Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 20,108 : : Positions : : 13,869 10,557 1,036 134 1,083 412 1,215 291 415 4,087 2,117 : : : : Changes from: April 21, 2020 : : -823 -1,236 -133 -55 46 37 0 -54 -51 564 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 52.5 5.2 0.7 5.4 2.0 6.0 1.4 2.1 20.3 10.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 10,110 : : Positions : : 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 14 . . . . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 42,404 : : Positions : : 27,939 37,559 5,785 0 2,298 380 100 207 3,805 240 1,975 : : : : Changes from: April 21, 2020 : : 365 165 -425 0 211 50 0 -50 0 -175 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 88.6 13.6 0.0 5.4 0.9 0.2 0.5 9.0 0.6 4.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 0 . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 34,806 : : Positions : : 27,714 28,646 0 1,820 1,361 0 348 456 3,625 525 1,650 : : : : Changes from: April 21, 2020 : : 1,775 2,025 0 75 -135 0 0 0 400 75 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 82.3 0.0 5.2 3.9 0.0 1.0 1.3 10.4 1.5 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 143,723 : : Positions : : 118,037 100,599 3,353 18,857 6,255 2,480 1,631 6,892 2,845 5,740 3,665 : : : : Changes from: April 21, 2020 : : -376 651 -472 -1,281 1,147 -190 -250 5 691 509 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 70.0 2.3 13.1 4.4 1.7 1.1 4.8 2.0 4.0 2.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 32 . . 4 . 7 4 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 69,876 : : Positions : : 56,191 50,965 4,440 7,903 4,316 325 1,114 2,180 950 1,904 1,474 : : : : Changes from: April 21, 2020 : : 120 5 60 -95 163 25 195 -65 104 204 221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 72.9 6.4 11.3 6.2 0.5 1.6 3.1 1.4 2.7 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 40,226 : : Positions : : 36,654 28,010 684 8,650 1,288 0 903 0 800 575 800 : : : : Changes from: April 21, 2020 : : 530 1,580 0 -1,375 448 0 75 0 250 500 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 69.6 1.7 21.5 3.2 0.0 2.2 0.0 2.0 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 58,765 : : Positions : : 31,561 23,941 764 24,480 4,077 15,750 150 50 1,522 1,190 4,864 : : : : Changes from: April 21, 2020 : : -582 -1,095 125 635 -608 0 0 0 -3 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 40.7 1.3 41.7 6.9 26.8 0.3 0.1 2.6 2.0 8.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 77,706 : : Positions : : 42,542 25,605 0 40,650 5,436 23,797 400 100 2,092 2,380 2,962 : : : : Changes from: April 21, 2020 : : -749 -1,293 0 565 2 127 -25 50 -8 173 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 33.0 0.0 52.3 7.0 30.6 0.5 0.1 2.7 3.1 3.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 0 4 4 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 73,947 : : Positions : : 57,918 46,037 7,408 21,707 3,706 300 0 0 1,773 227 2,260 : : : : Changes from: April 21, 2020 : : 1,968 1,557 0 430 -75 0 0 0 0 -3 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 62.3 10.0 29.4 5.0 0.4 0.0 0.0 2.4 0.3 3.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 92,054 : : Positions : : 69,096 52,777 15,511 33,957 2,101 300 0 0 1,472 241 2,738 : : : : Changes from: April 21, 2020 : : 2,642 2,156 -222 300 10 0 0 0 28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 57.3 16.8 36.9 2.3 0.3 0.0 0.0 1.6 0.3 3.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 43,050 : : Positions : : 29,234 38,277 9,091 0 4,122 0 0 0 225 45 230 : : : : Changes from: April 21, 2020 : : 530 560 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 88.9 21.1 0.0 9.6 0.0 0.0 0.0 0.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 29,781 : : Positions : : 27,578 20,888 0 6,569 1,318 0 600 0 360 396 0 : : : : Changes from: April 21, 2020 : : 1,548 2,598 0 -1,050 64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 70.1 0.0 22.1 4.4 0.0 2.0 0.0 1.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 18,687 : : Positions : : 11,675 18,062 5,695 0 625 0 0 0 575 0 0 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 96.7 30.5 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 86,375 : : Positions : : 55,740 63,990 320 10,317 7,995 7,237 270 322 12,395 1,513 1,814 : : : : Changes from: April 21, 2020 : : -478 -479 0 -790 -135 -33 10 0 -686 83 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 74.1 0.4 11.9 9.3 8.4 0.3 0.4 14.4 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 35 . . . 7 . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 43,136 : : Positions : : 33,457 32,674 0 6,868 2,412 0 299 1 6,695 300 285 : : : : Changes from: April 21, 2020 : : 385 435 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.7 0.0 15.9 5.6 0.0 0.7 0.0 15.5 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 48,131 : : Positions : : 35,387 42,111 6,829 0 5,244 0 25 0 240 96 254 : : : : Changes from: April 21, 2020 : : 775 160 -615 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 87.5 14.2 0.0 10.9 0.0 0.1 0.0 0.5 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 38,087 : : Positions : : 30,785 28,054 0 2,755 5,986 10 930 40 40 210 60 : : : : Changes from: April 21, 2020 : : 1,359 2,380 0 -976 31 0 0 0 40 -5 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 73.7 0.0 7.2 15.7 0.0 2.4 0.1 0.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 70,579 : : Positions : : 54,260 67,051 10,621 0 2,895 0 105 0 1,840 200 73 : : : : Changes from: April 21, 2020 : : 1,373 1,713 380 0 290 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 95.0 15.0 0.0 4.1 0.0 0.1 0.0 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 11 6 0 4 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 73,193 : : Positions : : 61,189 66,379 5,578 2,721 3,558 0 45 0 2,318 250 60 : : : : Changes from: April 21, 2020 : : 1,459 1,496 237 172 13 0 0 0 -33 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 90.7 7.6 3.7 4.9 0.0 0.1 0.0 3.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 15 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 78,947 : : Positions : : 67,207 71,569 8,420 2,398 1,788 0 442 85 184 1,417 1,048 : : : : Changes from: April 21, 2020 : : 2,719 1,589 2 595 -304 0 -5 0 5 527 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 90.7 10.7 3.0 2.3 0.0 0.6 0.1 0.2 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 5 . 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 96,404 : : Positions : : 79,430 85,887 9,461 2,870 2,974 240 1,431 253 1,816 1,071 1,888 : : : : Changes from: April 21, 2020 : : 3,739 2,470 40 495 -182 -5 25 5 -120 654 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 89.1 9.8 3.0 3.1 0.2 1.5 0.3 1.9 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 27 5 . 4 . 7 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 63,368 : : Positions : : 43,105 54,652 19,433 2,710 60 0 3,921 0 325 1,600 425 : : : : Changes from: April 21, 2020 : : 560 335 -75 -50 0 0 75 0 -275 -150 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 86.2 30.7 4.3 0.1 0.0 6.2 0.0 0.5 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 54,900 : : Positions : : 36,020 53,745 16,875 0 180 0 225 0 1,450 375 375 : : : : Changes from: April 21, 2020 : : 530 2,030 1,200 0 -600 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 97.9 30.7 0.0 0.3 0.0 0.4 0.0 2.6 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 60,399 : : Positions : : 41,308 54,950 14,510 463 2,182 700 0 50 648 1,641 957 : : : : Changes from: April 21, 2020 : : -438 -221 -36 -8 260 0 -75 50 0 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 91.0 24.0 0.8 3.6 1.2 0.0 0.1 1.1 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 4 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 67,909 : : Positions : : 49,857 60,137 13,693 728 86 240 2,815 1,340 1,470 1,474 1,080 : : : : Changes from: April 21, 2020 : : 642 1,376 386 -55 -30 110 -10 60 0 -178 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 88.6 20.2 1.1 0.1 0.4 4.1 2.0 2.2 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 24,705 : : Positions : : 14,835 23,745 9,559 0 140 0 655 0 0 55 0 : : : : Changes from: April 21, 2020 : : 20 0 416 0 0 0 420 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 96.1 38.7 0.0 0.6 0.0 2.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 24,285 : : Positions : : 14,268 23,940 9,381 0 115 0 225 0 0 0 0 : : : : Changes from: April 21, 2020 : : -2 0 300 0 0 -75 225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 98.6 38.6 0.0 0.5 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 31,583 : : Positions : : 26,230 23,694 2,710 3,968 888 30 364 350 360 1,324 995 : : : : Changes from: April 21, 2020 : : 250 90 -20 210 -115 0 -15 15 225 159 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 75.0 8.6 12.6 2.8 0.1 1.2 1.1 1.1 4.2 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 18,385 : : Positions : : 14,020 15,239 1,944 0 135 0 1,335 0 751 1,005 185 : : : : Changes from: April 21, 2020 : : 60 70 -25 0 0 0 -5 0 20 -7 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 82.9 10.6 0.0 0.7 0.0 7.3 0.0 4.1 5.5 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 58,457 : : Positions : : 45,289 32,443 5,179 18,821 1,111 2,630 4,570 445 2,905 165 877 : : : : Changes from: April 21, 2020 : : -159 -77 -260 3 240 -10 -395 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 55.5 8.9 32.2 1.9 4.5 7.8 0.8 5.0 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 21 5 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 36,613 : : Positions : : 31,427 17,004 1,729 16,217 1,126 725 615 335 455 542 690 : : : : Changes from: April 21, 2020 : : 24 255 -80 -15 59 25 -270 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 46.4 4.7 44.3 3.1 2.0 1.7 0.9 1.2 1.5 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 19,795 : : Positions : : 10,773 17,800 7,082 0 929 0 415 301 450 225 125 : : : : Changes from: April 21, 2020 : : 0 -150 -225 0 15 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 89.9 35.8 0.0 4.7 0.0 2.1 1.5 2.3 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 21,885 : : Positions : : 11,301 19,385 7,842 0 2,100 0 250 0 525 150 0 : : : : Changes from: April 21, 2020 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 88.6 35.8 0.0 9.6 0.0 1.1 0.0 2.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 9,042 : : Positions : : 8,085 5,945 0 900 647 25 600 25 100 925 0 : : : : Changes from: April 21, 2020 : : 0 0 0 25 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 65.7 0.0 10.0 7.2 0.3 6.6 0.3 1.1 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 9,315 : : Positions : : 8,318 5,725 0 648 742 25 925 25 100 1,250 0 : : : : Changes from: April 21, 2020 : : 0 0 0 25 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 61.5 0.0 7.0 8.0 0.3 9.9 0.3 1.1 13.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 11,716 : : Positions : : 7,714 10,164 3,008 700 42 0 0 0 170 260 550 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 86.8 25.7 6.0 0.4 0.0 0.0 0.0 1.5 2.2 4.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 10,761 : : Positions : : 6,792 9,145 2,991 700 66 0 0 0 170 340 510 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 85.0 27.8 6.5 0.6 0.0 0.0 0.0 1.6 3.2 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 35,512 : : Positions : : 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 35,732 : : Positions : : 23,300 30,902 7,880 0 750 200 0 0 1,250 1,765 2,315 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 86.5 22.1 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 108,995 : : Positions : : 83,578 85,860 16,884 11,672 4,675 1,305 120 230 884 5,057 1,361 : : : : Changes from: April 21, 2020 : : 1,690 1,920 10 396 1,032 0 -35 0 76 -500 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 78.8 15.5 10.7 4.3 1.2 0.1 0.2 0.8 4.6 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 . . . . . . 4 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 123,767 : : Positions : : 92,016 99,880 19,700 8,663 6,229 2,025 980 325 1,008 5,290 2,390 : : : : Changes from: April 21, 2020 : : 1,537 2,393 0 -669 1,428 0 25 0 -45 -253 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 80.7 15.9 7.0 5.0 1.6 0.8 0.3 0.8 4.3 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 28 . . 5 . . . 6 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 281,814 : : Positions : : 154,484 213,159 40,496 1,565 30,459 16,244 5,534 10,213 18,748 9,879 10,880 : : : : Changes from: April 21, 2020 : : 6,353 8,516 3,127 88 -361 425 48 -76 -959 314 771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 75.6 14.4 0.6 10.8 5.8 2.0 3.6 6.7 3.5 3.9 : : : : Number of Traders in Each Category Total Traders: 95 : : 42 37 . . 5 9 9 9 16 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 18,144 : : Positions : : 9,898 16,386 1,993 115 918 965 600 55 3,920 0 0 : : : : Changes from: April 21, 2020 : : 25 75 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 90.3 11.0 0.6 5.1 5.3 3.3 0.3 21.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 14,857 : : Positions : : 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 13,517 : : Positions : : 5,635 11,457 848 0 125 350 0 0 6,487 1,850 50 : : : : Changes from: April 21, 2020 : : 545 720 53 0 0 0 0 0 457 350 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 84.8 6.3 0.0 0.9 2.6 0.0 0.0 48.0 13.7 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 83,554 : : Positions : : 58,410 60,953 17,114 10,826 700 0 3,745 75 0 0 0 : : : : Changes from: April 21, 2020 : : 2,089 2,239 210 60 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 73.0 20.5 13.0 0.8 0.0 4.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 70,213 : : Positions : : 49,421 50,353 14,352 9,125 725 0 4,280 30 0 0 0 : : : : Changes from: April 21, 2020 : : 1,915 2,080 240 60 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 71.7 20.4 13.0 1.0 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,400 : : Positions : : 6,770 16,250 11,340 2,585 1,160 325 1,035 175 1,745 0 0 : : : : Changes from: April 21, 2020 : : 0 0 -240 -240 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 66.6 46.5 10.6 4.8 1.3 4.2 0.7 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,010 : : Positions : : 5,630 15,025 10,265 1,655 1,850 325 1,035 175 1,805 0 0 : : : : Changes from: April 21, 2020 : : 0 0 -170 -170 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 68.3 46.6 7.5 8.4 1.5 4.7 0.8 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 58,914 : : Positions : : 31,204 20,243 7,800 26,006 1,020 11,500 3,580 4,380 0 960 0 : : : : Changes from: April 21, 2020 : : 1,460 1,265 105 0 -180 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 34.4 13.2 44.1 1.7 19.5 6.1 7.4 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 39,278 : : Positions : : 22,074 19,579 8,315 13,405 50 2,965 295 3,120 0 360 300 : : : : Changes from: April 21, 2020 : : -15 -135 180 0 0 -5 295 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 49.8 21.2 34.1 0.1 7.5 0.8 7.9 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 30,450 : : Positions : : 23,560 10,835 3,780 2,115 360 1,035 15,820 90 0 0 0 : : : : Changes from: April 21, 2020 : : 1,540 1,335 0 205 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 35.6 12.4 6.9 1.2 3.4 52.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 101,731 : : Positions : : 53,614 31,036 2,312 39,790 5,315 19,090 1,675 195 0 2,520 1,420 : : : : Changes from: April 21, 2020 : : 2,375 2,810 -200 2,250 510 2,895 100 -25 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 30.5 2.3 39.1 5.2 18.8 1.6 0.2 0.0 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 96,846 : : Positions : : 50,091 30,066 2,445 34,820 5,150 19,320 1,670 165 0 5,290 555 : : : : Changes from: April 21, 2020 : : 2,945 3,110 -480 2,250 525 2,895 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 31.0 2.5 36.0 5.3 19.9 1.7 0.2 0.0 5.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,641 : : Positions : : 14,441 4,555 0 1,686 1,441 3,315 10,705 175 300 1,990 1,335 : : : : Changes from: April 21, 2020 : : 600 -840 -20 -950 297 0 2,490 0 300 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 17.8 0.0 6.6 5.6 12.9 41.7 0.7 1.2 7.8 5.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 0 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 25,461 : : Positions : : 13,592 4,581 0 2,336 1,018 3,315 11,805 175 1,285 340 1,670 : : : : Changes from: April 21, 2020 : : 600 -840 -255 -1,085 109 0 2,490 0 150 -70 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 18.0 0.0 9.2 4.0 13.0 46.4 0.7 5.0 1.3 6.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 32,644 : : Positions : : 14,099 11,435 1,226 11,255 969 12,720 50 0 0 6,170 975 : : : : Changes from: April 21, 2020 : : 300 0 0 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 35.0 3.8 34.5 3.0 39.0 0.2 0.0 0.0 18.9 3.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 56,651 : : Positions : : 16,626 48,135 13,163 5,810 60 13,985 0 30 10,265 0 0 : : : : Changes from: April 21, 2020 : : -60 2,160 420 0 -35 1,800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 85.0 23.2 10.3 0.1 24.7 0.0 0.1 18.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 58,901 : : Positions : : 18,646 49,646 13,545 6,385 260 14,110 0 30 9,850 0 0 : : : : Changes from: April 21, 2020 : : 0 2,100 300 0 0 1,800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 84.3 23.0 10.8 0.4 24.0 0.0 0.1 16.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 60,655 : : Positions : : 20,510 52,625 10,866 3,005 810 5,815 0 615 18,259 0 815 : : : : Changes from: April 21, 2020 : : 0 1,225 595 0 0 0 0 0 630 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 86.8 17.9 5.0 1.3 9.6 0.0 1.0 30.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 51,015 : : Positions : : 20,025 42,700 9,936 3,465 670 5,715 0 715 10,309 0 945 : : : : Changes from: April 21, 2020 : : 0 625 595 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 83.7 19.5 6.8 1.3 11.2 0.0 1.4 20.2 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 21,240 : : Positions : : 11,690 11,945 1,700 0 1,415 0 4,225 505 2,920 785 375 : : : : Changes from: April 21, 2020 : : 765 0 -735 0 445 0 -270 25 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 56.2 8.0 0.0 6.7 0.0 19.9 2.4 13.7 3.7 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 20,330 : : Positions : : 11,025 11,660 1,475 20 1,225 0 4,225 505 3,930 935 120 : : : : Changes from: April 21, 2020 : : 685 0 -535 20 370 0 -270 25 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 57.4 7.3 0.1 6.0 0.0 20.8 2.5 19.3 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 75,770 : : Positions : : 42,035 44,405 5,865 0 2,140 2,005 19,670 1,135 15,410 1,500 1,270 : : : : Changes from: April 21, 2020 : : 10 670 410 0 0 -200 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 58.6 7.7 0.0 2.8 2.6 26.0 1.5 20.3 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 69,655 : : Positions : : 42,210 39,785 5,590 0 1,805 1,960 19,670 1,125 11,125 1,500 1,270 : : : : Changes from: April 21, 2020 : : 40 700 410 0 20 -200 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 57.1 8.0 0.0 2.6 2.8 28.2 1.6 16.0 2.2 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 63,641 : : Positions : : 38,141 23,178 0 18,486 0 16,530 0 2,810 58 13,175 2,005 : : : : Changes from: April 21, 2020 : : 455 -35 0 885 0 75 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 36.4 0.0 29.0 0.0 26.0 0.0 4.4 0.1 20.7 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 50,765 : : Positions : : 34,223 18,164 0 15,732 175 7,485 0 3,150 58 8,190 2,675 : : : : Changes from: April 21, 2020 : : 30 -435 0 835 -86 0 0 0 0 -370 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 35.8 0.0 31.0 0.3 14.7 0.0 6.2 0.1 16.1 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 179,321 : : Positions : : 94,905 85,141 18,310 225 7,117 2,838 17,125 7,387 1,400 15,022 3,235 : : : : Changes from: April 21, 2020 : : 1,961 6 -465 -1,050 1,180 -855 375 -335 0 1,310 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 47.5 10.2 0.1 4.0 1.6 9.5 4.1 0.8 8.4 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 29 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 147,014 : : Positions : : 71,954 80,076 20,661 0 5,448 3,748 6,435 6,731 1,400 11,047 3,300 : : : : Changes from: April 21, 2020 : : 1,301 4,181 4,505 -300 235 -855 400 -345 0 670 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 54.5 14.1 0.0 3.7 2.5 4.4 4.6 1.0 7.5 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 26 . 0 . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 64,435 : : Positions : : 31,520 29,910 18,161 7,216 6,214 1,145 9,090 2,255 0 4,760 0 : : : : Changes from: April 21, 2020 : : -240 1,450 -250 -140 320 0 -1,800 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 46.4 28.2 11.2 9.6 1.8 14.1 3.5 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 56,574 : : Positions : : 29,605 20,715 8,671 4,346 8,643 990 10,190 2,275 0 4,135 0 : : : : Changes from: April 21, 2020 : : -890 720 -300 -110 420 0 -1,800 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 36.6 15.3 7.7 15.3 1.7 18.0 4.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 44,935 : : Positions : : 12,295 28,640 0 7,475 2,975 22,815 0 1,330 480 0 1,200 : : : : Changes from: April 21, 2020 : : -70 675 0 755 -30 1,500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 63.7 0.0 16.6 6.6 50.8 0.0 3.0 1.1 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 55,115 : : Positions : : 8,170 41,425 0 6,865 2,745 39,845 280 1,100 480 0 1,200 : : : : Changes from: April 21, 2020 : : 15 760 0 755 -410 1,780 280 -280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 75.2 0.0 12.5 5.0 72.3 0.5 2.0 0.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 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 143,557 : : Positions : : 81,382 78,130 5,570 10,972 14,965 4,625 6,545 6,690 4,070 0 0 : : : : Changes from: April 21, 2020 : : 3,795 2,175 455 -1,225 730 0 3,300 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 54.4 3.9 7.6 10.4 3.2 4.6 4.7 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 120,775 : : Positions : : 71,365 61,380 5,610 17,515 11,915 25 1,520 10,555 3,670 0 0 : : : : Changes from: April 21, 2020 : : 4,960 2,035 640 -600 2,075 -3,815 360 2,915 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 50.8 4.6 14.5 9.9 0.0 1.3 8.7 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,780 : : Positions : : 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,625 : : Positions : : 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500 : : : : Changes from: April 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 01, 2020