COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 20,542: 14,709 10,571 795 134 1,043 412 1,220 291 466 4,594 1,993: 833 696 Old : 20,542: 14,709 10,571 795 134 1,043 412 1,220 291 466 4,594 1,993: 833 696 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 122: 252 -220 -44 0 -74 0 5 0 97 374 117: -226 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 51.5 3.9 0.7 5.1 2.0 5.9 1.4 2.3 22.4 9.7: 4.1 3.4 Old : 100.0: 71.6 51.5 3.9 0.7 5.1 2.0 5.9 1.4 2.3 22.4 9.7: 4.1 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 11 . . 4 . . . . 5 5: Old : 27: 12 11 . . 4 . . . . 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 43.2 69.9 71.2 29.1 26.0 37.6 39.6 Old : 46.4 43.2 69.9 71.2 29.1 26.0 37.6 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 8,588: 4,455 4,971 679 1,795 1,191 1,837 196 44 211 220 0: 171 171 Old : 8,588: 4,455 4,971 679 1,795 1,191 1,837 196 44 211 220 0: 171 171 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 57.9 7.9 20.9 13.9 21.4 2.3 0.5 2.5 2.6 0.0: 2.0 2.0 Old : 100.0: 51.9 57.9 7.9 20.9 13.9 21.4 2.3 0.5 2.5 2.6 0.0: 2.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 10 13 . . . . . . . 6 0: Old : 29: 10 13 . . . . . . . 6 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 71.4 87.0 86.6 51.7 59.0 64.9 65.3 Old : 64.6 71.4 87.0 86.6 51.7 59.0 64.9 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 41,035: 27,199 35,590 5,566 0 2,097 710 100 143 3,030 815 2,275: 15 15 Old : 41,035: 27,199 35,590 5,566 0 2,097 710 100 143 3,030 815 2,275: 15 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 917: 441 256 465 0 -264 0 0 0 -260 390 535: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 86.7 13.6 0.0 5.1 1.7 0.2 0.3 7.4 2.0 5.5: 0.0 0.0 Old : 100.0: 66.3 86.7 13.6 0.0 5.1 1.7 0.2 0.3 7.4 2.0 5.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 22 . 0 . . . . . . 5: Old : 35: 22 22 . 0 . . . . . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 54.9 73.8 78.8 42.9 45.7 60.7 63.2 Old : 48.4 54.9 73.8 78.8 42.9 45.7 60.7 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 34,968: 28,019 29,246 0 2,008 1,063 0 195 456 3,900 470 1,530: 0 0 Old : 34,968: 28,019 29,246 0 2,008 1,063 0 195 456 3,900 470 1,530: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,085: 885 940 0 20 0 0 0 0 0 -75 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 83.6 0.0 5.7 3.0 0.0 0.6 1.3 11.2 1.3 4.4: 0.0 0.0 Old : 100.0: 80.1 83.6 0.0 5.7 3.0 0.0 0.6 1.3 11.2 1.3 4.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 20 0 . . 0 . . 4 . 5: Old : 34: 18 20 0 . . 0 . . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 63.3 75.5 83.5 52.1 56.0 70.1 72.2 Old : 55.5 63.3 75.5 83.5 52.1 56.0 70.1 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 139,209: 113,039 98,220 2,195 15,853 7,063 2,526 705 7,393 3,042 6,002 3,836: 115 137 Old : 139,209: 113,039 98,220 2,195 15,853 7,063 2,526 705 7,393 3,042 6,002 3,836: 115 137 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 665: -302 885 -230 -779 409 431 -339 69 234 386 54: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 70.6 1.6 11.4 5.1 1.8 0.5 5.3 2.2 4.3 2.8: 0.1 0.1 Old : 100.0: 81.2 70.6 1.6 11.4 5.1 1.8 0.5 5.3 2.2 4.3 2.8: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 30 29 . . 5 5 5 6 9 6 7: Old : 63: 30 29 . . 5 5 5 6 9 6 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 33.3 69.9 53.6 46.1 29.5 52.1 41.7 Old : 51.5 33.3 69.9 53.6 46.1 29.5 52.1 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 66,914: 54,146 49,188 3,940 7,438 4,871 300 670 1,783 1,121 2,150 753: 0 61 Old : 66,914: 54,146 49,188 3,940 7,438 4,871 300 670 1,783 1,121 2,150 753: 0 61 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 157: 808 358 0 175 -100 -25 -350 -50 -300 300 -176: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 73.5 5.9 11.1 7.3 0.4 1.0 2.7 1.7 3.2 1.1: 0.0 0.1 Old : 100.0: 80.9 73.5 5.9 11.1 7.3 0.4 1.0 2.7 1.7 3.2 1.1: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 22 21 . . . . . . 4 . .: Old : 42: 22 21 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 76.2 78.8 88.3 54.3 60.1 66.2 70.0 Old : 56.6 76.2 78.8 88.3 54.3 60.1 66.2 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 39,856: 36,525 28,055 523 7,715 1,358 0 953 0 1,225 1,550 225: 0 0 Old : 39,856: 36,525 28,055 523 7,715 1,358 0 953 0 1,225 1,550 225: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -50: -50 -50 0 50 0 0 0 0 150 100 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 70.4 1.3 19.4 3.4 0.0 2.4 0.0 3.1 3.9 0.6: 0.0 0.0 Old : 100.0: 91.6 70.4 1.3 19.4 3.4 0.0 2.4 0.0 3.1 3.9 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 14 . . . 0 . 0 . . .: Old : 29: 13 14 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 78.1 90.9 92.0 70.5 64.6 76.9 77.7 Old : 77.9 78.1 90.9 92.0 70.5 64.6 76.9 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 59,207: 32,037 24,521 766 24,696 3,821 15,830 150 50 1,526 1,062 4,895: 282 12 Old : 59,207: 32,037 24,521 766 24,696 3,821 15,830 150 50 1,526 1,062 4,895: 282 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 691: 179 621 2 -390 460 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 41.4 1.3 41.7 6.5 26.7 0.3 0.1 2.6 1.8 8.3: 0.5 0.0 Old : 100.0: 54.1 41.4 1.3 41.7 6.5 26.7 0.3 0.1 2.6 1.8 8.3: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 18 19 . . 5 4 . . . . .: Old : 37: 18 19 . . 5 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 65.3 69.9 80.9 45.6 54.1 57.8 65.1 Old : 48.5 65.3 69.9 80.9 45.6 54.1 57.8 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 76,552: 41,991 25,546 0 40,588 4,561 23,898 365 170 2,086 1,923 3,334: 512 65 Old : 76,552: 41,991 25,546 0 40,588 4,561 23,898 365 170 2,086 1,923 3,334: 512 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -135: -89 175 0 -157 -73 92 0 0 -71 -35 45: -39 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 33.4 0.0 53.0 6.0 31.2 0.5 0.2 2.7 2.5 4.4: 0.7 0.1 Old : 100.0: 54.9 33.4 0.0 53.0 6.0 31.2 0.5 0.2 2.7 2.5 4.4: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 21 20 0 4 4 7 . . 4 . .: Old : 43: 21 20 0 4 4 7 . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 69.0 70.0 82.8 50.5 61.5 63.3 71.6 Old : 51.8 69.0 70.0 82.8 50.5 61.5 63.3 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 72,780: 56,891 45,284 7,302 21,101 3,706 150 0 0 1,558 68 2,621: 552 0 Old : 72,780: 56,891 45,284 7,302 21,101 3,706 150 0 0 1,558 68 2,621: 552 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 795: 795 270 0 455 0 0 0 0 -20 50 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 62.2 10.0 29.0 5.1 0.2 0.0 0.0 2.1 0.1 3.6: 0.8 0.0 Old : 100.0: 78.2 62.2 10.0 29.0 5.1 0.2 0.0 0.0 2.1 0.1 3.6: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 22 21 . . . . 0 0 . . .: Old : 37: 22 21 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 65.8 69.4 84.6 39.7 65.8 61.9 75.1 Old : 44.0 65.8 69.4 84.6 39.7 65.8 61.9 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 91,304: 68,193 51,049 16,317 35,146 1,576 150 0 0 1,198 260 3,273: 597 0 Old : 91,304: 68,193 51,049 16,317 35,146 1,576 150 0 0 1,198 260 3,273: 597 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,716: 750 -55 1,400 2,155 -489 0 0 0 30 85 20: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 55.9 17.9 38.5 1.7 0.2 0.0 0.0 1.3 0.3 3.6: 0.7 0.0 Old : 100.0: 74.7 55.9 17.9 38.5 1.7 0.2 0.0 0.0 1.3 0.3 3.6: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 22 4 . 4 . 0 0 4 . .: Old : 41: 22 22 4 . 4 . 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 68.2 66.1 84.6 42.0 68.2 63.2 77.9 Old : 43.4 68.2 66.1 84.6 42.0 68.2 63.2 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 43,280: 29,288 38,634 9,379 0 4,039 0 0 0 200 20 230: 144 357 Old : 43,280: 29,288 38,634 9,379 0 4,039 0 0 0 200 20 230: 144 357 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 95: 695 95 -600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 89.3 21.7 0.0 9.3 0.0 0.0 0.0 0.5 0.0 0.5: 0.3 0.8 Old : 100.0: 67.7 89.3 21.7 0.0 9.3 0.0 0.0 0.0 0.5 0.0 0.5: 0.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 15 . 0 . 0 0 0 . . .: Old : 25: 17 15 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.4 82.4 85.2 93.7 57.3 73.9 68.5 76.8 Old : 69.4 82.4 85.2 93.7 57.3 73.9 68.5 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 27,983: 26,002 18,028 0 7,826 1,129 0 600 0 360 390 0: 492 10 Old : 27,983: 26,002 18,028 0 7,826 1,129 0 600 0 360 390 0: 492 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -760: -765 -820 0 -5 5 0 0 0 0 60 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 64.4 0.0 28.0 4.0 0.0 2.1 0.0 1.3 1.4 0.0: 1.8 0.0 Old : 100.0: 92.9 64.4 0.0 28.0 4.0 0.0 2.1 0.0 1.3 1.4 0.0: 1.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 16 0 . . 0 . 0 . . 0: Old : 25: 18 16 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 68.4 78.1 82.3 51.8 58.9 64.7 68.8 Old : 60.8 68.4 78.1 82.3 51.8 58.9 64.7 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 17,917: 11,330 17,242 5,300 0 625 0 0 0 560 0 50: 52 0 Old : 17,917: 11,330 17,242 5,300 0 625 0 0 0 560 0 50: 52 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 96.2 29.6 0.0 3.5 0.0 0.0 0.0 3.1 0.0 0.3: 0.3 0.0 Old : 100.0: 63.2 96.2 29.6 0.0 3.5 0.0 0.0 0.0 3.1 0.0 0.3: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 12 . 0 . 0 0 0 4 0 .: Old : 21: 11 12 . 0 . 0 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 80.4 82.5 96.9 54.1 73.3 69.3 75.0 Old : 59.2 80.4 82.5 96.9 54.1 73.3 69.3 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,777: 10,615 19,127 7,900 0 600 0 0 0 560 0 50: 52 0 Old : 19,777: 10,615 19,127 7,900 0 600 0 0 0 560 0 50: 52 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 96.7 39.9 0.0 3.0 0.0 0.0 0.0 2.8 0.0 0.3: 0.3 0.0 Old : 100.0: 53.7 96.7 39.9 0.0 3.0 0.0 0.0 0.0 2.8 0.0 0.3: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 10 . 0 . 0 0 0 4 0 .: Old : 20: 10 10 . 0 . 0 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 78.3 88.4 98.1 61.7 70.0 75.3 77.9 Old : 65.2 78.3 88.4 98.1 61.7 70.0 75.3 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 83,738: 58,311 60,515 320 9,748 8,092 6,399 937 493 7,515 1,512 2,231: 377 210 Old : 83,738: 58,311 60,515 320 9,748 8,092 6,399 937 493 7,515 1,512 2,231: 377 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 402: 2,117 -642 0 456 -341 -37 250 0 -1,681 133 528: -184 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 72.3 0.4 11.6 9.7 7.6 1.1 0.6 9.0 1.8 2.7: 0.5 0.3 Old : 100.0: 69.6 72.3 0.4 11.6 9.7 7.6 1.1 0.6 9.0 1.8 2.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 33 33 . . . 4 4 . 9 . 6: Old : 61: 33 33 . . . 4 4 . 9 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 42.5 51.7 65.2 18.4 23.1 28.2 34.0 Old : 30.7 42.5 51.7 65.2 18.4 23.1 28.2 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 11,836: 7,582 11,686 3,780 0 0 450 0 0 0 150 0: 24 0 Old : 11,836: 7,582 11,686 3,780 0 0 450 0 0 0 150 0: 24 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.2 0.0 Old : 100.0: 64.1 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 7 13 . 0 0 . 0 0 0 . 0: Old : 20: 7 13 . 0 0 . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 70.7 95.8 94.9 59.7 57.3 69.1 71.3 Old : 66.6 70.7 95.8 94.9 59.7 57.3 69.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 41,682: 32,884 31,042 0 6,536 2,532 0 600 0 5,670 300 260: 336 412 Old : 41,682: 32,884 31,042 0 6,536 2,532 0 600 0 5,670 300 260: 336 412 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 74.5 0.0 15.7 6.1 0.0 1.4 0.0 13.6 0.7 0.6: 0.8 1.0 Old : 100.0: 78.9 74.5 0.0 15.7 6.1 0.0 1.4 0.0 13.6 0.7 0.6: 0.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 17 0 . . 0 . 0 4 . .: Old : 31: 17 17 0 . . 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 55.0 69.9 80.5 36.1 46.3 54.1 59.6 Old : 44.4 55.0 69.9 80.5 36.1 46.3 54.1 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 47,714: 34,769 41,743 6,824 0 5,234 0 25 0 490 100 225: 172 387 Old : 47,714: 34,769 41,743 6,824 0 5,234 0 25 0 490 100 225: 172 387 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 199: 799 99 -720 0 100 0 0 0 0 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 87.5 14.3 0.0 11.0 0.0 0.1 0.0 1.0 0.2 0.5: 0.4 0.8 Old : 100.0: 72.9 87.5 14.3 0.0 11.0 0.0 0.1 0.0 1.0 0.2 0.5: 0.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 17 . 0 . 0 . 0 . . .: Old : 34: 21 17 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 78.8 77.3 92.8 42.9 69.8 58.1 71.8 Old : 55.3 78.8 77.3 92.8 42.9 69.8 58.1 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 39,332: 32,464 28,018 50 4,713 5,612 70 650 50 160 260 0: 926 29 Old : 39,332: 32,464 28,018 50 4,713 5,612 70 650 50 160 260 0: 926 29 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,346: 1,742 1,695 0 -240 904 0 0 0 20 0 -10: -310 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 71.2 0.1 12.0 14.3 0.2 1.7 0.1 0.4 0.7 0.0: 2.4 0.1 Old : 100.0: 82.5 71.2 0.1 12.0 14.3 0.2 1.7 0.1 0.4 0.7 0.0: 2.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 21 . . . . . . . . 0: Old : 32: 21 21 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 57.9 78.0 80.7 41.8 43.0 51.1 54.8 Old : 56.9 57.9 78.0 80.7 41.8 43.0 51.1 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 69,030: 52,570 66,426 11,622 24 1,976 0 60 0 1,764 200 73: 1,025 271 Old : 69,030: 52,570 66,426 11,622 24 1,976 0 60 0 1,764 200 73: 1,025 271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,025: 480 1,625 1,020 0 -600 0 0 0 125 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 96.2 16.8 0.0 2.9 0.0 0.1 0.0 2.6 0.3 0.1: 1.5 0.4 Old : 100.0: 76.2 96.2 16.8 0.0 2.9 0.0 0.1 0.0 2.6 0.3 0.1: 1.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 9 5 . 4 0 . 0 4 . .: Old : 31: 16 9 5 . 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 92.7 77.0 96.9 55.3 89.5 74.4 91.1 Old : 56.0 92.7 77.0 96.9 55.3 89.5 74.4 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 73,261: 61,454 67,636 5,509 1,642 3,518 0 0 0 2,220 200 85: 475 180 Old : 73,261: 61,454 67,636 5,509 1,642 3,518 0 0 0 2,220 200 85: 475 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 947: 638 1,547 79 -700 100 0 0 0 130 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 92.3 7.5 2.2 4.8 0.0 0.0 0.0 3.0 0.3 0.1: 0.6 0.2 Old : 100.0: 83.9 92.3 7.5 2.2 4.8 0.0 0.0 0.0 3.0 0.3 0.1: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 13 . . 4 0 0 0 4 . .: Old : 34: 20 13 . . 4 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 88.6 74.6 97.3 50.5 85.6 73.5 89.8 Old : 50.7 88.6 74.6 97.3 50.5 85.6 73.5 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 80,862: 69,130 71,279 7,706 3,561 1,793 0 483 75 267 2,057 1,529: 362 85 Old : 80,862: 69,130 71,279 7,706 3,561 1,793 0 483 75 267 2,057 1,529: 362 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,522: 883 602 40 630 -10 0 0 10 96 -209 479: 24 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 88.1 9.5 4.4 2.2 0.0 0.6 0.1 0.3 2.5 1.9: 0.4 0.1 Old : 100.0: 85.5 88.1 9.5 4.4 2.2 0.0 0.6 0.1 0.3 2.5 1.9: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 20 5 . 4 0 . . . . .: Old : 39: 21 20 5 . 4 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 53.8 76.1 80.9 57.4 51.4 74.8 73.2 Old : 57.6 53.8 76.1 80.9 57.4 51.4 74.8 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 99,795: 83,814 85,834 8,273 3,188 3,237 0 1,943 565 604 2,083 2,915: 387 30 Old : 99,795: 83,814 85,834 8,273 3,188 3,237 0 1,943 565 604 2,083 2,915: 387 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,968: 2,213 751 -474 365 68 0 171 66 -686 -194 736: 45 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 86.0 8.3 3.2 3.2 0.0 1.9 0.6 0.6 2.1 2.9: 0.4 0.0 Old : 100.0: 84.0 86.0 8.3 3.2 3.2 0.0 1.9 0.6 0.6 2.1 2.9: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 24 27 5 . 5 0 8 . . . 4: Old : 54: 24 27 5 . 5 0 8 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 50.2 71.5 72.2 52.3 47.1 64.8 66.2 Old : 53.1 50.2 71.5 72.2 52.3 47.1 64.8 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 62,489: 43,045 54,166 18,964 2,695 60 0 3,568 0 125 1,725 275: 20 0 Old : 62,489: 43,045 54,166 18,964 2,695 60 0 3,568 0 125 1,725 275: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,333: 1,168 1,052 165 300 0 0 6 0 75 50 -75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 86.7 30.3 4.3 0.1 0.0 5.7 0.0 0.2 2.8 0.4: 0.0 0.0 Old : 100.0: 68.9 86.7 30.3 4.3 0.1 0.0 5.7 0.0 0.2 2.8 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 14 15 . . . 0 . 0 . 4 .: Old : 31: 14 15 . . . 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 88.7 94.9 96.7 74.7 86.7 91.3 91.3 Old : 74.8 88.7 94.9 96.7 74.7 86.7 91.3 91.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 54,825: 35,885 53,680 17,220 0 120 0 200 0 1,350 575 250: 0 0 Old : 54,825: 35,885 53,680 17,220 0 120 0 200 0 1,350 575 250: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,250: 1,250 1,200 0 0 0 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 97.9 31.4 0.0 0.2 0.0 0.4 0.0 2.5 1.0 0.5: 0.0 0.0 Old : 100.0: 65.5 97.9 31.4 0.0 0.2 0.0 0.4 0.0 2.5 1.0 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 8 . 0 . 0 . 0 . . .: Old : 24: 11 8 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.3 95.8 93.6 98.8 81.3 92.7 91.1 94.8 Old : 81.3 95.8 93.6 98.8 81.3 92.7 91.1 94.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 55,604: 37,437 50,558 13,988 327 2,020 750 0 0 505 1,705 860: 44 134 Old : 55,604: 37,437 50,558 13,988 327 2,020 750 0 0 505 1,705 860: 44 134 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -1,480: -1,089 -1,478 -265 0 0 0 0 0 -124 0 -2: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 90.9 25.2 0.6 3.6 1.3 0.0 0.0 0.9 3.1 1.5: 0.1 0.2 Old : 100.0: 67.3 90.9 25.2 0.6 3.6 1.3 0.0 0.0 0.9 3.1 1.5: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 4 . . . 0 0 . 4 .: Old : 34: 20 18 4 . . . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 82.3 74.2 91.4 48.2 77.5 68.9 81.9 Old : 52.2 82.3 74.2 91.4 48.2 77.5 68.9 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 62,584: 45,001 55,122 13,877 777 113 480 3,220 575 1,289 1,582 955: 294 240 Old : 62,584: 45,001 55,122 13,877 777 113 480 3,220 575 1,289 1,582 955: 294 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -2,315: -2,323 -2,340 199 -25 32 0 185 -165 -31 30 -27: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 88.1 22.2 1.2 0.2 0.8 5.1 0.9 2.1 2.5 1.5: 0.5 0.4 Old : 100.0: 71.9 88.1 22.2 1.2 0.2 0.8 5.1 0.9 2.1 2.5 1.5: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 18 . . . . . . . . .: Old : 36: 19 18 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 74.8 75.6 86.4 51.4 68.9 71.7 76.2 Old : 52.3 74.8 75.6 86.4 51.4 68.9 71.7 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,827: 13,734 22,756 9,841 0 120 0 820 0 0 0 0: 132 131 Old : 23,827: 13,734 22,756 9,841 0 120 0 820 0 0 0 0: 132 131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 221: 20 130 220 0 0 0 60 0 0 0 0: -19 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 95.5 41.3 0.0 0.5 0.0 3.4 0.0 0.0 0.0 0.0: 0.6 0.5 Old : 100.0: 57.6 95.5 41.3 0.0 0.5 0.0 3.4 0.0 0.0 0.0 0.0: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 13 4 0 . 0 . 0 0 0 0: Old : 24: 14 13 4 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 80.3 89.2 95.3 66.7 73.2 84.2 88.2 Old : 67.5 80.3 89.2 95.3 66.7 73.2 84.2 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 23,408: 13,178 23,081 9,656 0 95 0 225 0 0 0 0: 479 7 Old : 23,408: 13,178 23,081 9,656 0 95 0 225 0 0 0 0: 479 7 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 130: -30 130 160 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 98.6 41.3 0.0 0.4 0.0 1.0 0.0 0.0 0.0 0.0: 2.0 0.0 Old : 100.0: 56.3 98.6 41.3 0.0 0.4 0.0 1.0 0.0 0.0 0.0 0.0: 2.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 12 5 0 . 0 . 0 0 0 0: Old : 22: 11 12 5 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 85.9 86.1 97.2 65.0 74.2 80.7 85.5 Old : 65.8 85.9 86.1 97.2 65.0 74.2 80.7 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 31,261: 25,657 22,553 2,525 4,606 796 0 344 350 1,030 1,131 836: 67 645 Old : 31,261: 25,657 22,553 2,525 4,606 796 0 344 350 1,030 1,131 836: 67 645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 239: 245 130 0 2 0 0 45 0 -5 75 -25: 24 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 72.1 8.1 14.7 2.5 0.0 1.1 1.1 3.3 3.6 2.7: 0.2 2.1 Old : 100.0: 82.1 72.1 8.1 14.7 2.5 0.0 1.1 1.1 3.3 3.6 2.7: 0.2 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 17 . . . 0 . . . . .: Old : 30: 14 17 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 55.9 86.8 76.0 63.3 52.7 76.7 70.2 Old : 71.2 55.9 86.8 76.0 63.3 52.7 76.7 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 17,843: 14,016 14,633 1,493 190 255 0 1,210 0 756 986 109: 1,214 460 Old : 17,843: 14,016 14,633 1,493 190 255 0 1,210 0 756 986 109: 1,214 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 514: 580 420 0 100 -46 0 0 0 0 60 -20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 82.0 8.4 1.1 1.4 0.0 6.8 0.0 4.2 5.5 0.6: 6.8 2.6 Old : 100.0: 78.6 82.0 8.4 1.1 1.4 0.0 6.8 0.0 4.2 5.5 0.6: 6.8 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 10 . . . 0 . 0 . . .: Old : 20: 8 10 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 70.3 90.7 87.0 78.4 67.2 86.2 83.2 Old : 78.4 70.3 90.7 87.0 78.4 67.2 86.2 83.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 57,215: 44,373 29,806 5,324 18,733 1,283 2,520 5,164 410 1,567 62 1,662: 76 95 Old : 57,215: 44,373 29,806 5,324 18,733 1,283 2,520 5,164 410 1,567 62 1,662: 76 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 349: 210 -352 311 75 59 -5 130 5 -639 5 382: 26 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 52.1 9.3 32.7 2.2 4.4 9.0 0.7 2.7 0.1 2.9: 0.1 0.2 Old : 100.0: 77.6 52.1 9.3 32.7 2.2 4.4 9.0 0.7 2.7 0.1 2.9: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 25 20 5 . 6 . . . . . .: Old : 43: 25 20 5 . 6 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 68.3 67.6 83.4 43.7 55.9 57.6 66.2 Old : 49.1 68.3 67.6 83.4 43.7 55.9 57.6 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 35,567: 30,545 15,774 1,846 16,016 1,096 725 800 170 360 946 693: 132 72 Old : 35,567: 30,545 15,774 1,846 16,016 1,096 725 800 170 360 946 693: 132 72 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 468: 404 263 100 250 -60 10 0 10 0 5 0: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 44.4 5.2 45.0 3.1 2.0 2.2 0.5 1.0 2.7 1.9: 0.4 0.2 Old : 100.0: 85.9 44.4 5.2 45.0 3.1 2.0 2.2 0.5 1.0 2.7 1.9: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 16 4 . . . . . . . .: Old : 34: 20 16 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 68.6 78.7 83.3 53.2 62.2 62.7 67.8 Old : 60.8 68.6 78.7 83.3 53.2 62.2 62.7 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 19,275: 9,958 17,641 7,577 0 694 75 364 226 475 200 150: 120 0 Old : 19,275: 9,958 17,641 7,577 0 694 75 364 226 475 200 150: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 315: 75 300 325 0 -60 0 -25 0 -125 0 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 91.5 39.3 0.0 3.6 0.4 1.9 1.2 2.5 1.0 0.8: 0.6 0.0 Old : 100.0: 51.7 91.5 39.3 0.0 3.6 0.4 1.9 1.2 2.5 1.0 0.8: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 15 17 . 0 . . . . . . .: Old : 33: 15 17 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 73.4 85.1 84.8 62.1 68.3 76.8 76.7 Old : 66.1 73.4 85.1 84.8 62.1 68.3 76.8 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 20,281: 9,936 18,196 7,931 0 1,810 0 150 0 500 125 0: 104 0 Old : 20,281: 9,936 18,196 7,931 0 1,810 0 150 0 500 125 0: 104 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 -25 -25 0 25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 89.7 39.1 0.0 8.9 0.0 0.7 0.0 2.5 0.6 0.0: 0.5 0.0 Old : 100.0: 49.0 89.7 39.1 0.0 8.9 0.0 0.7 0.0 2.5 0.6 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 7 . 0 . 0 . 0 . . 0: Old : 21: 10 7 . 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 91.6 94.8 99.0 61.8 83.7 85.9 88.8 Old : 70.8 91.6 94.8 99.0 61.8 83.7 85.9 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 8,677: 8,130 5,655 0 1,250 322 0 600 25 75 825 0: 125 0 Old : 8,677: 8,130 5,655 0 1,250 322 0 600 25 75 825 0: 125 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 65.2 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0: 1.4 0.0 Old : 100.0: 93.7 65.2 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 8 0 . . 0 . . . . 0: Old : 21: 11 8 0 . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 65.0 91.6 93.0 70.4 60.7 79.9 79.8 Old : 73.8 65.0 91.6 93.0 70.4 60.7 79.9 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 8,850: 8,297 5,435 0 987 353 0 925 25 75 1,125 0: 100 0 Old : 8,850: 8,297 5,435 0 987 353 0 925 25 75 1,125 0: 100 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 61.4 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 0.0: 1.1 0.0 Old : 100.0: 93.8 61.4 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 8 0 . . 0 . . . . 0: Old : 22: 12 8 0 . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.0 63.2 91.6 93.2 68.6 59.6 79.9 79.9 Old : 72.0 63.2 91.6 93.2 68.6 59.6 79.9 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,172: 7,246 9,200 2,573 1,100 212 125 0 0 275 150 510: 231 0 Old : 11,172: 7,246 9,200 2,573 1,100 212 125 0 0 275 150 510: 231 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 70: 0 0 -185 0 170 0 0 0 105 -65 -35: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 82.3 23.0 9.8 1.9 1.1 0.0 0.0 2.5 1.3 4.6: 2.1 0.0 Old : 100.0: 64.9 82.3 23.0 9.8 1.9 1.1 0.0 0.0 2.5 1.3 4.6: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 14 . . . . 0 0 . . .: Old : 27: 13 14 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 65.3 80.6 86.0 52.1 58.9 68.5 71.3 Old : 56.7 65.3 80.6 86.0 52.1 58.9 68.5 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,188: 6,299 8,183 2,600 1,152 198 125 0 0 245 150 505: 216 0 Old : 10,188: 6,299 8,183 2,600 1,152 198 125 0 0 245 150 505: 216 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 86: 0 0 -118 52 134 0 0 0 75 -95 -5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 80.3 25.5 11.3 1.9 1.2 0.0 0.0 2.4 1.5 5.0: 2.1 0.0 Old : 100.0: 61.8 80.3 25.5 11.3 1.9 1.2 0.0 0.0 2.4 1.5 5.0: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 14 . . . . 0 0 . . .: Old : 27: 12 14 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 64.8 81.0 87.0 51.3 56.9 68.8 71.7 Old : 58.5 64.8 81.0 87.0 51.3 56.9 68.8 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,159: 21,235 29,794 10,010 0 475 200 0 0 1,150 2,835 2,055: 34 0 Old : 35,159: 21,235 29,794 10,010 0 475 200 0 0 1,150 2,835 2,055: 34 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 625: 0 0 625 0 0 0 0 0 0 625 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 84.7 28.5 0.0 1.4 0.6 0.0 0.0 3.3 8.1 5.8: 0.1 0.0 Old : 100.0: 60.4 84.7 28.5 0.0 1.4 0.6 0.0 0.0 3.3 8.1 5.8: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 12 . 0 . . 0 0 . 4 .: Old : 34: 19 12 . 0 . . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 68.4 83.8 92.3 64.5 60.9 74.0 76.2 Old : 68.6 68.4 83.8 92.3 64.5 60.9 74.0 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,609: 21,780 30,449 9,805 0 555 200 0 0 1,150 2,520 2,085: 34 0 Old : 35,609: 21,780 30,449 9,805 0 555 200 0 0 1,150 2,520 2,085: 34 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 625: 0 0 625 0 0 0 0 0 0 625 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 85.5 27.5 0.0 1.6 0.6 0.0 0.0 3.2 7.1 5.9: 0.1 0.0 Old : 100.0: 61.2 85.5 27.5 0.0 1.6 0.6 0.0 0.0 3.2 7.1 5.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 13 . 0 . . 0 0 . 4 .: Old : 34: 19 13 . 0 . . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 70.1 82.2 92.9 62.9 60.5 72.1 76.4 Old : 66.9 70.1 82.2 92.9 62.9 60.5 72.1 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 111,113: 85,500 89,746 16,543 8,102 5,635 120 850 760 705 4,221 1,779: 71 20 Old : 111,113: 85,500 89,746 16,543 8,102 5,635 120 850 760 705 4,221 1,779: 71 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,624: 2,034 1,524 150 220 -385 0 0 0 -11 429 -164: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 80.8 14.9 7.3 5.1 0.1 0.8 0.7 0.6 3.8 1.6: 0.1 0.0 Old : 100.0: 76.9 80.8 14.9 7.3 5.1 0.1 0.8 0.7 0.6 3.8 1.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 33 27 5 . 4 . . . . 9 6: Old : 56: 33 27 5 . 4 . . . . 9 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 54.1 62.8 74.9 39.8 49.8 59.5 64.9 Old : 42.9 54.1 62.8 74.9 39.8 49.8 59.5 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 125,154: 93,440 103,217 17,897 3,384 8,652 150 1,235 1,405 735 4,418 2,833: 42 10 Old : 125,154: 93,440 103,217 17,897 3,384 8,652 150 1,235 1,405 735 4,418 2,833: 42 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,165: 2,672 1,787 -480 -225 4 0 0 0 0 630 -31: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 82.5 14.3 2.7 6.9 0.1 1.0 1.1 0.6 3.5 2.3: 0.0 0.0 Old : 100.0: 74.7 82.5 14.3 2.7 6.9 0.1 1.0 1.1 0.6 3.5 2.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 35 29 5 . 5 . . . . 10 10: Old : 61: 35 29 5 . 5 . . . . 10 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 57.4 56.6 78.2 32.0 54.9 52.0 66.9 Old : 33.1 57.4 56.6 78.2 32.0 54.9 52.0 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 283,401: 158,664 208,305 37,870 2,758 32,470 13,806 6,786 11,325 17,221 9,817 11,776: 269 164 Old : 283,401: 158,664 208,305 37,870 2,758 32,470 13,806 6,786 11,325 17,221 9,817 11,776: 269 164 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 5,208: 4,094 4,205 929 197 -890 -940 907 586 1,493 293 -71: 7 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 73.5 13.4 1.0 11.5 4.9 2.4 4.0 6.1 3.5 4.2: 0.1 0.1 Old : 100.0: 56.0 73.5 13.4 1.0 11.5 4.9 2.4 4.0 6.1 3.5 4.2: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 91: 42 35 . . 5 9 9 8 17 7 12: Old : 91: 42 35 . . 5 9 9 8 17 7 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 42.4 56.9 63.3 26.3 27.3 33.7 37.7 Old : 41.7 42.4 56.9 63.3 26.3 27.3 33.7 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,196: 9,200 15,596 2,091 110 765 925 600 55 3,805 0 0: 355 70 Old : 17,196: 9,200 15,596 2,091 110 765 925 600 55 3,805 0 0: 355 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 60: 85 60 -25 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 90.7 12.2 0.6 4.4 5.4 3.5 0.3 22.1 0.0 0.0: 2.1 0.4 Old : 100.0: 53.5 90.7 12.2 0.6 4.4 5.4 3.5 0.3 22.1 0.0 0.0: 2.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 9 . . . . . . . 0 0: Old : 25: 14 9 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 82.5 83.7 97.6 63.9 75.0 78.7 85.7 Old : 64.4 82.5 83.7 97.6 63.9 75.0 78.7 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,067: 6,015 12,751 2,770 100 561 105 600 55 4,080 0 0: 481 0 Old : 14,067: 6,015 12,751 2,770 100 561 105 600 55 4,080 0 0: 481 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 60: 85 60 -25 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 90.6 19.7 0.7 4.0 0.7 4.3 0.4 29.0 0.0 0.0: 3.4 0.0 Old : 100.0: 42.8 90.6 19.7 0.7 4.0 0.7 4.3 0.4 29.0 0.0 0.0: 3.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 9 . . . . . . . 0 0: Old : 23: 13 9 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 81.5 87.9 97.8 66.1 76.8 81.6 88.1 Old : 66.6 81.5 87.9 97.8 66.1 76.8 81.6 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,436: 8,313 12,421 889 0 100 350 0 0 3,652 800 100: 32 15 Old : 13,436: 8,313 12,421 889 0 100 350 0 0 3,652 800 100: 32 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 828: 628 848 40 0 0 0 0 0 50 -100 100: 10 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 92.4 6.6 0.0 0.7 2.6 0.0 0.0 27.2 6.0 0.7: 0.2 0.1 Old : 100.0: 61.9 92.4 6.6 0.0 0.7 2.6 0.0 0.0 27.2 6.0 0.7: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 11 20 4 0 . . 0 0 . . .: Old : 32: 11 20 4 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 65.7 89.5 84.7 73.5 64.6 84.9 82.5 Old : 76.9 65.7 89.5 84.7 73.5 64.6 84.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 87,746: 61,184 63,656 17,813 11,236 1,560 0 4,105 75 0 0 0: 7,114 7,114 Old : 87,746: 61,184 63,656 17,813 11,236 1,560 0 4,105 75 0 0 0: 7,114 7,114 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,375: 835 2,415 1,080 -500 500 0 0 0 0 0 0: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 72.5 20.3 12.8 1.8 0.0 4.7 0.1 0.0 0.0 0.0: 8.1 8.1 Old : 100.0: 69.7 72.5 20.3 12.8 1.8 0.0 4.7 0.1 0.0 0.0 0.0: 8.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 19 . . . 0 . . 0 0 0: Old : 28: 17 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.5 52.7 85.9 78.8 76.2 50.4 79.8 74.7 Old : 78.5 52.7 85.9 78.8 76.2 50.4 79.8 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,218: 51,577 51,458 14,446 9,605 1,585 0 4,960 0 0 0 0: 5,610 5,610 Old : 73,218: 51,577 51,458 14,446 9,605 1,585 0 4,960 0 0 0 0: 5,610 5,610 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,890: 705 1,940 720 -500 500 0 0 0 0 0 0: -35 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 70.3 19.7 13.1 2.2 0.0 6.8 0.0 0.0 0.0 0.0: 7.7 7.7 Old : 100.0: 70.4 70.3 19.7 13.1 2.2 0.0 6.8 0.0 0.0 0.0 0.0: 7.7 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 19 . . . 0 . 0 0 0 0: Old : 28: 16 19 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.5 57.1 87.0 79.6 76.8 54.6 79.8 74.7 Old : 79.5 57.1 87.0 79.6 76.8 54.6 79.8 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,200: 7,435 16,240 10,375 2,275 1,635 300 1,020 150 1,730 0 0: 2,575 2,880 Old : 24,200: 7,435 16,240 10,375 2,275 1,635 300 1,020 150 1,730 0 0: 2,575 2,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 25: -100 0 50 25 0 0 0 0 75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 67.1 42.9 9.4 6.8 1.2 4.2 0.6 7.1 0.0 0.0: 10.6 11.9 Old : 100.0: 30.7 67.1 42.9 9.4 6.8 1.2 4.2 0.6 7.1 0.0 0.0: 10.6 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 10 . . . . . . . 0 0: Old : 21: 8 10 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 52.8 83.0 78.5 59.5 49.5 67.7 70.2 Old : 69.3 52.8 83.0 78.5 59.5 49.5 67.7 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 13,510: 11,005 6,580 0 6,170 120 1,625 0 150 0 0 0: 610 490 Old : 13,510: 11,005 6,580 0 6,170 120 1,625 0 150 0 0 0: 610 490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 48.7 0.0 45.7 0.9 12.0 0.0 1.1 0.0 0.0 0.0: 4.5 3.6 Old : 100.0: 81.5 48.7 0.0 45.7 0.9 12.0 0.0 1.1 0.0 0.0 0.0: 4.5 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 11 0 . . . 0 . 0 0 0: Old : 20: 10 11 0 . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 69.7 86.8 86.4 66.5 67.3 81.8 81.0 Old : 67.6 69.7 86.8 86.4 66.5 67.3 81.8 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 58,791: 31,006 20,382 8,652 25,906 60 11,620 4,310 4,070 0 960 0: 3,383 3,103 Old : 58,791: 31,006 20,382 8,652 25,906 60 11,620 4,310 4,070 0 960 0: 3,383 3,103 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,815: 715 1,085 1,510 720 -960 0 420 100 0 0 0: 450 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 34.7 14.7 44.1 0.1 19.8 7.3 6.9 0.0 1.6 0.0: 5.8 5.3 Old : 100.0: 52.7 34.7 14.7 44.1 0.1 19.8 7.3 6.9 0.0 1.6 0.0: 5.8 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 13 . . . . . . 0 . 0: Old : 26: 16 13 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 71.0 79.4 86.5 51.2 65.6 66.3 73.9 Old : 62.6 71.0 79.4 86.5 51.2 65.6 66.3 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,484: 22,083 18,545 8,977 13,840 0 2,765 1,360 3,025 0 360 300: 2,334 2,054 Old : 39,484: 22,083 18,545 8,977 13,840 0 2,765 1,360 3,025 0 360 300: 2,334 2,054 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,905: 1,025 -55 960 1,100 -50 0 940 -30 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 47.0 22.7 35.1 0.0 7.0 3.4 7.7 0.0 0.9 0.8: 5.9 5.2 Old : 100.0: 55.9 47.0 22.7 35.1 0.0 7.0 3.4 7.7 0.0 0.9 0.8: 5.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 15 . . 0 . . . 0 . .: Old : 24: 15 15 . . 0 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 69.0 87.9 84.0 63.9 64.8 73.2 73.1 Old : 73.8 69.0 87.9 84.0 63.9 64.8 73.2 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,025: 24,025 13,805 5,300 1,110 1,000 1,010 15,820 90 0 0 0: 1,600 1,200 Old : 33,025: 24,025 13,805 5,300 1,110 1,000 1,010 15,820 90 0 0 0: 1,600 1,200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,440: 480 1,560 300 -780 660 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 41.8 16.0 3.4 3.0 3.1 47.9 0.3 0.0 0.0 0.0: 4.8 3.6 Old : 100.0: 72.7 41.8 16.0 3.4 3.0 3.1 47.9 0.3 0.0 0.0 0.0: 4.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 13 . . . . . . 0 0 0: Old : 22: 13 13 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 70.0 82.3 86.1 55.2 61.0 64.2 68.5 Old : 65.5 70.0 82.3 86.1 55.2 61.0 64.2 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 100,945: 60,040 31,510 2,340 39,055 5,185 12,555 1,540 1,175 0 2,850 1,040: 18,610 18,590 Old : 100,945: 60,040 31,510 2,340 39,055 5,185 12,555 1,540 1,175 0 2,850 1,040: 18,610 18,590 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 420: 540 0 0 540 0 0 0 0 0 0 0: -120 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 31.2 2.3 38.7 5.1 12.4 1.5 1.2 0.0 2.8 1.0: 18.4 18.4 Old : 100.0: 59.5 31.2 2.3 38.7 5.1 12.4 1.5 1.2 0.0 2.8 1.0: 18.4 18.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 18 . . . . . . 0 . .: Old : 29: 17 18 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 51.6 74.6 67.8 52.5 50.2 60.1 58.3 Old : 56.4 51.6 74.6 67.8 52.5 50.2 60.1 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 96,432: 57,082 30,767 1,870 34,045 5,325 12,900 1,530 1,340 0 5,520 325: 17,590 17,580 Old : 96,432: 57,082 30,767 1,870 34,045 5,325 12,900 1,530 1,340 0 5,520 325: 17,590 17,580 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 620: 800 180 0 620 0 0 0 0 0 0 0: -180 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 31.9 1.9 35.3 5.5 13.4 1.6 1.4 0.0 5.7 0.3: 18.2 18.2 Old : 100.0: 59.2 31.9 1.9 35.3 5.5 13.4 1.6 1.4 0.0 5.7 0.3: 18.2 18.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 17 . . . . . . 0 . .: Old : 28: 17 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 48.5 74.4 67.3 50.5 47.2 58.5 56.4 Old : 54.3 48.5 74.4 67.3 50.5 47.2 58.5 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,615: 15,241 4,666 0 580 1,658 2,810 10,475 505 600 3,795 1,115: 4,686 3,821 Old : 26,615: 15,241 4,666 0 580 1,658 2,810 10,475 505 600 3,795 1,115: 4,686 3,821 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 905: 150 0 0 -750 220 -300 40 330 0 560 0: 505 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 17.5 0.0 2.2 6.2 10.6 39.4 1.9 2.3 14.3 4.2: 17.6 14.4 Old : 100.0: 57.3 17.5 0.0 2.2 6.2 10.6 39.4 1.9 2.3 14.3 4.2: 17.6 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 10 0 . . . . . . . .: Old : 28: 16 10 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 67.7 60.3 76.9 37.5 60.5 57.8 66.4 Old : 38.8 67.7 60.3 76.9 37.5 60.5 57.8 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,105: 14,367 4,642 55 1,315 1,213 2,810 10,750 505 600 1,985 2,080: 4,475 3,615 Old : 26,105: 14,367 4,642 55 1,315 1,213 2,810 10,750 505 600 1,985 2,080: 4,475 3,615 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 905: 150 0 0 -750 220 -300 40 330 0 560 0: 505 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 17.8 0.2 5.0 4.6 10.8 41.2 1.9 2.3 7.6 8.0: 17.1 13.8 Old : 100.0: 55.0 17.8 0.2 5.0 4.6 10.8 41.2 1.9 2.3 7.6 8.0: 17.1 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 10 . . . . . . . . .: Old : 28: 16 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 68.5 61.6 78.0 35.4 58.6 55.7 64.3 Old : 37.6 68.5 61.6 78.0 35.4 58.6 55.7 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 31,133: 13,738 11,115 1,112 11,030 879 11,890 0 15 0 5,440 1,040: 2,459 1,614 Old : 31,133: 13,738 11,115 1,112 11,030 879 11,890 0 15 0 5,440 1,040: 2,459 1,614 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 35.7 3.6 35.4 2.8 38.2 0.0 0.0 0.0 17.5 3.3: 7.9 5.2 Old : 100.0: 44.1 35.7 3.6 35.4 2.8 38.2 0.0 0.0 0.0 17.5 3.3: 7.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 5 . . . . 0 . 0 . .: Old : 20: 12 5 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 83.3 86.5 94.4 62.9 68.6 73.0 77.2 Old : 68.0 83.3 86.5 94.4 62.9 68.6 73.0 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 65,925: 19,675 55,570 13,275 7,915 60 20,850 0 15 9,810 0 0: 2,240 2,365 Old : 65,925: 19,675 55,570 13,275 7,915 60 20,850 0 15 9,810 0 0: 2,240 2,365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 700: 700 0 -100 600 0 0 0 0 0 0 0: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 84.3 20.1 12.0 0.1 31.6 0.0 0.0 14.9 0.0 0.0: 3.4 3.6 Old : 100.0: 29.8 84.3 20.1 12.0 0.1 31.6 0.0 0.0 14.9 0.0 0.0: 3.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 10 . . . . 0 . . 0 0: Old : 23: 12 10 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 86.8 90.8 94.9 70.3 84.2 89.8 90.2 Old : 70.4 86.8 90.8 94.9 70.3 84.2 89.8 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 67,487: 21,017 57,107 13,600 7,830 260 20,925 0 15 9,495 0 0: 2,175 2,275 Old : 67,487: 21,017 57,107 13,600 7,830 260 20,925 0 15 9,495 0 0: 2,175 2,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 150: 150 50 -100 0 0 0 0 0 0 0 0: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 84.6 20.2 11.6 0.4 31.0 0.0 0.0 14.1 0.0 0.0: 3.2 3.4 Old : 100.0: 31.1 84.6 20.2 11.6 0.4 31.0 0.0 0.0 14.1 0.0 0.0: 3.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 10 . . . . 0 . . 0 0: Old : 21: 12 10 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 90.5 93.0 95.6 70.4 89.1 92.6 93.5 Old : 70.8 90.5 93.0 95.6 70.4 89.1 92.6 93.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 60,505: 20,995 53,380 11,185 2,190 935 5,350 250 350 18,110 0 815: 2,765 2,585 Old : 60,505: 20,995 53,380 11,185 2,190 935 5,350 250 350 18,110 0 815: 2,765 2,585 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 70: 480 -70 -600 -105 125 0 0 0 -55 0 0: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 88.2 18.5 3.6 1.5 8.8 0.4 0.6 29.9 0.0 1.3: 4.6 4.3 Old : 100.0: 34.7 88.2 18.5 3.6 1.5 8.8 0.4 0.6 29.9 0.0 1.3: 4.6 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 10 . . . . . . . 0 .: Old : 30: 17 10 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 82.5 78.8 92.9 57.1 81.3 76.6 89.5 Old : 59.4 82.5 78.8 92.9 57.1 81.3 76.6 89.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,440: 20,345 43,155 10,485 2,625 785 5,300 240 410 9,710 0 845: 2,560 2,380 Old : 50,440: 20,345 43,155 10,485 2,625 785 5,300 240 410 9,710 0 845: 2,560 2,380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 20: 480 -120 -600 -105 125 0 0 0 -105 0 0: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 85.6 20.8 5.2 1.6 10.5 0.5 0.8 19.3 0.0 1.7: 5.1 4.7 Old : 100.0: 40.3 85.6 20.8 5.2 1.6 10.5 0.5 0.8 19.3 0.0 1.7: 5.1 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 10 . . . . . . . 0 .: Old : 30: 18 10 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 79.7 76.7 91.6 50.4 78.5 73.8 88.1 Old : 53.2 79.7 76.7 91.6 50.4 78.5 73.8 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,100: 11,630 11,775 2,360 0 700 45 3,895 220 2,175 1,155 590: 3,380 2,765 Old : 21,100: 11,630 11,775 2,360 0 700 45 3,895 220 2,175 1,155 590: 3,380 2,765 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 55.8 11.2 0.0 3.3 0.2 18.5 1.0 10.3 5.5 2.8: 16.0 13.1 Old : 100.0: 55.1 55.8 11.2 0.0 3.3 0.2 18.5 1.0 10.3 5.5 2.8: 16.0 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 10 . 0 . . . . . . .: Old : 23: 11 10 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3 Old : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,170: 10,970 11,575 2,315 0 835 0 3,895 220 3,055 1,280 320: 2,455 2,045 Old : 20,170: 10,970 11,575 2,315 0 835 0 3,895 220 3,055 1,280 320: 2,455 2,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 57.4 11.5 0.0 4.1 0.0 19.3 1.1 15.1 6.3 1.6: 12.2 10.1 Old : 100.0: 54.4 57.4 11.5 0.0 4.1 0.0 19.3 1.1 15.1 6.3 1.6: 12.2 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 8 . 0 . 0 . . . . .: Old : 22: 11 8 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7 Old : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 74,505: 41,165 41,990 5,880 0 2,175 2,035 21,340 900 15,540 1,500 1,270: 5,540 5,330 Old : 74,505: 41,165 41,990 5,880 0 2,175 2,035 21,340 900 15,540 1,500 1,270: 5,540 5,330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 720: 150 570 -300 0 150 120 0 0 600 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 56.4 7.9 0.0 2.9 2.7 28.6 1.2 20.9 2.0 1.7: 7.4 7.2 Old : 100.0: 55.3 56.4 7.9 0.0 2.9 2.7 28.6 1.2 20.9 2.0 1.7: 7.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 11 . 0 . . . . . . .: Old : 29: 16 11 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 71.9 74.7 85.0 58.0 70.2 70.3 82.5 Old : 61.8 71.9 74.7 85.0 58.0 70.2 70.3 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 68,445: 41,120 37,255 5,490 0 1,905 1,950 21,340 900 11,520 1,500 1,270: 4,290 4,275 Old : 68,445: 41,120 37,255 5,490 0 1,905 1,950 21,340 900 11,520 1,500 1,270: 4,290 4,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 670: 150 520 -300 0 150 120 0 0 550 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 54.4 8.0 0.0 2.8 2.8 31.2 1.3 16.8 2.2 1.9: 6.3 6.2 Old : 100.0: 60.1 54.4 8.0 0.0 2.8 2.8 31.2 1.3 16.8 2.2 1.9: 6.3 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 13 . 0 . . . . . . .: Old : 29: 16 13 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 74.8 74.5 86.0 55.6 73.1 69.8 82.6 Old : 59.3 74.8 74.5 86.0 55.6 73.1 69.8 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,187: 36,951 21,361 0 19,410 0 17,615 0 2,465 0 13,890 2,005: 4,151 4,056 Old : 63,187: 36,951 21,361 0 19,410 0 17,615 0 2,465 0 13,890 2,005: 4,151 4,056 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 525: -75 -25 0 0 0 600 0 0 0 550 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 33.8 0.0 30.7 0.0 27.9 0.0 3.9 0.0 22.0 3.2: 6.6 6.4 Old : 100.0: 58.5 33.8 0.0 30.7 0.0 27.9 0.0 3.9 0.0 22.0 3.2: 6.6 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 11 0 . 0 . 0 . 0 . .: Old : 27: 18 11 0 . 0 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 70.5 75.8 87.4 51.9 67.4 71.8 80.8 Old : 55.8 70.5 75.8 87.4 51.9 67.4 71.8 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,297: 34,394 17,145 0 16,644 175 8,510 0 2,755 0 9,410 2,425: 3,038 2,743 Old : 51,297: 34,394 17,145 0 16,644 175 8,510 0 2,755 0 9,410 2,425: 3,038 2,743 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 175: -75 -75 0 0 0 600 0 0 0 600 -350: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 33.4 0.0 32.4 0.3 16.6 0.0 5.4 0.0 18.3 4.7: 5.9 5.3 Old : 100.0: 67.0 33.4 0.0 32.4 0.3 16.6 0.0 5.4 0.0 18.3 4.7: 5.9 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 10 0 . . . 0 . 0 . .: Old : 27: 18 10 0 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 65.0 75.2 87.8 47.8 58.5 63.5 71.9 Old : 55.1 65.0 75.2 87.8 47.8 58.5 63.5 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 187,939: 98,731 93,090 15,573 150 8,047 7,246 17,750 5,964 1,450 12,070 4,830: 46,098 46,038 Old : 187,939: 98,731 93,090 15,573 150 8,047 7,246 17,750 5,964 1,450 12,070 4,830: 46,098 46,038 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,525: 345 790 390 0 95 100 505 100 0 -460 685: 810 810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 49.5 8.3 0.1 4.3 3.9 9.4 3.2 0.8 6.4 2.6: 24.5 24.5 Old : 100.0: 52.5 49.5 8.3 0.1 4.3 3.9 9.4 3.2 0.8 6.4 2.6: 24.5 24.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 26 29 . . . . . . . 4 4: Old : 43: 26 29 . . . . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 36.2 62.2 49.2 38.5 33.3 50.1 42.5 Old : 45.3 36.2 62.2 49.2 38.5 33.3 50.1 42.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 148,288: 69,595 82,951 18,585 0 5,188 6,726 6,960 5,671 1,630 6,440 4,755: 36,138 36,323 Old : 148,288: 69,595 82,951 18,585 0 5,188 6,726 6,960 5,671 1,630 6,440 4,755: 36,138 36,323 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,575: 145 965 590 0 275 100 505 85 60 -575 265: 1,055 1,055 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.9 55.9 12.5 0.0 3.5 4.5 4.7 3.8 1.1 4.3 3.2: 24.4 24.5 Old : 100.0: 46.9 55.9 12.5 0.0 3.5 4.5 4.7 3.8 1.1 4.3 3.2: 24.4 24.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 26 . 0 . . . . . . .: Old : 40: 22 26 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 30.0 61.3 44.9 39.0 24.5 45.0 34.5 Old : 49.0 30.0 61.3 44.9 39.0 24.5 45.0 34.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,091: 32,645 39,255 15,951 5,046 10,410 1,385 1,540 7,575 0 4,360 0: 5,125 4,905 Old : 73,091: 32,645 39,255 15,951 5,046 10,410 1,385 1,540 7,575 0 4,360 0: 5,125 4,905 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,515: 660 1,350 -110 -600 855 0 -200 0 0 0 0: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 53.7 21.8 6.9 14.2 1.9 2.1 10.4 0.0 6.0 0.0: 7.0 6.7 Old : 100.0: 44.7 53.7 21.8 6.9 14.2 1.9 2.1 10.4 0.0 6.0 0.0: 7.0 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 16 . . . . . . 0 . 0: Old : 26: 13 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 51.3 80.8 73.0 42.6 40.0 54.4 48.8 Old : 59.7 51.3 80.8 73.0 42.6 40.0 54.4 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,624: 29,040 28,290 7,561 2,896 8,848 1,015 2,790 7,000 0 3,760 0: 6,160 6,040 Old : 59,624: 29,040 28,290 7,561 2,896 8,848 1,015 2,790 7,000 0 3,760 0: 6,160 6,040 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 445: -300 540 240 -600 340 0 0 0 0 0 0: 165 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.7 47.4 12.7 4.9 14.8 1.7 4.7 11.7 0.0 6.3 0.0: 10.3 10.1 Old : 100.0: 48.7 47.4 12.7 4.9 14.8 1.7 4.7 11.7 0.0 6.3 0.0: 10.3 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 17 . . . . . . 0 . 0: Old : 25: 15 17 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 55.9 74.2 76.0 36.1 38.7 47.6 47.1 Old : 50.8 55.9 74.2 76.0 36.1 38.7 47.6 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 41,720: 14,235 23,290 350 8,870 2,725 16,485 0 2,640 590 0 1,090: 3,605 3,105 Old : 41,720: 14,235 23,290 350 8,870 2,725 16,485 0 2,640 590 0 1,090: 3,605 3,105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 815: 505 1,095 350 -190 -90 50 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 55.8 0.8 21.3 6.5 39.5 0.0 6.3 1.4 0.0 2.6: 8.6 7.4 Old : 100.0: 34.1 55.8 0.8 21.3 6.5 39.5 0.0 6.3 1.4 0.0 2.6: 8.6 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 15 . . . . 0 . . 0 .: Old : 25: 12 15 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 54.9 75.8 72.7 53.8 44.9 58.2 58.9 Old : 62.3 54.9 75.8 72.7 53.8 44.9 58.2 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,540: 10,450 35,505 0 8,650 2,415 33,235 180 1,335 590 0 1,090: 1,425 1,365 Old : 50,540: 10,450 35,505 0 8,650 2,415 33,235 180 1,335 590 0 1,090: 1,425 1,365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 530: 480 530 0 0 0 0 -50 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 70.3 0.0 17.1 4.8 65.8 0.4 2.6 1.2 0.0 2.2: 2.8 2.7 Old : 100.0: 20.7 70.3 0.0 17.1 4.8 65.8 0.4 2.6 1.2 0.0 2.2: 2.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 15 0 . . . . . . 0 .: Old : 23: 11 15 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.4 62.6 92.2 81.7 77.2 53.7 79.1 71.3 Old : 83.4 62.6 92.2 81.7 77.2 53.7 79.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 152,214: 88,869 87,890 5,030 6,949 15,865 5,240 8,055 6,285 3,755 0 0: 27,170 27,170 Old : 152,214: 88,869 87,890 5,030 6,949 15,865 5,240 8,055 6,285 3,755 0 0: 27,170 27,170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,020: 3,085 1,570 -825 860 -505 420 250 -200 0 0 0: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 57.7 3.3 4.6 10.4 3.4 5.3 4.1 2.5 0.0 0.0: 17.8 17.8 Old : 100.0: 58.4 57.7 3.3 4.6 10.4 3.4 5.3 4.1 2.5 0.0 0.0: 17.8 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 24 26 . . . . . . . 0 0: Old : 35: 24 26 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 46.4 53.5 65.2 28.0 33.7 38.6 42.7 Old : 38.4 46.4 53.5 65.2 28.0 33.7 38.6 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 117,575: 69,030 60,415 4,915 14,870 13,465 300 2,695 9,845 3,225 0 0: 16,795 16,285 Old : 117,575: 69,030 60,415 4,915 14,870 13,465 300 2,695 9,845 3,225 0 0: 16,795 16,285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,130: 1,955 1,145 -850 1,000 -710 300 10 -60 0 0 0: 495 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 51.4 4.2 12.6 11.5 0.3 2.3 8.4 2.7 0.0 0.0: 14.3 13.9 Old : 100.0: 58.7 51.4 4.2 12.6 11.5 0.3 2.3 8.4 2.7 0.0 0.0: 14.3 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 22 20 . . . . . . . 0 0: Old : 31: 22 20 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 46.7 62.6 67.3 27.5 33.3 37.9 41.9 Old : 40.6 46.7 62.6 67.3 27.5 33.3 37.9 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,290: 19,780 14,510 0 9,685 1,595 3,555 300 420 1,150 0 525: 1,265 1,255 Old : 28,290: 19,780 14,510 0 9,685 1,595 3,555 300 420 1,150 0 525: 1,265 1,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 51.3 0.0 34.2 5.6 12.6 1.1 1.5 4.1 0.0 1.9: 4.5 4.4 Old : 100.0: 69.9 51.3 0.0 34.2 5.6 12.6 1.1 1.5 4.1 0.0 1.9: 4.5 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 10 0 . . . . . . 0 .: Old : 21: 13 10 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7 Old : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,575: 20,600 14,315 0 10,445 1,345 3,770 300 0 650 0 500: 1,710 1,670 Old : 28,575: 20,600 14,315 0 10,445 1,345 3,770 300 0 650 0 500: 1,710 1,670 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 50.1 0.0 36.6 4.7 13.2 1.0 0.0 2.3 0.0 1.7: 6.0 5.8 Old : 100.0: 72.1 50.1 0.0 36.6 4.7 13.2 1.0 0.0 2.3 0.0 1.7: 6.0 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 10 0 . . . . 0 . 0 .: Old : 21: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3 Old : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020