.8 3.1 3.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 0 4 4 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 69,773 : : Positions : : 50,686 43,356 11,712 20,663 3,442 0 0 0 1,907 808 1,504 : : : : Changes from: June 16, 2020 : : -3,180 500 3,660 -60 0 0 0 0 0 40 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 62.1 16.8 29.6 4.9 0.0 0.0 0.0 2.7 1.2 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 88,263 : : Positions : : 61,614 48,107 20,958 35,615 1,355 0 175 0 1,648 845 2,166 : : : : Changes from: June 16, 2020 : : -2,921 485 3,310 -206 165 0 100 0 30 40 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 54.5 23.7 40.4 1.5 0.0 0.2 0.0 1.9 1.0 2.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 44,522 : : Positions : : 29,895 39,762 9,494 0 4,214 0 0 0 280 0 225 : : : : Changes from: June 16, 2020 : : 350 300 -50 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 89.3 21.3 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,844 : : Positions : : 26,759 17,258 0 9,030 1,251 0 600 0 360 695 0 : : : : Changes from: June 16, 2020 : : -11 39 0 -50 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 59.8 0.0 31.3 4.3 0.0 2.1 0.0 1.2 2.4 0.0 : : : : 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 June 23, 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 18,087 : : Positions : : 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90 : : : : Changes from: June 16, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 85,858 : : Positions : : 61,683 63,135 370 9,328 8,563 6,572 1,399 74 6,261 1,296 1,865 : : : : Changes from: June 16, 2020 : : 1,087 673 0 -27 57 -19 121 0 -199 83 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 73.5 0.4 10.9 10.0 7.7 1.6 0.1 7.3 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 33 . . . 6 . . 9 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 12,960 : : Positions : : 8,493 12,810 3,717 0 0 750 0 0 0 150 0 : : : : Changes from: June 16, 2020 : : 0 180 0 0 0 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 98.8 28.7 0.0 0.0 5.8 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 12,900 : : Positions : : 8,433 12,750 3,717 0 0 750 0 0 0 150 0 : : : : Changes from: June 16, 2020 : : 0 180 0 0 0 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 98.8 28.8 0.0 0.0 5.8 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 43,851 : : Positions : : 34,924 32,684 0 6,401 3,048 0 700 0 5,245 300 310 : : : : Changes from: June 16, 2020 : : 550 370 0 0 0 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 74.5 0.0 14.6 7.0 0.0 1.6 0.0 12.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,673 : : Positions : : 6,196 10,120 2,784 0 84 45 100 25 1,344 0 0 : : : : Changes from: June 16, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 94.8 26.1 0.0 0.8 0.4 0.9 0.2 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 49,009 : : Positions : : 36,299 43,094 6,384 0 5,279 0 0 0 690 100 200 : : : : Changes from: June 16, 2020 : : -350 610 960 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 87.9 13.0 0.0 10.8 0.0 0.0 0.0 1.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 42,107 : : Positions : : 36,757 29,583 55 6,908 4,279 115 900 50 340 365 10 : : : : Changes from: June 16, 2020 : : 1,213 -67 0 1,345 -120 45 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 70.3 0.1 16.4 10.2 0.3 2.1 0.1 0.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 68,750 : : Positions : : 53,146 66,457 11,513 230 1,550 0 0 0 1,473 200 73 : : : : Changes from: June 16, 2020 : : 756 721 0 100 -80 0 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 96.7 16.7 0.3 2.3 0.0 0.0 0.0 2.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 73,415 : : Positions : : 61,473 67,781 5,233 687 4,108 0 350 0 1,997 200 104 : : : : Changes from: June 16, 2020 : : 687 567 0 0 0 0 200 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 92.3 7.1 0.9 5.6 0.0 0.5 0.0 2.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 83,317 : : Positions : : 68,534 74,367 9,381 4,345 1,379 0 458 75 1,213 328 2,295 : : : : Changes from: June 16, 2020 : : 2,470 1,490 -185 780 -109 0 10 -5 200 205 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 89.3 11.3 5.2 1.7 0.0 0.5 0.1 1.5 0.4 2.8 : : : : 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 June 23, 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 103,362 : : Positions : : 83,844 90,333 11,021 4,090 2,937 677 1,572 300 1,279 1,118 2,976 : : : : Changes from: June 16, 2020 : : 1,667 1,129 -270 898 -41 299 0 -16 -45 -377 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 87.4 10.7 4.0 2.8 0.7 1.5 0.3 1.2 1.1 2.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 6 . 5 . 6 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 60,677 : : Positions : : 42,508 53,869 17,834 1,793 120 0 3,345 0 100 1,450 100 : : : : Changes from: June 16, 2020 : : 45 155 0 -180 60 0 70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 88.8 29.4 3.0 0.2 0.0 5.5 0.0 0.2 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 54,690 : : Positions : : 36,160 53,340 16,830 0 225 0 175 0 1,250 725 225 : : : : Changes from: June 16, 2020 : : -15 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 97.5 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 0.4 : : : : 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 June 23, 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 FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 57,938 : : Positions : : 35,511 52,871 17,348 127 2,248 725 35 75 825 1,562 875 : : : : Changes from: June 16, 2020 : : -1,941 889 2,701 -100 0 0 0 0 29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 91.3 29.9 0.2 3.9 1.3 0.1 0.1 1.4 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 64,809 : : Positions : : 45,876 57,325 14,989 425 368 895 3,165 335 1,301 1,907 889 : : : : Changes from: June 16, 2020 : : 1,571 1,178 -440 10 -10 175 -60 85 20 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 88.5 23.1 0.7 0.6 1.4 4.9 0.5 2.0 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 . . . 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,811 : : Positions : : 12,355 24,250 12,928 0 436 0 925 0 0 0 0 : : : : Changes from: June 16, 2020 : : -771 1,514 2,517 0 3 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 94.0 50.1 0.0 1.7 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 25,540 : : Positions : : 12,139 24,803 12,645 0 372 0 225 0 0 0 0 : : : : Changes from: June 16, 2020 : : -505 1,565 2,172 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 97.1 49.5 0.0 1.5 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 6 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 31,261 : : Positions : : 25,506 22,352 3,050 4,843 783 0 634 330 1,350 1,507 185 : : : : Changes from: June 16, 2020 : : -285 235 500 6 -3 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 71.5 9.8 15.5 2.5 0.0 2.0 1.1 4.3 4.8 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 18,900 : : Positions : : 15,167 14,943 1,448 1,007 230 0 1,080 0 675 1,003 182 : : : : Changes from: June 16, 2020 : : 10 0 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 79.1 7.7 5.3 1.2 0.0 5.7 0.0 3.6 5.3 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 59,115 : : Positions : : 44,845 28,549 6,718 22,089 1,011 2,656 5,474 284 1,883 121 1,548 : : : : Changes from: June 16, 2020 : : 1,108 -126 -230 1,195 488 0 -120 0 45 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 48.3 11.4 37.4 1.7 4.5 9.3 0.5 3.2 0.2 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 37,486 : : Positions : : 31,929 13,994 1,777 19,124 1,488 725 1,095 160 561 865 693 : : : : Changes from: June 16, 2020 : : 1,403 -212 -290 1,450 410 5 0 -5 0 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 37.3 4.7 51.0 4.0 1.9 2.9 0.4 1.5 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 19,670 : : Positions : : 10,298 18,036 7,246 0 970 301 264 0 550 200 200 : : : : Changes from: June 16, 2020 : : 255 5 -150 0 50 0 0 0 -75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 91.7 36.8 0.0 4.9 1.5 1.3 0.0 2.8 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 19,526 : : Positions : : 8,900 17,456 8,040 0 1,920 0 50 0 575 100 0 : : : : Changes from: June 16, 2020 : : -130 -30 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 89.4 41.2 0.0 9.8 0.0 0.3 0.0 2.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 11,145 : : Positions : : 6,783 8,655 2,807 1,700 165 150 0 0 295 100 490 : : : : Changes from: June 16, 2020 : : 50 50 700 700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 77.7 25.2 15.3 1.5 1.3 0.0 0.0 2.6 0.9 4.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 10,136 : : Positions : : 5,871 7,650 2,759 1,700 166 150 0 0 265 100 485 : : : : Changes from: June 16, 2020 : : 0 0 700 700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 75.5 27.2 16.8 1.6 1.5 0.0 0.0 2.6 1.0 4.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 35,706 : : Positions : : 21,540 29,686 10,580 0 330 250 0 0 1,050 3,765 1,925 : : : : Changes from: June 16, 2020 : : 380 540 85 0 -40 100 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 83.1 29.6 0.0 0.9 0.7 0.0 0.0 2.9 10.5 5.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 36,111 : : Positions : : 22,130 30,261 10,350 0 445 250 0 0 1,050 3,550 1,855 : : : : Changes from: June 16, 2020 : : 380 540 85 0 -20 100 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 83.8 28.7 0.0 1.2 0.7 0.0 0.0 2.9 9.8 5.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 114,726 : : Positions : : 82,559 92,517 23,842 8,306 5,178 125 975 755 595 5,316 1,599 : : : : Changes from: June 16, 2020 : : 153 997 1,745 330 14 0 100 0 55 506 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 80.6 20.8 7.2 4.5 0.1 0.8 0.7 0.5 4.6 1.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 28 5 . 4 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 127,948 : : Positions : : 90,962 105,417 23,360 4,290 8,336 0 1,066 1,709 759 4,280 2,770 : : : : Changes from: June 16, 2020 : : -1,084 885 1,591 -100 619 -7 -214 61 0 -91 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 82.4 18.3 3.4 6.5 0.0 0.8 1.3 0.6 3.3 2.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 28 6 . 6 0 4 4 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 539,835 : : Positions : : 295,575 357,964 53,052 4,224 101,372 16,810 16,414 30,464 19,176 6,148 23,085 : : : : Changes from: June 16, 2020 : : -1,429 889 4,153 -430 -1,991 502 2,523 -816 -672 -429 -481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 66.3 9.8 0.8 18.8 3.1 3.0 5.6 3.6 1.1 4.3 : : : : Number of Traders in Each Category Total Traders: 95 : : 45 35 . . 5 10 8 9 18 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 16,539 : : Positions : : 8,924 14,805 1,688 95 904 820 600 65 3,818 0 0 : : : : Changes from: June 16, 2020 : : 0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 89.5 10.2 0.6 5.5 5.0 3.6 0.4 23.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 13,661 : : Positions : : 6,132 11,875 1,965 120 1,011 125 600 55 4,068 0 0 : : : : Changes from: June 16, 2020 : : 250 -50 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 86.9 14.4 0.9 7.4 0.9 4.4 0.4 29.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 16,156 : : Positions : : 12,303 14,801 1,134 0 125 350 0 0 2,070 1,050 150 : : : : Changes from: June 16, 2020 : : 580 535 -21 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 91.6 7.0 0.0 0.8 2.2 0.0 0.0 12.8 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 10 22 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 88,820 : : Positions : : 62,187 63,863 17,602 11,686 1,440 0 4,240 0 0 0 0 : : : : Changes from: June 16, 2020 : : -167 -767 0 600 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 71.9 19.8 13.2 1.6 0.0 4.8 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 June 23, 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 74,372 : : Positions : : 52,967 52,277 14,025 10,035 1,465 0 4,680 0 0 0 0 : : : : Changes from: June 16, 2020 : : 0 -600 0 600 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 70.3 18.9 13.5 2.0 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,895 : : Positions : : 7,920 16,700 7,845 0 5,230 600 1,005 0 1,640 0 0 : : : : Changes from: June 16, 2020 : : -175 185 360 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 64.5 30.3 0.0 20.2 2.3 3.9 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 59,258 : : Positions : : 30,987 20,880 8,954 25,526 360 11,620 4,470 3,970 0 960 0 : : : : Changes from: June 16, 2020 : : -398 -208 690 120 60 0 380 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 35.2 15.1 43.1 0.6 19.6 7.5 6.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 39,534 : : Positions : : 20,479 17,883 10,524 13,425 360 2,565 2,175 3,010 0 360 300 : : : : Changes from: June 16, 2020 : : 177 367 690 0 60 0 500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 45.2 26.6 34.0 0.9 6.5 5.5 7.6 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 33,840 : : Positions : : 25,185 13,710 5,320 1,065 980 885 16,420 90 0 0 0 : : : : Changes from: June 16, 2020 : : -60 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 40.5 15.7 3.1 2.9 2.6 48.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 100,470 : : Positions : : 61,000 32,665 890 37,225 5,465 12,825 1,550 880 0 3,205 635 : : : : Changes from: June 16, 2020 : : -35 1,065 0 -1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 32.5 0.9 37.1 5.4 12.8 1.5 0.9 0.0 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 95,415 : : Positions : : 57,880 31,220 310 32,790 5,730 13,150 1,550 1,000 0 5,750 70 : : : : Changes from: June 16, 2020 : : 40 10 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 32.7 0.3 34.4 6.0 13.8 1.6 1.0 0.0 6.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 25,194 : : Positions : : 14,771 4,357 0 879 976 2,605 10,315 505 900 3,635 785 : : : : Changes from: June 16, 2020 : : 0 280 0 80 -252 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 17.3 0.0 3.5 3.9 10.3 40.9 2.0 3.6 14.4 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 24,264 : : Positions : : 13,807 4,368 55 1,594 733 2,605 9,665 505 900 2,650 1,295 : : : : Changes from: June 16, 2020 : : 0 280 55 135 -235 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 18.0 0.2 6.6 3.0 10.7 39.8 2.1 3.7 10.9 5.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 64,040 : : Positions : : 19,810 53,160 13,700 8,265 60 19,315 0 25 9,240 0 0 : : : : Changes from: June 16, 2020 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 83.0 21.4 12.9 0.1 30.2 0.0 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 63,730 : : Positions : : 22,380 57,185 9,250 1,830 1,875 5,750 65 100 21,400 0 140 : : : : Changes from: June 16, 2020 : : 615 650 -665 50 15 150 -150 65 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 89.7 14.5 2.9 2.9 9.0 0.1 0.2 33.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 53,780 : : Positions : : 21,385 47,525 9,685 2,190 1,110 5,750 65 100 12,810 0 490 : : : : Changes from: June 16, 2020 : : 600 650 -500 50 0 150 -150 65 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 88.4 18.0 4.1 2.1 10.7 0.1 0.2 23.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 19,810 : : Positions : : 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530 : : : : Changes from: June 16, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 73,505 : : Positions : : 39,790 42,185 5,365 0 2,140 2,195 19,950 1,000 15,795 1,350 1,270 : : : : Changes from: June 16, 2020 : : 230 550 -30 0 25 100 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 57.4 7.3 0.0 2.9 3.0 27.1 1.4 21.5 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 67,425 : : Positions : : 39,250 36,910 4,760 0 2,350 2,070 19,950 1,000 12,090 1,350 1,270 : : : : Changes from: June 16, 2020 : : 230 350 -130 0 100 100 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 54.7 7.1 0.0 3.5 3.1 29.6 1.5 17.9 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 63,577 : : Positions : : 36,966 19,896 0 19,955 300 17,315 0 3,015 50 14,560 2,005 : : : : Changes from: June 16, 2020 : : 400 800 0 100 300 800 0 50 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 31.3 0.0 31.4 0.5 27.2 0.0 4.7 0.1 22.9 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 52,265 : : Positions : : 34,887 16,585 0 17,127 300 8,665 0 3,065 50 10,160 2,250 : : : : Changes from: June 16, 2020 : : 980 1,380 0 100 300 800 0 -20 0 300 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 31.7 0.0 32.8 0.6 16.6 0.0 5.9 0.1 19.4 4.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 187,314 : : Positions : : 99,142 90,544 18,958 210 5,971 7,684 20,315 5,371 1,350 15,900 2,040 : : : : Changes from: June 16, 2020 : : 1,550 520 960 100 -331 0 1,520 0 -150 150 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 48.3 10.1 0.1 3.2 4.1 10.8 2.9 0.7 8.5 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 151,106 : : Positions : : 72,995 82,644 21,830 0 3,029 6,224 10,040 5,706 1,495 9,700 2,255 : : : : Changes from: June 16, 2020 : : 1,845 790 830 0 -415 0 1,520 -70 -150 150 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 54.7 14.4 0.0 2.0 4.1 6.6 3.8 1.0 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 22,695 : : Positions : : 9,215 18,480 9,995 980 1,650 900 350 0 0 0 0 : : : : Changes from: June 16, 2020 : : 0 0 -300 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 81.4 44.0 4.3 7.3 4.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 73,171 : : Positions : : 31,317 40,260 15,769 5,376 10,430 2,255 0 8,845 0 3,935 0 : : : : Changes from: June 16, 2020 : : 55 -5 -70 260 -75 270 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 55.0 21.6 7.3 14.3 3.1 0.0 12.1 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 61,754 : : Positions : : 28,175 31,010 8,501 3,971 8,298 1,570 0 9,370 0 3,385 0 : : : : Changes from: June 16, 2020 : : 60 0 -70 410 -145 420 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 50.2 13.8 6.4 13.4 2.5 0.0 15.2 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 42,085 : : Positions : : 15,140 22,900 520 8,930 2,860 15,900 950 2,250 700 0 980 : : : : Changes from: June 16, 2020 : : 175 -425 200 650 50 150 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 54.4 1.2 21.2 6.8 37.8 2.3 5.3 1.7 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 51,385 : : Positions : : 11,500 35,820 0 7,605 2,360 32,345 1,330 1,050 700 0 980 : : : : Changes from: June 16, 2020 : : 0 0 0 -450 0 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 69.7 0.0 14.8 4.6 62.9 2.6 2.0 1.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 178,415 : : Positions : : 99,061 100,077 5,344 3,386 30,287 6,475 11,955 6,500 3,365 0 0 : : : : Changes from: June 16, 2020 : : 599 1,032 1,333 1,273 -696 800 420 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 56.1 3.0 1.9 17.0 3.6 6.7 3.6 1.9 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 June 23, 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 120,175 : : Positions : : 71,740 59,110 4,585 14,195 14,930 1,725 7,455 9,020 2,755 0 0 : : : : Changes from: June 16, 2020 : : -500 980 1,000 50 900 800 270 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 49.2 3.8 11.8 12.4 1.4 6.2 7.5 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 26, 2020