COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, May 26, 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 : 20,423: 14,752 10,436 773 134 1,066 412 1,220 291 487 4,727 1,941: 701 608 Old : 20,423: 14,752 10,436 773 134 1,066 412 1,220 291 487 4,727 1,941: 701 608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -119: 43 -135 -22 0 23 0 0 0 21 133 -52: -132 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 51.1 3.8 0.7 5.2 2.0 6.0 1.4 2.4 23.1 9.5: 3.4 3.0 Old : 100.0: 72.2 51.1 3.8 0.7 5.2 2.0 6.0 1.4 2.4 23.1 9.5: 3.4 3.0 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 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 : 48.2 42.3 70.5 71.2 31.0 26.3 39.4 41.2 Old : 48.2 42.3 70.5 71.2 31.0 26.3 39.4 41.2 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 - Options and Futures Combined, May 26, 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 : 20,380: 12,145 10,470 679 1,429 3,494 1,081 791 1,306 247 1,467 1,252: 177 171 Old : 20,380: 12,145 10,470 679 1,429 3,494 1,081 791 1,306 247 1,467 1,252: 177 171 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -355: -319 -277 0 -160 23 -69 13 41 -17 21 -16: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 51.4 3.3 7.0 17.1 5.3 3.9 6.4 1.2 7.2 6.1: 0.9 0.8 Old : 100.0: 59.6 51.4 3.3 7.0 17.1 5.3 3.9 6.4 1.2 7.2 6.1: 0.9 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 : 42: 17 20 . . . . . 4 4 9 10: Old : 42: 17 20 . . . . . 4 4 9 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 : 47.5 46.7 70.7 65.9 25.2 24.3 35.0 31.3 Old : 47.5 46.7 70.7 65.9 25.2 24.3 35.0 31.3 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 - Options and Futures Combined, May 26, 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 : 41,905: 27,560 36,036 5,326 0 2,274 860 150 143 3,180 860 2,427: 135 15 Old : 41,905: 27,560 36,036 5,326 0 2,274 860 150 143 3,180 860 2,427: 135 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 836: 354 416 -240 0 177 127 50 -4 150 45 152: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 86.0 12.7 0.0 5.4 2.1 0.4 0.3 7.6 2.1 5.8: 0.3 0.0 Old : 100.0: 65.8 86.0 12.7 0.0 5.4 2.1 0.4 0.3 7.6 2.1 5.8: 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 : 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 : 48.1 53.4 73.5 77.3 42.4 45.2 60.2 61.6 Old : 48.1 53.4 73.5 77.3 42.4 45.2 60.2 61.6 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 - Options and Futures Combined, May 26, 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 : 35,338: 28,264 30,006 0 1,968 1,138 25 195 456 4,075 195 1,380: 0 0 Old : 35,338: 28,264 30,006 0 1,968 1,138 25 195 456 4,075 195 1,380: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 370: 245 760 0 -40 75 25 0 0 175 -275 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 84.9 0.0 5.6 3.2 0.1 0.6 1.3 11.5 0.6 3.9: 0.0 0.0 Old : 100.0: 80.0 84.9 0.0 5.6 3.2 0.1 0.6 1.3 11.5 0.6 3.9: 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: 19 21 0 . . . . . 4 . 5: Old : 35: 19 21 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 : 55.7 62.8 75.4 83.0 51.7 55.4 68.8 72.0 Old : 55.7 62.8 75.4 83.0 51.7 55.4 68.8 72.0 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 - Options and Futures Combined, May 26, 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 : 136,325: 110,775 95,459 2,130 17,075 6,643 2,891 1,125 7,033 3,069 5,186 3,669: 115 135 Old : 136,325: 110,775 95,459 2,130 17,075 6,643 2,891 1,125 7,033 3,069 5,186 3,669: 115 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -2,884: -2,264 -2,761 -65 1,222 -420 365 420 -360 27 -816 -167: 0 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 70.0 1.6 12.5 4.9 2.1 0.8 5.2 2.3 3.8 2.7: 0.1 0.1 Old : 100.0: 81.3 70.0 1.6 12.5 4.9 2.1 0.8 5.2 2.3 3.8 2.7: 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: 32 30 . . 5 5 5 6 9 5 7: Old : 63: 32 30 . . 5 5 5 6 9 5 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 : 50.8 35.0 69.3 54.8 45.1 31.1 51.3 42.4 Old : 50.8 35.0 69.3 54.8 45.1 31.1 51.3 42.4 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 - Options and Futures Combined, May 26, 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 : 67,411: 54,554 49,018 3,940 7,256 5,116 275 830 1,876 646 2,250 1,004: 0 61 Old : 67,411: 54,554 49,018 3,940 7,256 5,116 275 830 1,876 646 2,250 1,004: 0 61 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 120: 157 -500 0 -160 223 -25 217 -11 -475 100 251: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 72.7 5.8 10.8 7.6 0.4 1.2 2.8 1.0 3.3 1.5: 0.0 0.1 Old : 100.0: 80.9 72.7 5.8 10.8 7.6 0.4 1.2 2.8 1.0 3.3 1.5: 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 : 56.7 76.0 78.4 88.1 54.0 59.6 65.7 69.3 Old : 56.7 76.0 78.4 88.1 54.0 59.6 65.7 69.3 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 - Options and Futures Combined, May 26, 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 : 39,931: 36,650 28,155 523 7,740 1,358 0 953 0 1,225 1,550 175: 0 0 Old : 39,931: 36,650 28,155 523 7,740 1,358 0 953 0 1,225 1,550 175: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 75: 125 100 0 25 0 0 0 0 0 0 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 70.5 1.3 19.4 3.4 0.0 2.4 0.0 3.1 3.9 0.4: 0.0 0.0 Old : 100.0: 91.8 70.5 1.3 19.4 3.4 0.0 2.4 0.0 3.1 3.9 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 : 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 : 78.1 78.0 91.1 92.1 70.7 64.6 77.2 77.8 Old : 78.1 78.0 91.1 92.1 70.7 64.6 77.2 77.8 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 - Options and Futures Combined, May 26, 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 : 59,249: 32,452 24,521 696 24,876 3,683 15,665 150 50 1,516 1,042 4,915: 272 12 Old : 59,249: 32,452 24,521 696 24,876 3,683 15,665 150 50 1,516 1,042 4,915: 272 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 42: 415 0 -70 180 -138 -165 0 0 -10 -20 20: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.8 41.4 1.2 42.0 6.2 26.4 0.3 0.1 2.6 1.8 8.3: 0.5 0.0 Old : 100.0: 54.8 41.4 1.2 42.0 6.2 26.4 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 : 38: 19 19 . . 5 4 . . . . .: Old : 38: 19 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 : 47.6 65.2 69.1 80.8 44.4 54.4 57.1 65.4 Old : 47.6 65.2 69.1 80.8 44.4 54.4 57.1 65.4 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 - Options and Futures Combined, May 26, 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 : 76,316: 41,989 25,365 0 40,191 4,891 23,068 365 220 2,297 1,919 3,345: 506 20 Old : 76,316: 41,989 25,365 0 40,191 4,891 23,068 365 220 2,297 1,919 3,345: 506 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -236: -2 -181 0 -397 330 -830 0 50 211 -4 11: -6 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 33.2 0.0 52.7 6.4 30.2 0.5 0.3 3.0 2.5 4.4: 0.7 0.0 Old : 100.0: 55.0 33.2 0.0 52.7 6.4 30.2 0.5 0.3 3.0 2.5 4.4: 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 : 44: 21 21 0 4 4 7 . . 4 . .: Old : 44: 21 21 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 : 51.1 69.1 69.3 82.7 49.9 61.1 62.4 71.1 Old : 51.1 69.1 69.3 82.7 49.9 61.1 62.4 71.1 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 - Options and Futures Combined, May 26, 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 : 72,774: 56,891 45,364 7,277 21,021 3,706 150 0 0 1,565 50 2,633: 552 0 Old : 72,774: 56,891 45,364 7,277 21,021 3,706 150 0 0 1,565 50 2,633: 552 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -6: 0 80 -25 -80 0 0 0 0 7 -18 12: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 62.3 10.0 28.9 5.1 0.2 0.0 0.0 2.2 0.1 3.6: 0.8 0.0 Old : 100.0: 78.2 62.3 10.0 28.9 5.1 0.2 0.0 0.0 2.2 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 65.7 69.4 84.6 39.7 65.7 61.8 75.1 Old : 44.0 65.7 69.4 84.6 39.7 65.7 61.8 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E Disaggregated Commitments of Traders - Options and Futures Combined, May 26, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 29,892: 26,642 29,642 250 0 0 2,450 0 0 250 0 250: 50 0 Old : 29,892: 26,642 29,642 250 0 0 2,450 0 0 250 0 250: 50 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 99.2 0.8 0.0 0.0 8.2 0.0 0.0 0.8 0.0 0.8: 0.2 0.0 Old : 100.0: 89.1 99.2 0.8 0.0 0.0 8.2 0.0 0.0 0.8 0.0 0.8: 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 : 21: 9 8 . 0 0 . 0 0 . 0 .: Old : 21: 9 8 . 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 : 92.6 97.2 96.7 99.8 89.4 93.6 92.2 93.9 Old : 92.6 97.2 96.7 99.8 89.4 93.6 92.2 93.9 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 - Options and Futures Combined, May 26, 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 : 91,226: 68,085 51,331 16,317 35,046 1,576 150 0 0 1,228 0 3,273: 597 0 Old : 91,226: 68,085 51,331 16,317 35,046 1,576 150 0 0 1,228 0 3,273: 597 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -78: -108 282 0 -100 0 0 0 0 30 -260 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 56.3 17.9 38.4 1.7 0.2 0.0 0.0 1.3 0.0 3.6: 0.7 0.0 Old : 100.0: 74.6 56.3 17.9 38.4 1.7 0.2 0.0 0.0 1.3 0.0 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 23 4 . 4 . 0 0 4 0 .: Old : 41: 22 23 4 . 4 . 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 : 43.4 68.2 66.2 84.6 42.0 68.1 63.3 77.8 Old : 43.4 68.2 66.2 84.6 42.0 68.1 63.3 77.8 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 - Options and Futures Combined, May 26, 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 : 44,070: 30,078 39,124 9,079 0 4,339 0 0 0 200 20 230: 144 357 Old : 44,070: 30,078 39,124 9,079 0 4,339 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 19, 2020 : : 790: 790 490 -300 0 300 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 88.8 20.6 0.0 9.8 0.0 0.0 0.0 0.5 0.0 0.5: 0.3 0.8 Old : 100.0: 68.3 88.8 20.6 0.0 9.8 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: 18 15 . 0 . 0 0 0 . . .: Old : 25: 18 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 : 68.3 81.5 85.1 93.6 55.9 71.8 66.5 74.3 Old : 68.3 81.5 85.1 93.6 55.9 71.8 66.5 74.3 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 - Options and Futures Combined, May 26, 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 : 28,521: 26,090 18,221 0 7,676 1,579 0 600 0 360 435 0: 492 10 Old : 28,521: 26,090 18,221 0 7,676 1,579 0 600 0 360 435 0: 492 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 538: 88 193 0 -150 450 0 0 0 0 45 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 63.9 0.0 26.9 5.5 0.0 2.1 0.0 1.3 1.5 0.0: 1.7 0.0 Old : 100.0: 91.5 63.9 0.0 26.9 5.5 0.0 2.1 0.0 1.3 1.5 0.0: 1.7 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 : 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 : 58.6 66.0 75.6 82.9 47.6 53.3 58.0 61.9 Old : 58.6 66.0 75.6 82.9 47.6 53.3 58.0 61.9 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 - Options and Futures Combined, May 26, 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 : 18,687: 11,505 17,922 5,675 0 625 0 0 0 690 0 140: 52 0 Old : 18,687: 11,505 17,922 5,675 0 625 0 0 0 690 0 140: 52 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 770: 175 680 375 0 0 0 0 0 130 0 90: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 95.9 30.4 0.0 3.3 0.0 0.0 0.0 3.7 0.0 0.7: 0.3 0.0 Old : 100.0: 61.6 95.9 30.4 0.0 3.3 0.0 0.0 0.0 3.7 0.0 0.7: 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 : 23: 12 12 . 0 . 0 0 0 5 0 .: Old : 23: 12 12 . 0 . 0 0 0 5 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 : 58.8 80.9 81.2 96.5 53.9 73.9 68.5 75.5 Old : 58.8 80.9 81.2 96.5 53.9 73.9 68.5 75.5 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 - Options and Futures Combined, May 26, 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 : 20,477: 10,790 19,827 8,275 0 600 0 0 0 710 0 50: 52 0 Old : 20,477: 10,790 19,827 8,275 0 600 0 0 0 710 0 50: 52 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 700: 175 700 375 0 0 0 0 0 150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 96.8 40.4 0.0 2.9 0.0 0.0 0.0 3.5 0.0 0.2: 0.3 0.0 Old : 100.0: 52.7 96.8 40.4 0.0 2.9 0.0 0.0 0.0 3.5 0.0 0.2: 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 : 22: 11 10 . 0 . 0 0 0 5 0 .: Old : 22: 11 10 . 0 . 0 0 0 5 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 : 64.8 79.1 87.2 98.2 61.4 71.0 74.6 78.6 Old : 64.8 79.1 87.2 98.2 61.4 71.0 74.6 78.6 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 - Options and Futures Combined, May 26, 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 : 87,494: 62,538 63,824 320 10,655 8,037 6,344 916 484 7,665 1,662 1,679: 427 237 Old : 87,494: 62,538 63,824 320 10,655 8,037 6,344 916 484 7,665 1,662 1,679: 427 237 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,666: 2,587 2,145 0 169 -192 -127 -34 -19 -53 150 -580: 50 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 72.9 0.4 12.2 9.2 7.3 1.0 0.6 8.8 1.9 1.9: 0.5 0.3 Old : 100.0: 71.5 72.9 0.4 12.2 9.2 7.3 1.0 0.6 8.8 1.9 1.9: 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: 32 32 . . . 4 5 . 9 . 5: Old : 61: 32 32 . . . 4 5 . 9 . 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 : 31.5 41.9 51.9 65.7 19.2 22.1 29.5 33.7 Old : 31.5 41.9 51.9 65.7 19.2 22.1 29.5 33.7 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 - Options and Futures Combined, May 26, 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 : 11,861: 7,607 11,711 3,780 0 0 450 0 0 0 150 0: 24 0 Old : 11,861: 7,607 11,711 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 19, 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: 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: 8 13 . 0 0 . 0 0 0 . 0: Old : 20: 8 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 : 66.5 71.0 95.6 94.9 59.6 57.2 69.0 71.1 Old : 66.5 71.0 95.6 94.9 59.6 57.2 69.0 71.1 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 - Options and Futures Combined, May 26, 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 : 42,527: 33,554 31,437 0 6,911 2,532 0 600 0 5,770 300 335: 336 412 Old : 42,527: 33,554 31,437 0 6,911 2,532 0 600 0 5,770 300 335: 336 412 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 845: 670 395 0 375 0 0 0 0 100 0 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 73.9 0.0 16.3 6.0 0.0 1.4 0.0 13.6 0.7 0.8: 0.8 1.0 Old : 100.0: 78.9 73.9 0.0 16.3 6.0 0.0 1.4 0.0 13.6 0.7 0.8: 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 : 32: 17 18 0 . . 0 . 0 4 . .: Old : 32: 17 18 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 : 45.9 54.8 70.9 79.9 36.1 46.2 54.8 59.3 Old : 45.9 54.8 70.9 79.9 36.1 46.2 54.8 59.3 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 - Options and Futures Combined, May 26, 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 : 48,678: 35,673 42,407 6,584 0 5,534 0 25 0 490 100 225: 172 387 Old : 48,678: 35,673 42,407 6,584 0 5,534 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 19, 2020 : : 964: 904 664 -240 0 300 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 87.1 13.5 0.0 11.4 0.0 0.1 0.0 1.0 0.2 0.5: 0.4 0.8 Old : 100.0: 73.3 87.1 13.5 0.0 11.4 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 : 54.5 79.0 76.6 92.6 42.6 68.3 57.1 70.4 Old : 54.5 79.0 76.6 92.6 42.6 68.3 57.1 70.4 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 - Options and Futures Combined, May 26, 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 : 40,498: 33,725 28,864 50 4,548 5,907 70 950 50 170 150 0: 526 29 Old : 40,498: 33,725 28,864 50 4,548 5,907 70 950 50 170 150 0: 526 29 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,166: 1,261 846 0 -165 295 0 300 0 10 -110 0: -400 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 71.3 0.1 11.2 14.6 0.2 2.3 0.1 0.4 0.4 0.0: 1.3 0.1 Old : 100.0: 83.3 71.3 0.1 11.2 14.6 0.2 2.3 0.1 0.4 0.4 0.0: 1.3 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 : 56.6 57.9 78.5 80.2 42.1 42.0 51.8 52.8 Old : 56.6 57.9 78.5 80.2 42.1 42.0 51.8 52.8 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 - Options and Futures Combined, May 26, 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 : 69,858: 53,078 67,526 12,334 24 1,679 0 60 0 1,644 200 98: 1,025 271 Old : 69,858: 53,078 67,526 12,334 24 1,679 0 60 0 1,644 200 98: 1,025 271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 828: 508 1,100 712 0 -297 0 0 0 -120 0 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 96.7 17.7 0.0 2.4 0.0 0.1 0.0 2.4 0.3 0.1: 1.5 0.4 Old : 100.0: 76.0 96.7 17.7 0.0 2.4 0.0 0.1 0.0 2.4 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 : 55.6 93.2 77.2 97.1 54.9 90.0 75.0 91.5 Old : 55.6 93.2 77.2 97.1 54.9 90.0 75.0 91.5 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 - Options and Futures Combined, May 26, 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 : 73,978: 62,066 68,653 5,685 1,113 3,622 0 100 0 2,020 200 110: 475 180 Old : 73,978: 62,066 68,653 5,685 1,113 3,622 0 100 0 2,020 200 110: 475 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 717: 612 1,017 176 -529 104 0 100 0 -200 0 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 92.8 7.7 1.5 4.9 0.0 0.1 0.0 2.7 0.3 0.1: 0.6 0.2 Old : 100.0: 83.9 92.8 7.7 1.5 4.9 0.0 0.1 0.0 2.7 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 : 35: 21 13 . . 4 0 . 0 . . .: Old : 35: 21 13 . . 4 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 : 50.4 88.5 74.5 97.2 50.3 85.9 73.5 89.4 Old : 50.4 88.5 74.5 97.2 50.3 85.9 73.5 89.4 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 - Options and Futures Combined, May 26, 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 : 81,611: 67,316 72,039 10,324 3,593 1,788 0 508 75 217 2,009 1,529: 362 70 Old : 81,611: 67,316 72,039 10,324 3,593 1,788 0 508 75 217 2,009 1,529: 362 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 749: -1,814 760 2,618 32 -5 0 25 0 -50 -48 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 88.3 12.7 4.4 2.2 0.0 0.6 0.1 0.3 2.5 1.9: 0.4 0.1 Old : 100.0: 82.5 88.3 12.7 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 : 40: 22 20 6 . 4 0 . . . . .: Old : 40: 22 20 6 . 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 : 57.1 53.4 73.9 80.3 56.8 51.1 72.1 72.7 Old : 57.1 53.4 73.9 80.3 56.8 51.1 72.1 72.7 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 - Options and Futures Combined, May 26, 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 : 102,638: 83,332 88,384 11,189 3,151 3,044 5 1,762 776 736 2,320 3,176: 382 25 Old : 102,638: 83,332 88,384 11,189 3,151 3,044 5 1,762 776 736 2,320 3,176: 382 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,356: -1,271 1,339 2,916 -10 -220 5 33 -3 -33 256 -34: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 86.1 10.9 3.1 3.0 0.0 1.7 0.8 0.7 2.3 3.1: 0.4 0.0 Old : 100.0: 81.2 86.1 10.9 3.1 3.0 0.0 1.7 0.8 0.7 2.3 3.1: 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 : 55: 24 28 7 . 6 . 7 4 . 4 4: Old : 55: 24 28 7 . 6 . 7 4 . 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 : 51.7 50.1 70.0 70.7 50.4 47.0 61.4 65.0 Old : 51.7 50.1 70.0 70.7 50.4 47.0 61.4 65.0 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 - Options and Futures Combined, May 26, 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 : 62,976: 43,507 54,386 18,989 2,908 60 0 3,722 0 150 1,650 250: 20 0 Old : 62,976: 43,507 54,386 18,989 2,908 60 0 3,722 0 150 1,650 250: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 487: 462 220 25 213 0 0 154 0 25 -75 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 86.4 30.2 4.6 0.1 0.0 5.9 0.0 0.2 2.6 0.4: 0.0 0.0 Old : 100.0: 69.1 86.4 30.2 4.6 0.1 0.0 5.9 0.0 0.2 2.6 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 : 30: 13 14 . . . 0 . 0 . . .: Old : 30: 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 : 74.5 88.8 95.0 96.7 74.4 86.7 91.1 91.3 Old : 74.5 88.8 95.0 96.7 74.4 86.7 91.1 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 - Options and Futures Combined, May 26, 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 : 55,100: 36,160 53,805 17,220 0 120 0 200 0 1,250 625 350: 0 0 Old : 55,100: 36,160 53,805 17,220 0 120 0 200 0 1,250 625 350: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 275: 275 125 0 0 0 0 0 0 -100 50 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 97.6 31.3 0.0 0.2 0.0 0.4 0.0 2.3 1.1 0.6: 0.0 0.0 Old : 100.0: 65.6 97.6 31.3 0.0 0.2 0.0 0.4 0.0 2.3 1.1 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 : 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 95.4 93.7 98.5 81.3 92.2 90.9 94.3 Old : 81.3 95.4 93.7 98.5 81.3 92.2 90.9 94.3 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 - Options and Futures Combined, May 26, 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 : 58,177: 37,980 53,008 15,976 327 1,970 700 25 50 492 1,700 965: 44 132 Old : 58,177: 37,980 53,008 15,976 327 1,970 700 25 50 492 1,700 965: 44 132 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,573: 543 2,450 1,988 0 -50 -50 25 50 -13 -5 105: 0 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 91.1 27.5 0.6 3.4 1.2 0.0 0.1 0.8 2.9 1.7: 0.1 0.2 Old : 100.0: 65.3 91.1 27.5 0.6 3.4 1.2 0.0 0.1 0.8 2.9 1.7: 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 19 4 . . . . . . 4 .: Old : 34: 20 19 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 : 54.0 82.5 74.5 91.1 50.4 76.5 69.6 80.9 Old : 54.0 82.5 74.5 91.1 50.4 76.5 69.6 80.9 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 - Options and Futures Combined, May 26, 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 : 64,477: 45,430 57,133 15,680 702 115 720 3,345 260 963 1,672 1,005: 304 245 Old : 64,477: 45,430 57,133 15,680 702 115 720 3,345 260 963 1,672 1,005: 304 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,893: 429 2,011 1,803 -75 2 240 125 -315 -326 90 50: 10 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 88.6 24.3 1.1 0.2 1.1 5.2 0.4 1.5 2.6 1.6: 0.5 0.4 Old : 100.0: 70.5 88.6 24.3 1.1 0.2 1.1 5.2 0.4 1.5 2.6 1.6: 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: 20 19 . . . . . . . . .: Old : 36: 20 19 . . . . . . . . .: 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 : 53.5 75.6 76.1 86.9 52.6 69.8 72.0 76.7 Old : 53.5 75.6 76.1 86.9 52.6 69.8 72.0 76.7 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 - Options and Futures Combined, May 26, 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 : 23,955: 13,734 22,922 9,996 0 82 0 820 0 0 0 0: 143 131 Old : 23,955: 13,734 22,922 9,996 0 82 0 820 0 0 0 0: 143 131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 128: 0 166 155 0 -38 0 0 0 0 0 0: 11 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 95.7 41.7 0.0 0.3 0.0 3.4 0.0 0.0 0.0 0.0: 0.6 0.5 Old : 100.0: 57.3 95.7 41.7 0.0 0.3 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 : 67.6 79.5 88.6 95.9 67.0 73.0 84.3 89.3 Old : 67.6 79.5 88.6 95.9 67.0 73.0 84.3 89.3 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 - Options and Futures Combined, May 26, 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 : 23,645: 13,178 23,306 9,863 0 107 0 225 0 0 0 0: 497 7 Old : 23,645: 13,178 23,306 9,863 0 107 0 225 0 0 0 0: 497 7 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 237: 0 225 207 0 12 0 0 0 0 0 0: 18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 98.6 41.7 0.0 0.5 0.0 1.0 0.0 0.0 0.0 0.0: 2.1 0.0 Old : 100.0: 55.7 98.6 41.7 0.0 0.5 0.0 1.0 0.0 0.0 0.0 0.0: 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 : 22: 12 12 5 0 . 0 . 0 0 0 0: Old : 22: 12 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 : 65.9 85.1 85.7 97.0 65.2 74.0 80.7 85.4 Old : 65.9 85.1 85.7 97.0 65.2 74.0 80.7 85.4 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 - Options and Futures Combined, May 26, 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 : 31,505: 25,946 22,619 2,560 4,769 796 0 354 350 945 1,131 841: 67 645 Old : 31,505: 25,946 22,619 2,560 4,769 796 0 354 350 945 1,131 841: 67 645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 244: 289 66 35 163 0 0 10 0 -85 0 5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 71.8 8.1 15.1 2.5 0.0 1.1 1.1 3.0 3.6 2.7: 0.2 2.0 Old : 100.0: 82.4 71.8 8.1 15.1 2.5 0.0 1.1 1.1 3.0 3.6 2.7: 0.2 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 : 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 : 71.4 55.8 86.7 75.7 63.5 52.6 76.6 69.9 Old : 71.4 55.8 86.7 75.7 63.5 52.6 76.6 69.9 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 - Options and Futures Combined, May 26, 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 : 18,128: 14,296 14,728 1,493 440 240 0 1,210 0 706 871 179: 1,214 460 Old : 18,128: 14,296 14,728 1,493 440 240 0 1,210 0 706 871 179: 1,214 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 285: 280 95 0 250 -15 0 0 0 -50 -115 70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 81.2 8.2 2.4 1.3 0.0 6.7 0.0 3.9 4.8 1.0: 6.7 2.5 Old : 100.0: 78.9 81.2 8.2 2.4 1.3 0.0 6.7 0.0 3.9 4.8 1.0: 6.7 2.5 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 : 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 : 78.5 69.2 90.9 86.3 78.5 66.2 85.8 81.6 Old : 78.5 69.2 90.9 86.3 78.5 66.2 85.8 81.6 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 - Options and Futures Combined, May 26, 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 : 57,860: 44,721 30,135 5,410 18,512 1,300 2,540 5,518 410 1,692 227 1,707: 80 51 Old : 57,860: 44,721 30,135 5,410 18,512 1,300 2,540 5,518 410 1,692 227 1,707: 80 51 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 645: 348 329 86 -221 17 20 354 0 125 165 45: 4 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 52.1 9.4 32.0 2.2 4.4 9.5 0.7 2.9 0.4 3.0: 0.1 0.1 Old : 100.0: 77.3 52.1 9.4 32.0 2.2 4.4 9.5 0.7 2.9 0.4 3.0: 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 : 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 : 48.4 67.6 67.2 82.7 43.2 55.7 57.7 65.9 Old : 48.4 67.6 67.2 82.7 43.2 55.7 57.7 65.9 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 - Options and Futures Combined, May 26, 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 : 35,723: 30,648 15,776 1,817 16,030 1,109 725 920 170 395 946 693: 166 79 Old : 35,723: 30,648 15,776 1,817 16,030 1,109 725 920 170 395 946 693: 166 79 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 156: 103 2 -29 14 13 0 120 0 35 0 0: 34 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 44.2 5.1 44.9 3.1 2.0 2.6 0.5 1.1 2.6 1.9: 0.5 0.2 Old : 100.0: 85.8 44.2 5.1 44.9 3.1 2.0 2.6 0.5 1.1 2.6 1.9: 0.5 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 : 60.3 68.0 78.1 82.7 53.2 62.0 62.4 67.6 Old : 60.3 68.0 78.1 82.7 53.2 62.0 62.4 67.6 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 - Options and Futures Combined, May 26, 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 : 19,945: 10,458 18,091 7,402 0 1,014 75 339 226 600 225 50: 120 0 Old : 19,945: 10,458 18,091 7,402 0 1,014 75 339 226 600 225 50: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 670: 500 450 -175 0 320 0 -25 0 125 25 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 90.7 37.1 0.0 5.1 0.4 1.7 1.1 3.0 1.1 0.3: 0.6 0.0 Old : 100.0: 52.4 90.7 37.1 0.0 5.1 0.4 1.7 1.1 3.0 1.1 0.3: 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: 16 17 . 0 . . . . . . .: Old : 33: 16 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 : 64.6 73.0 83.1 85.2 59.1 66.6 72.4 74.5 Old : 64.6 73.0 83.1 85.2 59.1 66.6 72.4 74.5 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 - Options and Futures Combined, May 26, 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 : 20,140: 9,795 18,005 7,881 0 1,860 0 150 0 500 125 0: 104 0 Old : 20,140: 9,795 18,005 7,881 0 1,860 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 19, 2020 : : -141: -141 -191 -50 0 50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.6 89.4 39.1 0.0 9.2 0.0 0.7 0.0 2.5 0.6 0.0: 0.5 0.0 Old : 100.0: 48.6 89.4 39.1 0.0 9.2 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: 12 8 . 0 . 0 . 0 . . 0: Old : 21: 12 8 . 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 : 71.2 91.9 94.3 98.6 62.0 83.6 85.1 87.7 Old : 71.2 91.9 94.3 98.6 62.0 83.6 85.1 87.7 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 - Options and Futures Combined, May 26, 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 19, 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 - Options and Futures Combined, May 26, 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 19, 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 - Options and Futures Combined, May 26, 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 : 11,218: 7,286 9,140 2,560 1,212 206 150 0 0 275 150 510: 231 0 Old : 11,218: 7,286 9,140 2,560 1,212 206 150 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 19, 2020 : : 46: 40 -60 -13 112 -6 25 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 81.5 22.8 10.8 1.8 1.3 0.0 0.0 2.5 1.3 4.5: 2.1 0.0 Old : 100.0: 64.9 81.5 22.8 10.8 1.8 1.3 0.0 0.0 2.5 1.3 4.5: 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 : 56.4 64.5 80.6 85.1 51.9 57.7 68.2 70.3 Old : 56.4 64.5 80.6 85.1 51.9 57.7 68.2 70.3 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 - Options and Futures Combined, May 26, 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 : 10,237: 6,339 8,123 2,600 1,277 182 150 0 0 245 150 505: 216 0 Old : 10,237: 6,339 8,123 2,600 1,277 182 150 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 19, 2020 : : 49: 40 -60 0 125 -16 25 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 79.3 25.4 12.5 1.8 1.5 0.0 0.0 2.4 1.5 4.9: 2.1 0.0 Old : 100.0: 61.9 79.3 25.4 12.5 1.8 1.5 0.0 0.0 2.4 1.5 4.9: 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 : 58.6 63.9 81.0 86.0 51.1 55.7 68.4 70.6 Old : 58.6 63.9 81.0 86.0 51.1 55.7 68.4 70.6 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 - Options and Futures Combined, May 26, 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 : 35,984: 21,485 30,044 10,535 0 525 200 0 0 1,150 3,360 2,055: 34 0 Old : 35,984: 21,485 30,044 10,535 0 525 200 0 0 1,150 3,360 2,055: 34 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 825: 250 250 525 0 50 0 0 0 0 525 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 83.5 29.3 0.0 1.5 0.6 0.0 0.0 3.2 9.3 5.7: 0.1 0.0 Old : 100.0: 59.7 83.5 29.3 0.0 1.5 0.6 0.0 0.0 3.2 9.3 5.7: 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 : 35: 20 12 . 0 . . 0 0 . 4 .: Old : 35: 20 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 : 68.0 67.5 83.5 91.3 64.5 60.2 73.7 76.1 Old : 68.0 67.5 83.5 91.3 64.5 60.2 73.7 76.1 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 - Options and Futures Combined, May 26, 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 : 36,419: 22,030 30,699 10,330 0 590 200 0 0 1,150 3,045 2,085: 34 0 Old : 36,419: 22,030 30,699 10,330 0 590 200 0 0 1,150 3,045 2,085: 34 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 810: 250 250 525 0 35 0 0 0 0 525 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 84.3 28.4 0.0 1.6 0.5 0.0 0.0 3.2 8.4 5.7: 0.1 0.0 Old : 100.0: 60.5 84.3 28.4 0.0 1.6 0.5 0.0 0.0 3.2 8.4 5.7: 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 : 35: 20 13 . 0 . . 0 0 . 4 .: Old : 35: 20 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 : 66.7 69.2 81.9 91.3 62.9 59.8 72.0 76.3 Old : 66.7 69.2 81.9 91.3 62.9 59.8 72.0 76.3 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 - Options and Futures Combined, May 26, 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 : 113,259: 81,541 91,775 23,083 8,452 5,279 120 875 760 705 4,398 1,700: 71 20 Old : 113,259: 81,541 91,775 23,083 8,452 5,279 120 875 760 705 4,398 1,700: 71 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,146: -3,959 2,029 6,540 350 -356 0 25 0 0 177 -79: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 81.0 20.4 7.5 4.7 0.1 0.8 0.7 0.6 3.9 1.5: 0.1 0.0 Old : 100.0: 72.0 81.0 20.4 7.5 4.7 0.1 0.8 0.7 0.6 3.9 1.5: 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 28 5 . 4 . . . . 8 6: Old : 56: 33 28 5 . 4 . . . . 8 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 : 38.9 53.4 59.9 74.1 35.4 48.7 56.1 63.5 Old : 38.9 53.4 59.9 74.1 35.4 48.7 56.1 63.5 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 - Options and Futures Combined, May 26, 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 : 126,923: 91,635 105,429 21,829 3,723 8,410 150 1,090 1,480 710 4,114 2,667: 42 10 Old : 126,923: 91,635 105,429 21,829 3,723 8,410 150 1,090 1,480 710 4,114 2,667: 42 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,769: -1,805 2,212 3,932 339 -242 0 -145 75 -25 -304 -166: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 83.1 17.2 2.9 6.6 0.1 0.9 1.2 0.6 3.2 2.1: 0.0 0.0 Old : 100.0: 72.2 83.1 17.2 2.9 6.6 0.1 0.9 1.2 0.6 3.2 2.1: 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: 36 29 4 . 5 . . . . 9 9: Old : 61: 36 29 4 . 5 . . . . 9 9: 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 : 32.4 56.0 53.2 77.5 30.5 52.8 48.0 66.0 Old : 32.4 56.0 53.2 77.5 30.5 52.8 48.0 66.0 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 - Options and Futures Combined, May 26, 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 : 543,465: 306,494 354,144 40,569 3,521 108,087 14,857 18,324 28,268 20,279 6,359 24,616: 295 147 Old : 543,465: 306,494 354,144 40,569 3,521 108,087 14,857 18,324 28,268 20,279 6,359 24,616: 295 147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 806: 1,402 -1,439 -1,843 763 461 -336 -588 1,156 -811 -282 753: 26 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 65.2 7.5 0.6 19.9 2.7 3.4 5.2 3.7 1.2 4.5: 0.1 0.0 Old : 100.0: 56.4 65.2 7.5 0.6 19.9 2.7 3.4 5.2 3.7 1.2 4.5: 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 : 92: 44 38 . . 5 8 11 8 16 7 14: Old : 92: 44 38 . . 5 8 11 8 16 7 14: 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 39.7 60.9 62.5 13.2 14.4 17.7 20.4 Old : 44.0 39.7 60.9 62.5 13.2 14.4 17.7 20.4 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 - Options and Futures Combined, May 26, 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 : 17,411: 9,455 15,651 1,941 110 915 875 600 65 3,805 0 0: 355 70 Old : 17,411: 9,455 15,651 1,941 110 915 875 600 65 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 19, 2020 : : 215: 255 55 -150 0 150 -50 0 10 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 89.9 11.1 0.6 5.3 5.0 3.4 0.4 21.9 0.0 0.0: 2.0 0.4 Old : 100.0: 54.3 89.9 11.1 0.6 5.3 5.0 3.4 0.4 21.9 0.0 0.0: 2.0 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 : 26: 14 10 . . . . . . . 0 0: Old : 26: 14 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 : 63.6 81.3 82.6 97.1 63.1 72.5 77.1 83.1 Old : 63.6 81.3 82.6 97.1 63.1 72.5 77.1 83.1 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 - Options and Futures Combined, May 26, 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 : 14,272: 6,220 12,806 2,620 100 711 105 600 55 4,080 0 0: 481 0 Old : 14,272: 6,220 12,806 2,620 100 711 105 600 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 19, 2020 : : 205: 205 55 -150 0 150 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 89.7 18.4 0.7 5.0 0.7 4.2 0.4 28.6 0.0 0.0: 3.4 0.0 Old : 100.0: 43.6 89.7 18.4 0.7 5.0 0.7 4.2 0.4 28.6 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 : 24: 13 10 . . . . . . . 0 0: Old : 24: 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 : 65.7 80.2 86.6 97.3 65.2 74.1 79.4 85.3 Old : 65.7 80.2 86.6 97.3 65.2 74.1 79.4 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Options and Futures Combined, May 26, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 3,625: 2,080 2,295 960 0 200 0 140 0 0 865 20: 365 105 Old : 3,625: 2,080 2,295 960 0 200 0 140 0 0 865 20: 365 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 63.3 26.5 0.0 5.5 0.0 3.9 0.0 0.0 23.9 0.6: 10.1 2.9 Old : 100.0: 57.4 63.3 26.5 0.0 5.5 0.0 3.9 0.0 0.0 23.9 0.6: 10.1 2.9 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 : 20: 12 11 . 0 . 0 . 0 0 . .: Old : 20: 12 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 : 72.7 61.1 86.8 83.4 65.5 56.8 71.6 74.8 Old : 72.7 61.1 86.8 83.4 65.5 56.8 71.6 74.8 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 - Options and Futures Combined, May 26, 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 : 14,995: 9,583 13,740 1,094 0 100 350 0 0 3,642 1,000 150: 76 5 Old : 14,995: 9,583 13,740 1,094 0 100 350 0 0 3,642 1,000 150: 76 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,559: 1,270 1,319 205 0 0 0 0 0 -10 200 50: 44 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 91.6 7.3 0.0 0.7 2.3 0.0 0.0 24.3 6.7 1.0: 0.5 0.0 Old : 100.0: 63.9 91.6 7.3 0.0 0.7 2.3 0.0 0.0 24.3 6.7 1.0: 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 : 32: 12 22 4 0 . . 0 0 . . .: Old : 32: 12 22 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 : 77.8 62.0 90.4 80.9 74.1 61.4 85.9 78.9 Old : 77.8 62.0 90.4 80.9 74.1 61.4 85.9 78.9 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 - Options and Futures Combined, May 26, 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 : 89,132: 62,623 64,805 17,813 11,226 1,560 0 4,405 0 0 0 0: 7,136 7,136 Old : 89,132: 62,623 64,805 17,813 11,226 1,560 0 4,405 0 0 0 0: 7,136 7,136 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,386: 1,439 1,149 0 -10 0 0 300 -75 0 0 0: 22 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 72.7 20.0 12.6 1.8 0.0 4.9 0.0 0.0 0.0 0.0: 8.0 8.0 Old : 100.0: 70.3 72.7 20.0 12.6 1.8 0.0 4.9 0.0 0.0 0.0 0.0: 8.0 8.0 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: 17 19 . . . 0 . 0 0 0 0: Old : 29: 17 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 : 78.8 53.0 86.2 79.1 76.5 50.7 80.0 75.1 Old : 78.8 53.0 86.2 79.1 76.5 50.7 80.0 75.1 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 - Options and Futures Combined, May 26, 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 : 74,278: 52,637 52,578 14,446 9,545 1,585 0 4,960 0 0 0 0: 5,610 5,610 Old : 74,278: 52,637 52,578 14,446 9,545 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 19, 2020 : : 1,060: 1,060 1,120 0 -60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 70.8 19.4 12.9 2.1 0.0 6.7 0.0 0.0 0.0 0.0: 7.6 7.6 Old : 100.0: 70.9 70.8 19.4 12.9 2.1 0.0 6.7 0.0 0.0 0.0 0.0: 7.6 7.6 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 : 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 : 79.4 57.5 86.9 79.8 76.8 55.1 79.8 74.9 Old : 79.4 57.5 86.9 79.8 76.8 55.1 79.8 74.9 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 - Options and Futures Combined, May 26, 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 : 24,130: 7,365 16,240 10,375 2,205 1,635 300 1,020 150 1,730 0 0: 2,575 2,880 Old : 24,130: 7,365 16,240 10,375 2,205 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 19, 2020 : : -70: -70 0 0 -70 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 67.3 43.0 9.1 6.8 1.2 4.2 0.6 7.2 0.0 0.0: 10.7 11.9 Old : 100.0: 30.5 67.3 43.0 9.1 6.8 1.2 4.2 0.6 7.2 0.0 0.0: 10.7 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 : 69.5 52.7 83.0 78.5 59.4 49.4 67.6 70.1 Old : 69.5 52.7 83.0 78.5 59.4 49.4 67.6 70.1 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 - Options and Futures Combined, May 26, 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 : 14,290: 11,785 6,580 0 6,950 120 1,625 0 150 0 0 0: 610 490 Old : 14,290: 11,785 6,580 0 6,950 120 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 19, 2020 : : 780: 780 0 0 780 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 46.0 0.0 48.6 0.8 11.4 0.0 1.0 0.0 0.0 0.0: 4.3 3.4 Old : 100.0: 82.5 46.0 0.0 48.6 0.8 11.4 0.0 1.0 0.0 0.0 0.0: 4.3 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 : 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 : 69.3 69.0 87.5 85.8 68.3 67.0 82.8 81.7 Old : 69.3 69.0 87.5 85.8 68.3 67.0 82.8 81.7 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 - Options and Futures Combined, May 26, 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 : 59,271: 31,386 21,062 8,052 25,606 60 11,620 3,710 4,170 0 960 0: 3,983 3,703 Old : 59,271: 31,386 21,062 8,052 25,606 60 11,620 3,710 4,170 0 960 0: 3,983 3,703 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 480: 380 680 -600 -300 0 0 -600 100 0 0 0: 600 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 35.5 13.6 43.2 0.1 19.6 6.3 7.0 0.0 1.6 0.0: 6.7 6.2 Old : 100.0: 53.0 35.5 13.6 43.2 0.1 19.6 6.3 7.0 0.0 1.6 0.0: 6.7 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 : 27: 16 14 . . . . . . 0 . 0: Old : 27: 16 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 : 61.4 69.9 78.0 85.3 50.1 64.4 65.0 72.5 Old : 61.4 69.9 78.0 85.3 50.1 64.4 65.0 72.5 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 - Options and Futures Combined, May 26, 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 : 39,234: 21,783 18,295 9,027 13,840 0 2,765 1,360 3,025 0 360 300: 2,334 2,054 Old : 39,234: 21,783 18,295 9,027 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 19, 2020 : : -250: -300 -250 50 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 46.6 23.0 35.3 0.0 7.0 3.5 7.7 0.0 0.9 0.8: 5.9 5.2 Old : 100.0: 55.5 46.6 23.0 35.3 0.0 7.0 3.5 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 : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9 Old : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9 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 - Options and Futures Combined, May 26, 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 : 33,325: 24,325 14,105 5,300 1,110 1,000 1,010 15,820 90 0 0 0: 1,600 1,200 Old : 33,325: 24,325 14,105 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 19, 2020 : : 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 42.3 15.9 3.3 3.0 3.0 47.5 0.3 0.0 0.0 0.0: 4.8 3.6 Old : 100.0: 73.0 42.3 15.9 3.3 3.0 3.0 47.5 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 : 65.8 69.3 82.4 86.3 55.6 60.7 64.5 68.8 Old : 65.8 69.3 82.4 86.3 55.6 60.7 64.5 68.8 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 - Options and Futures Combined, May 26, 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 : 101,560: 60,150 32,405 2,315 38,670 5,210 12,955 1,565 1,180 0 2,800 1,040: 18,710 18,690 Old : 101,560: 60,150 32,405 2,315 38,670 5,210 12,955 1,565 1,180 0 2,800 1,040: 18,710 18,690 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 615: 110 895 -25 -385 25 400 25 5 0 -50 0: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 31.9 2.3 38.1 5.1 12.8 1.5 1.2 0.0 2.8 1.0: 18.4 18.4 Old : 100.0: 59.2 31.9 2.3 38.1 5.1 12.8 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 19 . . . . . . 0 . .: Old : 29: 17 19 . . . . . . 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 : 56.6 50.9 74.6 67.0 52.6 49.5 60.3 57.7 Old : 56.6 50.9 74.6 67.0 52.6 49.5 60.3 57.7 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 - Options and Futures Combined, May 26, 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 : 97,152: 57,412 31,732 1,870 33,785 5,325 13,275 1,530 1,300 0 5,520 325: 17,645 17,635 Old : 97,152: 57,412 31,732 1,870 33,785 5,325 13,275 1,530 1,300 0 5,520 325: 17,645 17,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 720: 330 965 0 -260 0 375 0 -40 0 0 0: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 32.7 1.9 34.8 5.5 13.7 1.6 1.3 0.0 5.7 0.3: 18.2 18.2 Old : 100.0: 59.1 32.7 1.9 34.8 5.5 13.7 1.6 1.3 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 : 54.6 47.8 74.4 66.5 50.8 46.6 58.6 55.8 Old : 54.6 47.8 74.4 66.5 50.8 46.6 58.6 55.8 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 - Options and Futures Combined, May 26, 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 : 27,005: 15,631 4,566 0 580 1,658 2,810 11,145 505 600 3,615 1,115: 4,686 3,821 Old : 27,005: 15,631 4,566 0 580 1,658 2,810 11,145 505 600 3,615 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 19, 2020 : : 390: 390 -100 0 0 0 0 670 0 0 -180 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 16.9 0.0 2.1 6.1 10.4 41.3 1.9 2.2 13.4 4.1: 17.4 14.1 Old : 100.0: 57.9 16.9 0.0 2.1 6.1 10.4 41.3 1.9 2.2 13.4 4.1: 17.4 14.1 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 11 0 . . . . . . . .: Old : 28: 17 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 : 39.0 68.3 60.2 77.3 37.7 60.5 57.7 66.1 Old : 39.0 68.3 60.2 77.3 37.7 60.5 57.7 66.1 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 - Options and Futures Combined, May 26, 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 : 26,595: 14,857 4,642 55 1,315 1,213 2,810 11,420 505 600 1,805 2,080: 4,475 3,615 Old : 26,595: 14,857 4,642 55 1,315 1,213 2,810 11,420 505 600 1,805 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 19, 2020 : : 490: 490 0 0 0 0 0 670 0 0 -180 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 17.5 0.2 4.9 4.6 10.6 42.9 1.9 2.3 6.8 7.8: 16.8 13.6 Old : 100.0: 55.9 17.5 0.2 4.9 4.6 10.6 42.9 1.9 2.3 6.8 7.8: 16.8 13.6 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 : 28: 17 11 . . . . . . . . .: Old : 28: 17 11 . . . . . . . . .: 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 : 37.3 69.2 61.3 78.5 35.4 58.3 55.4 64.0 Old : 37.3 69.2 61.3 78.5 35.4 58.3 55.4 64.0 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 - Options and Futures Combined, May 26, 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 : 31,158: 13,763 11,115 1,112 11,030 879 11,890 0 15 0 5,465 1,040: 2,459 1,614 Old : 31,158: 13,763 11,115 1,112 11,030 879 11,890 0 15 0 5,465 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 19, 2020 : : 25: 25 0 0 0 0 0 0 0 0 25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 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: 44.2 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 : 67.9 83.3 86.4 94.4 62.9 68.5 73.0 77.2 Old : 67.9 83.3 86.4 94.4 62.9 68.5 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 - Options and Futures Combined, May 26, 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 : 66,245: 20,010 55,690 13,475 8,115 60 20,850 0 15 9,595 0 0: 2,240 2,365 Old : 66,245: 20,010 55,690 13,475 8,115 60 20,850 0 15 9,595 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 19, 2020 : : 320: 335 120 200 200 0 0 0 0 -215 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 84.1 20.3 12.2 0.1 31.5 0.0 0.0 14.5 0.0 0.0: 3.4 3.6 Old : 100.0: 30.2 84.1 20.3 12.2 0.1 31.5 0.0 0.0 14.5 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: 13 10 . . . . 0 . . 0 0: Old : 23: 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 : 70.3 86.8 90.8 94.8 70.2 84.1 89.8 90.1 Old : 70.3 86.8 90.8 94.8 70.2 84.1 89.8 90.1 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 - Options and Futures Combined, May 26, 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 : 67,737: 21,067 57,157 13,800 8,030 260 20,925 0 15 9,495 0 0: 2,175 2,275 Old : 67,737: 21,067 57,157 13,800 8,030 260 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 19, 2020 : : 250: 50 50 200 200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 84.4 20.4 11.9 0.4 30.9 0.0 0.0 14.0 0.0 0.0: 3.2 3.4 Old : 100.0: 31.1 84.4 20.4 11.9 0.4 30.9 0.0 0.0 14.0 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 95.7 70.4 89.2 92.6 93.5 Old : 70.8 90.5 93.0 95.7 70.4 89.2 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 - Options and Futures Combined, May 26, 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 : 62,415: 21,295 55,405 11,285 2,190 935 5,350 175 360 19,660 0 815: 2,715 2,535 Old : 62,415: 21,295 55,405 11,285 2,190 935 5,350 175 360 19,660 0 815: 2,715 2,535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,910: 300 2,025 100 0 0 0 -75 10 1,550 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 88.8 18.1 3.5 1.5 8.6 0.3 0.6 31.5 0.0 1.3: 4.3 4.1 Old : 100.0: 34.1 88.8 18.1 3.5 1.5 8.6 0.3 0.6 31.5 0.0 1.3: 4.3 4.1 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: 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 : 60.2 83.2 79.5 93.3 58.0 82.0 77.3 90.0 Old : 60.2 83.2 79.5 93.3 58.0 82.0 77.3 90.0 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 - Options and Futures Combined, May 26, 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 : 52,320: 20,645 45,180 10,585 2,625 785 5,300 165 420 11,260 0 815: 2,510 2,330 Old : 52,320: 20,645 45,180 10,585 2,625 785 5,300 165 420 11,260 0 815: 2,510 2,330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,880: 300 2,025 100 0 0 0 -75 10 1,550 0 -30: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 86.4 20.2 5.0 1.5 10.1 0.3 0.8 21.5 0.0 1.6: 4.8 4.5 Old : 100.0: 39.5 86.4 20.2 5.0 1.5 10.1 0.3 0.8 21.5 0.0 1.6: 4.8 4.5 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 : 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 : 54.4 80.7 77.8 92.2 51.7 79.5 75.1 88.8 Old : 54.4 80.7 77.8 92.2 51.7 79.5 75.1 88.8 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 - Options and Futures Combined, May 26, 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 19, 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 - Options and Futures Combined, May 26, 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 19, 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 - Options and Futures Combined, May 26, 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 : 75,995: 41,295 43,520 5,780 0 2,235 2,085 20,840 1,200 16,490 1,500 1,270: 5,640 5,430 Old : 75,995: 41,295 43,520 5,780 0 2,235 2,085 20,840 1,200 16,490 1,500 1,270: 5,640 5,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,490: 130 1,530 -100 0 60 50 -500 300 950 0 0: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 57.3 7.6 0.0 2.9 2.7 27.4 1.6 21.7 2.0 1.7: 7.4 7.1 Old : 100.0: 54.3 57.3 7.6 0.0 2.9 2.7 27.4 1.6 21.7 2.0 1.7: 7.4 7.1 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: 17 11 . 0 . . . . . . .: Old : 30: 17 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 : 62.0 70.3 74.8 84.9 58.3 68.3 70.5 82.4 Old : 62.0 70.3 74.8 84.9 58.3 68.3 70.5 82.4 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 - Options and Futures Combined, May 26, 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 : 69,685: 40,850 38,385 5,390 0 1,965 2,000 20,840 1,200 12,470 1,500 1,270: 4,540 4,525 Old : 69,685: 40,850 38,385 5,390 0 1,965 2,000 20,840 1,200 12,470 1,500 1,270: 4,540 4,525 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,240: -270 1,130 -100 0 60 50 -500 300 950 0 0: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 55.1 7.7 0.0 2.8 2.9 29.9 1.7 17.9 2.2 1.8: 6.5 6.5 Old : 100.0: 58.6 55.1 7.7 0.0 2.8 2.9 29.9 1.7 17.9 2.2 1.8: 6.5 6.5 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 : 30: 17 13 . 0 . . . . . . .: Old : 30: 17 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 : 59.7 73.2 74.6 85.1 56.1 71.1 70.0 81.7 Old : 59.7 73.2 74.6 85.1 56.1 71.1 70.0 81.7 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 - Options and Futures Combined, May 26, 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 : 64,092: 37,381 20,966 0 20,510 0 18,140 0 2,465 0 14,140 2,005: 4,101 4,006 Old : 64,092: 37,381 20,966 0 20,510 0 18,140 0 2,465 0 14,140 2,005: 4,101 4,006 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 905: 430 -395 0 1,100 0 525 0 0 0 250 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 32.7 0.0 32.0 0.0 28.3 0.0 3.8 0.0 22.1 3.1: 6.4 6.3 Old : 100.0: 58.3 32.7 0.0 32.0 0.0 28.3 0.0 3.8 0.0 22.1 3.1: 6.4 6.3 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 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 : 55.9 70.7 75.8 87.5 52.1 66.9 71.8 80.3 Old : 55.9 70.7 75.8 87.5 52.1 66.9 71.8 80.3 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 - Options and Futures Combined, May 26, 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 : 52,197: 34,894 16,820 0 17,744 0 9,035 0 2,755 0 9,660 2,425: 3,088 2,793 Old : 52,197: 34,894 16,820 0 17,744 0 9,035 0 2,755 0 9,660 2,425: 3,088 2,793 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 900: 500 -325 0 1,100 -175 525 0 0 0 250 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 32.2 0.0 34.0 0.0 17.3 0.0 5.3 0.0 18.5 4.6: 5.9 5.4 Old : 100.0: 66.9 32.2 0.0 34.0 0.0 17.3 0.0 5.3 0.0 18.5 4.6: 5.9 5.4 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 : 55.1 65.1 75.4 87.8 47.0 60.3 63.6 73.2 Old : 55.1 65.1 75.4 87.8 47.0 60.3 63.6 73.2 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 - Options and Futures Combined, May 26, 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 : 190,304: 101,851 93,405 15,723 150 8,137 7,076 18,325 6,014 1,450 14,280 3,405: 46,648 46,588 Old : 190,304: 101,851 93,405 15,723 150 8,137 7,076 18,325 6,014 1,450 14,280 3,405: 46,648 46,588 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,365: 3,120 315 150 0 90 -170 575 50 0 2,210 -1,425: 550 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 49.1 8.3 0.1 4.3 3.7 9.6 3.2 0.8 7.5 1.8: 24.5 24.5 Old : 100.0: 53.5 49.1 8.3 0.1 4.3 3.7 9.6 3.2 0.8 7.5 1.8: 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: 27 30 . . . . . . . . .: Old : 43: 27 30 . . . . . . . . .: 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 : 44.9 36.6 62.8 49.4 39.1 34.4 50.8 43.6 Old : 44.9 36.6 62.8 49.4 39.1 34.4 50.8 43.6 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 - Options and Futures Combined, May 26, 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 : 150,658: 72,445 83,341 19,335 0 4,688 6,496 7,535 6,006 1,450 8,665 3,165: 37,073 37,258 Old : 150,658: 72,445 83,341 19,335 0 4,688 6,496 7,535 6,006 1,450 8,665 3,165: 37,073 37,258 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,370: 2,850 390 750 0 -500 -230 575 335 -180 2,225 -1,590: 935 935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 55.3 12.8 0.0 3.1 4.3 5.0 4.0 1.0 5.8 2.1: 24.6 24.7 Old : 100.0: 48.1 55.3 12.8 0.0 3.1 4.3 5.0 4.0 1.0 5.8 2.1: 24.6 24.7 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 : 40: 23 26 . 0 . . . . . . .: Old : 40: 23 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 : 48.2 30.3 60.3 45.3 38.5 26.1 45.8 35.9 Old : 48.2 30.3 60.3 45.3 38.5 26.1 45.8 35.9 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 - Options and Futures Combined, May 26, 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 : 72,966: 32,895 39,430 16,001 5,296 10,335 1,385 1,315 7,575 0 4,360 0: 4,775 4,655 Old : 72,966: 32,895 39,430 16,001 5,296 10,335 1,385 1,315 7,575 0 4,360 0: 4,775 4,655 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -125: 250 175 50 250 -75 0 -225 0 0 0 0: -350 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 54.0 21.9 7.3 14.2 1.9 1.8 10.4 0.0 6.0 0.0: 6.5 6.4 Old : 100.0: 45.1 54.0 21.9 7.3 14.2 1.9 1.8 10.4 0.0 6.0 0.0: 6.5 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: 14 17 . . . . . . 0 . 0: Old : 27: 14 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 : 59.7 51.3 80.7 73.1 42.5 40.5 54.3 48.8 Old : 59.7 51.3 80.7 73.1 42.5 40.5 54.3 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 - Options and Futures Combined, May 26, 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 : 59,809: 28,465 28,380 7,321 2,866 9,268 1,065 1,965 7,600 0 3,760 0: 6,090 5,970 Old : 59,809: 28,465 28,380 7,321 2,866 9,268 1,065 1,965 7,600 0 3,760 0: 6,090 5,970 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 185: -575 90 -240 -30 420 50 -825 600 0 0 0: -70 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 47.5 12.2 4.8 15.5 1.8 3.3 12.7 0.0 6.3 0.0: 10.2 10.0 Old : 100.0: 47.6 47.5 12.2 4.8 15.5 1.8 3.3 12.7 0.0 6.3 0.0: 10.2 10.0 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: 16 17 . . . . . . 0 . 0: Old : 25: 16 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 : 51.1 55.6 72.6 76.0 33.7 37.1 44.8 45.3 Old : 51.1 55.6 72.6 76.0 33.7 37.1 44.8 45.3 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 - Options and Futures Combined, May 26, 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 : 41,725: 14,520 23,885 435 7,925 2,950 15,705 0 2,640 590 0 1,090: 3,795 3,235 Old : 41,725: 14,520 23,885 435 7,925 2,950 15,705 0 2,640 590 0 1,090: 3,795 3,235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 5: 285 595 85 -945 225 -780 0 0 0 0 0: 190 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 57.2 1.0 19.0 7.1 37.6 0.0 6.3 1.4 0.0 2.6: 9.1 7.8 Old : 100.0: 34.8 57.2 1.0 19.0 7.1 37.6 0.0 6.3 1.4 0.0 2.6: 9.1 7.8 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 : 26: 13 15 . . . . 0 . . 0 .: Old : 26: 13 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 : 60.3 54.9 74.5 73.0 51.9 45.8 56.4 58.4 Old : 60.3 54.9 74.5 73.0 51.9 45.8 56.4 58.4 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 - Options and Futures Combined, May 26, 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 : 51,400: 11,040 36,345 0 7,570 2,815 32,455 230 1,510 590 0 1,090: 1,900 1,840 Old : 51,400: 11,040 36,345 0 7,570 2,815 32,455 230 1,510 590 0 1,090: 1,900 1,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 860: 590 840 0 -1,080 400 -780 50 175 0 0 0: 475 475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 70.7 0.0 14.7 5.5 63.1 0.4 2.9 1.1 0.0 2.1: 3.7 3.6 Old : 100.0: 21.5 70.7 0.0 14.7 5.5 63.1 0.4 2.9 1.1 0.0 2.1: 3.7 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 : 24: 13 15 0 . . . . . . 0 .: Old : 24: 13 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 : 81.2 61.4 90.0 81.4 74.3 51.9 76.8 70.4 Old : 81.2 61.4 90.0 81.4 74.3 51.9 76.8 70.4 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 - Options and Futures Combined, May 26, 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 : 178,761: 99,142 101,093 2,514 1,657 31,807 5,315 9,300 6,185 3,755 0 0: 30,043 28,719 Old : 178,761: 99,142 101,093 2,514 1,657 31,807 5,315 9,300 6,185 3,755 0 0: 30,043 28,719 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,043: 2,332 537 -513 139 533 75 1,245 -100 0 0 0: -285 -310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 56.6 1.4 0.9 17.8 3.0 5.2 3.5 2.1 0.0 0.0: 16.8 16.1 Old : 100.0: 55.5 56.6 1.4 0.9 17.8 3.0 5.2 3.5 2.1 0.0 0.0: 16.8 16.1 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 : 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 : 40.9 50.1 57.1 67.8 23.5 30.5 33.1 35.7 Old : 40.9 50.1 57.1 67.8 23.5 30.5 33.1 35.7 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 - Options and Futures Combined, May 26, 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 : 117,710: 69,825 59,210 4,735 14,000 13,980 375 4,890 9,065 3,225 0 0: 16,505 16,565 Old : 117,710: 69,825 59,210 4,735 14,000 13,980 375 4,890 9,065 3,225 0 0: 16,505 16,565 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 135: 795 -1,205 -180 -870 515 75 2,195 -780 0 0 0: -290 280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 50.3 4.0 11.9 11.9 0.3 4.2 7.7 2.7 0.0 0.0: 14.0 14.1 Old : 100.0: 59.3 50.3 4.0 11.9 11.9 0.3 4.2 7.7 2.7 0.0 0.0: 14.0 14.1 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 : 31: 22 22 . . . . . . . 0 0: Old : 31: 22 22 . . . . . . . 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 : 39.8 46.7 62.7 67.6 27.5 31.7 39.3 42.2 Old : 39.8 46.7 62.7 67.6 27.5 31.7 39.3 42.2 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 - Options and Futures Combined, May 26, 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 : 28,350: 19,840 14,510 0 9,745 1,595 3,555 300 420 1,150 0 525: 1,265 1,255 Old : 28,350: 19,840 14,510 0 9,745 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 19, 2020 : : 60: 60 0 0 60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 51.2 0.0 34.4 5.6 12.5 1.1 1.5 4.1 0.0 1.9: 4.5 4.4 Old : 100.0: 70.0 51.2 0.0 34.4 5.6 12.5 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 : 61.2 80.1 83.6 91.2 59.6 74.5 78.4 83.8 Old : 61.2 80.1 83.6 91.2 59.6 74.5 78.4 83.8 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 - Options and Futures Combined, May 26, 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 : 28,635: 20,660 14,315 0 10,505 1,345 3,770 300 0 650 0 500: 1,710 1,670 Old : 28,635: 20,660 14,315 0 10,505 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 19, 2020 : : 60: 60 0 0 60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 50.0 0.0 36.7 4.7 13.2 1.0 0.0 2.3 0.0 1.7: 6.0 5.8 Old : 100.0: 72.1 50.0 0.0 36.7 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 : 65.1 81.0 83.3 91.5 64.9 76.3 79.6 85.4 Old : 65.1 81.0 83.3 91.5 64.9 76.3 79.6 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020