News Source: COT

COT Report - Petroleum and Products, Futures and Options Combined Disaggregated - April 03, 2020

USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 38,029: 22,236 27,829 4,416 126 4,276 0 0 0 2,417 1,047 4,652: 32 99 Old : 38,029: 22,236 27,829 4,416 126 4,276 0 0 0 2,417 1,047 4,652: 32 99 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,537: 1,230 1,545 0 -97 -20 -167 0 -9 162 -203 1,312: 29 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 73.2 11.6 0.3 11.2 0.0 0.0 0.0 6.4 2.8 12.2: 0.1 0.3 Old : 100.0: 58.5 73.2 11.6 0.3 11.2 0.0 0.0 0.0 6.4 2.8 12.2: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 23 . . . 0 0 0 . . 6: Old : 40: 24 23 . . . 0 0 0 . . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 49.3 75.2 75.8 20.4 22.8 24.3 24.9 Old : 53.6 49.3 75.2 75.8 20.4 22.8 24.3 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 37,060: 20,571 22,707 5,525 175 5,726 602 0 134 54 5,482 2,826: 1,622 10 Old : 37,060: 20,571 22,707 5,525 175 5,726 602 0 134 54 5,482 2,826: 1,622 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,603: 2,213 866 -10 0 150 2 -231 47 0 1,630 141: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 61.3 14.9 0.5 15.5 1.6 0.0 0.4 0.1 14.8 7.6: 4.4 0.0 Old : 100.0: 55.5 61.3 14.9 0.5 15.5 1.6 0.0 0.4 0.1 14.8 7.6: 4.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 16 6 . 4 . 0 . . . 4: Old : 35: 16 16 6 . 4 . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 60.6 64.6 89.0 18.0 38.5 28.3 46.0 Old : 47.8 60.6 64.6 89.0 18.0 38.5 28.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :BBL : : : Positions : All : 9,177: 3,637 5,547 937 1,912 305 0 0 0 2,809 0 1,383: 106 30 Old : 9,177: 3,637 5,547 937 1,912 305 0 0 0 2,809 0 1,383: 106 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,161: 240 1,161 0 0 0 0 0 0 828 -93 93: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 60.4 10.2 20.8 3.3 0.0 0.0 0.0 30.6 0.0 15.1: 1.2 0.3 Old : 100.0: 39.6 60.4 10.2 20.8 3.3 0.0 0.0 0.0 30.6 0.0 15.1: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 12 . . . 0 0 0 . 0 .: Old : 25: 14 12 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 63.4 76.2 86.8 39.7 61.0 56.8 68.7 Old : 52.3 63.4 76.2 86.8 39.7 61.0 56.8 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 19,882: 11,804 15,360 1,833 46 952 92 0 0 3,173 1,211 2,008: 20 305 Old : 19,882: 11,804 15,360 1,833 46 952 92 0 0 3,173 1,211 2,008: 20 305 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,425: 1,148 1,091 0 -20 10 10 0 0 151 161 163: -57 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.4 77.3 9.2 0.2 4.8 0.5 0.0 0.0 16.0 6.1 10.1: 0.1 1.5 Old : 100.0: 59.4 77.3 9.2 0.2 4.8 0.5 0.0 0.0 16.0 6.1 10.1: 0.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 23 28 4 . . . 0 0 4 . 8: Old : 45: 23 28 4 . . . 0 0 4 . 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 41.0 59.8 60.1 25.3 31.2 32.9 36.7 Old : 36.4 41.0 59.8 60.1 25.3 31.2 32.9 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,675: 4,045 5,739 3,123 340 72 12 0 73 0 1,098 150: 200 203 Old : 7,675: 4,045 5,739 3,123 340 72 12 0 73 0 1,098 150: 200 203 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -125: 0 -43 25 0 0 12 -248 -12 -119 179 -1: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 74.8 40.7 4.4 0.9 0.2 0.0 1.0 0.0 14.3 2.0: 2.6 2.6 Old : 100.0: 52.7 74.8 40.7 4.4 0.9 0.2 0.0 1.0 0.0 14.3 2.0: 2.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 13 4 . . . 0 . 0 . .: Old : 27: 15 13 4 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 46.5 82.2 75.9 58.7 39.8 70.1 60.2 Old : 62.4 46.5 82.2 75.9 58.7 39.8 70.1 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 360,260: 99,360 167,535 77,835 2,462 23,288 17,164 21,654 38,848 20,101 26,514 43,996: 39,669 35,962 Old : 360,260: 99,360 167,535 77,835 2,462 23,288 17,164 21,654 38,848 20,101 26,514 43,996: 39,669 35,962 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -2,037: 2,746 4,036 93 8 -570 -567 578 -3,738 3,850 -3,452 -800: -3,051 1,901 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 46.5 21.6 0.7 6.5 4.8 6.0 10.8 5.6 7.4 12.2: 11.0 10.0 Old : 100.0: 27.6 46.5 21.6 0.7 6.5 4.8 6.0 10.8 5.6 7.4 12.2: 11.0 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 177: 56 62 23 . 23 21 26 30 20 13 27: Old : 177: 56 62 23 . 23 21 26 30 20 13 27: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.9 14.5 21.2 24.8 9.0 10.8 15.6 16.3 Old : 11.9 14.5 21.2 24.8 9.0 10.8 15.6 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 51,788: 34,705 45,789 0 267 492 0 0 0 0 1,852 300: 16,291 3,088 Old : 51,788: 34,705 45,789 0 267 492 0 0 0 0 1,852 300: 16,291 3,088 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,655: 3,586 3,711 0 267 492 0 0 0 0 675 0: -423 -1,490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 88.4 0.0 0.5 1.0 0.0 0.0 0.0 0.0 3.6 0.6: 31.5 6.0 Old : 100.0: 67.0 88.4 0.0 0.5 1.0 0.0 0.0 0.0 0.0 3.6 0.6: 31.5 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 20 22 0 . . 0 0 0 0 . .: Old : 27: 20 22 0 . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 54.0 58.1 70.9 47.2 50.4 50.3 65.0 Old : 49.8 54.0 58.1 70.9 47.2 50.4 50.3 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(100 CUBIC METERS) : : : Positions : All : 6,844: 6,483 6,173 0 66 0 0 0 0 210 268 75: 76 262 Old : 6,844: 6,483 6,173 0 66 0 0 0 0 210 268 75: 76 262 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -682: -622 -604 0 -39 0 0 0 0 -23 -12 -37: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.7 90.2 0.0 1.0 0.0 0.0 0.0 0.0 3.1 3.9 1.1: 1.1 3.8 Old : 100.0: 94.7 90.2 0.0 1.0 0.0 0.0 0.0 0.0 3.1 3.9 1.1: 1.1 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 18 0 . 0 0 0 0 . . .: Old : 25: 17 18 0 . 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 52.6 75.6 75.9 41.0 46.6 49.9 54.6 Old : 51.5 52.6 75.6 75.9 41.0 46.6 49.9 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 37,331: 21,811 30,881 729 127 741 8,663 516 958 247 176 3,697: 485 235 Old : 37,331: 21,811 30,881 729 127 741 8,663 516 958 247 176 3,697: 485 235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,593: 958 1,251 29 -55 52 141 -113 -271 -30 36 720: -6 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 82.7 2.0 0.3 2.0 23.2 1.4 2.6 0.7 0.5 9.9: 1.3 0.6 Old : 100.0: 58.4 82.7 2.0 0.3 2.0 23.2 1.4 2.6 0.7 0.5 9.9: 1.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 89: 43 51 . . 4 7 5 . 7 4 10: Old : 89: 43 51 . . 4 7 5 . 7 4 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 33.0 49.0 47.6 25.9 24.4 32.5 32.4 Old : 34.4 33.0 49.0 47.6 25.9 24.4 32.5 32.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 2,371: 1,185 1,703 603 0 143 0 0 0 175 150 0: 265 375 Old : 2,371: 1,185 1,703 603 0 143 0 0 0 175 150 0: 265 375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -14: 60 -54 -94 0 20 0 0 0 -30 0 -20: 50 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 71.8 25.4 0.0 6.0 0.0 0.0 0.0 7.4 6.3 0.0: 11.2 15.8 Old : 100.0: 50.0 71.8 25.4 0.0 6.0 0.0 0.0 0.0 7.4 6.3 0.0: 11.2 15.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 12 . 0 . 0 0 0 . . 0: Old : 24: 12 12 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 53.5 74.3 70.4 50.1 40.8 58.7 51.7 Old : 59.6 53.5 74.3 70.4 50.1 40.8 58.7 51.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 965,530: 283,733 264,674 15,648 218,231 132,771 54,628 9,944 56,260 151,433 10,616 258,200: 12,858 14,835 Old : 965,530: 283,733 264,674 15,648 218,231 132,771 54,628 9,944 56,260 151,433 10,616 258,200: 12,858 14,835 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 27,676: 5,162 14,678 2,946 -8,006 7,363 8,634 -2,053 9,316 -7,491 366 2,995: -1,250 3,018 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 27.4 1.6 22.6 13.8 5.7 1.0 5.8 15.7 1.1 26.7: 1.3 1.5 Old : 100.0: 29.4 27.4 1.6 22.6 13.8 5.7 1.0 5.8 15.7 1.1 26.7: 1.3 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 133: 45 40 8 14 21 11 9 14 21 17 41: Old : 133: 45 40 8 14 21 11 9 14 21 17 41: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.4 32.0 42.2 44.9 23.0 24.5 28.0 29.8 Old : 30.4 32.0 42.2 44.9 23.0 24.5 28.0 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 260,404: 251,394 2,048 0 32,499 715 0 0 0 555 204,190 665: 7,075 20,287 Old : 260,404: 251,394 2,048 0 32,499 715 0 0 0 555 204,190 665: 7,075 20,287 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.5 0.8 0.0 12.5 0.3 0.0 0.0 0.0 0.2 78.4 0.3: 2.7 7.8 Old : 100.0: 96.5 0.8 0.0 12.5 0.3 0.0 0.0 0.0 0.2 78.4 0.3: 2.7 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 . 0 5 . 0 0 0 . . .: Old : 20: 11 . 0 5 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.3 82.9 95.3 91.4 86.0 82.7 95.0 90.9 Old : 86.3 82.9 95.3 91.4 86.0 82.7 95.0 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 28,477: 24,578 10,943 2,292 15,776 180 0 0 0 0 0 0: 1,427 1,578 Old : 28,477: 24,578 10,943 2,292 15,776 180 0 0 0 0 0 0: 1,427 1,578 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,572: 1,330 430 210 1,110 -90 0 0 0 0 0 0: 122 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 38.4 8.0 55.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 5.5 Old : 100.0: 86.3 38.4 8.0 55.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 16 . 7 . 0 0 0 0 0 0: Old : 38: 24 16 . 7 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 55.3 67.9 77.6 39.9 55.0 56.6 69.3 Old : 46.3 55.3 67.9 77.6 39.9 55.0 56.6 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 11,239: 10,336 2,523 813 8,535 0 0 0 0 0 0 0: 90 181 Old : 11,239: 10,336 2,523 813 8,535 0 0 0 0 0 0 0: 90 181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 150: 135 -15 15 195 -60 0 0 0 0 0 0: 60 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 22.4 7.2 75.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 1.6 Old : 100.0: 92.0 22.4 7.2 75.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 9 . 6 0 0 0 0 0 0 0: Old : 25: 14 9 . 6 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 75.4 88.6 93.3 72.3 75.4 88.3 93.0 Old : 72.3 75.4 88.6 93.3 72.3 75.4 88.3 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 239,295: 225,428 57,060 0 168,355 390 2,520 0 510 0 0 0: 10,447 12,980 Old : 239,295: 225,428 57,060 0 168,355 390 2,520 0 510 0 0 0: 10,447 12,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -9,530: -7,317 -6,570 0 -4,048 330 1,555 0 -180 0 0 0: -3,918 938 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 23.8 0.0 70.4 0.2 1.1 0.0 0.2 0.0 0.0 0.0: 4.4 5.4 Old : 100.0: 94.2 23.8 0.0 70.4 0.2 1.1 0.0 0.2 0.0 0.0 0.0: 4.4 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 12 0 9 . . 0 . 0 0 0: Old : 27: 15 12 0 9 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 53.8 88.7 78.9 73.6 53.6 83.5 76.1 Old : 74.3 53.8 88.7 78.9 73.6 53.6 83.5 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 3,291,746: 646,965 629,446 146,341 644,777 454,176 234,662 108,212 589,510 358,686 56,783 726,948: 134,458 81,893 Old : 3,291,746: 646,965 629,446 146,341 644,777 454,176 234,662 108,212 589,510 358,686 56,783 726,948: 134,458 81,893 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 264,173: 58,020 80,259 12,692 2,385 30,614 24,650 28,088 59,431 25,182 24,399 37,137: 16,447 1,860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 19.1 4.4 19.6 13.8 7.1 3.3 17.9 10.9 1.7 22.1: 4.1 2.5 Old : 100.0: 19.7 19.1 4.4 19.6 13.8 7.1 3.3 17.9 10.9 1.7 22.1: 4.1 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 418: 67 77 27 26 41 52 70 83 89 58 99: Old : 418: 67 77 27 26 41 52 70 83 89 58 99: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.1 16.1 25.7 27.1 11.1 11.5 15.9 16.7 Old : 15.1 16.1 25.7 27.1 11.1 11.5 15.9 16.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 297,605: 155,249 101,367 26 3,608 985 0 55,439 107,738 5,523 0 26,334: 1,751 2,135 Old : 297,605: 155,249 101,367 26 3,608 985 0 55,439 107,738 5,523 0 26,334: 1,751 2,135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 34.1 0.0 1.2 0.3 0.0 18.6 36.2 1.9 0.0 8.8: 0.6 0.7 Old : 100.0: 52.2 34.1 0.0 1.2 0.3 0.0 18.6 36.2 1.9 0.0 8.8: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 10 . . . 0 . . . 0 .: Old : 20: 13 10 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 75.6 91.1 90.3 21.8 21.8 26.9 27.0 Old : 75.2 75.6 91.1 90.3 21.8 21.8 26.9 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 185,124: 58,924 37,038 45,533 75,591 5,398 0 8,263 216 57,012 22,199 2,040: 16,001 34,379 Old : 185,124: 58,924 37,038 45,533 75,591 5,398 0 8,263 216 57,012 22,199 2,040: 16,001 34,379 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 17,398: 4,206 1,941 13,367 17,160 1,122 0 616 0 6,160 1,020 -4,204: -3,253 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 20.0 24.6 40.8 2.9 0.0 4.5 0.1 30.8 12.0 1.1: 8.6 18.6 Old : 100.0: 31.8 20.0 24.6 40.8 2.9 0.0 4.5 0.1 30.8 12.0 1.1: 8.6 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 15 15 4 9 8 0 . . 6 . 4: Old : 42: 15 15 4 9 8 0 . . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 32.1 78.4 51.8 62.0 32.1 75.3 51.6 Old : 62.8 32.1 78.4 51.8 62.0 32.1 75.3 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 188,059: 40,452 32,005 5,925 45,240 68,621 7,657 0 4,567 27,903 187 26,264: 6,670 11,173 Old : 188,059: 40,452 32,005 5,925 45,240 68,621 7,657 0 4,567 27,903 187 26,264: 6,670 11,173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -21,780: -4,064 -4,313 -685 689 -8,378 190 0 -420 1,014 -328 -10,999: 1,561 1,968 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 17.0 3.2 24.1 36.5 4.1 0.0 2.4 14.8 0.1 14.0: 3.5 5.9 Old : 100.0: 21.5 17.0 3.2 24.1 36.5 4.1 0.0 2.4 14.8 0.1 14.0: 3.5 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 6 6 . 12 15 . 0 . 6 . 8: Old : 30: 6 6 . 12 15 . 0 . 6 . 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 35.7 56.7 54.6 18.4 17.2 26.4 22.7 Old : 36.6 35.7 56.7 54.6 18.4 17.2 26.4 22.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 144,026: 119,421 23,144 10,370 22,575 1,000 0 4,752 473 0 76,415 1,927: 10,835 13,740 Old : 144,026: 119,421 23,144 10,370 22,575 1,000 0 4,752 473 0 76,415 1,927: 10,835 13,740 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -1,935: 235 475 -240 6,385 0 0 369 -369 0 -6,179 25: -1,586 -2,641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 16.1 7.2 15.7 0.7 0.0 3.3 0.3 0.0 53.1 1.3: 7.5 9.5 Old : 100.0: 82.9 16.1 7.2 15.7 0.7 0.0 3.3 0.3 0.0 53.1 1.3: 7.5 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 6 . 4 . 0 . . 0 5 .: Old : 27: 14 6 . 4 . 0 . . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 65.2 84.0 77.8 65.7 64.1 83.5 74.6 Old : 65.9 65.2 84.0 77.8 65.7 64.1 83.5 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 320,894: 22,932 82,137 119,630 1,800 14,520 931 7,139 20,505 39,570 93,157 94,750: 8,057 6,887 Old : 320,894: 22,932 82,137 119,630 1,800 14,520 931 7,139 20,505 39,570 93,157 94,750: 8,057 6,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -7,151: 1,230 -1,600 -1,909 -697 -177 -42 -5,363 2,822 -4,997 2,877 -4,321: 241 -692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 25.6 37.3 0.6 4.5 0.3 2.2 6.4 12.3 29.0 29.5: 2.5 2.1 Old : 100.0: 7.1 25.6 37.3 0.6 4.5 0.3 2.2 6.4 12.3 29.0 29.5: 2.5 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 76: 13 14 9 . 10 . 6 6 25 14 37: Old : 76: 13 14 9 . 10 . 6 6 25 14 37: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 47.8 56.6 57.5 41.0 40.9 46.3 46.0 Old : 45.0 47.8 56.6 57.5 41.0 40.9 46.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 70,097: 31,675 16,563 1,449 22,372 6,928 2,517 2,900 13,050 6,178 60 7,789: 510 433 Old : 70,097: 31,675 16,563 1,449 22,372 6,928 2,517 2,900 13,050 6,178 60 7,789: 510 433 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -11,472: -13,280 -1,474 241 -4,466 -2,173 2,517 -3,008 -734 1,707 -27 81: 170 329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 23.6 2.1 31.9 9.9 3.6 4.1 18.6 8.8 0.1 11.1: 0.7 0.6 Old : 100.0: 45.2 23.6 2.1 31.9 9.9 3.6 4.1 18.6 8.8 0.1 11.1: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 12 13 . 5 4 . 4 . 4 . .: Old : 33: 12 13 . 5 4 . 4 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 65.9 84.5 81.5 32.9 32.8 39.9 37.5 Old : 62.3 65.9 84.5 81.5 32.9 32.8 39.9 37.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 202,503: 177,242 101,389 0 77,745 3,794 14,432 0 113 0 0 0: 6,922 19,462 Old : 202,503: 177,242 101,389 0 77,745 3,794 14,432 0 113 0 0 0: 6,922 19,462 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -6,168: -10,456 -5,878 0 7,420 -580 11,132 0 -1,102 0 0 0: -5,162 -6,028 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 50.1 0.0 38.4 1.9 7.1 0.0 0.1 0.0 0.0 0.0: 3.4 9.6 Old : 100.0: 87.5 50.1 0.0 38.4 1.9 7.1 0.0 0.1 0.0 0.0 0.0: 3.4 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 0 9 . . 0 . 0 0 0: Old : 34: 20 18 0 9 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 44.4 80.8 64.0 59.8 43.9 73.4 63.1 Old : 61.7 44.4 80.8 64.0 59.8 43.9 73.4 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE Code-067A71 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 132,261: 110,440 57,707 4,974 48,880 1,934 2,175 0 655 2,251 0 0: 9,832 23,085 Old : 132,261: 110,440 57,707 4,974 48,880 1,934 2,175 0 655 2,251 0 0: 9,832 23,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -6,440: -6,819 -3,349 1,061 -1,354 -749 1,715 0 -970 -300 0 0: -378 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 43.6 3.8 37.0 1.5 1.6 0.0 0.5 1.7 0.0 0.0: 7.4 17.5 Old : 100.0: 83.5 43.6 3.8 37.0 1.5 1.6 0.0 0.5 1.7 0.0 0.0: 7.4 17.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 7 . 6 . . 0 . . 0 0: Old : 25: 12 7 . 6 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 50.6 79.0 73.0 59.0 50.5 76.5 72.9 Old : 59.1 50.6 79.0 73.0 59.0 50.5 76.5 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 U.S. BARRELS) : : : Positions : All : 6,628: 5,433 1,356 838 4,993 9 0 0 0 0 0 0: 348 270 Old : 6,628: 5,433 1,356 838 4,993 9 0 0 0 0 0 0: 348 270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -30: -30 -30 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 20.5 12.6 75.3 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 4.1 Old : 100.0: 82.0 20.5 12.6 75.3 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . 4 . 0 0 0 0 0 0: Old : 22: 13 10 . 4 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 78.8 67.3 92.4 38.8 75.3 63.5 84.2 Old : 42.6 78.8 67.3 92.4 38.8 75.3 63.5 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 366,697: 106,385 249,506 56,072 4,050 18,359 63,330 23,456 23,015 57,852 8,849 21,290: 20,395 18,172 Old : 366,697: 106,385 249,506 56,072 4,050 18,359 63,330 23,456 23,015 57,852 8,849 21,290: 20,395 18,172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -9,113: -4,808 -1,774 6,674 -158 -2,969 -1,683 4,002 -4,675 2,692 -1,918 -1,378: -2,966 -243 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 68.0 15.3 1.1 5.0 17.3 6.4 6.3 15.8 2.4 5.8: 5.6 5.0 Old : 100.0: 29.0 68.0 15.3 1.1 5.0 17.3 6.4 6.3 15.8 2.4 5.8: 5.6 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 253: 66 88 17 11 18 43 38 47 29 14 28: Old : 253: 66 88 17 11 18 43 38 47 29 14 28: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.1 20.1 28.3 30.7 16.9 14.4 25.3 21.1 Old : 18.1 20.1 28.3 30.7 16.9 14.4 25.3 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 9,172: 5,665 3,148 119 792 271 0 0 0 519 2,150 417: 2,181 2,394 Old : 9,172: 5,665 3,148 119 792 271 0 0 0 519 2,150 417: 2,181 2,394 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 34.3 1.3 8.6 3.0 0.0 0.0 0.0 5.7 23.4 4.5: 23.8 26.1 Old : 100.0: 61.8 34.3 1.3 8.6 3.0 0.0 0.0 0.0 5.7 23.4 4.5: 23.8 26.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 10 10 . . . 0 0 0 . 5 .: Old : 26: 10 10 . . . 0 0 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 27.9 57.6 48.8 33.6 23.4 48.5 37.1 Old : 38.9 27.9 57.6 48.8 33.6 23.4 48.5 37.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,527: 14,224 11,996 0 742 94 0 0 0 0 0 0: 209 1,695 Old : 14,527: 14,224 11,996 0 742 94 0 0 0 0 0 0: 209 1,695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,888: 1,814 1,538 0 480 0 0 0 0 0 0 0: 74 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.9 82.6 0.0 5.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 11.7 Old : 100.0: 97.9 82.6 0.0 5.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 17 14 0 . . 0 0 0 0 0 0: Old : 20: 17 14 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.9 50.2 90.0 71.1 62.9 45.3 71.0 57.9 Old : 70.9 50.2 90.0 71.1 62.9 45.3 71.0 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 24,822: 15,875 24,290 5,325 0 0 0 165 0 3,195 287 60: 367 20 Old : 24,822: 15,875 24,290 5,325 0 0 0 165 0 3,195 287 60: 367 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 323: 443 333 -120 0 0 0 0 0 30 0 0: -30 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 97.9 21.5 0.0 0.0 0.0 0.7 0.0 12.9 1.2 0.2: 1.5 0.1 Old : 100.0: 64.0 97.9 21.5 0.0 0.0 0.0 0.7 0.0 12.9 1.2 0.2: 1.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 24 21 7 0 0 0 . 0 . . .: Old : 43: 24 21 7 0 0 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 63.9 55.4 86.2 29.5 52.1 46.5 67.3 Old : 32.4 63.9 55.4 86.2 29.5 52.1 46.5 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 5,421: 2,025 1,912 2,280 255 45 0 1,950 0 319 611 179: 573 469 Old : 5,421: 2,025 1,912 2,280 255 45 0 1,950 0 319 611 179: 573 469 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 186: 108 -6 0 0 0 0 0 0 0 114 78: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 35.3 42.1 4.7 0.8 0.0 36.0 0.0 5.9 11.3 3.3: 10.6 8.7 Old : 100.0: 37.4 35.3 42.1 4.7 0.8 0.0 36.0 0.0 5.9 11.3 3.3: 10.6 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 7 5 . . . 0 . 0 . 4 .: Old : 22: 7 5 . . . 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 58.5 80.6 79.3 64.5 56.1 76.8 74.9 Old : 66.7 58.5 80.6 79.3 64.5 56.1 76.8 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,693: 3,679 5,873 931 156 114 0 0 0 1,479 44 407: 83 99 Old : 6,693: 3,679 5,873 931 156 114 0 0 0 1,479 44 407: 83 99 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 430: 41 364 1 -35 35 0 0 0 235 -24 144: -26 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 87.7 13.9 2.3 1.7 0.0 0.0 0.0 22.1 0.7 6.1: 1.2 1.5 Old : 100.0: 55.0 87.7 13.9 2.3 1.7 0.0 0.0 0.0 22.1 0.7 6.1: 1.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 12 18 4 . . 0 0 0 . . 4: Old : 30: 12 18 4 . . 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 74.9 79.9 85.6 56.2 71.9 76.0 79.2 Old : 58.9 74.9 79.9 85.6 56.2 71.9 76.0 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated April 03, 2020

COT Report - Electricity, Futures Disaggregated - April 03, 2020

COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 20,494: 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144: 859 822 Old : 20,494: 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144: 859 822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -1,125: -1,174 -904 134 80 -43 -147 -335 0 21 -166 196: -112 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5: 4.2 4.0 Old : 100.0: 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5: 4.2 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . 4 . . . . 5 5: Old : 26: 13 12 . . 4 . . . . 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 49.0 71.2 73.7 25.1 23.5 33.1 33.0 Old : 46.2 49.0 71.2 73.7 25.1 23.5 33.1 33.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 11,826: 6,291 6,297 723 3,011 1,071 2,629 198 132 567 682 198: 215 237 Old : 11,826: 6,291 6,297 723 3,011 1,071 2,629 198 132 567 682 198: 215 237 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,056: 1,007 88 0 88 0 -132 132 132 66 396 198: -215 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 53.2 6.1 25.5 9.1 22.2 1.7 1.1 4.8 5.8 1.7: 1.8 2.0 Old : 100.0: 53.2 53.2 6.1 25.5 9.1 22.2 1.7 1.1 4.8 5.8 1.7: 1.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 14 16 . . . . . . 4 5 .: Old : 35: 14 16 . . . . . . 4 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 63.0 77.2 80.1 47.0 56.1 61.4 63.5 Old : 56.8 63.0 77.2 80.1 47.0 56.1 61.4 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 42,873: 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500: 1,097 698 Old : 42,873: 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500: 1,097 698 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 348: -702 -165 0 0 75 22 -178 -22 -115 -40 -5: 1,095 683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5: 2.6 1.6 Old : 100.0: 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5: 2.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 22 . 0 . . . . . 4 5: Old : 36: 22 22 . 0 . . . . . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 56.6 72.4 81.1 40.7 48.0 60.4 64.8 Old : 47.1 56.6 72.4 81.1 40.7 48.0 60.4 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 33,664: 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450: 390 5 Old : 33,664: 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450: 390 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,495: 1,580 740 -390 395 -145 0 75 0 -125 0 425: 150 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3: 1.2 0.0 Old : 100.0: 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 18 0 . . 0 . . 5 . 5: Old : 32: 20 18 0 . . 0 . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 61.8 74.5 84.5 49.9 56.3 70.1 73.3 Old : 51.8 61.8 74.5 84.5 49.9 56.3 70.1 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 142,721: 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539: 208 96 Old : 142,721: 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539: 208 96 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,502: 1,184 4,037 -52 -1,604 -355 0 -1,356 700 5 50 30: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5: 0.1 0.1 Old : 100.0: 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 27 30 . . 4 . 6 4 . 8 8: Old : 56: 27 30 . . 4 . 6 4 . 8 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 37.1 70.4 58.2 40.0 30.2 47.3 39.1 Old : 53.3 37.1 70.4 58.2 40.0 30.2 47.3 39.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 73,600: 59,638 54,935 4,880 8,086 3,994 325 1,043 2,365 1,066 1,825 1,332: 0 20 Old : 73,600: 59,638 54,935 4,880 8,086 3,994 325 1,043 2,365 1,066 1,825 1,332: 0 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 403: 493 103 0 0 -115 0 -60 75 -350 100 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 74.6 6.6 11.0 5.4 0.4 1.4 3.2 1.4 2.5 1.8: 0.0 0.0 Old : 100.0: 81.0 74.6 6.6 11.0 5.4 0.4 1.4 3.2 1.4 2.5 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 21 . . . . 4 . 5 . .: Old : 40: 21 21 . . . . 4 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 73.9 77.1 88.5 54.9 62.1 67.2 70.8 Old : 56.0 73.9 77.1 88.5 54.9 62.1 67.2 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 36,855: 33,907 24,195 958 10,320 840 0 675 0 325 0 825: 0 0 Old : 36,855: 33,907 24,195 958 10,320 840 0 675 0 325 0 825: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 865: 740 890 0 -125 0 0 0 0 -25 -50 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2: 0.0 0.0 Old : 100.0: 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 11 15 . . . 0 . 0 4 0 4: Old : 29: 11 15 . . . 0 . 0 4 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.0 83.6 90.9 92.9 69.2 71.3 75.5 78.6 Old : 80.0 83.6 90.9 92.9 69.2 71.3 75.5 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 59,659: 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842: 169 13 Old : 59,659: 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842: 169 13 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 27: -715 675 15 -1,213 580 50 0 0 50 -62 47: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1: 0.3 0.0 Old : 100.0: 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 18 . . 5 . . . . . .: Old : 38: 18 18 . . 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 61.8 73.2 81.7 50.2 52.7 61.7 66.5 Old : 51.5 61.8 73.2 81.7 50.2 52.7 61.7 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 78,614: 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842: 632 48 Old : 78,614: 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842: 632 48 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -630: -789 463 0 -1,555 537 -440 0 0 25 -80 0: 37 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 35.0 0.0 49.2 7.3 30.9 1.2 0.1 1.8 3.5 3.6: 0.8 0.1 Old : 100.0: 55.5 35.0 0.0 49.2 7.3 30.9 1.2 0.1 1.8 3.5 3.6: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 21 0 4 4 5 4 . . . .: Old : 43: 22 21 0 4 4 5 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 65.9 71.1 82.0 50.9 58.9 63.2 69.9 Old : 52.6 65.9 71.1 82.0 50.9 58.9 63.2 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 72,712: 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208: 719 254 Old : 72,712: 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208: 719 254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 370: 67 420 360 235 0 0 0 0 -47 -300 50: -60 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 3.0: 1.0 0.3 Old : 100.0: 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 3.0: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 23 20 . . . . . 0 . . .: Old : 38: 23 20 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 69.5 68.2 85.8 43.4 69.5 65.9 81.4 Old : 45.4 69.5 68.2 85.8 43.4 69.5 65.9 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 89,497: 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750: 823 202 Old : 89,497: 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750: 823 202 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 703: 286 741 464 170 -4 0 0 0 -33 -234 50: -60 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1: 0.9 0.2 Old : 100.0: 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1: 0.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 23 24 4 . 4 . 0 0 . . .: Old : 41: 23 24 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 70.6 65.2 85.9 42.5 70.5 64.1 81.0 Old : 43.1 70.6 65.2 85.9 42.5 70.5 64.1 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 43,421: 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230: 422 428 Old : 43,421: 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230: 422 428 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -747: 155 -890 -1,035 0 133 0 0 0 0 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0 Old : 100.0: 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 16 . 0 . 0 0 0 . . .: Old : 26: 17 16 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 82.3 88.4 93.7 62.2 76.3 71.7 78.2 Old : 72.3 82.3 88.4 93.7 62.2 76.3 71.7 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 25,751: 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0: 540 0 Old : 25,751: 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0: 540 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -525: 43 308 0 -250 -568 0 0 0 0 -15 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0 Old : 100.0: 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 16 0 . . 0 . 0 . . 0: Old : 26: 17 16 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 70.4 76.7 84.0 47.8 58.9 60.6 67.0 Old : 59.4 70.4 76.7 84.0 47.8 58.9 60.6 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 88,237: 56,228 65,959 320 9,272 8,923 8,037 112 405 11,871 1,239 2,086: 367 241 Old : 88,237: 56,228 65,959 320 9,272 8,923 8,037 112 405 11,871 1,239 2,086: 367 241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 496: -1,600 209 0 -1,075 1,166 -82 37 92 913 45 11: -4 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 74.8 0.4 10.5 10.1 9.1 0.1 0.5 13.5 1.4 2.4: 0.4 0.3 Old : 100.0: 63.7 74.8 0.4 10.5 10.1 9.1 0.1 0.5 13.5 1.4 2.4: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 34 34 . . . 6 . 5 10 . 5: Old : 63: 34 34 . . . 6 . 5 10 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 43.2 50.7 65.2 18.4 18.6 28.1 30.8 Old : 30.2 43.2 50.7 65.2 18.4 18.6 28.1 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 40,149: 29,742 30,723 0 6,468 1,896 100 199 1 7,880 300 250: 280 312 Old : 40,149: 29,742 30,723 0 6,468 1,896 100 199 1 7,880 300 250: 280 312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 100: 100 160 0 -60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 0.7 0.6: 0.7 0.8 Old : 100.0: 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 0.7 0.6: 0.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 19 0 . . . . . 4 . .: Old : 33: 18 19 0 . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 52.0 77.0 77.9 46.2 43.0 61.7 60.1 Old : 51.7 52.0 77.0 77.9 46.2 43.0 61.7 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 50,131: 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273: 180 310 Old : 50,131: 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273: 180 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -625: 5 -1,080 -1,080 0 450 0 0 0 0 0 0: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 89.6 17.2 0.0 9.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6 Old : 100.0: 72.2 89.6 17.2 0.0 9.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 22 19 . 0 . 0 0 0 . . .: Old : 32: 22 19 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 79.0 81.5 93.8 44.7 73.1 62.3 73.9 Old : 58.2 79.0 81.5 93.8 44.7 73.1 62.3 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 37,650: 30,138 25,577 0 3,962 5,974 50 1,230 0 85 410 120: 1,283 377 Old : 37,650: 30,138 25,577 0 3,962 5,974 50 1,230 0 85 410 120: 1,283 377 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -355: -440 -349 0 29 85 0 -120 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 67.9 0.0 10.5 15.9 0.1 3.3 0.0 0.2 1.1 0.3: 3.4 1.0 Old : 100.0: 80.0 67.9 0.0 10.5 15.9 0.1 3.3 0.0 0.2 1.1 0.3: 3.4 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 20 0 . . . . 0 . 4 .: Old : 33: 19 20 0 . . . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 47.0 80.0 73.3 40.9 26.6 44.6 40.2 Old : 62.4 47.0 80.0 73.3 40.9 26.6 44.6 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 66,197: 53,301 63,182 7,794 0 2,345 0 45 0 1,824 200 185: 748 240 Old : 66,197: 53,301 63,182 7,794 0 2,345 0 45 0 1,824 200 185: 748 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 730: 160 735 575 0 -5 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 95.4 11.8 0.0 3.5 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4 Old : 100.0: 80.5 95.4 11.8 0.0 3.5 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 12 6 0 4 0 . 0 4 . .: Old : 33: 17 12 6 0 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 91.6 76.4 97.3 56.9 87.7 73.6 90.8 Old : 56.9 91.6 76.4 97.3 56.9 87.7 73.6 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 70,090: 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90: 325 180 Old : 70,090: 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90: 325 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 539: 450 534 -25 -75 80 0 0 0 34 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 90.4 5.2 4.4 4.4 0.0 0.1 0.0 3.7 0.4 0.1: 0.5 0.3 Old : 100.0: 86.1 90.4 5.2 4.4 4.4 0.0 0.1 0.0 3.7 0.4 0.1: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 16 . . 4 0 . 0 4 . .: Old : 37: 20 16 . . 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 83.8 74.1 95.8 55.3 80.4 71.6 89.3 Old : 55.7 83.8 74.1 95.8 55.3 80.4 71.6 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 76,865: 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875: 237 0 Old : 76,865: 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875: 237 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,815: 1,942 2,683 185 -700 695 -2 5 2 -75 62 68: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 1.1: 0.3 0.0 Old : 100.0: 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 1.1: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 23 24 5 . . . . . . 4 4: Old : 44: 23 24 5 . . . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 55.2 75.2 82.7 56.9 52.7 73.2 74.6 Old : 57.8 55.2 75.2 82.7 56.9 52.7 73.2 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 94,616: 75,919 84,520 10,486 1,901 3,720 245 1,181 281 1,640 1,012 1,965: 360 36 Old : 94,616: 75,919 84,520 10,486 1,901 3,720 245 1,181 281 1,640 1,012 1,965: 360 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 447: 588 1,117 195 -700 -57 -26 0 25 -373 -13 75: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 89.3 11.1 2.0 3.9 0.3 1.2 0.3 1.7 1.1 2.1: 0.4 0.0 Old : 100.0: 80.2 89.3 11.1 2.0 3.9 0.3 1.2 0.3 1.7 1.1 2.1: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 21 26 5 . . . 5 . 4 . 4: Old : 52: 21 26 5 . . . 5 . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 52.1 69.3 74.1 51.4 50.1 63.8 68.1 Old : 51.8 52.1 69.3 74.1 51.4 50.1 63.8 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 63,668: 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50: 20 0 Old : 63,668: 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 198: 273 195 0 25 0 0 78 0 -125 -150 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1: 0.0 0.0 Old : 100.0: 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 13 . . . 0 . 0 . 4 .: Old : 30: 14 13 . . . 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.7 88.0 94.0 96.5 74.6 86.0 90.4 91.7 Old : 74.7 88.0 94.0 96.5 74.6 86.0 90.4 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 53,265: 34,645 51,225 16,280 0 815 0 225 0 1,000 475 525: 0 0 Old : 53,265: 34,645 51,225 16,280 0 815 0 225 0 1,000 475 525: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 225: -2,655 225 2,880 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 96.2 30.6 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 0.0 0.0 Old : 100.0: 65.0 96.2 30.6 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 9 . 0 . 0 . 0 . . .: Old : 22: 10 9 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.6 93.9 93.3 98.1 80.0 91.6 90.9 93.3 Old : 80.6 93.9 93.3 98.1 80.0 91.6 90.9 93.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 61,314: 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074: 44 197 Old : 61,314: 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074: 44 197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 347: 963 42 -710 86 94 0 55 0 0 55 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 1.8: 0.1 0.3 Old : 100.0: 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 1.8: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 4 . . . . 0 . 4 .: Old : 34: 20 18 4 . . . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 83.7 73.3 92.5 46.1 79.0 69.2 82.3 Old : 48.3 83.7 73.3 92.5 46.1 79.0 69.2 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 68,533: 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247: 112 377 Old : 68,533: 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247: 112 377 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 712: 1,106 621 -434 86 0 0 0 0 0 -35 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 1.8: 0.2 0.6 Old : 100.0: 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 1.8: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 17 . . . . . . . . .: Old : 34: 20 17 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 77.9 72.4 88.8 46.7 70.4 67.8 76.7 Old : 47.8 77.9 72.4 88.8 46.7 70.4 67.8 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 25,559: 15,583 24,512 9,564 0 138 0 275 75 0 236 0: 199 323 Old : 25,559: 15,583 24,512 9,564 0 138 0 275 75 0 236 0: 199 323 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -11: -15 -19 0 0 0 0 0 0 0 5 0: 4 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.3 Old : 100.0: 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 11 4 0 . 0 . . 0 . 0: Old : 23: 13 11 4 0 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 80.9 83.3 94.8 62.9 70.4 78.0 83.7 Old : 63.5 80.9 83.3 94.8 62.9 70.4 78.0 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 25,320: 15,295 25,185 9,469 0 135 75 0 0 0 0 0: 346 0 Old : 25,320: 15,295 25,185 9,469 0 135 75 0 0 0 0 0: 346 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 29: 60 29 -35 0 0 0 0 0 0 0 0: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 99.5 37.4 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0 Old : 100.0: 60.4 99.5 37.4 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 11 5 0 . . 0 0 0 0 0: Old : 23: 12 11 5 0 . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 86.0 82.7 97.7 61.8 71.8 74.9 83.4 Old : 64.6 86.0 82.7 97.7 61.8 71.8 74.9 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 32,052: 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015: 41 5 Old : 32,052: 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015: 41 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -696: -701 -745 -15 0 -10 0 15 0 110 129 -85: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2: 0.1 0.0 Old : 100.0: 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 16 . . . . . . . . .: Old : 32: 16 16 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 59.1 83.4 77.6 61.4 57.2 74.2 71.1 Old : 69.2 59.1 83.4 77.6 61.4 57.2 74.2 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 20,500: 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325: 1,124 290 Old : 20,500: 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325: 1,124 290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -579: -575 -599 -5 0 0 0 0 0 -20 0 20: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6: 5.5 1.4 Old : 100.0: 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6: 5.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 . 0 . 0 . 0 . . .: Old : 22: 11 11 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 72.3 91.2 89.5 73.8 69.0 86.6 86.0 Old : 73.8 72.3 91.2 89.5 73.8 69.0 86.6 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 61,694: 48,102 35,281 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177: 62 30 Old : 61,694: 48,102 35,281 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177: 62 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,352: 2,116 1,361 -10 1,100 0 350 30 0 65 0 -169: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 57.2 10.3 30.7 1.1 4.2 7.8 0.7 3.7 0.5 1.9: 0.1 0.0 Old : 100.0: 78.0 57.2 10.3 30.7 1.1 4.2 7.8 0.7 3.7 0.5 1.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 22 5 . 6 . . . 5 . 4: Old : 44: 25 22 5 . 6 . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 65.5 72.5 81.0 40.8 53.0 54.3 61.5 Old : 56.4 65.5 72.5 81.0 40.8 53.0 54.3 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 38,848: 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683: 161 85 Old : 38,848: 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683: 161 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,295: 944 129 -130 990 100 350 0 0 -25 20 56: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8: 0.4 0.2 Old : 100.0: 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 18 4 . . . . . . . .: Old : 36: 20 18 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 71.0 81.0 84.7 57.2 64.7 65.3 71.2 Old : 67.9 71.0 81.0 84.7 57.2 64.7 65.3 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 20,344: 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50: 230 0 Old : 20,344: 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50: 230 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 225: 220 125 0 0 0 0 120 0 -75 0 0: 80 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2: 1.1 0.0 Old : 100.0: 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 16 . 0 . 0 . . . . .: Old : 32: 17 16 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 72.4 83.0 85.6 57.3 68.4 74.7 76.9 Old : 62.8 72.4 83.0 85.6 57.3 68.4 74.7 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 21,948: 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0: 220 0 Old : 21,948: 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0: 220 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 25: 85 25 -150 0 0 0 0 0 0 0 0: 90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 1.0 0.0 Old : 100.0: 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 8 . 0 . 0 . 0 . . 0: Old : 21: 12 8 . 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 92.3 92.8 99.1 59.9 83.7 83.4 88.3 Old : 69.3 92.3 92.8 99.1 59.9 83.7 83.4 88.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,536: 8,399 6,885 146 450 676 25 600 0 100 900 25: 165 0 Old : 9,536: 8,399 6,885 146 450 676 25 600 0 100 900 25: 165 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 80: -20 105 50 0 25 25 0 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 0.3: 1.7 0.0 Old : 100.0: 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 0.3: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 9 . . . . . 0 . . .: Old : 22: 10 9 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 66.0 91.7 89.7 65.2 65.8 77.8 82.0 Old : 73.7 66.0 91.7 89.7 65.2 65.8 77.8 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,635: 8,667 6,665 163 450 570 25 700 0 100 1,250 0: 110 0 Old : 9,635: 8,667 6,665 163 450 570 25 700 0 100 1,250 0: 110 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 100: 0 125 138 -12 -63 25 100 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0: 1.1 0.0 Old : 100.0: 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 9 . . . . . 0 . . 0: Old : 23: 11 9 . . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 66.6 90.6 90.0 65.3 66.6 77.8 83.7 Old : 71.2 66.6 90.6 90.0 65.3 66.6 77.8 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,827: 7,936 10,577 3,378 1,400 10 0 0 0 795 380 460: 248 0 Old : 12,827: 7,936 10,577 3,378 1,400 10 0 0 0 795 380 460: 248 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 425: 425 435 10 0 -10 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6: 1.9 0.0 Old : 100.0: 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6: 1.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 15 . . . 0 0 0 . . .: Old : 25: 11 15 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 59.6 80.7 81.3 49.0 53.6 70.6 71.0 Old : 53.6 59.6 80.7 81.3 49.0 53.6 70.6 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,055: 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550: 248 0 Old : 12,055: 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550: 248 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -153: -100 -200 -50 0 2 0 0 0 -40 10 35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6: 2.1 0.0 Old : 100.0: 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 13 . . . 0 0 0 . . .: Old : 24: 11 13 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 59.6 80.5 82.0 47.3 50.7 65.4 68.9 Old : 56.0 59.6 80.5 82.0 47.3 50.7 65.4 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 37,055: 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265: 40 0 Old : 37,055: 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 200: -25 200 25 0 0 0 0 0 0 -200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1: 0.1 0.0 Old : 100.0: 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 12 . 0 . . 0 . . . .: Old : 32: 19 12 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 73.8 81.7 94.9 61.2 66.1 71.1 78.3 Old : 68.9 73.8 81.7 94.9 61.2 66.1 71.1 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 36,976: 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545: 41 0 Old : 36,976: 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545: 41 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 210: -5 220 25 0 0 0 0 0 0 -200 190: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9: 0.1 0.0 Old : 100.0: 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 13 . 0 . . 0 . . . .: Old : 32: 19 13 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 75.3 79.7 95.6 58.8 65.3 68.7 77.8 Old : 67.2 75.3 79.7 95.6 58.8 65.3 68.7 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 108,677: 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000: 64 0 Old : 108,677: 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000: 64 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,947: 2,126 1,681 94 374 -208 0 20 -20 0 150 -50: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9: 0.1 0.0 Old : 100.0: 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 32 28 . . . . . . . 7 6: Old : 52: 32 28 . . . . . . . 7 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 54.1 63.1 78.2 36.7 50.6 57.0 69.8 Old : 41.0 54.1 63.1 78.2 36.7 50.6 57.0 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 123,454: 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946: 87 35 Old : 123,454: 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946: 87 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 833: 1,009 276 -24 651 -254 100 75 -25 50 160 -50: 27 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6: 0.1 0.0 Old : 100.0: 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 35 30 . . 5 . . . 4 10 7: Old : 63: 35 30 . . 5 . . . 4 10 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 58.7 56.4 80.2 29.7 49.9 49.1 65.0 Old : 32.6 58.7 56.4 80.2 29.7 49.9 49.1 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 282,444: 153,983 200,982 34,651 3,035 37,351 14,327 5,184 12,358 17,421 11,440 12,028: 325 66 Old : 282,444: 153,983 200,982 34,651 3,035 37,351 14,327 5,184 12,358 17,421 11,440 12,028: 325 66 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,444: 1,538 1,871 782 -133 51 -157 143 191 -43 173 142: -60 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 71.2 12.3 1.1 13.2 5.1 1.8 4.4 6.2 4.1 4.3: 0.1 0.0 Old : 100.0: 54.5 71.2 12.3 1.1 13.2 5.1 1.8 4.4 6.2 4.1 4.3: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 96: 42 35 5 . 5 11 8 8 14 13 15: Old : 96: 42 35 5 . 5 11 8 8 14 13 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 43.8 56.8 62.9 24.9 22.3 31.9 33.8 Old : 43.1 43.8 56.8 62.9 24.9 22.3 31.9 33.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,876: 10,095 17,182 2,382 130 839 965 600 55 4,105 0 0: 435 70 Old : 18,876: 10,095 17,182 2,382 130 839 965 600 55 4,105 0 0: 435 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,065: 3,100 3,050 -50 0 15 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0: 2.3 0.4 Old : 100.0: 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0: 2.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 9 . . . . . . . 0 0: Old : 23: 14 9 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 81.3 82.1 97.9 62.3 73.1 77.5 86.0 Old : 62.7 81.3 82.1 97.9 62.3 73.1 77.5 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,744: 6,675 14,503 3,445 120 461 145 600 55 4,380 0 0: 583 5 Old : 15,744: 6,675 14,503 3,445 120 461 145 600 55 4,380 0 0: 583 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 925: 975 925 -50 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0: 3.7 0.0 Old : 100.0: 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0: 3.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 8 . . . . . . . 0 0: Old : 22: 13 8 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 82.4 86.2 98.1 64.4 80.2 82.1 90.8 Old : 64.9 82.4 86.2 98.1 64.4 80.2 82.1 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 1,680: 1,235 1,000 85 0 0 25 0 0 125 425 0: 210 255 Old : 1,680: 1,235 1,000 85 0 0 25 0 0 125 425 0: 210 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0: 12.5 15.2 Old : 100.0: 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0: 12.5 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 9 . 0 0 . 0 0 . . 0: Old : 21: 14 9 . 0 0 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 50.9 67.0 80.4 40.8 50.0 57.7 66.1 Old : 46.1 50.9 67.0 80.4 40.8 50.0 57.7 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,943: 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0: 0 10 Old : 11,943: 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 620: -15 350 65 25 -15 0 0 0 585 250 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0: 0.0 0.1 Old : 100.0: 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 15 . . . . 0 0 . . 0: Old : 27: 10 15 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 74.7 87.0 89.0 73.6 72.6 83.2 85.2 Old : 76.9 74.7 87.0 89.0 73.6 72.6 83.2 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 82,183: 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0: 7,324 8,704 Old : 82,183: 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0: 7,324 8,704 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 4,200: 2,722 4,325 1,183 -1,800 500 0 0 0 0 0 0: -205 1,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 10.6 Old : 100.0: 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 19 . . . 0 . . 0 0 0: Old : 27: 17 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1 Old : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 68,583: 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0: 5,980 7,760 Old : 68,583: 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0: 5,980 7,760 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,972: 2,702 3,862 1,140 -1,800 125 0 0 0 0 0 0: 5 1,785 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0: 8.7 11.3 Old : 100.0: 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0: 8.7 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 19 . . . 0 . . 0 0 0: Old : 26: 15 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8 Old : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 25,000: 6,830 17,200 12,195 2,375 990 150 1,300 0 1,835 0 0: 3,000 3,135 Old : 25,000: 6,830 17,200 12,195 2,375 990 150 1,300 0 1,835 0 0: 3,000 3,135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 -300 0 300 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 68.8 48.8 9.5 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5 Old : 100.0: 27.3 68.8 48.8 9.5 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 11 . . . . . 0 . 0 0: Old : 21: 6 11 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 51.0 85.7 76.5 66.0 48.9 74.8 72.0 Old : 74.6 51.0 85.7 76.5 66.0 48.9 74.8 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,675: 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0: 2,140 2,275 Old : 22,675: 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0: 2,140 2,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0: 9.4 10.0 Old : 100.0: 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0: 9.4 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 12 . . . . . 0 . 0 0: Old : 20: 6 12 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1 Old : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,213: 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0: 3,320 3,030 Old : 59,213: 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0: 3,320 3,030 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,710: 2,705 5 0 2,400 0 0 300 0 0 0 0: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0: 5.6 5.1 Old : 100.0: 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0: 5.6 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 18 16 . . . . . . 0 . 0: Old : 26: 18 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6 Old : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 40,288: 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300: 2,752 2,242 Old : 40,288: 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300: 2,752 2,242 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,480: 2,820 60 0 2,400 0 -300 0 0 0 0 0: -40 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7: 6.8 5.6 Old : 100.0: 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7: 6.8 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 16 . . . . 0 . 0 . .: Old : 24: 16 16 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9 Old : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,295: 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0: 1,690 1,300 Old : 28,295: 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0: 1,690 1,300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 110: -490 -600 0 110 0 0 0 0 0 0 0: 600 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0: 6.0 4.6 Old : 100.0: 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0: 6.0 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 12 . . . . . . 0 0 0: Old : 21: 13 12 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9 Old : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 13,970: 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0: 1,830 1,070 Old : 13,970: 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0: 1,830 1,070 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: -285 -285 0 0 0 0 0 0 0 0 0: 285 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 13.1 7.7 Old : 100.0: 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 13.1 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 12 0 . 0 . . 0 . 0 0: Old : 20: 11 12 0 . 0 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 63.5 Old : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 97,063: 52,024 28,368 5,549 39,700 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635 Old : 97,063: 52,024 28,368 5,549 39,700 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 290: 50 170 240 120 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.2 20.2 Old : 100.0: 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.2 20.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 19 . . . . . . 0 . .: Old : 30: 18 19 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9 Old : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 90,720: 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820: 19,230 19,260 Old : 90,720: 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820: 19,230 19,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 240: 0 120 240 120 -70 0 0 0 0 0 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 28.8 6.3 38.0 3.7 15.8 2.0 0.2 0.0 5.2 0.9: 21.2 21.2 Old : 100.0: 51.8 28.8 6.3 38.0 3.7 15.8 2.0 0.2 0.0 5.2 0.9: 21.2 21.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 17 . . . . . . 0 . .: Old : 28: 17 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1 Old : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,537: 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065: 3,380 2,485 Old : 24,537: 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065: 3,380 2,485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,565: 1,400 440 -125 0 57 0 1,175 0 0 -340 165: 68 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3: 13.8 10.1 Old : 100.0: 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3: 13.8 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 10 . . . . 4 . . . .: Old : 29: 15 10 . . . . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4 Old : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,337: 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585: 2,741 1,861 Old : 24,337: 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585: 2,741 1,861 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,620: 1,400 340 -125 100 120 0 1,175 0 325 -15 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5: 11.3 7.6 Old : 100.0: 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5: 11.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 10 . . . . 4 . . . .: Old : 29: 15 10 . . . . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0 Old : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,188: 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045: 2,929 2,044 Old : 33,188: 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045: 2,929 2,044 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 805: -170 0 45 200 46 780 0 0 0 575 5: 99 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1: 8.8 6.2 Old : 100.0: 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1: 8.8 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 5 . . . . . 0 0 . .: Old : 20: 12 5 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4 Old : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,913: 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,759 3,223 Old : 51,913: 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,759 3,223 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 15: 50 50 0 0 0 0 0 0 0 0 0: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.3 6.2 Old : 100.0: 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.3 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 10 . . . . 0 . . 0 0: Old : 22: 12 10 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 84.4 86.8 91.5 62.3 81.4 82.8 84.6 Old : 62.4 84.4 86.8 91.5 62.3 81.4 82.8 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,630: 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925 Old : 54,630: 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0: 5.1 5.4 Old : 100.0: 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0: 5.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 11 . . . . 0 . . 0 0: Old : 21: 12 11 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5 Old : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,750: 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180: 2,980 2,800 Old : 53,750: 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180: 2,980 2,800 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,790: 545 2,075 1,630 -300 -55 -100 0 0 -300 0 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2: 5.5 5.2 Old : 100.0: 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2: 5.5 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 15 10 . . . 4 0 . 5 0 .: Old : 32: 15 10 . . . 4 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9 Old : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,825: 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260: 2,575 2,395 Old : 49,825: 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260: 2,575 2,395 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -80: 385 -185 630 150 -30 -100 0 0 -950 0 130: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5: 5.2 4.8 Old : 100.0: 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5: 5.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 10 . . . 4 0 . 5 0 .: Old : 32: 16 10 . . . 4 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3 Old : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,295: 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470: 2,670 1,995 Old : 22,295: 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470: 2,670 1,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 235: 100 25 0 0 0 -110 190 110 125 -100 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1: 12.0 8.9 Old : 100.0: 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1: 12.0 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 10 . 0 . 0 4 . . . .: Old : 25: 12 10 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7 Old : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,400: 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130: 2,135 1,705 Old : 21,400: 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130: 2,135 1,705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 235: 100 25 0 0 0 0 240 60 125 -100 10: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6: 10.0 8.0 Old : 100.0: 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6: 10.0 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 8 . 0 . 0 4 . . . .: Old : 25: 13 8 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0 Old : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 74,730: 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150: 5,615 5,570 Old : 74,730: 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150: 5,615 5,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,075: 170 1,270 100 0 200 75 200 10 1,125 0 -160: 555 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5: 7.5 7.5 Old : 100.0: 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5: 7.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . 0 . . . . 4 . .: Old : 29: 14 13 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0 Old : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 69,215: 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150: 4,725 4,680 Old : 69,215: 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150: 4,725 4,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 250: -100 -100 -500 0 270 75 200 0 625 0 -160: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7: 6.8 6.8 Old : 100.0: 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7: 6.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . 0 . . . . 4 . .: Old : 29: 14 13 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 81.7 Old : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 61,736: 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705: 3,850 4,465 Old : 61,736: 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705: 3,850 4,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,336: 711 -349 0 420 0 620 0 0 0 300 0: 5 965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8: 6.2 7.2 Old : 100.0: 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8: 6.2 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 10 0 . . . 0 . . . .: Old : 28: 18 10 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9 Old : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,898: 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505: 2,662 2,317 Old : 49,898: 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505: 2,662 2,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 370: 50 0 0 420 0 120 0 50 0 -250 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0: 5.3 4.6 Old : 100.0: 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0: 5.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 11 0 . . . 0 . . . .: Old : 28: 17 11 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9 Old : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 169,587: 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070: 36,169 36,949 Old : 169,587: 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070: 36,169 36,949 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,480: 100 -680 1,070 75 175 500 150 125 0 1,465 -805: 1,315 1,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4: 21.3 21.8 Old : 100.0: 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4: 21.3 21.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 24 29 . . . . . . . 4 .: Old : 43: 24 29 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3 Old : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 138,657: 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780: 27,270 27,980 Old : 138,657: 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780: 27,270 27,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,150: -1,235 85 1,945 0 -180 500 -350 175 0 990 -180: 125 610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0: 19.7 20.2 Old : 100.0: 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0: 19.7 20.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 25 . . . . . . . 4 .: Old : 39: 21 25 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3 Old : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,585: 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0: 5,490 5,350 Old : 63,585: 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0: 5,490 5,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,160: 570 -830 670 -130 120 -100 2,100 -150 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0: 8.6 8.4 Old : 100.0: 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0: 8.6 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 16 . . . . . . 0 . 0: Old : 26: 14 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8 Old : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 56,645: 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0: 6,035 5,915 Old : 56,645: 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0: 6,035 5,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,140: 1,170 -330 670 70 -470 0 2,100 -250 0 0 0: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0: 10.7 10.4 Old : 100.0: 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0: 10.7 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 16 . . . . . . 0 . 0: Old : 25: 15 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9 Old : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 43,875: 13,435 29,095 2,210 7,005 2,575 19,605 0 1,385 370 0 1,310: 2,985 2,505 Old : 43,875: 13,435 29,095 2,210 7,005 2,575 19,605 0 1,385 370 0 1,310: 2,985 2,505 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,025: 0 1,500 0 500 25 2,000 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0: 6.8 5.7 Old : 100.0: 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0: 6.8 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 14 . . . . 0 . . 0 .: Old : 23: 11 14 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8 Old : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,095: 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 0 1,310: 1,715 1,625 Old : 53,095: 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 0 1,310: 1,715 1,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,905: 85 1,485 0 600 -230 2,000 0 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5: 3.2 3.1 Old : 100.0: 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5: 3.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 14 0 . . . 0 . . 0 .: Old : 21: 10 14 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5 Old : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 135,905: 75,669 69,965 3,171 15,990 13,300 4,675 2,025 6,950 4,260 0 0: 27,880 27,675 Old : 135,905: 75,669 69,965 3,171 15,990 13,300 4,675 2,025 6,950 4,260 0 0: 27,880 27,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 265: -160 155 -165 20 215 300 -200 120 0 0 0: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 51.5 2.3 11.8 9.8 3.4 1.5 5.1 3.1 0.0 0.0: 20.5 20.4 Old : 100.0: 55.7 51.5 2.3 11.8 9.8 3.4 1.5 5.1 3.1 0.0 0.0: 20.5 20.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 24 24 . . . . . . . 0 0: Old : 34: 24 24 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 42.4 48.7 59.5 25.8 31.8 34.9 39.3 Old : 33.2 42.4 48.7 59.5 25.8 31.8 34.9 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 114,156: 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0: 18,745 18,655 Old : 114,156: 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0: 18,745 18,655 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 25: 0 350 20 70 -20 0 -400 75 0 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0: 16.4 16.3 Old : 100.0: 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0: 16.4 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 22 . . . . . . . . 0: Old : 32: 21 22 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 45.0 63.1 65.0 31.0 37.2 44.7 48.4 Old : 43.5 45.0 63.1 65.0 31.0 37.2 44.7 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,550: 19,565 15,420 0 9,380 2,035 4,435 300 0 1,100 0 575: 1,840 1,840 Old : 29,550: 19,565 15,420 0 9,380 2,035 4,435 300 0 1,100 0 575: 1,840 1,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -190: 60 0 0 60 -250 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 52.2 0.0 31.7 6.9 15.0 1.0 0.0 3.7 0.0 1.9: 6.2 6.2 Old : 100.0: 66.2 52.2 0.0 31.7 6.9 15.0 1.0 0.0 3.7 0.0 1.9: 6.2 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 0 . . . . 0 . 0 .: Old : 22: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0 Old : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,950: 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500: 1,655 1,595 Old : 28,950: 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500: 1,655 1,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -120: 60 0 0 60 -250 0 0 0 0 0 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7: 5.7 5.5 Old : 100.0: 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7: 5.7 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 0 . . . . 0 . 0 .: Old : 22: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2 Old : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated April 03, 2020

COT Report - Electricity, Futures and Options Combined Disaggregated - April 03, 2020

COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 20,494: 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144: 859 822 Old : 20,494: 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144: 859 822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -1,125: -1,174 -904 134 80 -43 -147 -335 0 21 -166 196: -112 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5: 4.2 4.0 Old : 100.0: 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5: 4.2 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . 4 . . . . 5 5: Old : 26: 13 12 . . 4 . . . . 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 49.0 71.2 73.7 25.1 23.5 33.1 33.0 Old : 46.2 49.0 71.2 73.7 25.1 23.5 33.1 33.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 23,671: 13,181 11,782 723 2,187 3,630 1,622 771 1,538 862 1,682 1,788: 326 293 Old : 23,671: 13,181 11,782 723 2,187 3,630 1,622 771 1,538 862 1,682 1,788: 326 293 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -747: -60 -340 0 147 -409 -15 -45 -86 96 15 -56: -217 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 49.8 3.1 9.2 15.3 6.9 3.3 6.5 3.6 7.1 7.6: 1.4 1.2 Old : 100.0: 55.7 49.8 3.1 9.2 15.3 6.9 3.3 6.5 3.6 7.1 7.6: 1.4 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 19 19 . . . . . . 6 7 12: Old : 41: 19 19 . . . . . . 6 7 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 45.3 66.8 62.9 24.2 25.5 35.3 31.7 Old : 43.8 45.3 66.8 62.9 24.2 25.5 35.3 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 42,873: 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500: 1,097 698 Old : 42,873: 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500: 1,097 698 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 348: -702 -165 0 0 75 22 -178 -22 -115 -40 -5: 1,095 683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5: 2.6 1.6 Old : 100.0: 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5: 2.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 22 . 0 . . . . . 4 5: Old : 36: 22 22 . 0 . . . . . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 56.6 72.4 81.1 40.7 48.0 60.4 64.8 Old : 47.1 56.6 72.4 81.1 40.7 48.0 60.4 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 33,664: 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450: 390 5 Old : 33,664: 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450: 390 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,495: 1,580 740 -390 395 -145 0 75 0 -125 0 425: 150 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3: 1.2 0.0 Old : 100.0: 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 18 0 . . 0 . . 5 . 5: Old : 32: 20 18 0 . . 0 . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 61.8 74.5 84.5 49.9 56.3 70.1 73.3 Old : 51.8 61.8 74.5 84.5 49.9 56.3 70.1 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 142,721: 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539: 208 96 Old : 142,721: 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539: 208 96 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,502: 1,184 4,037 -52 -1,604 -355 0 -1,356 700 5 50 30: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5: 0.1 0.1 Old : 100.0: 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 27 30 . . 4 . 6 4 . 8 8: Old : 56: 27 30 . . 4 . 6 4 . 8 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 37.1 70.4 58.2 40.0 30.2 47.3 39.1 Old : 53.3 37.1 70.4 58.2 40.0 30.2 47.3 39.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 73,930: 59,842 55,201 4,880 8,046 4,034 325 1,022 2,451 1,066 1,825 1,332: 0 20 Old : 73,930: 59,842 55,201 4,880 8,046 4,034 325 1,022 2,451 1,066 1,825 1,332: 0 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 409: 498 114 0 4 -119 0 -70 80 -350 100 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 74.7 6.6 10.9 5.5 0.4 1.4 3.3 1.4 2.5 1.8: 0.0 0.0 Old : 100.0: 80.9 74.7 6.6 10.9 5.5 0.4 1.4 3.3 1.4 2.5 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 23 . . . . 4 . 5 . .: Old : 40: 21 23 . . . . 4 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 73.6 77.0 88.2 54.6 61.8 66.6 70.4 Old : 55.9 73.6 77.0 88.2 54.6 61.8 66.6 70.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 36,855: 33,907 24,195 958 10,320 840 0 675 0 325 0 825: 0 0 Old : 36,855: 33,907 24,195 958 10,320 840 0 675 0 325 0 825: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 865: 740 890 0 -125 0 0 0 0 -25 -50 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2: 0.0 0.0 Old : 100.0: 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 11 15 . . . 0 . 0 4 0 4: Old : 29: 11 15 . . . 0 . 0 4 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.0 83.6 90.9 92.9 69.2 71.3 75.5 78.6 Old : 80.0 83.6 90.9 92.9 69.2 71.3 75.5 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 59,659: 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842: 169 13 Old : 59,659: 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842: 169 13 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 27: -715 675 15 -1,213 580 50 0 0 50 -62 47: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1: 0.3 0.0 Old : 100.0: 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 18 . . 5 . . . . . .: Old : 38: 18 18 . . 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 61.8 73.2 81.7 50.2 52.7 61.7 66.5 Old : 51.5 61.8 73.2 81.7 50.2 52.7 61.7 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 78,614: 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842: 632 48 Old : 78,614: 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842: 632 48 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -630: -789 463 0 -1,555 537 -440 0 0 25 -80 0: 37 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 35.0 0.0 49.2 7.3 30.9 1.2 0.1 1.8 3.5 3.6: 0.8 0.1 Old : 100.0: 55.5 35.0 0.0 49.2 7.3 30.9 1.2 0.1 1.8 3.5 3.6: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 21 0 4 4 5 4 . . . .: Old : 43: 22 21 0 4 4 5 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 65.9 71.1 82.0 50.9 58.9 63.2 69.9 Old : 52.6 65.9 71.1 82.0 50.9 58.9 63.2 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 72,712: 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208: 719 254 Old : 72,712: 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208: 719 254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 370: 67 420 360 235 0 0 0 0 -47 -300 50: -60 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 3.0: 1.0 0.3 Old : 100.0: 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 3.0: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 23 20 . . . . . 0 . . .: Old : 38: 23 20 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 69.5 68.2 85.8 43.4 69.5 65.9 81.4 Old : 45.4 69.5 68.2 85.8 43.4 69.5 65.9 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 89,497: 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750: 823 202 Old : 89,497: 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750: 823 202 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 703: 286 741 464 170 -4 0 0 0 -33 -234 50: -60 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1: 0.9 0.2 Old : 100.0: 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1: 0.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 23 24 4 . 4 . 0 0 . . .: Old : 41: 23 24 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 70.6 65.2 85.9 42.5 70.5 64.1 81.0 Old : 43.1 70.6 65.2 85.9 42.5 70.5 64.1 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 43,421: 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230: 422 428 Old : 43,421: 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230: 422 428 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -747: 155 -890 -1,035 0 133 0 0 0 0 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0 Old : 100.0: 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 16 . 0 . 0 0 0 . . .: Old : 26: 17 16 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 82.3 88.4 93.7 62.2 76.3 71.7 78.2 Old : 72.3 82.3 88.4 93.7 62.2 76.3 71.7 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 25,751: 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0: 540 0 Old : 25,751: 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0: 540 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -525: 43 308 0 -250 -568 0 0 0 0 -15 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0 Old : 100.0: 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 16 0 . . 0 . 0 . . 0: Old : 26: 17 16 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 70.4 76.7 84.0 47.8 58.9 60.6 67.0 Old : 59.4 70.4 76.7 84.0 47.8 58.9 60.6 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 89,681: 57,357 66,758 320 9,675 9,068 8,084 139 405 11,925 1,239 2,154: 367 241 Old : 89,681: 57,357 66,758 320 9,675 9,068 8,084 139 405 11,925 1,239 2,154: 367 241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 510: -1,569 171 0 -1,026 1,145 -46 64 60 885 45 40: -4 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 74.4 0.4 10.8 10.1 9.0 0.2 0.5 13.3 1.4 2.4: 0.4 0.3 Old : 100.0: 64.0 74.4 0.4 10.8 10.1 9.0 0.2 0.5 13.3 1.4 2.4: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 34 34 . . . 6 . 5 10 . 6: Old : 63: 34 34 . . . 6 . 5 10 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.0 43.3 50.4 65.3 18.3 18.8 27.9 30.5 Old : 30.0 43.3 50.4 65.3 18.3 18.8 27.9 30.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 40,149: 29,742 30,723 0 6,468 1,896 100 199 1 7,880 300 250: 280 312 Old : 40,149: 29,742 30,723 0 6,468 1,896 100 199 1 7,880 300 250: 280 312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 100: 100 160 0 -60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 0.7 0.6: 0.7 0.8 Old : 100.0: 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 0.7 0.6: 0.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 19 0 . . . . . 4 . .: Old : 33: 18 19 0 . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 52.0 77.0 77.9 46.2 43.0 61.7 60.1 Old : 51.7 52.0 77.0 77.9 46.2 43.0 61.7 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 50,131: 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273: 180 310 Old : 50,131: 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273: 180 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -625: 5 -1,080 -1,080 0 450 0 0 0 0 0 0: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 89.6 17.2 0.0 9.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6 Old : 100.0: 72.2 89.6 17.2 0.0 9.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 22 19 . 0 . 0 0 0 . . .: Old : 32: 22 19 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 79.0 81.5 93.8 44.7 73.1 62.3 73.9 Old : 58.2 79.0 81.5 93.8 44.7 73.1 62.3 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 37,650: 30,138 25,577 0 3,962 5,974 50 1,230 0 85 410 120: 1,283 377 Old : 37,650: 30,138 25,577 0 3,962 5,974 50 1,230 0 85 410 120: 1,283 377 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -355: -440 -349 0 29 85 0 -120 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 67.9 0.0 10.5 15.9 0.1 3.3 0.0 0.2 1.1 0.3: 3.4 1.0 Old : 100.0: 80.0 67.9 0.0 10.5 15.9 0.1 3.3 0.0 0.2 1.1 0.3: 3.4 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 20 0 . . . . 0 . 4 .: Old : 33: 19 20 0 . . . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 47.0 80.0 73.3 40.9 26.6 44.6 40.2 Old : 62.4 47.0 80.0 73.3 40.9 26.6 44.6 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 66,197: 53,301 63,182 7,794 0 2,345 0 45 0 1,824 200 185: 748 240 Old : 66,197: 53,301 63,182 7,794 0 2,345 0 45 0 1,824 200 185: 748 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 730: 160 735 575 0 -5 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 95.4 11.8 0.0 3.5 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4 Old : 100.0: 80.5 95.4 11.8 0.0 3.5 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 12 6 0 4 0 . 0 4 . .: Old : 33: 17 12 6 0 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 91.6 76.4 97.3 56.9 87.7 73.6 90.8 Old : 56.9 91.6 76.4 97.3 56.9 87.7 73.6 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 70,090: 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90: 325 180 Old : 70,090: 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90: 325 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 539: 450 534 -25 -75 80 0 0 0 34 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 90.4 5.2 4.4 4.4 0.0 0.1 0.0 3.7 0.4 0.1: 0.5 0.3 Old : 100.0: 86.1 90.4 5.2 4.4 4.4 0.0 0.1 0.0 3.7 0.4 0.1: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 16 . . 4 0 . 0 4 . .: Old : 37: 20 16 . . 4 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 83.8 74.1 95.8 55.3 80.4 71.6 89.3 Old : 55.7 83.8 74.1 95.8 55.3 80.4 71.6 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 76,865: 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875: 237 0 Old : 76,865: 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875: 237 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,815: 1,942 2,683 185 -700 695 -2 5 2 -75 62 68: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 1.1: 0.3 0.0 Old : 100.0: 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 1.1: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 23 24 5 . . . . . . 4 4: Old : 44: 23 24 5 . . . . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 55.2 75.2 82.7 56.9 52.7 73.2 74.6 Old : 57.8 55.2 75.2 82.7 56.9 52.7 73.2 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 96,619: 77,552 85,868 10,486 1,857 3,764 40 1,246 508 1,588 1,020 2,320: 360 36 Old : 96,619: 77,552 85,868 10,486 1,857 3,764 40 1,246 508 1,588 1,020 2,320: 360 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 560: 676 1,120 195 -722 -35 -30 -2 40 -610 -146 303: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 88.9 10.9 1.9 3.9 0.0 1.3 0.5 1.6 1.1 2.4: 0.4 0.0 Old : 100.0: 80.3 88.9 10.9 1.9 3.9 0.0 1.3 0.5 1.6 1.1 2.4: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 22 27 5 . . . 6 . . . 4: Old : 52: 22 27 5 . . . 6 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 51.0 68.4 72.6 50.0 49.0 62.0 66.7 Old : 50.9 51.0 68.4 72.6 50.0 49.0 62.0 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 63,668: 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50: 20 0 Old : 63,668: 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 198: 273 195 0 25 0 0 78 0 -125 -150 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1: 0.0 0.0 Old : 100.0: 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 13 . . . 0 . 0 . 4 .: Old : 30: 14 13 . . . 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.7 88.0 94.0 96.5 74.6 86.0 90.4 91.7 Old : 74.7 88.0 94.0 96.5 74.6 86.0 90.4 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 53,265: 34,645 51,225 16,280 0 815 0 225 0 1,000 475 525: 0 0 Old : 53,265: 34,645 51,225 16,280 0 815 0 225 0 1,000 475 525: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 225: -2,655 225 2,880 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 96.2 30.6 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 0.0 0.0 Old : 100.0: 65.0 96.2 30.6 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 9 . 0 . 0 . 0 . . .: Old : 22: 10 9 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.6 93.9 93.3 98.1 80.0 91.6 90.9 93.3 Old : 80.6 93.9 93.3 98.1 80.0 91.6 90.9 93.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 61,314: 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074: 44 197 Old : 61,314: 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074: 44 197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 347: 963 42 -710 86 94 0 55 0 0 55 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 1.8: 0.1 0.3 Old : 100.0: 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 1.8: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 4 . . . . 0 . 4 .: Old : 34: 20 18 4 . . . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 83.7 73.3 92.5 46.1 79.0 69.2 82.3 Old : 48.3 83.7 73.3 92.5 46.1 79.0 69.2 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 68,533: 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247: 112 377 Old : 68,533: 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247: 112 377 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 712: 1,106 621 -434 86 0 0 0 0 0 -35 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 1.8: 0.2 0.6 Old : 100.0: 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 1.8: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 17 . . . . . . . . .: Old : 34: 20 17 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 77.9 72.4 88.8 46.7 70.4 67.8 76.7 Old : 47.8 77.9 72.4 88.8 46.7 70.4 67.8 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 25,559: 15,583 24,512 9,564 0 138 0 275 75 0 236 0: 199 323 Old : 25,559: 15,583 24,512 9,564 0 138 0 275 75 0 236 0: 199 323 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -11: -15 -19 0 0 0 0 0 0 0 5 0: 4 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.3 Old : 100.0: 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 11 4 0 . 0 . . 0 . 0: Old : 23: 13 11 4 0 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 80.9 83.3 94.8 62.9 70.4 78.0 83.7 Old : 63.5 80.9 83.3 94.8 62.9 70.4 78.0 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 25,320: 15,295 25,185 9,469 0 135 75 0 0 0 0 0: 346 0 Old : 25,320: 15,295 25,185 9,469 0 135 75 0 0 0 0 0: 346 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 29: 60 29 -35 0 0 0 0 0 0 0 0: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 99.5 37.4 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0 Old : 100.0: 60.4 99.5 37.4 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 11 5 0 . . 0 0 0 0 0: Old : 23: 12 11 5 0 . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 86.0 82.7 97.7 61.8 71.8 74.9 83.4 Old : 64.6 86.0 82.7 97.7 61.8 71.8 74.9 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 32,052: 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015: 41 5 Old : 32,052: 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015: 41 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -696: -701 -745 -15 0 -10 0 15 0 110 129 -85: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2: 0.1 0.0 Old : 100.0: 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 16 . . . . . . . . .: Old : 32: 16 16 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 59.1 83.4 77.6 61.4 57.2 74.2 71.1 Old : 69.2 59.1 83.4 77.6 61.4 57.2 74.2 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 20,500: 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325: 1,124 290 Old : 20,500: 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325: 1,124 290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -579: -575 -599 -5 0 0 0 0 0 -20 0 20: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6: 5.5 1.4 Old : 100.0: 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6: 5.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 . 0 . 0 . 0 . . .: Old : 22: 11 11 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 72.3 91.2 89.5 73.8 69.0 86.6 86.0 Old : 73.8 72.3 91.2 89.5 73.8 69.0 86.6 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 61,789: 48,197 35,376 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177: 62 30 Old : 61,789: 48,197 35,376 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177: 62 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,367: 2,131 1,376 -10 1,100 0 350 30 0 65 0 -169: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 57.3 10.3 30.6 1.1 4.2 7.8 0.7 3.7 0.5 1.9: 0.1 0.0 Old : 100.0: 78.0 57.3 10.3 30.6 1.1 4.2 7.8 0.7 3.7 0.5 1.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 22 5 . 6 . . . 5 . 4: Old : 44: 25 22 5 . 6 . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 65.4 72.4 80.9 40.7 52.9 54.3 61.3 Old : 56.3 65.4 72.4 80.9 40.7 52.9 54.3 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 38,848: 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683: 161 85 Old : 38,848: 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683: 161 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,295: 944 129 -130 990 100 350 0 0 -25 20 56: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8: 0.4 0.2 Old : 100.0: 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 18 4 . . . . . . . .: Old : 36: 20 18 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 71.0 81.0 84.7 57.2 64.7 65.3 71.2 Old : 67.9 71.0 81.0 84.7 57.2 64.7 65.3 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 20,344: 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50: 230 0 Old : 20,344: 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50: 230 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 225: 220 125 0 0 0 0 120 0 -75 0 0: 80 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2: 1.1 0.0 Old : 100.0: 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 16 . 0 . 0 . . . . .: Old : 32: 17 16 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 72.4 83.0 85.6 57.3 68.4 74.7 76.9 Old : 62.8 72.4 83.0 85.6 57.3 68.4 74.7 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 21,948: 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0: 220 0 Old : 21,948: 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0: 220 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 25: 85 25 -150 0 0 0 0 0 0 0 0: 90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 1.0 0.0 Old : 100.0: 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 8 . 0 . 0 . 0 . . 0: Old : 21: 12 8 . 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 92.3 92.8 99.1 59.9 83.7 83.4 88.3 Old : 69.3 92.3 92.8 99.1 59.9 83.7 83.4 88.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,536: 8,399 6,885 146 450 676 25 600 0 100 900 25: 165 0 Old : 9,536: 8,399 6,885 146 450 676 25 600 0 100 900 25: 165 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 80: -20 105 50 0 25 25 0 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 0.3: 1.7 0.0 Old : 100.0: 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 0.3: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 9 . . . . . 0 . . .: Old : 22: 10 9 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 66.0 91.7 89.7 65.2 65.8 77.8 82.0 Old : 73.7 66.0 91.7 89.7 65.2 65.8 77.8 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,635: 8,667 6,665 163 450 570 25 700 0 100 1,250 0: 110 0 Old : 9,635: 8,667 6,665 163 450 570 25 700 0 100 1,250 0: 110 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 100: 0 125 138 -12 -63 25 100 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0: 1.1 0.0 Old : 100.0: 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 9 . . . . . 0 . . 0: Old : 23: 11 9 . . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 66.6 90.6 90.0 65.3 66.6 77.8 83.7 Old : 71.2 66.6 90.6 90.0 65.3 66.6 77.8 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,827: 7,936 10,577 3,378 1,400 10 0 0 0 795 380 460: 248 0 Old : 12,827: 7,936 10,577 3,378 1,400 10 0 0 0 795 380 460: 248 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 425: 425 435 10 0 -10 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6: 1.9 0.0 Old : 100.0: 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6: 1.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 15 . . . 0 0 0 . . .: Old : 25: 11 15 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 59.6 80.7 81.3 49.0 53.6 70.6 71.0 Old : 53.6 59.6 80.7 81.3 49.0 53.6 70.6 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,055: 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550: 248 0 Old : 12,055: 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550: 248 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -153: -100 -200 -50 0 2 0 0 0 -40 10 35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6: 2.1 0.0 Old : 100.0: 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 13 . . . 0 0 0 . . .: Old : 24: 11 13 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 59.6 80.5 82.0 47.3 50.7 65.4 68.9 Old : 56.0 59.6 80.5 82.0 47.3 50.7 65.4 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 37,055: 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265: 40 0 Old : 37,055: 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 200: -25 200 25 0 0 0 0 0 0 -200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1: 0.1 0.0 Old : 100.0: 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 12 . 0 . . 0 . . . .: Old : 32: 19 12 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 73.8 81.7 94.9 61.2 66.1 71.1 78.3 Old : 68.9 73.8 81.7 94.9 61.2 66.1 71.1 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 36,976: 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545: 41 0 Old : 36,976: 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545: 41 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 210: -5 220 25 0 0 0 0 0 0 -200 190: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9: 0.1 0.0 Old : 100.0: 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 13 . 0 . . 0 . . . .: Old : 32: 19 13 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 75.3 79.7 95.6 58.8 65.3 68.7 77.8 Old : 67.2 75.3 79.7 95.6 58.8 65.3 68.7 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 108,677: 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000: 64 0 Old : 108,677: 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000: 64 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,947: 2,126 1,681 94 374 -208 0 20 -20 0 150 -50: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9: 0.1 0.0 Old : 100.0: 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 32 28 . . . . . . . 7 6: Old : 52: 32 28 . . . . . . . 7 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 54.1 63.1 78.2 36.7 50.6 57.0 69.8 Old : 41.0 54.1 63.1 78.2 36.7 50.6 57.0 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 123,454: 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946: 87 35 Old : 123,454: 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946: 87 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 833: 1,009 276 -24 651 -254 100 75 -25 50 160 -50: 27 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6: 0.1 0.0 Old : 100.0: 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 35 30 . . 5 . . . 4 10 7: Old : 63: 35 30 . . 5 . . . 4 10 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 58.7 56.4 80.2 29.7 49.9 49.1 65.0 Old : 32.6 58.7 56.4 80.2 29.7 49.9 49.1 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 526,054: 288,337 331,280 36,732 3,035 114,131 13,389 15,872 28,709 19,449 8,230 24,051: 1,256 746 Old : 526,054: 288,337 331,280 36,732 3,035 114,131 13,389 15,872 28,709 19,449 8,230 24,051: 1,256 746 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -628: -2,619 1,624 3,825 -133 -3,849 1,762 731 -340 -190 112 737: 46 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.8 63.0 7.0 0.6 21.7 2.5 3.0 5.5 3.7 1.6 4.6: 0.2 0.1 Old : 100.0: 54.8 63.0 7.0 0.6 21.7 2.5 3.0 5.5 3.7 1.6 4.6: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 97: 42 36 5 . 5 10 9 8 15 13 18: Old : 97: 42 36 5 . 5 10 9 8 15 13 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 41.1 62.1 64.0 13.2 15.6 17.8 20.9 Old : 44.4 41.1 62.1 64.0 13.2 15.6 17.8 20.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,876: 10,095 17,182 2,382 130 839 965 600 55 4,105 0 0: 435 70 Old : 18,876: 10,095 17,182 2,382 130 839 965 600 55 4,105 0 0: 435 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,065: 3,100 3,050 -50 0 15 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0: 2.3 0.4 Old : 100.0: 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0: 2.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 9 . . . . . . . 0 0: Old : 23: 14 9 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 81.3 82.1 97.9 62.3 73.1 77.5 86.0 Old : 62.7 81.3 82.1 97.9 62.3 73.1 77.5 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,744: 6,675 14,503 3,445 120 461 145 600 55 4,380 0 0: 583 5 Old : 15,744: 6,675 14,503 3,445 120 461 145 600 55 4,380 0 0: 583 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 925: 975 925 -50 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0: 3.7 0.0 Old : 100.0: 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0: 3.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 8 . . . . . . . 0 0: Old : 22: 13 8 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 82.4 86.2 98.1 64.4 80.2 82.1 90.8 Old : 64.9 82.4 86.2 98.1 64.4 80.2 82.1 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 1,680: 1,235 1,000 85 0 0 25 0 0 125 425 0: 210 255 Old : 1,680: 1,235 1,000 85 0 0 25 0 0 125 425 0: 210 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0: 12.5 15.2 Old : 100.0: 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0: 12.5 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 9 . 0 0 . 0 0 . . 0: Old : 21: 14 9 . 0 0 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 50.9 67.0 80.4 40.8 50.0 57.7 66.1 Old : 46.1 50.9 67.0 80.4 40.8 50.0 57.7 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,943: 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0: 0 10 Old : 11,943: 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 620: -15 350 65 25 -15 0 0 0 585 250 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0: 0.0 0.1 Old : 100.0: 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 15 . . . . 0 0 . . 0: Old : 27: 10 15 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 74.7 87.0 89.0 73.6 72.6 83.2 85.2 Old : 76.9 74.7 87.0 89.0 73.6 72.6 83.2 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 82,183: 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0: 7,324 8,704 Old : 82,183: 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0: 7,324 8,704 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 4,200: 2,722 4,325 1,183 -1,800 500 0 0 0 0 0 0: -205 1,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 10.6 Old : 100.0: 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 19 . . . 0 . . 0 0 0: Old : 27: 17 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1 Old : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 68,583: 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0: 5,980 7,760 Old : 68,583: 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0: 5,980 7,760 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,972: 2,702 3,862 1,140 -1,800 125 0 0 0 0 0 0: 5 1,785 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0: 8.7 11.3 Old : 100.0: 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0: 8.7 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 19 . . . 0 . . 0 0 0: Old : 26: 15 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8 Old : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 25,000: 6,830 17,200 12,195 2,375 990 150 1,300 0 1,835 0 0: 3,000 3,135 Old : 25,000: 6,830 17,200 12,195 2,375 990 150 1,300 0 1,835 0 0: 3,000 3,135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 -300 0 300 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 68.8 48.8 9.5 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5 Old : 100.0: 27.3 68.8 48.8 9.5 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 11 . . . . . 0 . 0 0: Old : 21: 6 11 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 51.0 85.7 76.5 66.0 48.9 74.8 72.0 Old : 74.6 51.0 85.7 76.5 66.0 48.9 74.8 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,675: 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0: 2,140 2,275 Old : 22,675: 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0: 2,140 2,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0: 9.4 10.0 Old : 100.0: 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0: 9.4 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 12 . . . . . 0 . 0 0: Old : 20: 6 12 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1 Old : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,213: 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0: 3,320 3,030 Old : 59,213: 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0: 3,320 3,030 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,710: 2,705 5 0 2,400 0 0 300 0 0 0 0: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0: 5.6 5.1 Old : 100.0: 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0: 5.6 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 18 16 . . . . . . 0 . 0: Old : 26: 18 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6 Old : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 40,288: 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300: 2,752 2,242 Old : 40,288: 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300: 2,752 2,242 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,480: 2,820 60 0 2,400 0 -300 0 0 0 0 0: -40 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7: 6.8 5.6 Old : 100.0: 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7: 6.8 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 16 . . . . 0 . 0 . .: Old : 24: 16 16 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9 Old : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,295: 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0: 1,690 1,300 Old : 28,295: 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0: 1,690 1,300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 110: -490 -600 0 110 0 0 0 0 0 0 0: 600 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0: 6.0 4.6 Old : 100.0: 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0: 6.0 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 12 . . . . . . 0 0 0: Old : 21: 13 12 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9 Old : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 13,970: 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0: 1,830 1,070 Old : 13,970: 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0: 1,830 1,070 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: -285 -285 0 0 0 0 0 0 0 0 0: 285 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 13.1 7.7 Old : 100.0: 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 13.1 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 12 0 . 0 . . 0 . 0 0: Old : 20: 11 12 0 . 0 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 63.5 Old : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 97,063: 52,024 28,368 5,549 39,700 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635 Old : 97,063: 52,024 28,368 5,549 39,700 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 290: 50 170 240 120 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.2 20.2 Old : 100.0: 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.2 20.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 19 . . . . . . 0 . .: Old : 30: 18 19 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9 Old : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 90,720: 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820: 19,230 19,260 Old : 90,720: 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820: 19,230 19,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 240: 0 120 240 120 -70 0 0 0 0 0 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 28.8 6.3 38.0 3.7 15.8 2.0 0.2 0.0 5.2 0.9: 21.2 21.2 Old : 100.0: 51.8 28.8 6.3 38.0 3.7 15.8 2.0 0.2 0.0 5.2 0.9: 21.2 21.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 17 . . . . . . 0 . .: Old : 28: 17 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1 Old : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,537: 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065: 3,380 2,485 Old : 24,537: 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065: 3,380 2,485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,565: 1,400 440 -125 0 57 0 1,175 0 0 -340 165: 68 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3: 13.8 10.1 Old : 100.0: 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3: 13.8 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 10 . . . . 4 . . . .: Old : 29: 15 10 . . . . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4 Old : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,337: 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585: 2,741 1,861 Old : 24,337: 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585: 2,741 1,861 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,620: 1,400 340 -125 100 120 0 1,175 0 325 -15 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5: 11.3 7.6 Old : 100.0: 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5: 11.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 10 . . . . 4 . . . .: Old : 29: 15 10 . . . . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0 Old : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,188: 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045: 2,929 2,044 Old : 33,188: 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045: 2,929 2,044 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 805: -170 0 45 200 46 780 0 0 0 575 5: 99 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1: 8.8 6.2 Old : 100.0: 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1: 8.8 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 5 . . . . . 0 0 . .: Old : 20: 12 5 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4 Old : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,913: 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,759 3,223 Old : 51,913: 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,759 3,223 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 15: 50 50 0 0 0 0 0 0 0 0 0: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.3 6.2 Old : 100.0: 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.3 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 10 . . . . 0 . . 0 0: Old : 22: 12 10 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 84.4 86.8 91.5 62.3 81.4 82.8 84.6 Old : 62.4 84.4 86.8 91.5 62.3 81.4 82.8 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,630: 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925 Old : 54,630: 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0: 5.1 5.4 Old : 100.0: 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0: 5.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 11 . . . . 0 . . 0 0: Old : 21: 12 11 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5 Old : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,750: 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180: 2,980 2,800 Old : 53,750: 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180: 2,980 2,800 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,790: 545 2,075 1,630 -300 -55 -100 0 0 -300 0 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2: 5.5 5.2 Old : 100.0: 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2: 5.5 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 15 10 . . . 4 0 . 5 0 .: Old : 32: 15 10 . . . 4 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9 Old : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,825: 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260: 2,575 2,395 Old : 49,825: 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260: 2,575 2,395 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -80: 385 -185 630 150 -30 -100 0 0 -950 0 130: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5: 5.2 4.8 Old : 100.0: 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5: 5.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 10 . . . 4 0 . 5 0 .: Old : 32: 16 10 . . . 4 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3 Old : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,295: 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470: 2,670 1,995 Old : 22,295: 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470: 2,670 1,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 235: 100 25 0 0 0 -110 190 110 125 -100 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1: 12.0 8.9 Old : 100.0: 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1: 12.0 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 10 . 0 . 0 4 . . . .: Old : 25: 12 10 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7 Old : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,400: 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130: 2,135 1,705 Old : 21,400: 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130: 2,135 1,705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 235: 100 25 0 0 0 0 240 60 125 -100 10: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6: 10.0 8.0 Old : 100.0: 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6: 10.0 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 8 . 0 . 0 4 . . . .: Old : 25: 13 8 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0 Old : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 74,730: 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150: 5,615 5,570 Old : 74,730: 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150: 5,615 5,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,075: 170 1,270 100 0 200 75 200 10 1,125 0 -160: 555 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5: 7.5 7.5 Old : 100.0: 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5: 7.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . 0 . . . . 4 . .: Old : 29: 14 13 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0 Old : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 69,215: 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150: 4,725 4,680 Old : 69,215: 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150: 4,725 4,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 250: -100 -100 -500 0 270 75 200 0 625 0 -160: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7: 6.8 6.8 Old : 100.0: 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7: 6.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . 0 . . . . 4 . .: Old : 29: 14 13 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 81.7 Old : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 61,736: 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705: 3,850 4,465 Old : 61,736: 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705: 3,850 4,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,336: 711 -349 0 420 0 620 0 0 0 300 0: 5 965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8: 6.2 7.2 Old : 100.0: 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8: 6.2 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 10 0 . . . 0 . . . .: Old : 28: 18 10 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9 Old : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,898: 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505: 2,662 2,317 Old : 49,898: 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505: 2,662 2,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 370: 50 0 0 420 0 120 0 50 0 -250 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0: 5.3 4.6 Old : 100.0: 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0: 5.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 11 0 . . . 0 . . . .: Old : 28: 17 11 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9 Old : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 169,587: 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070: 36,169 36,949 Old : 169,587: 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070: 36,169 36,949 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,480: 100 -680 1,070 75 175 500 150 125 0 1,465 -805: 1,315 1,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4: 21.3 21.8 Old : 100.0: 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4: 21.3 21.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 24 29 . . . . . . . 4 .: Old : 43: 24 29 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3 Old : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 138,657: 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780: 27,270 27,980 Old : 138,657: 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780: 27,270 27,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,150: -1,235 85 1,945 0 -180 500 -350 175 0 990 -180: 125 610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0: 19.7 20.2 Old : 100.0: 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0: 19.7 20.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 25 . . . . . . . 4 .: Old : 39: 21 25 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3 Old : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,585: 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0: 5,490 5,350 Old : 63,585: 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0: 5,490 5,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,160: 570 -830 670 -130 120 -100 2,100 -150 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0: 8.6 8.4 Old : 100.0: 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0: 8.6 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 16 . . . . . . 0 . 0: Old : 26: 14 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8 Old : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 56,645: 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0: 6,035 5,915 Old : 56,645: 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0: 6,035 5,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,140: 1,170 -330 670 70 -470 0 2,100 -250 0 0 0: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0: 10.7 10.4 Old : 100.0: 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0: 10.7 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 16 . . . . . . 0 . 0: Old : 25: 15 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9 Old : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 43,875: 13,435 29,095 2,210 7,005 2,575 19,605 0 1,385 370 0 1,310: 2,985 2,505 Old : 43,875: 13,435 29,095 2,210 7,005 2,575 19,605 0 1,385 370 0 1,310: 2,985 2,505 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,025: 0 1,500 0 500 25 2,000 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0: 6.8 5.7 Old : 100.0: 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0: 6.8 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 14 . . . . 0 . . 0 .: Old : 23: 11 14 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8 Old : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,095: 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 0 1,310: 1,715 1,625 Old : 53,095: 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 0 1,310: 1,715 1,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,905: 85 1,485 0 600 -230 2,000 0 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5: 3.2 3.1 Old : 100.0: 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5: 3.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 14 0 . . . 0 . . 0 .: Old : 21: 10 14 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5 Old : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 160,371: 76,948 72,657 2,877 13,464 25,490 4,675 2,025 6,950 4,260 0 0: 39,172 39,786 Old : 160,371: 76,948 72,657 2,877 13,464 25,490 4,675 2,025 6,950 4,260 0 0: 39,172 39,786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 226: -207 337 -112 -1,080 706 300 -200 120 0 0 0: -581 343 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 45.3 1.8 8.4 15.9 2.9 1.3 4.3 2.7 0.0 0.0: 24.4 24.8 Old : 100.0: 48.0 45.3 1.8 8.4 15.9 2.9 1.3 4.3 2.7 0.0 0.0: 24.4 24.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 24 24 . . . . . . . 0 0: Old : 34: 24 24 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 41.8 49.1 57.7 21.8 25.4 29.2 31.7 Old : 35.6 41.8 49.1 57.7 21.8 25.4 29.2 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 114,156: 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0: 18,745 18,655 Old : 114,156: 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0: 18,745 18,655 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 25: 0 350 20 70 -20 0 -400 75 0 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0: 16.4 16.3 Old : 100.0: 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0: 16.4 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 22 . . . . . . . . 0: Old : 32: 21 22 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 45.0 63.1 65.0 31.0 37.2 44.7 48.4 Old : 43.5 45.0 63.1 65.0 31.0 37.2 44.7 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,550: 19,565 15,420 0 9,380 2,035 4,435 300 0 1,100 0 575: 1,840 1,840 Old : 29,550: 19,565 15,420 0 9,380 2,035 4,435 300 0 1,100 0 575: 1,840 1,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -190: 60 0 0 60 -250 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 52.2 0.0 31.7 6.9 15.0 1.0 0.0 3.7 0.0 1.9: 6.2 6.2 Old : 100.0: 66.2 52.2 0.0 31.7 6.9 15.0 1.0 0.0 3.7 0.0 1.9: 6.2 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 0 . . . . 0 . 0 .: Old : 22: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0 Old : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,950: 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500: 1,655 1,595 Old : 28,950: 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500: 1,655 1,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -120: 60 0 0 60 -250 0 0 0 0 0 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7: 5.7 5.5 Old : 100.0: 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7: 5.7 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 0 . . . . 0 . 0 .: Old : 22: 13 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2 Old : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated April 03, 2020

COT Report - Petroleum and Products Futures Disaggregated - April 03, 2020

USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 38,029: 22,236 27,829 4,416 126 4,276 0 0 0 2,417 1,047 4,652: 32 99 Old : 38,029: 22,236 27,829 4,416 126 4,276 0 0 0 2,417 1,047 4,652: 32 99 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,537: 1,230 1,545 0 -97 -20 -167 0 -9 162 -203 1,312: 29 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 73.2 11.6 0.3 11.2 0.0 0.0 0.0 6.4 2.8 12.2: 0.1 0.3 Old : 100.0: 58.5 73.2 11.6 0.3 11.2 0.0 0.0 0.0 6.4 2.8 12.2: 0.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 23 . . . 0 0 0 . . 6: Old : 40: 24 23 . . . 0 0 0 . . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 49.3 75.2 75.8 20.4 22.8 24.3 24.9 Old : 53.6 49.3 75.2 75.8 20.4 22.8 24.3 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 37,060: 20,571 22,707 5,525 175 5,726 602 0 134 54 5,482 2,826: 1,622 10 Old : 37,060: 20,571 22,707 5,525 175 5,726 602 0 134 54 5,482 2,826: 1,622 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,603: 2,213 866 -10 0 150 2 -231 47 0 1,630 141: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 61.3 14.9 0.5 15.5 1.6 0.0 0.4 0.1 14.8 7.6: 4.4 0.0 Old : 100.0: 55.5 61.3 14.9 0.5 15.5 1.6 0.0 0.4 0.1 14.8 7.6: 4.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 16 6 . 4 . 0 . . . 4: Old : 35: 16 16 6 . 4 . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 60.6 64.6 89.0 18.0 38.5 28.3 46.0 Old : 47.8 60.6 64.6 89.0 18.0 38.5 28.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :BBL : : : Positions : All : 9,177: 3,637 5,547 937 1,912 305 0 0 0 2,809 0 1,383: 106 30 Old : 9,177: 3,637 5,547 937 1,912 305 0 0 0 2,809 0 1,383: 106 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,161: 240 1,161 0 0 0 0 0 0 828 -93 93: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 60.4 10.2 20.8 3.3 0.0 0.0 0.0 30.6 0.0 15.1: 1.2 0.3 Old : 100.0: 39.6 60.4 10.2 20.8 3.3 0.0 0.0 0.0 30.6 0.0 15.1: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 12 . . . 0 0 0 . 0 .: Old : 25: 14 12 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 63.4 76.2 86.8 39.7 61.0 56.8 68.7 Old : 52.3 63.4 76.2 86.8 39.7 61.0 56.8 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 19,882: 11,804 15,360 1,833 46 952 92 0 0 3,173 1,211 2,008: 20 305 Old : 19,882: 11,804 15,360 1,833 46 952 92 0 0 3,173 1,211 2,008: 20 305 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,425: 1,148 1,091 0 -20 10 10 0 0 151 161 163: -57 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.4 77.3 9.2 0.2 4.8 0.5 0.0 0.0 16.0 6.1 10.1: 0.1 1.5 Old : 100.0: 59.4 77.3 9.2 0.2 4.8 0.5 0.0 0.0 16.0 6.1 10.1: 0.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 23 28 4 . . . 0 0 4 . 8: Old : 45: 23 28 4 . . . 0 0 4 . 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 41.0 59.8 60.1 25.3 31.2 32.9 36.7 Old : 36.4 41.0 59.8 60.1 25.3 31.2 32.9 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,675: 4,045 5,739 3,123 340 72 12 0 73 0 1,098 150: 200 203 Old : 7,675: 4,045 5,739 3,123 340 72 12 0 73 0 1,098 150: 200 203 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -125: 0 -43 25 0 0 12 -248 -12 -119 179 -1: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 74.8 40.7 4.4 0.9 0.2 0.0 1.0 0.0 14.3 2.0: 2.6 2.6 Old : 100.0: 52.7 74.8 40.7 4.4 0.9 0.2 0.0 1.0 0.0 14.3 2.0: 2.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 13 4 . . . 0 . 0 . .: Old : 27: 15 13 4 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 46.5 82.2 75.9 58.7 39.8 70.1 60.2 Old : 62.4 46.5 82.2 75.9 58.7 39.8 70.1 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 353,331: 98,960 166,749 77,059 2,462 21,240 17,466 21,632 38,269 20,631 26,452 41,060: 38,646 35,467 Old : 353,331: 98,960 166,749 77,059 2,462 21,240 17,466 21,632 38,269 20,631 26,452 41,060: 38,646 35,467 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,164: 3,094 4,418 33 -67 354 -781 606 -3,160 3,890 -3,359 121: -2,387 2,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 47.2 21.8 0.7 6.0 4.9 6.1 10.8 5.8 7.5 11.6: 10.9 10.0 Old : 100.0: 28.0 47.2 21.8 0.7 6.0 4.9 6.1 10.8 5.8 7.5 11.6: 10.9 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 177: 56 62 23 . 22 22 25 30 21 12 26: Old : 177: 56 62 23 . 22 22 25 30 21 12 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.0 14.8 21.5 25.2 9.3 11.0 15.7 16.7 Old : 12.0 14.8 21.5 25.2 9.3 11.0 15.7 16.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 51,788: 34,705 45,789 0 267 492 0 0 0 0 1,852 300: 16,291 3,088 Old : 51,788: 34,705 45,789 0 267 492 0 0 0 0 1,852 300: 16,291 3,088 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,655: 3,586 3,711 0 267 492 0 0 0 0 675 0: -423 -1,490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 88.4 0.0 0.5 1.0 0.0 0.0 0.0 0.0 3.6 0.6: 31.5 6.0 Old : 100.0: 67.0 88.4 0.0 0.5 1.0 0.0 0.0 0.0 0.0 3.6 0.6: 31.5 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 20 22 0 . . 0 0 0 0 . .: Old : 27: 20 22 0 . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 54.0 58.1 70.9 47.2 50.4 50.3 65.0 Old : 49.8 54.0 58.1 70.9 47.2 50.4 50.3 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(100 CUBIC METERS) : : : Positions : All : 6,844: 6,483 6,173 0 66 0 0 0 0 210 268 75: 76 262 Old : 6,844: 6,483 6,173 0 66 0 0 0 0 210 268 75: 76 262 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -682: -622 -604 0 -39 0 0 0 0 -23 -12 -37: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.7 90.2 0.0 1.0 0.0 0.0 0.0 0.0 3.1 3.9 1.1: 1.1 3.8 Old : 100.0: 94.7 90.2 0.0 1.0 0.0 0.0 0.0 0.0 3.1 3.9 1.1: 1.1 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 18 0 . 0 0 0 0 . . .: Old : 25: 17 18 0 . 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 52.6 75.6 75.9 41.0 46.6 49.9 54.6 Old : 51.5 52.6 75.6 75.9 41.0 46.6 49.9 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 34,003: 19,884 29,356 663 297 272 8,663 516 958 1,246 437 1,932: 385 235 Old : 34,003: 19,884 29,356 663 297 272 8,663 516 958 1,246 437 1,932: 385 235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,541: 920 1,219 20 -62 57 141 -113 -271 -29 24 714: -11 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 86.3 1.9 0.9 0.8 25.5 1.5 2.8 3.7 1.3 5.7: 1.1 0.7 Old : 100.0: 58.5 86.3 1.9 0.9 0.8 25.5 1.5 2.8 3.7 1.3 5.7: 1.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 88: 40 50 . . 4 7 5 . 7 . 8: Old : 88: 40 50 . . 4 7 5 . 7 . 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 34.9 52.6 50.5 28.4 28.2 36.4 36.3 Old : 37.5 34.9 52.6 50.5 28.4 28.2 36.4 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 2,371: 1,185 1,703 603 0 143 0 0 0 175 150 0: 265 375 Old : 2,371: 1,185 1,703 603 0 143 0 0 0 175 150 0: 265 375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -14: 60 -54 -94 0 20 0 0 0 -30 0 -20: 50 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 71.8 25.4 0.0 6.0 0.0 0.0 0.0 7.4 6.3 0.0: 11.2 15.8 Old : 100.0: 50.0 71.8 25.4 0.0 6.0 0.0 0.0 0.0 7.4 6.3 0.0: 11.2 15.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 12 . 0 . 0 0 0 . . 0: Old : 24: 12 12 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 53.5 74.3 70.4 50.1 40.8 58.7 51.7 Old : 59.6 53.5 74.3 70.4 50.1 40.8 58.7 51.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 693,669: 251,616 239,778 23,717 204,976 46,781 54,311 9,988 49,686 155,160 27,831 100,730: 11,668 13,899 Old : 693,669: 251,616 239,778 23,717 204,976 46,781 54,311 9,988 49,686 155,160 27,831 100,730: 11,668 13,899 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 12,066: 3,146 13,843 1,301 -9,304 4,749 8,776 -2,770 8,840 -6,602 766 -7,044: -1,100 2,986 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 34.6 3.4 29.5 6.7 7.8 1.4 7.2 22.4 4.0 14.5: 1.7 2.0 Old : 100.0: 36.3 34.6 3.4 29.5 6.7 7.8 1.4 7.2 22.4 4.0 14.5: 1.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 133: 44 40 10 12 20 11 8 13 20 18 39: Old : 133: 44 40 10 12 20 11 8 13 20 18 39: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 36.1 49.6 50.1 32.0 33.0 39.3 42.1 Old : 38.7 36.1 49.6 50.1 32.0 33.0 39.3 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 260,404: 251,394 2,048 0 32,499 715 0 0 0 555 204,190 665: 7,075 20,287 Old : 260,404: 251,394 2,048 0 32,499 715 0 0 0 555 204,190 665: 7,075 20,287 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.5 0.8 0.0 12.5 0.3 0.0 0.0 0.0 0.2 78.4 0.3: 2.7 7.8 Old : 100.0: 96.5 0.8 0.0 12.5 0.3 0.0 0.0 0.0 0.2 78.4 0.3: 2.7 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 . 0 5 . 0 0 0 . . .: Old : 20: 11 . 0 5 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.3 82.9 95.3 91.4 86.0 82.7 95.0 90.9 Old : 86.3 82.9 95.3 91.4 86.0 82.7 95.0 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 28,477: 24,578 10,943 2,292 15,776 180 0 0 0 0 0 0: 1,427 1,578 Old : 28,477: 24,578 10,943 2,292 15,776 180 0 0 0 0 0 0: 1,427 1,578 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,572: 1,330 430 210 1,110 -90 0 0 0 0 0 0: 122 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 38.4 8.0 55.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 5.5 Old : 100.0: 86.3 38.4 8.0 55.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 16 . 7 . 0 0 0 0 0 0: Old : 38: 24 16 . 7 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 55.3 67.9 77.6 39.9 55.0 56.6 69.3 Old : 46.3 55.3 67.9 77.6 39.9 55.0 56.6 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 11,239: 10,336 2,523 813 8,535 0 0 0 0 0 0 0: 90 181 Old : 11,239: 10,336 2,523 813 8,535 0 0 0 0 0 0 0: 90 181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 150: 135 -15 15 195 -60 0 0 0 0 0 0: 60 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 22.4 7.2 75.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 1.6 Old : 100.0: 92.0 22.4 7.2 75.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 9 . 6 0 0 0 0 0 0 0: Old : 25: 14 9 . 6 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 75.4 88.6 93.3 72.3 75.4 88.3 93.0 Old : 72.3 75.4 88.6 93.3 72.3 75.4 88.3 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 239,295: 225,428 57,060 0 168,355 390 2,520 0 510 0 0 0: 10,447 12,980 Old : 239,295: 225,428 57,060 0 168,355 390 2,520 0 510 0 0 0: 10,447 12,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -9,530: -7,317 -6,570 0 -4,048 330 1,555 0 -180 0 0 0: -3,918 938 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 23.8 0.0 70.4 0.2 1.1 0.0 0.2 0.0 0.0 0.0: 4.4 5.4 Old : 100.0: 94.2 23.8 0.0 70.4 0.2 1.1 0.0 0.2 0.0 0.0 0.0: 4.4 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 12 0 9 . . 0 . 0 0 0: Old : 27: 15 12 0 9 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 53.8 88.7 78.9 73.6 53.6 83.5 76.1 Old : 74.3 53.8 88.7 78.9 73.6 53.6 83.5 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,340,672: 541,367 526,807 139,735 633,689 204,940 266,671 100,469 453,541 357,726 88,820 262,061: 114,631 70,345 Old : 2,340,672: 541,367 526,807 139,735 633,689 204,940 266,671 100,469 453,541 357,726 88,820 262,061: 114,631 70,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 199,388: 51,606 74,921 16,077 5,263 14,268 23,108 21,966 52,910 22,923 24,970 3,432: 15,064 1,658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 22.5 6.0 27.1 8.8 11.4 4.3 19.4 15.3 3.8 11.2: 4.9 3.0 Old : 100.0: 23.1 22.5 6.0 27.1 8.8 11.4 4.3 19.4 15.3 3.8 11.2: 4.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 375: 62 74 26 26 32 43 66 72 66 56 81: Old : 375: 62 74 26 26 32 43 66 72 66 56 81: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 20.5 31.3 31.5 15.7 16.1 22.3 23.3 Old : 20.2 20.5 31.3 31.5 15.7 16.1 22.3 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 185,124: 58,924 37,038 45,533 75,591 5,398 0 8,263 216 57,012 22,199 2,040: 16,001 34,379 Old : 185,124: 58,924 37,038 45,533 75,591 5,398 0 8,263 216 57,012 22,199 2,040: 16,001 34,379 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 17,398: 4,206 1,941 13,367 17,160 1,122 0 616 0 6,160 1,020 -4,204: -3,253 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 20.0 24.6 40.8 2.9 0.0 4.5 0.1 30.8 12.0 1.1: 8.6 18.6 Old : 100.0: 31.8 20.0 24.6 40.8 2.9 0.0 4.5 0.1 30.8 12.0 1.1: 8.6 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 15 15 4 9 8 0 . . 6 . 4: Old : 42: 15 15 4 9 8 0 . . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 32.1 78.4 51.8 62.0 32.1 75.3 51.6 Old : 62.8 32.1 78.4 51.8 62.0 32.1 75.3 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L Disaggregated Commitments of Traders - Futures Only, March 31, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables