Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 20,251 : : Positions : : 15,137 10,198 825 423 1,104 449 1,015 237 371 5,448 1,402 : : : : Changes from: June 9, 2020 : : 141 135 -62 73 263 0 -15 0 0 -75 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 50.4 4.1 2.1 5.5 2.2 5.0 1.2 1.8 26.9 6.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . 5 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 18,636 : : Positions : : 11,093 9,669 639 1,517 2,975 830 239 1,536 160 1,303 1,246 : : : : Changes from: June 9, 2020 : : 307 507 0 -31 66 3 -182 202 -24 -9 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 51.9 3.4 8.1 16.0 4.5 1.3 8.2 0.9 7.0 6.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 19 . . . . . . . 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 37,278 : : Positions : : 24,147 32,043 4,242 60 2,419 889 150 139 3,280 425 2,027 : : : : Changes from: June 9, 2020 : : 196 -489 -950 60 143 25 0 0 25 -275 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 86.0 11.4 0.2 6.5 2.4 0.4 0.4 8.8 1.1 5.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 33,366 : : Positions : : 26,497 28,940 0 2,136 1,118 25 291 331 4,630 25 525 : : : : Changes from: June 9, 2020 : : 689 379 0 360 30 0 75 -75 125 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 86.7 0.0 6.4 3.4 0.1 0.9 1.0 13.9 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 132,301 : : Positions : : 104,885 95,136 2,998 13,464 7,668 2,883 1,528 6,750 3,737 4,550 3,140 : : : : Changes from: June 9, 2020 : : -129 1,607 299 -963 526 35 -25 0 172 -245 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 71.9 2.3 10.2 5.8 2.2 1.2 5.1 2.8 3.4 2.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 29 . . 5 4 6 . 12 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 68,865 : : Positions : : 57,475 49,012 3,440 9,439 4,860 175 1,046 1,591 446 1,977 879 : : : : Changes from: June 9, 2020 : : 932 328 0 -321 41 0 299 18 -325 302 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 71.2 5.0 13.7 7.1 0.3 1.5 2.3 0.6 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 38,781 : : Positions : : 36,051 27,915 597 7,630 808 0 1,003 0 1,050 1,150 275 : : : : Changes from: June 9, 2020 : : 465 750 -15 -300 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 72.0 1.5 19.7 2.1 0.0 2.6 0.0 2.7 3.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 59,781 : : Positions : : 34,341 24,097 904 26,659 2,726 15,565 150 50 1,445 1,490 4,520 : : : : Changes from: June 9, 2020 : : 230 229 -25 65 30 0 0 0 89 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 40.3 1.5 44.6 4.6 26.0 0.3 0.1 2.4 2.5 7.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 76,215 : : Positions : : 43,321 24,004 0 41,656 4,602 22,287 425 195 2,163 2,390 2,881 : : : : Changes from: June 9, 2020 : : 263 159 0 367 -75 45 -40 15 178 0 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 31.5 0.0 54.7 6.0 29.2 0.6 0.3 2.8 3.1 3.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 0 4 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 69,283 : : Positions : : 53,866 42,856 8,052 20,723 3,442 0 0 0 1,907 768 1,494 : : : : Changes from: June 9, 2020 : : 99 110 200 220 150 0 0 0 31 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 61.9 11.6 29.9 5.0 0.0 0.0 0.0 2.8 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 87,699 : : Positions : : 64,535 47,622 17,648 35,821 1,190 0 75 0 1,618 805 2,186 : : : : Changes from: June 9, 2020 : : -30 -50 1,105 1,145 -290 0 0 0 32 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 54.3 20.1 40.8 1.4 0.0 0.1 0.0 1.8 0.9 2.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 44,192 : : Positions : : 29,545 39,462 9,544 0 4,184 0 0 0 280 0 225 : : : : Changes from: June 9, 2020 : : -100 -40 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 89.3 21.6 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,851 : : Positions : : 26,770 17,219 0 9,080 1,247 0 600 0 360 695 0 : : : : Changes from: June 9, 2020 : : 595 -25 0 560 -10 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 59.7 0.0 31.5 4.3 0.0 2.1 0.0 1.2 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 18,087 : : Positions : : 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90 : : : : Changes from: June 9, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 84,923 : : Positions : : 60,596 62,462 370 9,356 8,506 6,591 1,278 74 6,460 1,213 1,869 : : : : Changes from: June 9, 2020 : : 1,338 890 0 -527 302 -9 121 28 -821 112 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 73.6 0.4 11.0 10.0 7.8 1.5 0.1 7.6 1.4 2.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 31 . . . 6 . . 9 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 12,780 : : Positions : : 8,493 12,630 3,717 0 0 570 0 0 0 150 0 : : : : Changes from: June 9, 2020 : : 1,212 1,332 0 0 0 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 98.8 29.1 0.0 0.0 4.5 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 12,720 : : Positions : : 8,433 12,570 3,717 0 0 570 0 0 0 150 0 : : : : Changes from: June 9, 2020 : : 1,212 1,332 0 0 0 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 98.8 29.2 0.0 0.0 4.5 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 43,301 : : Positions : : 34,374 32,314 0 6,401 3,048 0 520 0 5,245 300 310 : : : : Changes from: June 9, 2020 : : 2,469 2,283 0 65 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 74.6 0.0 14.8 7.0 0.0 1.2 0.0 12.1 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 48,549 : : Positions : : 36,649 42,484 5,424 0 5,429 0 0 0 690 100 200 : : : : Changes from: June 9, 2020 : : 110 240 130 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 87.5 11.2 0.0 11.2 0.0 0.0 0.0 1.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 40,949 : : Positions : : 35,544 29,650 55 5,563 4,399 70 900 50 320 365 10 : : : : Changes from: June 9, 2020 : : -167 16 0 -153 -365 20 0 -20 10 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.4 0.1 13.6 10.7 0.2 2.2 0.1 0.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 68,009 : : Positions : : 52,390 65,736 11,513 130 1,630 0 0 0 1,408 200 73 : : : : Changes from: June 9, 2020 : : 870 750 -120 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 96.7 16.9 0.2 2.4 0.0 0.0 0.0 2.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 72,648 : : Positions : : 60,786 67,214 5,233 687 4,108 0 150 0 1,917 200 104 : : : : Changes from: June 9, 2020 : : 457 420 -10 0 0 0 0 0 -27 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 92.5 7.2 0.9 5.7 0.0 0.2 0.0 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 80,792 : : Positions : : 66,064 72,877 9,566 3,565 1,488 0 448 80 1,013 123 2,141 : : : : Changes from: June 9, 2020 : : 134 1,921 -237 -70 10 0 0 0 598 -1,356 700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 90.2 11.8 4.4 1.8 0.0 0.6 0.1 1.3 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 101,643 : : Positions : : 82,178 89,204 11,291 3,193 2,977 379 1,572 316 1,324 1,495 2,851 : : : : Changes from: June 9, 2020 : : -721 1,362 -45 -24 -1 225 25 -220 654 -1,277 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.8 11.1 3.1 2.9 0.4 1.5 0.3 1.3 1.5 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 6 . 5 . 6 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 60,572 : : Positions : : 42,463 53,714 17,834 1,973 60 0 3,275 0 100 1,450 100 : : : : Changes from: June 9, 2020 : : 403 513 -150 0 0 0 15 0 0 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 88.7 29.4 3.3 0.1 0.0 5.4 0.0 0.2 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 54,705 : : Positions : : 36,175 53,355 16,830 0 225 0 175 0 1,250 725 225 : : : : Changes from: June 9, 2020 : : 150 150 0 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 97.5 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 57,149 : : Positions : : 37,452 51,982 14,647 227 2,248 725 35 75 796 1,562 875 : : : : Changes from: June 9, 2020 : : 163 263 117 0 0 0 35 0 -2 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 91.0 25.6 0.4 3.9 1.3 0.1 0.1 1.4 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 63,626 : : Positions : : 44,305 56,147 15,429 415 378 720 3,225 250 1,281 1,927 889 : : : : Changes from: June 9, 2020 : : -878 516 1,196 -6 -10 0 -100 0 17 160 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 88.2 24.2 0.7 0.6 1.1 5.1 0.4 2.0 3.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,054 : : Positions : : 13,126 22,736 10,411 0 433 0 805 0 0 0 0 : : : : Changes from: June 9, 2020 : : 370 915 545 0 171 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 94.5 43.3 0.0 1.8 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 23,855 : : Positions : : 12,644 23,238 10,473 0 372 0 225 0 0 0 0 : : : : Changes from: June 9, 2020 : : 300 905 600 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 97.4 43.9 0.0 1.6 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 31,033 : : Positions : : 25,791 22,117 2,550 4,837 786 0 634 330 1,340 1,507 185 : : : : Changes from: June 9, 2020 : : 120 -210 -50 50 0 0 260 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 71.3 8.2 15.6 2.5 0.0 2.0 1.1 4.3 4.9 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 18,890 : : Positions : : 15,157 14,943 1,448 997 230 0 1,080 0 675 1,003 182 : : : : Changes from: June 9, 2020 : : 0 -84 0 22 0 0 0 0 0 84 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 79.1 7.7 5.3 1.2 0.0 5.7 0.0 3.6 5.3 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 57,778 : : Positions : : 43,737 28,675 6,948 20,894 523 2,656 5,594 284 1,838 121 1,648 : : : : Changes from: June 9, 2020 : : 817 538 285 600 -36 96 240 -96 90 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 49.6 12.0 36.2 0.9 4.6 9.7 0.5 3.2 0.2 2.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 35,843 : : Positions : : 30,526 14,206 2,067 17,674 1,078 720 1,095 165 561 985 573 : : : : Changes from: June 9, 2020 : : 693 -442 25 960 -17 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 39.6 5.8 49.3 3.0 2.0 3.1 0.5 1.6 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,590 : : Positions : : 10,043 18,031 7,396 0 920 301 264 0 625 175 200 : : : : Changes from: June 9, 2020 : : 320 370 -50 0 25 150 0 -150 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 92.0 37.8 0.0 4.7 1.5 1.3 0.0 3.2 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 19,556 : : Positions : : 9,030 17,486 8,040 0 1,920 0 50 0 475 100 0 : : : : Changes from: June 9, 2020 : : 375 420 45 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 89.4 41.1 0.0 9.8 0.0 0.3 0.0 2.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,395 : : Positions : : 6,733 8,605 2,107 1,000 165 150 0 0 295 100 490 : : : : Changes from: June 9, 2020 : : 25 0 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 82.8 20.3 9.6 1.6 1.4 0.0 0.0 2.8 1.0 4.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,436 : : Positions : : 5,871 7,650 2,059 1,000 166 150 0 0 265 100 485 : : : : Changes from: June 9, 2020 : : 25 0 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 81.1 21.8 10.6 1.8 1.6 0.0 0.0 2.8 1.1 5.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 35,181 : : Positions : : 21,160 29,146 10,495 0 370 150 0 0 1,050 3,740 1,925 : : : : Changes from: June 9, 2020 : : 1,130 1,130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 82.8 29.8 0.0 1.1 0.4 0.0 0.0 3.0 10.6 5.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 35,566 : : Positions : : 21,750 29,721 10,265 0 465 150 0 0 1,050 3,525 1,855 : : : : Changes from: June 9, 2020 : : 1,130 1,130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 83.6 28.9 0.0 1.3 0.4 0.0 0.0 3.0 9.9 5.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 112,809 : : Positions : : 82,406 91,520 22,097 7,976 5,164 125 875 755 540 4,810 1,649 : : : : Changes from: June 9, 2020 : : 1,916 2,173 -126 -460 295 0 25 0 10 69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 81.1 19.6 7.1 4.6 0.1 0.8 0.7 0.5 4.3 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 28 5 . 4 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 126,599 : : Positions : : 92,046 104,532 21,769 4,390 7,717 7 1,280 1,648 759 4,371 2,601 : : : : Changes from: June 9, 2020 : : 2,479 1,655 826 1,070 -202 -25 310 25 79 334 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 82.6 17.2 3.5 6.1 0.0 1.0 1.3 0.6 3.5 2.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 28 6 . 6 . . . 4 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 540,576 : : Positions : : 297,004 357,075 48,898 4,654 103,364 16,308 13,891 31,280 19,848 6,577 23,566 : : : : Changes from: June 9, 2020 : : -1,352 7,036 4,633 174 -3,832 1,446 -1,833 978 1,231 608 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 66.1 9.0 0.9 19.1 3.0 2.6 5.8 3.7 1.2 4.4 : : : : Number of Traders in Each Category Total Traders: 94 : : 44 35 . . 5 10 8 8 18 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,489 : : Positions : : 8,924 14,755 1,688 145 854 820 600 65 3,818 0 0 : : : : Changes from: June 9, 2020 : : 120 25 -25 0 0 25 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 89.5 10.2 0.9 5.2 5.0 3.6 0.4 23.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,411 : : Positions : : 5,882 11,925 2,265 120 711 125 600 55 4,068 0 0 : : : : Changes from: June 9, 2020 : : 70 -25 -25 0 0 25 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 88.9 16.9 0.9 5.3 0.9 4.5 0.4 30.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 4,245 : : Positions : : 2,735 2,795 0 590 0 645 185 0 150 285 0 : : : : Changes from: June 9, 2020 : : -600 -655 0 0 -20 -120 -50 -25 -150 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.8 0.0 13.9 0.0 15.2 4.4 0.0 3.5 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 15,621 : : Positions : : 11,723 14,266 1,155 0 125 350 0 0 2,070 1,050 150 : : : : Changes from: June 9, 2020 : : 80 75 5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 91.3 7.4 0.0 0.8 2.2 0.0 0.0 13.3 6.7 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 22 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 89,002 : : Positions : : 62,354 64,630 17,602 11,086 1,560 0 4,240 0 0 0 0 : : : : Changes from: June 9, 2020 : : -275 75 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 72.6 19.8 12.5 1.8 0.0 4.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 74,392 : : Positions : : 52,967 52,877 14,025 9,435 1,585 0 4,680 0 0 0 0 : : : : Changes from: June 9, 2020 : : 161 161 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 71.1 18.9 12.7 2.1 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,885 : : Positions : : 8,095 16,515 7,485 0 5,405 600 1,005 0 1,640 0 0 : : : : Changes from: June 9, 2020 : : 600 780 -830 -1,010 610 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 63.8 28.9 0.0 20.9 2.3 3.9 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,316 : : Positions : : 31,385 21,088 8,264 25,406 300 11,620 4,090 3,900 0 960 0 : : : : Changes from: June 9, 2020 : : -450 120 720 -150 0 0 300 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 35.6 13.9 42.8 0.5 19.6 6.9 6.6 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 38,607 : : Positions : : 20,302 17,516 9,834 13,425 300 2,565 1,675 3,010 0 360 300 : : : : Changes from: June 9, 2020 : : -400 320 1,020 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 45.4 25.5 34.8 0.8 6.6 4.3 7.8 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 33,900 : : Positions : : 25,245 13,770 5,320 1,065 980 885 16,420 90 0 0 0 : : : : Changes from: June 9, 2020 : : 40 -60 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 40.6 15.7 3.1 2.9 2.6 48.4 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 100,630 : : Positions : : 61,035 31,600 890 38,325 5,465 12,825 1,550 880 0 3,205 635 : : : : Changes from: June 9, 2020 : : 185 -165 -200 150 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 31.4 0.9 38.1 5.4 12.7 1.5 0.9 0.0 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 95,345 : : Positions : : 57,840 31,210 310 32,760 5,730 13,150 1,550 1,000 0 5,750 70 : : : : Changes from: June 9, 2020 : : 300 0 -300 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 32.7 0.3 34.4 6.0 13.8 1.6 1.0 0.0 6.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,834 : : Positions : : 14,771 4,077 0 799 1,228 2,605 10,315 505 600 3,635 785 : : : : Changes from: June 9, 2020 : : 150 -60 0 0 0 0 50 0 0 160 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 16.4 0.0 3.2 4.9 10.5 41.5 2.0 2.4 14.6 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,904 : : Positions : : 13,807 4,088 0 1,459 968 2,605 9,665 505 600 2,650 1,295 : : : : Changes from: June 9, 2020 : : -15 -75 0 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 17.1 0.0 6.1 4.0 10.9 40.4 2.1 2.5 11.1 5.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 63,865 : : Positions : : 19,510 52,860 13,700 8,265 60 19,315 0 25 9,240 0 0 : : : : Changes from: June 9, 2020 : : 190 90 200 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 82.8 21.5 12.9 0.1 30.2 0.0 0.0 14.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 62,925 : : Positions : : 21,765 56,535 9,915 1,780 1,860 5,600 215 35 21,100 0 140 : : : : Changes from: June 9, 2020 : : 115 765 -600 -600 125 0 -25 25 625 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 89.8 15.8 2.8 3.0 8.9 0.3 0.1 33.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 53,105 : : Positions : : 20,785 46,875 10,185 2,140 1,110 5,600 215 35 12,510 0 490 : : : : Changes from: June 9, 2020 : : 100 750 -600 -600 125 0 -25 25 625 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 88.3 19.2 4.0 2.1 10.5 0.4 0.1 23.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 19,810 : : Positions : : 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530 : : : : Changes from: June 9, 2020 : : 0 0 0 0 0 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 73,135 : : Positions : : 39,560 41,635 5,395 0 2,115 2,095 19,950 1,000 15,795 1,500 1,270 : : : : Changes from: June 9, 2020 : : -375 775 150 0 -75 0 -1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 56.9 7.4 0.0 2.9 2.9 27.3 1.4 21.6 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 67,055 : : Positions : : 39,020 36,560 4,890 0 2,250 1,970 19,950 1,000 12,090 1,500 1,270 : : : : Changes from: June 9, 2020 : : -300 850 150 0 -75 0 -1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 54.5 7.3 0.0 3.4 2.9 29.8 1.5 18.0 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 62,027 : : Positions : : 36,566 19,096 0 19,855 0 16,515 0 2,965 50 14,260 2,005 : : : : Changes from: June 9, 2020 : : 75 -425 0 25 0 -450 0 175 50 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 30.8 0.0 32.0 0.0 26.6 0.0 4.8 0.1 23.0 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,330 : : Positions : : 33,907 15,205 0 17,027 0 7,865 0 3,085 50 9,860 2,425 : : : : Changes from: June 9, 2020 : : 100 -450 0 75 0 -500 0 135 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 30.2 0.0 33.8 0.0 15.6 0.0 6.1 0.1 19.6 4.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 184,639 : : Positions : : 97,592 90,024 17,998 110 6,302 7,684 18,795 5,371 1,500 15,750 1,915 : : : : Changes from: June 9, 2020 : : 490 50 835 60 -480 -400 305 -425 0 510 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 48.8 9.7 0.1 3.4 4.2 10.2 2.9 0.8 8.5 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 148,631 : : Positions : : 71,150 81,854 21,000 0 3,444 6,224 8,520 5,776 1,645 9,550 2,235 : : : : Changes from: June 9, 2020 : : 1,480 1,080 1,035 0 -832 -400 305 -425 40 770 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 55.1 14.1 0.0 2.3 4.2 5.7 3.9 1.1 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 22,695 : : Positions : : 9,215 18,480 10,295 980 1,650 600 350 0 0 0 0 : : : : Changes from: June 9, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 81.4 45.4 4.3 7.3 2.6 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 73,156 : : Positions : : 31,262 40,265 15,839 5,116 10,505 1,985 0 8,965 0 3,935 0 : : : : Changes from: June 9, 2020 : : -150 1,080 60 30 -75 660 -540 540 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 55.0 21.7 7.0 14.4 2.7 0.0 12.3 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 61,579 : : Positions : : 28,115 31,010 8,571 3,561 8,443 1,150 0 9,490 0 3,385 0 : : : : Changes from: June 9, 2020 : : -300 1,080 240 60 70 60 -1,140 1,140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 50.4 13.9 5.8 13.7 1.9 0.0 15.4 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 41,475 : : Positions : : 14,965 23,325 320 8,280 2,810 15,750 650 2,250 700 0 980 : : : : Changes from: June 9, 2020 : : -60 -560 0 -120 90 0 600 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 56.2 0.8 20.0 6.8 38.0 1.6 5.4 1.7 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 50,945 : : Positions : : 11,500 35,820 0 8,055 2,360 32,345 880 1,050 700 0 980 : : : : Changes from: June 9, 2020 : : 100 -380 0 -120 50 0 600 -245 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 70.3 0.0 15.8 4.6 63.5 1.7 2.1 1.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 176,848 : : Positions : : 98,462 99,045 4,011 2,113 30,983 5,675 11,535 6,600 3,365 0 0 : : : : Changes from: June 9, 2020 : : 1,996 51 965 1,608 -793 0 1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 56.0 2.3 1.2 17.5 3.2 6.5 3.7 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 16, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 117,860 : : Positions : : 72,240 58,130 3,585 14,145 14,030 925 7,185 9,140 2,755 0 0 : : : : Changes from: June 9, 2020 : : 1,805 655 -1,020 -900 2,000 0 1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 49.3 3.0 12.0 11.9 0.8 6.1 7.8 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 19, 2020