Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 19,736 : : Positions : : 14,996 10,063 887 350 841 449 1,030 237 371 5,523 1,268 : : : : Changes from: June 2, 2020 : : 168 -21 -32 107 53 0 -190 0 6 359 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 51.0 4.5 1.8 4.3 2.3 5.2 1.2 1.9 28.0 6.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . 5 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 17,858 : : Positions : : 10,786 9,161 639 1,549 2,909 827 421 1,334 184 1,312 1,021 : : : : Changes from: June 2, 2020 : : -488 -96 -40 -8 -50 -218 -371 57 -34 -185 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 51.3 3.6 8.7 16.3 4.6 2.4 7.5 1.0 7.3 5.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 17 . . . . . . . 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 37,762 : : Positions : : 23,951 32,532 5,192 0 2,276 864 150 139 3,255 700 1,950 : : : : Changes from: June 2, 2020 : : 150 275 -200 0 75 0 0 0 -285 -610 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 86.2 13.7 0.0 6.0 2.3 0.4 0.4 8.6 1.9 5.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . 0 . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 32,647 : : Positions : : 25,808 28,561 0 1,776 1,088 25 216 406 4,505 25 575 : : : : Changes from: June 2, 2020 : : 115 655 0 -40 -40 0 50 -50 550 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 87.5 0.0 5.4 3.3 0.1 0.7 1.2 13.8 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 131,421 : : Positions : : 105,014 93,529 2,699 14,427 7,142 2,848 1,553 6,750 3,565 4,795 3,160 : : : : Changes from: June 2, 2020 : : -4,937 -596 609 -2,450 352 -113 198 -253 524 -90 -739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 71.2 2.1 11.0 5.4 2.2 1.2 5.1 2.7 3.6 2.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 29 . . 5 4 6 . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 68,173 : : Positions : : 56,542 48,684 3,440 9,761 4,818 175 747 1,572 771 1,675 854 : : : : Changes from: June 2, 2020 : : 547 -752 -500 1,756 -341 -131 162 -167 100 -1,150 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 71.4 5.0 14.3 7.1 0.3 1.1 2.3 1.1 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 38,391 : : Positions : : 35,586 27,165 612 7,930 868 0 1,003 0 1,050 1,150 275 : : : : Changes from: June 2, 2020 : : -1,214 -1,190 114 415 -715 0 50 0 -25 -400 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 70.8 1.6 20.7 2.3 0.0 2.6 0.0 2.7 3.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 59,447 : : Positions : : 34,111 23,868 929 26,594 2,696 15,565 150 50 1,356 1,490 4,510 : : : : Changes from: June 2, 2020 : : 190 -759 50 719 -751 -100 0 0 -90 410 -415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 40.2 1.6 44.7 4.5 26.2 0.3 0.1 2.3 2.5 7.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 75,778 : : Positions : : 43,058 23,845 0 41,289 4,677 22,242 465 180 1,985 2,390 2,870 : : : : Changes from: June 2, 2020 : : -657 -1,660 0 276 -167 -661 -40 0 -68 397 -399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 31.5 0.0 54.5 6.2 29.4 0.6 0.2 2.6 3.2 3.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 0 4 4 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 68,814 : : Positions : : 53,767 42,746 7,852 20,503 3,292 0 0 0 1,876 768 1,505 : : : : Changes from: June 2, 2020 : : -3,284 -2,177 -261 -876 0 -150 0 0 334 -48 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 62.1 11.4 29.8 4.8 0.0 0.0 0.0 2.7 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 86,882 : : Positions : : 64,565 47,672 16,543 34,676 1,480 0 75 0 1,586 793 2,186 : : : : Changes from: June 2, 2020 : : -3,836 -3,359 -552 -841 -10 -150 50 0 324 -50 -264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 54.9 19.0 39.9 1.7 0.0 0.1 0.0 1.8 0.9 2.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 44,232 : : Positions : : 29,645 39,502 9,484 0 4,184 0 0 0 280 0 225 : : : : Changes from: June 2, 2020 : : -403 278 275 0 -155 0 0 0 80 -20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 89.3 21.4 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,266 : : Positions : : 26,175 17,244 0 8,520 1,257 0 600 0 360 635 0 : : : : Changes from: June 2, 2020 : : 130 -902 0 914 -392 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 61.0 0.0 30.1 4.4 0.0 2.1 0.0 1.3 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 18,087 : : Positions : : 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90 : : : : Changes from: June 2, 2020 : : -400 -1,065 -635 0 515 0 0 0 -85 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 84,022 : : Positions : : 59,258 61,572 370 9,883 8,204 6,600 1,157 46 7,281 1,101 1,854 : : : : Changes from: June 2, 2020 : : -4,282 -3,977 0 -527 293 52 -24 -155 -507 -205 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 73.3 0.4 11.8 9.8 7.9 1.4 0.1 8.7 1.3 2.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 31 . . . 5 . . 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 11,448 : : Positions : : 7,281 11,298 3,717 0 0 450 0 0 0 150 0 : : : : Changes from: June 2, 2020 : : -425 -488 -63 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 98.7 32.5 0.0 0.0 3.9 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 11,388 : : Positions : : 7,221 11,238 3,717 0 0 450 0 0 0 150 0 : : : : Changes from: June 2, 2020 : : -412 -475 -63 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 98.7 32.6 0.0 0.0 4.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 40,832 : : Positions : : 31,905 30,031 0 6,336 3,048 0 400 0 5,245 300 310 : : : : Changes from: June 2, 2020 : : -2,121 -1,876 0 -575 516 0 -200 0 -525 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.5 0.0 15.5 7.5 0.0 1.0 0.0 12.8 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 48,259 : : Positions : : 36,539 42,244 5,294 0 5,379 0 0 0 690 100 200 : : : : Changes from: June 2, 2020 : : -433 -442 -265 0 -110 0 -25 0 200 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 87.5 11.0 0.0 11.1 0.0 0.0 0.0 1.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 41,471 : : Positions : : 35,711 29,634 55 5,716 4,764 50 900 70 310 375 0 : : : : Changes from: June 2, 2020 : : -382 -1,656 5 1,101 -1,266 -20 -50 20 10 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 71.5 0.1 13.8 11.5 0.1 2.2 0.2 0.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 67,199 : : Positions : : 51,520 64,986 11,633 130 1,570 0 0 0 1,408 200 73 : : : : Changes from: June 2, 2020 : : -2,170 -3,602 -990 56 -56 0 -60 0 -297 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 96.7 17.3 0.2 2.3 0.0 0.0 0.0 2.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 72,223 : : Positions : : 60,329 66,794 5,243 687 4,108 0 150 0 1,944 200 99 : : : : Changes from: June 2, 2020 : : -2,352 -3,359 -640 137 -77 0 50 0 -168 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 92.5 7.3 1.0 5.7 0.0 0.2 0.0 2.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 11 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 79,587 : : Positions : : 65,930 70,956 9,803 3,635 1,478 0 448 80 415 1,479 1,441 : : : : Changes from: June 2, 2020 : : -1,296 -1,763 -476 -23 -200 0 -55 0 128 245 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 89.2 12.3 4.6 1.9 0.0 0.6 0.1 0.5 1.9 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 101,770 : : Positions : : 82,898 87,842 11,336 3,217 2,978 154 1,547 536 670 2,772 2,848 : : : : Changes from: June 2, 2020 : : -1,254 -1,541 -191 1 -173 149 -243 -212 -43 420 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 86.3 11.1 3.2 2.9 0.2 1.5 0.5 0.7 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 6 . 5 . 6 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 60,319 : : Positions : : 42,060 53,201 17,984 1,973 60 0 3,260 0 100 1,725 100 : : : : Changes from: June 2, 2020 : : -1,937 -2,180 -930 -315 0 0 -477 0 -25 75 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 88.2 29.8 3.3 0.1 0.0 5.4 0.0 0.2 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 54,465 : : Positions : : 36,025 53,205 16,830 0 135 0 175 0 1,250 725 225 : : : : Changes from: June 2, 2020 : : -735 -1,200 -390 0 15 0 -25 0 0 100 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 97.7 30.9 0.0 0.2 0.0 0.3 0.0 2.3 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 56,854 : : Positions : : 37,289 51,719 14,530 227 2,248 725 0 75 798 1,560 875 : : : : Changes from: June 2, 2020 : : -901 -869 -297 -50 -21 0 0 0 7 -110 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 91.0 25.6 0.4 4.0 1.3 0.0 0.1 1.4 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 63,078 : : Positions : : 45,183 55,631 14,233 421 388 720 3,325 250 1,264 1,767 891 : : : : Changes from: June 2, 2020 : : -441 -555 -86 -68 -23 0 -40 -10 -1 123 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 88.2 22.6 0.7 0.6 1.1 5.3 0.4 2.0 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 22,968 : : Positions : : 12,756 21,821 9,866 0 262 0 805 0 0 0 0 : : : : Changes from: June 2, 2020 : : -586 -1,085 -528 0 180 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 95.0 43.0 0.0 1.1 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 22,830 : : Positions : : 12,344 22,333 9,873 0 252 0 225 0 0 0 0 : : : : Changes from: June 2, 2020 : : -533 -980 -390 0 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 97.8 43.2 0.0 1.1 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 30,953 : : Positions : : 25,671 22,327 2,600 4,787 786 0 374 330 1,340 1,507 185 : : : : Changes from: June 2, 2020 : : -994 -655 140 -153 20 0 20 -20 345 26 -541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 72.1 8.4 15.5 2.5 0.0 1.2 1.1 4.3 4.9 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 18,896 : : Positions : : 15,157 15,027 1,448 975 230 0 1,080 0 675 919 210 : : : : Changes from: June 2, 2020 : : 546 774 -45 180 0 0 -130 -5 19 42 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 79.5 7.7 5.2 1.2 0.0 5.7 0.0 3.6 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 56,607 : : Positions : : 42,920 28,137 6,663 20,294 559 2,560 5,354 380 1,748 206 1,648 : : : : Changes from: June 2, 2020 : : -2,018 -1,051 1,218 367 -649 22 -178 -32 -29 -21 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 49.7 11.8 35.9 1.0 4.5 9.5 0.7 3.1 0.4 2.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 20 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 35,142 : : Positions : : 29,833 14,648 2,042 16,714 1,095 720 895 165 561 985 573 : : : : Changes from: June 2, 2020 : : -1,255 -946 97 -96 -6 0 -35 -45 96 -11 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 41.7 5.8 47.6 3.1 2.0 2.5 0.5 1.6 2.8 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 19,345 : : Positions : : 9,723 17,661 7,446 0 895 151 264 150 675 175 200 : : : : Changes from: June 2, 2020 : : 75 150 -75 0 100 0 0 0 125 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 91.3 38.5 0.0 4.6 0.8 1.4 0.8 3.5 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 19,061 : : Positions : : 8,655 17,066 7,995 0 1,845 0 50 0 475 100 0 : : : : Changes from: June 2, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 89.5 41.9 0.0 9.7 0.0 0.3 0.0 2.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,395 : : Positions : : 6,708 8,605 2,132 1,000 165 150 0 0 295 100 490 : : : : Changes from: June 2, 2020 : : -495 -535 -428 -112 -41 0 0 0 20 -50 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 82.8 20.5 9.6 1.6 1.4 0.0 0.0 2.8 1.0 4.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,436 : : Positions : : 5,846 7,650 2,084 1,000 166 150 0 0 265 100 485 : : : : Changes from: June 2, 2020 : : -440 -473 -516 -177 -16 0 0 0 20 -50 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 81.1 22.1 10.6 1.8 1.6 0.0 0.0 2.8 1.1 5.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 34,051 : : Positions : : 20,030 28,016 10,495 0 370 150 0 0 1,050 3,740 1,925 : : : : Changes from: June 2, 2020 : : -1,320 -1,696 5 0 -155 -50 0 0 -100 130 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 82.3 30.8 0.0 1.1 0.4 0.0 0.0 3.1 11.0 5.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 34,436 : : Positions : : 20,620 28,591 10,265 0 465 150 0 0 1,050 3,525 1,855 : : : : Changes from: June 2, 2020 : : -1,265 -1,776 -20 0 -125 -50 0 0 -100 230 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 83.0 29.8 0.0 1.4 0.4 0.0 0.0 3.0 10.2 5.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 110,710 : : Positions : : 80,490 89,347 22,223 8,436 4,869 125 850 755 530 4,741 1,649 : : : : Changes from: June 2, 2020 : : -1,836 -2,788 205 411 -605 15 -25 -15 -150 5 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 80.7 20.1 7.6 4.4 0.1 0.8 0.7 0.5 4.3 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 28 5 . 4 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 123,407 : : Positions : : 89,567 102,877 20,943 3,320 7,919 32 970 1,623 680 4,037 2,601 : : : : Changes from: June 2, 2020 : : -3,605 -3,557 -193 -143 -508 32 -93 -92 -30 -197 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 83.4 17.0 2.7 6.4 0.0 0.8 1.3 0.6 3.3 2.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 29 6 . 6 . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 537,638 : : Positions : : 298,356 350,039 44,265 4,480 107,196 14,862 15,724 30,302 18,617 5,969 23,731 : : : : Changes from: June 2, 2020 : : -9,380 -3,476 2,896 712 -1,723 -937 -2,729 1,373 -1,203 -170 -522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 65.1 8.2 0.8 19.9 2.8 2.9 5.6 3.5 1.1 4.4 : : : : Number of Traders in Each Category Total Traders: 92 : : 44 36 . . 5 9 8 7 18 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,464 : : Positions : : 8,804 14,730 1,713 145 854 795 600 65 3,793 0 0 : : : : Changes from: June 2, 2020 : : -586 -296 -75 10 -80 -90 0 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 89.5 10.4 0.9 5.2 4.8 3.6 0.4 23.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,436 : : Positions : : 5,812 11,950 2,290 120 711 100 600 55 4,043 0 0 : : : : Changes from: June 2, 2020 : : -363 -231 -177 10 0 -15 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 88.9 17.0 0.9 5.3 0.7 4.5 0.4 30.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 5,110 : : Positions : : 3,335 3,450 0 590 20 765 235 25 300 410 0 : : : : Changes from: June 2, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 67.5 0.0 11.5 0.4 15.0 4.6 0.5 5.9 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 0 . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 15,546 : : Positions : : 11,643 14,191 1,150 0 125 350 0 0 2,070 1,050 150 : : : : Changes from: June 2, 2020 : : -140 -790 -53 0 0 0 0 0 -882 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 91.3 7.4 0.0 0.8 2.3 0.0 0.0 13.3 6.8 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 22 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 88,927 : : Positions : : 62,629 64,555 17,252 11,086 1,560 0 4,240 0 0 0 0 : : : : Changes from: June 2, 2020 : : -1,243 -1,429 -491 -140 0 0 -165 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 72.6 19.4 12.5 1.8 0.0 4.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 74,231 : : Positions : : 52,806 52,716 14,025 9,435 1,585 0 4,680 0 0 0 0 : : : : Changes from: June 2, 2020 : : -1,310 -1,321 -401 -110 0 0 -280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 71.0 18.9 12.7 2.1 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,205 : : Positions : : 7,495 15,735 8,315 1,010 4,795 600 1,005 0 1,640 0 0 : : : : Changes from: June 2, 2020 : : 230 -555 -1,465 -625 1,785 125 -15 -150 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 62.4 33.0 4.0 19.0 2.4 4.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,096 : : Positions : : 31,835 20,968 7,544 25,556 300 11,620 3,790 3,950 0 960 0 : : : : Changes from: June 2, 2020 : : -801 -594 -658 -950 240 0 80 -220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 35.5 12.8 43.2 0.5 19.7 6.4 6.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 37,937 : : Positions : : 20,702 17,196 8,814 13,425 300 2,565 1,375 3,010 0 360 300 : : : : Changes from: June 2, 2020 : : -1,081 -774 -188 -715 300 -200 15 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 45.3 23.2 35.4 0.8 6.8 3.6 7.9 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 33,860 : : Positions : : 25,205 13,830 5,320 965 980 885 16,420 90 0 0 0 : : : : Changes from: June 2, 2020 : : -250 -780 20 -170 -20 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 40.8 15.7 2.8 2.9 2.6 48.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 100,180 : : Positions : : 60,850 31,765 1,090 38,175 5,565 12,825 1,550 880 0 3,205 635 : : : : Changes from: June 2, 2020 : : -500 -835 -695 -915 170 -180 -40 -150 0 405 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 31.7 1.1 38.1 5.6 12.8 1.5 0.9 0.0 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 95,060 : : Positions : : 57,540 31,210 610 32,760 5,555 13,150 1,550 1,000 0 5,750 70 : : : : Changes from: June 2, 2020 : : -282 -467 -880 -1,025 0 -170 -25 -125 0 255 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 32.8 0.6 34.5 5.8 13.8 1.6 1.1 0.0 6.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,784 : : Positions : : 14,621 4,137 0 799 1,228 2,605 10,265 505 600 3,475 885 : : : : Changes from: June 2, 2020 : : -1,000 -404 -50 269 -380 -205 -980 0 0 -155 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 16.7 0.0 3.2 5.0 10.5 41.4 2.0 2.4 14.0 3.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 23,919 : : Positions : : 13,822 4,163 0 1,459 968 2,605 9,665 505 600 2,590 1,295 : : : : Changes from: June 2, 2020 : : -1,025 -454 -55 144 -245 -205 -1,755 0 0 770 -770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 17.4 0.0 6.1 4.0 10.9 40.4 2.1 2.5 10.8 5.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 63,375 : : Positions : : 19,320 52,770 13,500 7,965 60 19,315 0 25 9,240 0 0 : : : : Changes from: June 2, 2020 : : -790 -3,390 -270 -150 0 -1,610 0 -15 -355 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 83.3 21.3 12.6 0.1 30.5 0.0 0.0 14.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 62,450 : : Positions : : 21,650 55,770 10,515 2,380 1,735 5,600 240 10 20,475 0 140 : : : : Changes from: June 2, 2020 : : -725 -620 510 190 -75 250 65 -350 -360 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 89.3 16.8 3.8 2.8 9.0 0.4 0.0 32.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 52,700 : : Positions : : 20,685 46,125 10,785 2,740 985 5,600 240 10 11,885 0 535 : : : : Changes from: June 2, 2020 : : -740 -40 580 115 -75 300 75 -410 50 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 87.5 20.5 5.2 1.9 10.6 0.5 0.0 22.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 19,810 : : Positions : : 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,155 530 : : : : Changes from: June 2, 2020 : : -700 -940 -520 0 50 50 -320 -220 60 -50 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 5.8 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 73,465 : : Positions : : 39,935 40,860 5,245 0 2,190 2,095 20,950 1,000 15,795 1,500 1,270 : : : : Changes from: June 2, 2020 : : -1,310 -2,685 -535 0 -45 -40 110 -200 -720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 55.6 7.1 0.0 3.0 2.9 28.5 1.4 21.5 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 67,255 : : Positions : : 39,320 35,710 4,740 0 2,325 1,970 20,950 1,000 12,090 1,500 1,270 : : : : Changes from: June 2, 2020 : : -1,480 -2,700 -650 0 360 -80 110 -200 -405 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 53.1 7.0 0.0 3.5 2.9 31.2 1.5 18.0 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 62,177 : : Positions : : 36,491 19,521 0 19,830 0 16,965 0 2,790 0 14,185 2,005 : : : : Changes from: June 2, 2020 : : -840 -1,465 0 -695 0 -1,190 0 325 0 115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 31.4 0.0 31.9 0.0 27.3 0.0 4.5 0.0 22.8 3.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 0 . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 50,535 : : Positions : : 33,807 15,655 0 16,952 0 8,365 0 2,950 0 9,835 2,425 : : : : Changes from: June 2, 2020 : : -1,037 -1,185 0 -807 0 -685 0 210 0 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 31.0 0.0 33.5 0.0 16.6 0.0 5.8 0.0 19.5 4.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 0 . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 184,219 : : Positions : : 97,102 89,974 17,163 50 6,782 8,084 18,490 5,796 1,500 15,240 2,125 : : : : Changes from: June 2, 2020 : : -5,924 -4,381 145 -100 -625 1,258 150 -468 50 -295 -490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 48.8 9.3 0.0 3.7 4.4 10.0 3.1 0.8 8.3 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 147,051 : : Positions : : 69,670 80,774 19,965 0 4,276 6,624 8,215 6,201 1,605 8,780 2,450 : : : : Changes from: June 2, 2020 : : -3,390 -2,857 -15 0 -192 428 615 -90 155 -490 -480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 54.9 13.6 0.0 2.9 4.5 5.6 4.2 1.1 6.0 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 72,226 : : Positions : : 31,412 39,185 15,779 5,086 10,580 1,325 540 8,425 0 3,935 0 : : : : Changes from: June 2, 2020 : : -1,160 -1,130 -165 -95 95 -60 275 -350 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 54.3 21.8 7.0 14.6 1.8 0.7 11.7 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 60,494 : : Positions : : 28,415 29,930 8,331 3,501 8,373 1,090 1,140 8,350 0 3,385 0 : : : : Changes from: June 2, 2020 : : -95 345 710 470 -730 25 225 -450 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 49.5 13.8 5.8 13.8 1.8 1.9 13.8 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 41,640 : : Positions : : 15,025 23,885 320 8,400 2,720 15,750 50 2,425 700 0 980 : : : : Changes from: June 2, 2020 : : -185 -280 -115 175 -50 145 50 -215 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 57.4 0.8 20.2 6.5 37.8 0.1 5.8 1.7 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 51,020 : : Positions : : 11,400 36,200 0 8,175 2,310 32,345 280 1,295 700 0 980 : : : : Changes from: June 2, 2020 : : -340 -445 0 305 -205 -10 50 -215 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 71.0 0.0 16.0 4.5 63.4 0.5 2.5 1.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 175,129 : : Positions : : 96,466 98,994 3,046 506 31,776 5,675 10,335 6,600 3,365 0 0 : : : : Changes from: June 2, 2020 : : -2,835 -2,700 847 506 -1,715 360 85 -135 -390 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 56.5 1.7 0.3 18.1 3.2 5.9 3.8 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 9, 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 115,515 : : Positions : : 70,435 57,475 4,605 15,045 12,030 925 5,985 9,140 2,755 0 0 : : : : Changes from: June 2, 2020 : : -310 -1,890 435 1,795 -2,500 550 145 -235 -470 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 49.8 4.0 13.0 10.4 0.8 5.2 7.9 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 22 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 12, 2020