Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 21,214 : : Positions : : 14,692 11,793 1,169 189 1,037 375 1,215 345 466 3,523 2,287 : : : : Changes from: April 14, 2020 : : 719 552 -151 0 102 12 0 165 50 -17 534 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 55.6 5.5 0.9 4.9 1.8 5.7 1.6 2.2 16.6 10.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 23,372 : : Positions : : 13,233 12,327 723 831 4,383 1,383 1,048 1,138 422 1,599 1,762 : : : : Changes from: April 14, 2020 : : 207 -34 0 -314 205 -33 -13 13 -442 85 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 52.7 3.1 3.6 18.8 5.9 4.5 4.9 1.8 6.8 7.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 . . . . . . 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 41,958 : : Positions : : 27,604 37,424 6,210 0 2,087 330 100 257 3,805 415 1,650 : : : : Changes from: April 14, 2020 : : 535 525 722 0 -69 -122 0 84 -390 235 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 89.2 14.8 0.0 5.0 0.8 0.2 0.6 9.1 1.0 3.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . 0 . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 32,641 : : Positions : : 25,939 26,621 0 1,745 1,496 0 348 456 3,225 450 1,525 : : : : Changes from: April 14, 2020 : : 320 355 0 -322 234 0 22 3 175 200 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.6 0.0 5.3 4.6 0.0 1.1 1.4 9.9 1.4 4.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 0 . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 143,054 : : Positions : : 118,413 99,948 3,825 20,138 5,108 2,670 1,881 6,887 2,154 5,231 3,777 : : : : Changes from: April 14, 2020 : : 1,586 2,493 580 -132 -179 335 -245 0 -485 -49 379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 69.9 2.7 14.1 3.6 1.9 1.3 4.8 1.5 3.7 2.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 31 . . 4 . 6 4 5 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 69,625 : : Positions : : 56,325 51,273 4,380 7,962 4,189 300 896 2,332 846 1,700 1,253 : : : : Changes from: April 14, 2020 : : -529 -311 0 -330 315 0 127 70 204 189 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 73.6 6.3 11.4 6.0 0.4 1.3 3.3 1.2 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 39,023 : : Positions : : 36,124 26,430 684 10,025 840 0 828 0 550 75 825 : : : : Changes from: April 14, 2020 : : 560 1,210 28 -550 0 0 153 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 67.7 1.8 25.7 2.2 0.0 2.1 0.0 1.4 0.2 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 59,831 : : Positions : : 32,143 25,036 639 23,845 4,685 15,750 150 50 1,525 1,190 4,862 : : : : Changes from: April 14, 2020 : : 90 582 0 -304 414 0 0 0 178 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 41.8 1.1 39.9 7.8 26.3 0.3 0.1 2.5 2.0 8.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 78,297 : : Positions : : 43,291 26,898 0 40,085 5,434 23,670 425 50 2,100 2,207 2,980 : : : : Changes from: April 14, 2020 : : 375 461 0 291 53 165 -240 0 104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 34.4 0.0 51.2 6.9 30.2 0.5 0.1 2.7 2.8 3.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 0 4 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 72,051 : : Positions : : 55,950 44,480 7,408 21,277 3,781 300 0 0 1,773 230 2,257 : : : : Changes from: April 14, 2020 : : 2,330 1,020 -660 650 0 0 0 0 0 -6 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 61.7 10.3 29.5 5.2 0.4 0.0 0.0 2.5 0.3 3.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 89,593 : : Positions : : 66,454 50,621 15,733 33,657 2,091 300 0 0 1,444 241 2,738 : : : : Changes from: April 14, 2020 : : 3,687 2,538 -250 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 56.5 17.6 37.6 2.3 0.3 0.0 0.0 1.6 0.3 3.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 42,490 : : Positions : : 28,704 37,717 9,061 0 4,122 0 0 0 225 45 230 : : : : Changes from: April 14, 2020 : : 335 80 -255 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 88.8 21.3 0.0 9.7 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- Options and Futures Combined Positions as of April 21, 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 28,169 : : Positions : : 26,030 18,290 0 7,619 1,254 0 600 0 360 396 0 : : : : Changes from: April 14, 2020 : : 500 700 0 -250 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 64.9 0.0 27.0 4.5 0.0 2.1 0.0 1.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 14, 2020 : : . . . . . . . . . . . : : : : 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- Options and Futures Combined Positions as of April 21, 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 89,591 : : Positions : : 57,706 65,597 320 11,588 8,286 7,246 260 407 13,226 1,430 1,866 : : : : Changes from: April 14, 2020 : : 1,117 299 0 438 -260 -720 -70 44 321 225 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 73.2 0.4 12.9 9.2 8.1 0.3 0.5 14.8 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 33 . . . 7 . 4 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 42,751 : : Positions : : 33,072 32,239 0 6,918 2,412 0 299 1 6,695 300 285 : : : : Changes from: April 14, 2020 : : 324 -186 0 300 0 0 100 0 -110 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 75.4 0.0 16.2 5.6 0.0 0.7 0.0 15.7 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 47,871 : : Positions : : 34,612 41,951 7,444 0 5,144 0 25 0 240 96 254 : : : : Changes from: April 14, 2020 : : 505 565 85 0 150 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 87.6 15.6 0.0 10.7 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- Options and Futures Combined Positions as of April 21, 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 36,752 : : Positions : : 29,426 25,674 0 3,731 5,955 10 930 40 0 215 155 : : : : Changes from: April 14, 2020 : : 180 864 0 -465 215 10 -180 40 -105 5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 69.9 0.0 10.2 16.2 0.0 2.5 0.1 0.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 68,536 : : Positions : : 52,887 65,338 10,241 0 2,605 0 80 0 1,840 200 73 : : : : Changes from: April 14, 2020 : : 846 2,576 1,685 0 260 0 35 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 95.3 14.9 0.0 3.8 0.0 0.1 0.0 2.7 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- Options and Futures Combined Positions as of April 21, 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 71,512 : : Positions : : 59,730 64,883 5,341 2,549 3,545 0 45 0 2,351 250 60 : : : : Changes from: April 14, 2020 : : 690 1,660 1,200 260 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 90.7 7.5 3.6 5.0 0.0 0.1 0.0 3.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 14 . . 4 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 76,732 : : Positions : : 64,488 69,980 8,418 1,803 2,092 0 447 85 179 890 1,255 : : : : Changes from: April 14, 2020 : : 3,487 2,948 55 0 330 0 10 0 -270 294 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 91.2 11.0 2.3 2.7 0.0 0.6 0.1 0.2 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 5 . 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 94,909 : : Positions : : 77,183 84,640 9,421 2,317 3,214 0 1,429 522 1,991 531 2,220 : : : : Changes from: April 14, 2020 : : 2,836 3,133 23 -67 194 0 127 -17 210 -110 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 89.2 9.9 2.4 3.4 0.0 1.5 0.6 2.1 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 26 5 . 4 0 8 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 62,783 : : Positions : : 42,545 54,317 19,508 2,760 60 0 3,846 0 600 1,750 50 : : : : Changes from: April 14, 2020 : : 530 250 -200 125 0 0 205 0 100 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 86.5 31.1 4.4 0.1 0.0 6.1 0.0 1.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 53,470 : : Positions : : 35,490 51,715 15,675 0 780 0 225 0 1,150 375 375 : : : : Changes from: April 14, 2020 : : 540 565 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 96.7 29.3 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 60,563 : : Positions : : 41,746 55,171 14,546 471 1,922 700 75 0 648 1,796 957 : : : : Changes from: April 14, 2020 : : -657 -396 231 0 115 0 -35 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 91.1 24.0 0.8 3.2 1.2 0.1 0.0 1.1 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 4 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 66,723 : : Positions : : 49,215 58,761 13,307 783 116 130 2,825 1,280 1,470 1,652 1,062 : : : : Changes from: April 14, 2020 : : -109 153 718 0 18 -50 600 0 104 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 88.1 19.9 1.2 0.2 0.2 4.2 1.9 2.2 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 24,340 : : Positions : : 14,815 23,745 9,143 0 140 0 235 75 0 55 0 : : : : Changes from: April 14, 2020 : : 180 184 -5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 97.6 37.6 0.0 0.6 0.0 1.0 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 24,055 : : Positions : : 14,270 23,940 9,081 0 115 75 0 0 0 0 0 : : : : Changes from: April 14, 2020 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 99.5 37.8 0.0 0.5 0.3 0.0 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- Options and Futures Combined Positions as of April 21, 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 31,263 : : Positions : : 25,980 23,604 2,730 3,758 1,003 30 379 335 135 1,165 1,019 : : : : Changes from: April 14, 2020 : : 491 235 60 -5 0 30 35 0 -255 85 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 75.5 8.7 12.0 3.2 0.1 1.2 1.1 0.4 3.7 3.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 18,347 : : Positions : : 13,960 15,169 1,969 0 135 0 1,340 0 731 1,012 205 : : : : Changes from: April 14, 2020 : : 105 -19 5 0 0 0 -25 0 -30 125 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 82.7 10.7 0.0 0.7 0.0 7.3 0.0 4.0 5.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 58,785 : : Positions : : 45,547 32,619 5,439 18,818 871 2,640 4,965 445 2,945 165 877 : : : : Changes from: April 14, 2020 : : 80 347 -19 450 -6 10 99 15 792 -30 -283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 55.5 9.3 32.0 1.5 4.5 8.4 0.8 5.0 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 22 5 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 36,584 : : Positions : : 31,403 16,749 1,809 16,232 1,067 700 885 335 430 542 690 : : : : Changes from: April 14, 2020 : : 70 85 -30 -250 30 0 345 -210 30 -110 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 45.8 4.9 44.4 2.9 1.9 2.4 0.9 1.2 1.5 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 19,930 : : Positions : : 10,773 17,950 7,307 0 914 0 415 301 375 225 125 : : : : Changes from: April 14, 2020 : : 100 -25 75 0 -15 0 89 0 -200 -89 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 90.1 36.7 0.0 4.6 0.0 2.1 1.5 1.9 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 21,810 : : Positions : : 11,301 19,310 7,767 0 2,100 0 250 0 525 150 0 : : : : Changes from: April 14, 2020 : : -50 -75 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 88.5 35.6 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- Options and Futures Combined Positions as of April 21, 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 9,017 : : Positions : : 8,085 5,945 0 875 647 0 600 25 100 925 0 : : : : Changes from: April 14, 2020 : : 0 -280 0 300 -54 -25 0 25 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 65.9 0.0 9.7 7.2 0.0 6.7 0.3 1.1 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 9,290 : : Positions : : 8,318 5,725 0 623 742 0 925 25 100 1,250 0 : : : : Changes from: April 14, 2020 : : 0 -300 0 300 -1 -25 0 25 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 61.6 0.0 6.7 8.0 0.0 10.0 0.3 1.1 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 14, 2020 : : 0 0 0 0 25 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- Options and Futures Combined Positions as of April 21, 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 14, 2020 : : 0 0 0 0 25 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- Options and Futures Combined Positions as of April 21, 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 14, 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: 32 : : 19 11 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 14, 2020 : : 0 0 0 0 -5 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: 32 : : 19 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 106,002 : : Positions : : 81,888 83,940 16,874 11,276 3,643 1,305 155 230 808 5,557 1,181 : : : : Changes from: April 14, 2020 : : 2,201 2,699 0 -453 109 0 -25 25 3 6 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 79.2 15.9 10.6 3.4 1.2 0.1 0.2 0.8 5.2 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 . . . . . . . 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 120,600 : : Positions : : 90,479 97,487 19,700 9,332 4,801 2,025 955 325 1,053 5,543 2,147 : : : : Changes from: April 14, 2020 : : 2,421 2,813 0 -334 196 0 25 25 -15 -98 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 80.8 16.3 7.7 4.0 1.7 0.8 0.3 0.9 4.6 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 29 . . 5 . . . 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 523,084 : : Positions : : 287,514 347,729 45,706 1,477 101,491 16,622 18,131 25,589 24,147 6,797 21,775 : : : : Changes from: April 14, 2020 : : 6,585 11,215 4,829 -400 -3,976 1,566 915 309 -2,149 -958 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 66.5 8.7 0.3 19.4 3.2 3.5 4.9 4.6 1.3 4.2 : : : : Number of Traders in Each Category Total Traders: 96 : : 43 38 . . 4 9 9 9 18 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 18,069 : : Positions : : 9,873 16,311 1,943 115 918 965 600 55 3,920 0 0 : : : : Changes from: April 14, 2020 : : -50 0 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 90.3 10.8 0.6 5.1 5.3 3.3 0.3 21.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 14, 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- Options and Futures Combined Positions as of April 21, 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 12,392 : : Positions : : 5,090 10,737 795 0 125 350 0 0 6,030 1,500 0 : : : : Changes from: April 14, 2020 : : 160 2 35 -25 25 -100 0 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 86.6 6.4 0.0 1.0 2.8 0.0 0.0 48.7 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 16 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 81,089 : : Positions : : 56,321 58,714 16,904 10,766 450 0 3,745 75 0 0 0 : : : : Changes from: April 14, 2020 : : 1,121 852 -60 300 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 72.4 20.8 13.3 0.6 0.0 4.6 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- Options and Futures Combined Positions as of April 21, 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 67,693 : : Positions : : 47,506 48,273 14,112 9,065 125 0 4,280 30 0 0 0 : : : : Changes from: April 14, 2020 : : 775 415 -60 300 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 71.3 20.8 13.4 0.2 0.0 6.3 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- Options and Futures Combined Positions as of April 21, 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 24,520 : : Positions : : 6,770 16,250 11,580 2,825 1,040 325 1,035 175 1,745 0 0 : : : : Changes from: April 14, 2020 : : 0 10 -300 60 205 225 -325 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 66.3 47.2 11.5 4.2 1.3 4.2 0.7 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 22,130 : : Positions : : 5,630 15,025 10,435 1,825 1,730 325 1,035 175 1,805 0 0 : : : : Changes from: April 14, 2020 : : 0 10 -300 60 190 225 -325 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 67.9 47.2 8.2 7.8 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- Options and Futures Combined Positions as of April 21, 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 57,529 : : Positions : : 29,744 18,978 7,695 26,006 1,200 11,500 3,280 4,380 0 960 0 : : : : Changes from: April 14, 2020 : : 305 275 490 420 -600 0 100 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 33.0 13.4 45.2 2.1 20.0 5.7 7.6 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 39,113 : : Positions : : 22,089 19,714 8,135 13,405 50 2,970 0 3,115 0 360 300 : : : : Changes from: April 14, 2020 : : 410 0 420 420 -680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 50.4 20.8 34.3 0.1 7.6 0.0 8.0 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 28,910 : : Positions : : 22,020 9,500 3,780 1,910 360 1,035 15,820 90 0 0 0 : : : : Changes from: April 14, 2020 : : 420 570 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 32.9 13.1 6.6 1.2 3.6 54.7 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- Options and Futures Combined Positions as of April 21, 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 97,221 : : Positions : : 51,239 28,226 2,512 37,540 4,805 16,195 1,575 220 0 2,610 1,420 : : : : Changes from: April 14, 2020 : : 745 120 -2,105 0 1,365 1,680 75 -75 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 29.0 2.6 38.6 4.9 16.7 1.6 0.2 0.0 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 92,071 : : Positions : : 47,146 26,956 2,925 32,570 4,625 16,425 1,670 165 0 5,290 555 : : : : Changes from: April 14, 2020 : : 1,010 255 -2,210 0 1,370 1,680 75 -75 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 29.3 3.2 35.4 5.0 17.8 1.8 0.2 0.0 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 23,791 : : Positions : : 13,841 5,395 20 2,636 1,144 3,315 8,215 175 0 1,810 1,335 : : : : Changes from: April 14, 2020 : : 425 -350 0 220 -81 0 350 0 -70 135 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 22.7 0.1 11.1 4.8 13.9 34.5 0.7 0.0 7.6 5.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 23,561 : : Positions : : 12,992 5,421 255 3,421 909 3,315 9,315 175 1,135 410 1,370 : : : : Changes from: April 14, 2020 : : 425 -350 0 220 35 0 350 0 0 205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 23.0 1.1 14.5 3.9 14.1 39.5 0.7 4.8 1.7 5.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 : : 13,799 11,435 1,226 11,255 969 13,020 50 0 0 6,170 975 : : : : Changes from: April 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 35.0 3.8 34.5 3.0 39.9 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- Options and Futures Combined Positions as of April 21, 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 54,491 : : Positions : : 16,686 45,975 12,743 5,810 95 12,185 0 30 10,265 0 0 : : : : Changes from: April 14, 2020 : : 0 2,630 2,630 250 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 84.4 23.4 10.7 0.2 22.4 0.0 0.1 18.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 56,801 : : Positions : : 18,646 47,546 13,245 6,385 260 12,310 0 30 9,850 0 0 : : : : Changes from: April 14, 2020 : : 0 2,150 2,150 150 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 83.7 23.3 11.2 0.5 21.7 0.0 0.1 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 59,430 : : Positions : : 20,510 51,400 10,271 3,005 810 5,815 0 615 17,629 0 815 : : : : Changes from: April 14, 2020 : : 0 50 75 0 0 -75 0 45 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 86.5 17.3 5.1 1.4 9.8 0.0 1.0 29.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 50,390 : : Positions : : 20,025 42,075 9,341 3,465 670 5,715 0 715 10,279 0 945 : : : : Changes from: April 14, 2020 : : 0 50 75 0 0 -75 0 45 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 83.5 18.5 6.9 1.3 11.3 0.0 1.4 20.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 20,725 : : Positions : : 10,925 11,945 2,435 0 970 0 4,495 480 2,920 485 375 : : : : Changes from: April 14, 2020 : : 100 0 -230 0 100 0 -200 0 0 70 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 57.6 11.7 0.0 4.7 0.0 21.7 2.3 14.1 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 19,805 : : Positions : : 10,340 11,660 2,010 0 855 0 4,495 480 3,930 535 120 : : : : Changes from: April 14, 2020 : : 100 0 -230 0 100 0 -200 0 0 70 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 58.9 10.1 0.0 4.3 0.0 22.7 2.4 19.8 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 75,120 : : Positions : : 42,025 43,735 5,455 0 2,140 2,205 19,670 1,135 14,960 1,500 1,270 : : : : Changes from: April 14, 2020 : : 305 -645 105 0 50 75 1,320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 58.2 7.3 0.0 2.8 2.9 26.2 1.5 19.9 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 68,975 : : Positions : : 42,170 39,085 5,180 0 1,785 2,160 19,670 1,125 10,675 1,500 1,270 : : : : Changes from: April 14, 2020 : : 670 -650 -75 0 85 75 1,320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 56.7 7.5 0.0 2.6 3.1 28.5 1.6 15.5 2.2 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 62,835 : : Positions : : 37,686 23,213 0 17,601 0 16,455 0 2,810 58 13,495 2,005 : : : : Changes from: April 14, 2020 : : -50 100 0 1,000 -37 675 0 -55 0 -475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 36.9 0.0 28.0 0.0 26.2 0.0 4.5 0.1 21.5 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 50,534 : : Positions : : 34,193 18,599 0 14,897 261 7,485 0 3,150 58 8,560 2,675 : : : : Changes from: April 14, 2020 : : 0 50 0 0 0 150 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 36.8 0.0 29.5 0.5 14.8 0.0 6.2 0.1 16.9 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 173,598 : : Positions : : 92,944 85,135 18,775 1,275 5,937 3,693 16,750 7,722 1,400 13,712 3,180 : : : : Changes from: April 14, 2020 : : -250 1,160 1,220 0 -685 835 700 -1,115 0 125 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 49.0 10.8 0.7 3.4 2.1 9.6 4.4 0.8 7.9 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 29 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 138,305 : : Positions : : 70,653 75,895 16,156 300 5,213 4,603 6,035 7,076 1,400 10,377 3,300 : : : : Changes from: April 14, 2020 : : -1,390 1,370 1,600 0 -235 835 175 -1,080 0 -500 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 54.9 11.7 0.2 3.8 3.3 4.4 5.1 1.0 7.5 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 26 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 64,860 : : Positions : : 31,760 28,460 18,411 7,356 5,894 1,145 10,890 2,005 0 4,760 0 : : : : Changes from: April 14, 2020 : : -1,450 705 100 -1,480 1,220 105 -470 345 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 43.9 28.4 11.3 9.1 1.8 16.8 3.1 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 57,199 : : Positions : : 30,495 19,995 8,971 4,456 8,223 990 11,990 2,025 0 4,135 0 : : : : Changes from: April 14, 2020 : : -2,145 115 -100 -1,785 1,190 105 -470 345 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 35.0 15.7 7.8 14.4 1.7 21.0 3.5 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 43,345 : : Positions : : 12,365 27,965 0 6,720 3,005 21,315 0 1,330 480 0 1,200 : : : : Changes from: April 14, 2020 : : -95 -1,780 -2,110 70 430 495 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 64.5 0.0 15.5 6.9 49.2 0.0 3.1 1.1 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 53,985 : : Positions : : 8,155 40,665 0 6,110 3,155 38,065 0 1,380 480 0 1,200 : : : : Changes from: April 14, 2020 : : 25 -1,060 0 1,600 -30 515 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 75.3 0.0 11.3 5.8 70.5 0.0 2.6 0.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 163,816 : : Positions : : 84,906 89,640 3,270 5,059 30,512 4,625 3,245 6,725 4,070 0 0 : : : : Changes from: April 14, 2020 : : 2,089 4,629 1,453 -2,545 1,203 0 1,070 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 54.7 2.0 3.1 18.6 2.8 2.0 4.1 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 114,360 : : Positions : : 66,405 59,345 4,970 18,115 9,840 3,840 1,160 7,640 3,670 0 0 : : : : Changes from: April 14, 2020 : : 30 -370 50 -950 1,000 -1,670 -580 1,255 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 51.9 4.3 15.8 8.6 3.4 1.0 6.7 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 21, 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 14, 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- Options and Futures Combined Positions as of April 21, 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 14, 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 April 24, 2020