COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,068: 7,216 14,393 1,890 24 581 309 1,597 543 8,536 1,555 1,048: 945 1,327 Old : 21,068: 7,216 14,393 1,890 24 581 309 1,597 543 8,536 1,555 1,048: 945 1,327 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 933: 349 884 122 0 13 0 -20 48 385 -5 -11: 27 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 68.3 9.0 0.1 2.8 1.5 7.6 2.6 40.5 7.4 5.0: 4.5 6.3 Old : 100.0: 34.3 68.3 9.0 0.1 2.8 1.5 7.6 2.6 40.5 7.4 5.0: 4.5 6.3 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: 11 11 4 . 4 . . . 7 5 7: Old : 34: 11 11 4 . 4 . . . 7 5 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 : 43.4 55.4 63.3 70.4 37.2 46.3 51.0 55.2 Old : 43.4 55.4 63.3 70.4 37.2 46.3 51.0 55.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,200: 12,197 14,787 292 3,987 2,496 5,372 320 0 1,080 80 0: 763 530 Old : 22,200: 12,197 14,787 292 3,987 2,496 5,372 320 0 1,080 80 0: 763 530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 0: 0 490 0 0 0 0 0 0 0 0 0: 0 -490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 66.6 1.3 18.0 11.2 24.2 1.4 0.0 4.9 0.4 0.0: 3.4 2.4 Old : 100.0: 54.9 66.6 1.3 18.0 11.2 24.2 1.4 0.0 4.9 0.4 0.0: 3.4 2.4 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 : 39: 16 17 . . . . . 0 6 . 0: Old : 39: 16 17 . . . . . 0 6 . 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 : 55.9 54.6 72.3 76.5 47.2 47.9 56.5 61.2 Old : 55.9 54.6 72.3 76.5 47.2 47.9 56.5 61.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 46,117: 27,351 42,303 10,302 0 2,049 375 1,315 0 5,500 50 400: 140 0 Old : 46,117: 27,351 42,303 10,302 0 2,049 375 1,315 0 5,500 50 400: 140 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 2,215: 731 2,307 1,450 0 -116 25 399 -25 500 0 -350: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 91.7 22.3 0.0 4.4 0.8 2.9 0.0 11.9 0.1 0.9: 0.3 0.0 Old : 100.0: 59.3 91.7 22.3 0.0 4.4 0.8 2.9 0.0 11.9 0.1 0.9: 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 : 37: 21 21 . 0 . . 4 0 4 . .: Old : 37: 21 21 . 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 : 67.0 69.0 87.8 88.3 65.3 65.4 77.8 80.1 Old : 67.0 69.0 87.8 88.3 65.3 65.4 77.8 80.1 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 23,176: 16,908 19,611 0 1,019 1,618 0 328 0 4,100 50 550: 0 0 Old : 23,176: 16,908 19,611 0 1,019 1,618 0 328 0 4,100 50 550: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 426: 751 1,348 0 -1,250 175 0 103 0 -575 -25 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 84.6 0.0 4.4 7.0 0.0 1.4 0.0 17.7 0.2 2.4: 0.0 0.0 Old : 100.0: 73.0 84.6 0.0 4.4 7.0 0.0 1.4 0.0 17.7 0.2 2.4: 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: 16 15 0 . . 0 . 0 . . 4: Old : 30: 16 15 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 : 63.5 68.8 83.7 86.0 59.6 62.5 74.9 74.7 Old : 63.5 68.8 83.7 86.0 59.6 62.5 74.9 74.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 154,808: 133,459 111,345 1,281 31,577 3,314 5,790 1,296 3,565 4,046 521 3,125: 228 65 Old : 154,808: 133,459 111,345 1,281 31,577 3,314 5,790 1,296 3,565 4,046 521 3,125: 228 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 3,130: 1,469 3,343 -306 54 163 2,600 5 -550 -365 0 115: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 71.9 0.8 20.4 2.1 3.7 0.8 2.3 2.6 0.3 2.0: 0.1 0.0 Old : 100.0: 86.2 71.9 0.8 20.4 2.1 3.7 0.8 2.3 2.6 0.3 2.0: 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 : 54: 31 33 . . . 5 . 5 . . .: Old : 54: 31 33 . . . 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 : 41.1 58.5 63.1 73.3 35.7 47.7 48.5 56.6 Old : 41.1 58.5 63.1 73.3 35.7 47.7 48.5 56.6 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 54,120: 46,343 37,159 5,090 8,461 2,236 75 4,823 151 25 1,200 75: 125 15 Old : 54,120: 46,343 37,159 5,090 8,461 2,236 75 4,823 151 25 1,200 75: 125 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,999: -1,362 -1,951 1,113 1,305 -1,144 -100 -278 -156 -125 425 -150: -75 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 68.7 9.4 15.6 4.1 0.1 8.9 0.3 0.0 2.2 0.1: 0.2 0.0 Old : 100.0: 85.6 68.7 9.4 15.6 4.1 0.1 8.9 0.3 0.0 2.2 0.1: 0.2 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 : 35: 17 18 . . . . 5 . . . .: Old : 35: 17 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 : 76.5 66.6 93.5 82.9 73.3 57.5 82.6 73.2 Old : 76.5 66.6 93.5 82.9 73.3 57.5 82.6 73.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 63,943: 38,870 48,293 7,338 7,200 2,195 14,350 550 25 0 4,543 1,027: 138 110 Old : 63,943: 38,870 48,293 7,338 7,200 2,195 14,350 550 25 0 4,543 1,027: 138 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 3,949: 1,789 1,659 -290 2,200 -1,705 3,975 0 0 0 1,500 300: -120 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 75.5 11.5 11.3 3.4 22.4 0.9 0.0 0.0 7.1 1.6: 0.2 0.2 Old : 100.0: 60.8 75.5 11.5 11.3 3.4 22.4 0.9 0.0 0.0 7.1 1.6: 0.2 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 : 35: 21 22 . . . . . . 0 . .: Old : 35: 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 : 54.7 53.5 73.4 75.6 53.6 47.3 67.5 65.5 Old : 54.7 53.5 73.4 75.6 53.6 47.3 67.5 65.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 83,762: 47,210 49,862 2,315 19,547 7,003 22,974 1,075 935 0 2,321 2,955: 370 64 Old : 83,762: 47,210 49,862 2,315 19,547 7,003 22,974 1,075 935 0 2,321 2,955: 370 64 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,414: 1,283 41 -635 1,085 -440 1,233 100 35 0 300 300: -362 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 59.5 2.8 23.3 8.4 27.4 1.3 1.1 0.0 2.8 3.5: 0.4 0.1 Old : 100.0: 56.4 59.5 2.8 23.3 8.4 27.4 1.3 1.1 0.0 2.8 3.5: 0.4 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 : 42: 23 25 . . . 7 . 4 0 . .: Old : 42: 23 25 . . . 7 . 4 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 : 46.0 54.6 66.1 77.0 44.1 47.3 57.1 60.8 Old : 46.0 54.6 66.1 77.0 44.1 47.3 57.1 60.8 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 80,911: 59,423 58,432 14,808 21,007 263 2,020 255 10 2,842 0 820: 725 124 Old : 80,911: 59,423 58,432 14,808 21,007 263 2,020 255 10 2,842 0 820: 725 124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 539: 580 330 25 79 0 0 150 0 -50 0 -20: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 72.2 18.3 26.0 0.3 2.5 0.3 0.0 3.5 0.0 1.0: 0.9 0.2 Old : 100.0: 73.4 72.2 18.3 26.0 0.3 2.5 0.3 0.0 3.5 0.0 1.0: 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 : 40: 22 22 . . . . . . . 0 .: Old : 40: 22 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 : 49.6 68.3 71.8 80.7 49.2 67.4 70.2 78.7 Old : 49.6 68.3 71.8 80.7 49.2 67.4 70.2 78.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 114,361: 81,008 74,575 24,895 38,026 611 2,480 65 175 3,546 0 820: 826 89 Old : 114,361: 81,008 74,575 24,895 38,026 611 2,480 65 175 3,546 0 820: 826 89 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 626: 631 381 25 75 0 -150 0 150 -50 0 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 65.2 21.8 33.3 0.5 2.2 0.1 0.2 3.1 0.0 0.7: 0.7 0.1 Old : 100.0: 70.8 65.2 21.8 33.3 0.5 2.2 0.1 0.2 3.1 0.0 0.7: 0.7 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 : 44: 22 24 . . 4 . . . . 0 .: Old : 44: 22 24 . . 4 . . . . 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 : 48.3 64.3 70.7 82.2 48.1 63.8 68.5 81.0 Old : 48.3 64.3 70.7 82.2 48.1 63.8 68.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 43,943: 32,073 42,123 10,200 0 1,455 0 0 0 75 50 0: 140 315 Old : 43,943: 32,073 42,123 10,200 0 1,455 0 0 0 75 50 0: 140 315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,485: -1,215 -1,085 145 0 -350 0 0 0 0 -120 -65: 0 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 95.9 23.2 0.0 3.3 0.0 0.0 0.0 0.2 0.1 0.0: 0.3 0.7 Old : 100.0: 73.0 95.9 23.2 0.0 3.3 0.0 0.0 0.0 0.2 0.1 0.0: 0.3 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 : 29: 16 15 . 0 . 0 0 0 . . 0: Old : 29: 16 15 . 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 : 67.4 88.0 90.3 96.8 64.0 86.1 82.7 89.1 Old : 67.4 88.0 90.3 96.8 64.0 86.1 82.7 89.1 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,163: 19,132 18,700 524 1,442 1,966 0 0 0 316 0 45: 180 10 Old : 22,163: 19,132 18,700 524 1,442 1,966 0 0 0 316 0 45: 180 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -2,648: -2,442 -1,378 524 -755 -479 0 0 0 -16 -30 0: -235 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 84.4 2.4 6.5 8.9 0.0 0.0 0.0 1.4 0.0 0.2: 0.8 0.0 Old : 100.0: 86.3 84.4 2.4 6.5 8.9 0.0 0.0 0.0 1.4 0.0 0.2: 0.8 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: 18 17 . . . 0 0 0 . 0 .: Old : 24: 18 17 . . . 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 : 46.4 57.8 76.9 81.4 37.2 45.9 52.9 56.3 Old : 46.4 57.8 76.9 81.4 37.2 45.9 52.9 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,830: 7,475 12,180 3,680 0 350 500 0 300 525 0 0: 0 0 Old : 12,830: 7,475 12,180 3,680 0 350 500 0 300 525 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -470: -445 -470 0 0 0 500 0 0 -525 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 94.9 28.7 0.0 2.7 3.9 0.0 2.3 4.1 0.0 0.0: 0.0 0.0 Old : 100.0: 58.3 94.9 28.7 0.0 2.7 3.9 0.0 2.3 4.1 0.0 0.0: 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: 12 10 . 0 . . 0 . . 0 0: Old : 22: 12 10 . 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 : 58.4 80.0 75.6 96.6 51.3 65.7 65.5 70.9 Old : 58.4 80.0 75.6 96.6 51.3 65.7 65.5 70.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 65,038: 45,773 38,292 4,141 10,558 7,229 575 124 1,215 3,642 5,385 2,224: 239 11 Old : 65,038: 45,773 38,292 4,141 10,558 7,229 575 124 1,215 3,642 5,385 2,224: 239 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -2,256: -994 -1,596 -446 -1,528 108 -64 -25 452 -207 1,404 -1,075: -30 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 58.9 6.4 16.2 11.1 0.9 0.2 1.9 5.6 8.3 3.4: 0.4 0.0 Old : 100.0: 70.4 58.9 6.4 16.2 11.1 0.9 0.2 1.9 5.6 8.3 3.4: 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 : 49: 25 27 . . . 7 . 6 . 5 7: Old : 49: 25 27 . . . 7 . 6 . 5 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 : 46.8 53.1 69.1 67.2 26.1 31.5 37.3 38.2 Old : 46.8 53.1 69.1 67.2 26.1 31.5 37.3 38.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 14,646: 10,035 7,930 151 2,396 2,194 10 150 300 1,300 855 300: 356 521 Old : 14,646: 10,035 7,930 151 2,396 2,194 10 150 300 1,300 855 300: 356 521 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,520: -265 -2,010 -551 800 -450 0 150 0 -250 -205 -50: 46 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 54.1 1.0 16.4 15.0 0.1 1.0 2.0 8.9 5.8 2.0: 2.4 3.6 Old : 100.0: 68.5 54.1 1.0 16.4 15.0 0.1 1.0 2.0 8.9 5.8 2.0: 2.4 3.6 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: 12 14 . . . . . . . . .: Old : 27: 12 14 . . . . . . . . .: 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 : 55.5 53.3 76.9 69.9 40.8 39.4 55.1 52.1 Old : 55.5 53.3 76.9 69.9 40.8 39.4 55.1 52.1 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 56,567: 43,995 53,419 9,286 0 2,725 50 0 0 365 50 120: 26 253 Old : 56,567: 43,995 53,419 9,286 0 2,725 50 0 0 365 50 120: 26 253 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -3,127: -2,687 -2,402 375 0 -670 0 0 0 -130 -50 0: -15 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 94.4 16.4 0.0 4.8 0.1 0.0 0.0 0.6 0.1 0.2: 0.0 0.4 Old : 100.0: 77.8 94.4 16.4 0.0 4.8 0.1 0.0 0.0 0.6 0.1 0.2: 0.0 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 : 34: 18 20 . 0 . . 0 0 . . .: Old : 34: 18 20 . 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 : 61.8 79.4 87.2 92.4 57.3 77.3 75.5 82.0 Old : 61.8 79.4 87.2 92.4 57.3 77.3 75.5 82.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 35,965: 31,262 24,664 500 9,835 1,144 2,267 60 20 50 104 75: 647 63 Old : 35,965: 31,262 24,664 500 9,835 1,144 2,267 60 20 50 104 75: 647 63 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,425: -1,651 -462 -100 -1,388 670 -195 -30 10 -134 -150 -130: 105 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.9 68.6 1.4 27.3 3.2 6.3 0.2 0.1 0.1 0.3 0.2: 1.8 0.2 Old : 100.0: 86.9 68.6 1.4 27.3 3.2 6.3 0.2 0.1 0.1 0.3 0.2: 1.8 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 22 . . . 5 . . . . .: Old : 36: 20 22 . . . 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 : 55.2 48.5 73.8 76.0 43.7 44.5 54.9 60.8 Old : 55.2 48.5 73.8 76.0 43.7 44.5 54.9 60.8 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 67,607: 55,053 60,632 6,450 4,590 1,790 200 0 0 3,619 250 7: 488 338 Old : 67,607: 55,053 60,632 6,450 4,590 1,790 200 0 0 3,619 250 7: 488 338 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 885: 605 960 425 -75 0 -150 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 89.7 9.5 6.8 2.6 0.3 0.0 0.0 5.4 0.4 0.0: 0.7 0.5 Old : 100.0: 81.4 89.7 9.5 6.8 2.6 0.3 0.0 0.0 5.4 0.4 0.0: 0.7 0.5 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: 20 16 . . . . 0 0 . . .: Old : 29: 20 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 : 54.9 88.3 74.4 96.9 49.5 84.1 68.1 84.5 Old : 54.9 88.3 74.4 96.9 49.5 84.1 68.1 84.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 72,589: 58,246 62,501 6,896 6,068 2,260 200 0 0 4,104 1,750 10: 873 0 Old : 72,589: 58,246 62,501 6,896 6,068 2,260 200 0 0 4,104 1,750 10: 873 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,740: 1,130 1,860 250 -115 0 150 0 0 90 0 0: 120 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 86.1 9.5 8.4 3.1 0.3 0.0 0.0 5.7 2.4 0.0: 1.2 0.0 Old : 100.0: 80.2 86.1 9.5 8.4 3.1 0.3 0.0 0.0 5.7 2.4 0.0: 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: 21 15 . . . . 0 0 . . .: Old : 32: 21 15 . . . . 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 : 52.5 81.4 75.1 94.7 49.7 76.7 64.1 82.0 Old : 52.5 81.4 75.1 94.7 49.7 76.7 64.1 82.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 87,280: 70,807 80,453 13,283 3,183 2,798 0 422 150 25 173 100: 117 1 Old : 87,280: 70,807 80,453 13,283 3,183 2,798 0 422 150 25 173 100: 117 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -6,290: -5,743 -4,493 257 -1,079 41 0 45 0 0 -100 0: -845 -704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 92.2 15.2 3.6 3.2 0.0 0.5 0.2 0.0 0.2 0.1: 0.1 0.0 Old : 100.0: 81.1 92.2 15.2 3.6 3.2 0.0 0.5 0.2 0.0 0.2 0.1: 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 : 37: 19 21 . . . 0 . . . . .: Old : 37: 19 21 . . . 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 : 65.1 60.8 80.0 85.1 64.6 58.5 78.4 78.2 Old : 65.1 60.8 80.0 85.1 64.6 58.5 78.4 78.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 110,386: 90,036 98,105 15,081 3,989 3,530 300 3,094 0 603 1,012 630: 206 26 Old : 110,386: 90,036 98,105 15,081 3,989 3,530 300 3,094 0 603 1,012 630: 206 26 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -8,353: -7,664 -7,091 -50 -1,129 273 0 -116 0 3 93 -236: -679 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 88.9 13.7 3.6 3.2 0.3 2.8 0.0 0.5 0.9 0.6: 0.2 0.0 Old : 100.0: 81.6 88.9 13.7 3.6 3.2 0.3 2.8 0.0 0.5 0.9 0.6: 0.2 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 : 47: 22 26 . 4 . . 5 0 . . .: Old : 47: 22 26 . 4 . . 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 : 61.1 56.8 79.2 81.7 60.2 56.5 73.3 69.7 Old : 61.1 56.8 79.2 81.7 60.2 56.5 73.3 69.7 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 - Futures Only, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 49,270: 40,660 44,700 4,540 0 4,020 0 125 0 0 375 50: 0 0 Old : 49,270: 40,660 44,700 4,540 0 4,020 0 125 0 0 375 50: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -2,830: -1,940 -585 -440 0 0 0 -50 0 0 0 0: -450 -2,195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 90.7 9.2 0.0 8.2 0.0 0.3 0.0 0.0 0.8 0.1: 0.0 0.0 Old : 100.0: 82.5 90.7 9.2 0.0 8.2 0.0 0.3 0.0 0.0 0.8 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 : 25: 12 11 . 0 . 0 . 0 0 . .: Old : 25: 12 11 . 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 : 87.8 85.1 98.1 96.5 83.9 84.3 90.0 89.3 Old : 87.8 85.1 98.1 96.5 83.9 84.3 90.0 89.3 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 53,516: 42,678 49,151 5,055 354 2,860 1,125 0 350 300 594 124: 1,024 83 Old : 53,516: 42,678 49,151 5,055 354 2,860 1,125 0 350 300 594 124: 1,024 83 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 2,080: 1,205 3,315 1,300 -1,075 -135 0 0 0 0 0 0: -290 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 91.8 9.4 0.7 5.3 2.1 0.0 0.7 0.6 1.1 0.2: 1.9 0.2 Old : 100.0: 79.7 91.8 9.4 0.7 5.3 2.1 0.0 0.7 0.6 1.1 0.2: 1.9 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 : 30: 20 17 . . . . 0 . . . .: Old : 30: 20 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 : 50.9 79.6 79.7 89.2 45.6 71.9 67.8 75.4 Old : 50.9 79.6 79.7 89.2 45.6 71.9 67.8 75.4 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 57,004: 29,320 52,456 2,993 137 3,438 20,226 0 0 0 668 77: 950 228 Old : 57,004: 29,320 52,456 2,993 137 3,438 20,226 0 0 0 668 77: 950 228 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 768: -608 1,523 1,430 -658 -80 0 0 0 0 -60 25: 1 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 92.0 5.3 0.2 6.0 35.5 0.0 0.0 0.0 1.2 0.1: 1.7 0.4 Old : 100.0: 51.4 92.0 5.3 0.2 6.0 35.5 0.0 0.0 0.0 1.2 0.1: 1.7 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 : 32: 20 22 . . . 5 0 0 0 . .: Old : 32: 20 22 . . . 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 : 63.8 63.7 78.5 78.8 59.5 55.5 68.7 65.7 Old : 63.8 63.7 78.5 78.8 59.5 55.5 68.7 65.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 33,525: 19,622 32,835 13,012 0 293 185 50 280 0 0 0: 133 67 Old : 33,525: 19,622 32,835 13,012 0 293 185 50 280 0 0 0: 133 67 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -18: 152 -118 -220 0 50 0 50 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 97.9 38.8 0.0 0.9 0.6 0.1 0.8 0.0 0.0 0.0: 0.4 0.2 Old : 100.0: 58.5 97.9 38.8 0.0 0.9 0.6 0.1 0.8 0.0 0.0 0.0: 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 : 24: 14 13 4 0 . . . . 0 0 0: Old : 24: 14 13 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 : 60.7 91.1 83.0 96.2 60.0 85.4 79.7 88.9 Old : 60.7 91.1 83.0 96.2 60.0 85.4 79.7 88.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 29,960: 19,740 29,618 9,803 0 212 0 0 0 0 0 0: 205 130 Old : 29,960: 19,740 29,618 9,803 0 212 0 0 0 0 0 0: 205 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -240: 40 -240 -280 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 98.9 32.7 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.4 Old : 100.0: 65.9 98.9 32.7 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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: 15 12 4 0 . 0 0 0 0 0 0: Old : 23: 15 12 4 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 : 60.8 89.5 84.8 97.8 60.6 83.3 81.0 88.6 Old : 60.8 89.5 84.8 97.8 60.6 83.3 81.0 88.6 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 30,155: 26,564 27,750 2,194 325 737 95 678 0 427 650 0: 138 15 Old : 30,155: 26,564 27,750 2,194 325 737 95 678 0 427 650 0: 138 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -9: -120 -4 115 0 0 0 15 0 0 -10 0: -4 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 92.0 7.3 1.1 2.4 0.3 2.2 0.0 1.4 2.2 0.0: 0.5 0.0 Old : 100.0: 88.1 92.0 7.3 1.1 2.4 0.3 2.2 0.0 1.4 2.2 0.0: 0.5 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 : 34: 16 20 . . . . . 0 . . 0: Old : 34: 16 20 . . . . . 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 : 71.5 61.0 88.7 78.5 70.5 60.1 82.9 77.0 Old : 71.5 61.0 88.7 78.5 70.5 60.1 82.9 77.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,551: 19,044 21,976 3,131 0 160 0 300 100 0 0 0: 116 15 Old : 22,551: 19,044 21,976 3,131 0 160 0 300 100 0 0 0: 116 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -5: 72 -5 103 0 0 0 0 0 0 0 0: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 97.5 13.9 0.0 0.7 0.0 1.3 0.4 0.0 0.0 0.0: 0.5 0.1 Old : 100.0: 84.4 97.5 13.9 0.0 0.7 0.0 1.3 0.4 0.0 0.0 0.0: 0.5 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 : 28: 15 18 . 0 . 0 . . 0 0 0: Old : 28: 15 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 : 74.8 69.4 90.0 88.6 72.5 68.0 85.8 83.3 Old : 74.8 69.4 90.0 88.6 72.5 68.0 85.8 83.3 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 45,730: 38,500 31,974 4,867 10,943 291 547 1,332 895 265 50 210: 155 35 Old : 45,730: 38,500 31,974 4,867 10,943 291 547 1,332 895 265 50 210: 155 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 689: 231 569 439 360 -135 94 25 0 30 -150 10: 20 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 69.9 10.6 23.9 0.6 1.2 2.9 2.0 0.6 0.1 0.5: 0.3 0.1 Old : 100.0: 84.2 69.9 10.6 23.9 0.6 1.2 2.9 2.0 0.6 0.1 0.5: 0.3 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 : 38: 21 24 . . . 4 . . . . .: Old : 38: 21 24 . . . 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 : 59.5 56.2 77.1 75.3 45.4 52.5 59.4 62.5 Old : 59.5 56.2 77.1 75.3 45.4 52.5 59.4 62.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 37,562: 31,856 24,706 3,748 12,158 287 1,096 0 230 50 175 0: 295 6 Old : 37,562: 31,856 24,706 3,748 12,158 287 1,096 0 230 50 175 0: 295 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 458: -42 585 317 100 -217 310 -40 40 50 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 65.8 10.0 32.4 0.8 2.9 0.0 0.6 0.1 0.5 0.0: 0.8 0.0 Old : 100.0: 84.8 65.8 10.0 32.4 0.8 2.9 0.0 0.6 0.1 0.5 0.0: 0.8 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: 21 17 . . . . 0 . . . 0: Old : 32: 21 17 . . . . 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 : 63.2 66.1 81.4 86.5 47.7 60.1 60.9 69.9 Old : 63.2 66.1 81.4 86.5 47.7 60.1 60.9 69.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 15,521: 10,805 11,908 1,926 1,855 1,758 419 0 0 450 0 0: 163 0 Old : 15,521: 10,805 11,908 1,926 1,855 1,758 419 0 0 450 0 0: 163 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 323: 80 593 0 -575 305 63 0 0 -125 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 76.7 12.4 12.0 11.3 2.7 0.0 0.0 2.9 0.0 0.0: 1.1 0.0 Old : 100.0: 69.6 76.7 12.4 12.0 11.3 2.7 0.0 0.0 2.9 0.0 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 : 25: 14 9 . . . . 0 0 . 0 0: Old : 25: 14 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 : 61.4 74.1 82.4 93.9 56.8 60.3 71.4 77.2 Old : 61.4 74.1 82.4 93.9 56.8 60.3 71.4 77.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 17,981: 9,936 16,166 3,194 0 1,240 0 225 50 3,261 0 300: 0 0 Old : 17,981: 9,936 16,166 3,194 0 1,240 0 225 50 3,261 0 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -200: 200 -300 0 0 0 0 100 0 -400 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 89.9 17.8 0.0 6.9 0.0 1.3 0.3 18.1 0.0 1.7: 0.0 0.0 Old : 100.0: 55.3 89.9 17.8 0.0 6.9 0.0 1.3 0.3 18.1 0.0 1.7: 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 : 21: 13 9 . 0 . 0 . . . 0 .: Old : 21: 13 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 : 58.8 85.2 82.1 96.1 51.4 80.0 73.7 82.9 Old : 58.8 85.2 82.1 96.1 51.4 80.0 73.7 82.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 19,144: 11,249 16,499 3,351 0 1,035 0 925 50 2,824 0 635: 0 0 Old : 19,144: 11,249 16,499 3,351 0 1,035 0 925 50 2,824 0 635: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -350: 200 -500 0 0 0 0 100 0 -600 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 86.2 17.5 0.0 5.4 0.0 4.8 0.3 14.8 0.0 3.3: 0.0 0.0 Old : 100.0: 58.8 86.2 17.5 0.0 5.4 0.0 4.8 0.3 14.8 0.0 3.3: 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 : 21: 13 10 . 0 . 0 . . . 0 .: Old : 21: 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 : 54.1 80.3 81.0 94.1 44.4 78.5 70.2 81.0 Old : 54.1 80.3 81.0 94.1 44.4 78.5 70.2 81.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,550: 9,415 11,365 8,755 7,479 125 50 0 0 3,305 2,905 610: 290 66 Old : 22,550: 9,415 11,365 8,755 7,479 125 50 0 0 3,305 2,905 610: 290 66 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 373: 340 200 100 20 0 0 0 0 -240 0 170: 3 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 50.4 38.8 33.2 0.6 0.2 0.0 0.0 14.7 12.9 2.7: 1.3 0.3 Old : 100.0: 41.8 50.4 38.8 33.2 0.6 0.2 0.0 0.0 14.7 12.9 2.7: 1.3 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: 11 11 . . . . 0 0 . . .: Old : 25: 11 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 : 73.7 63.7 93.8 88.8 71.4 63.2 90.5 85.8 Old : 73.7 63.7 93.8 88.8 71.4 63.2 90.5 85.8 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,340: 8,236 10,350 8,468 7,449 125 50 0 0 3,640 2,855 525: 296 36 Old : 21,340: 8,236 10,350 8,468 7,449 125 50 0 0 3,640 2,855 525: 296 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 290: 220 200 100 20 0 0 0 0 -120 0 85: 5 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 48.5 39.7 34.9 0.6 0.2 0.0 0.0 17.1 13.4 2.5: 1.4 0.2 Old : 100.0: 38.6 48.5 39.7 34.9 0.6 0.2 0.0 0.0 17.1 13.4 2.5: 1.4 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 : 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 : 76.1 65.4 93.8 92.0 74.1 64.6 91.0 89.0 Old : 76.1 65.4 93.8 92.0 74.1 64.6 91.0 89.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 52,422: 34,443 45,252 7,887 0 3,750 600 225 150 2,735 365 2,655: 202 25 Old : 52,422: 34,443 45,252 7,887 0 3,750 600 225 150 2,735 365 2,655: 202 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 510: 450 550 0 0 0 0 0 0 100 0 -40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 86.3 15.0 0.0 7.2 1.1 0.4 0.3 5.2 0.7 5.1: 0.4 0.0 Old : 100.0: 65.7 86.3 15.0 0.0 7.2 1.1 0.4 0.3 5.2 0.7 5.1: 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 : 30: 16 12 4 0 . . . . . . .: Old : 30: 16 12 4 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 : 56.7 86.8 81.0 95.5 48.8 80.4 69.5 82.5 Old : 56.7 86.8 81.0 95.5 48.8 80.4 69.5 82.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 51,895: 34,817 44,987 7,612 0 3,173 600 225 150 3,095 1,115 2,220: 228 25 Old : 51,895: 34,817 44,987 7,612 0 3,173 600 225 150 3,095 1,115 2,220: 228 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 550: 455 550 -5 0 0 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 86.7 14.7 0.0 6.1 1.2 0.4 0.3 6.0 2.1 4.3: 0.4 0.0 Old : 100.0: 67.1 86.7 14.7 0.0 6.1 1.2 0.4 0.3 6.0 2.1 4.3: 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 : 30: 16 11 4 0 . . . . . . .: Old : 30: 16 11 4 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 : 56.9 85.6 80.7 95.1 48.5 81.4 70.7 84.0 Old : 56.9 85.6 80.7 95.1 48.5 81.4 70.7 84.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 130,188: 102,966 93,643 12,945 17,449 2,322 1,480 860 125 10,186 15,699 50: 114 40 Old : 130,188: 102,966 93,643 12,945 17,449 2,322 1,480 860 125 10,186 15,699 50: 114 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 4,986: 4,661 5,716 0 -435 325 75 -25 25 -100 -620 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 71.9 9.9 13.4 1.8 1.1 0.7 0.1 7.8 12.1 0.0: 0.1 0.0 Old : 100.0: 79.1 71.9 9.9 13.4 1.8 1.1 0.7 0.1 7.8 12.1 0.0: 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 : 51: 29 22 . 4 . . . . 5 . .: Old : 51: 29 22 . 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 : 42.0 53.9 60.8 83.8 41.8 50.4 56.2 70.1 Old : 42.0 53.9 60.8 83.8 41.8 50.4 56.2 70.1 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 134,342: 107,080 91,034 15,600 22,260 1,881 20 1,570 870 7,963 15,930 737: 191 60 Old : 134,342: 107,080 91,034 15,600 22,260 1,881 20 1,570 870 7,963 15,930 737: 191 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 5,219: 4,567 5,882 -50 -450 327 0 300 100 400 -940 0: -125 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 67.8 11.6 16.6 1.4 0.0 1.2 0.6 5.9 11.9 0.5: 0.1 0.0 Old : 100.0: 79.7 67.8 11.6 16.6 1.4 0.0 1.2 0.6 5.9 11.9 0.5: 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 : 56: 32 26 . 4 . . 4 . 4 . .: Old : 56: 32 26 . 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 : 45.1 50.8 62.2 80.0 44.7 49.3 58.0 73.3 Old : 45.1 50.8 62.2 80.0 44.7 49.3 58.0 73.3 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 255,244: 170,287 177,743 41,769 26,452 8,298 11,198 23,725 5,292 10,701 6,444 7,084: 615 206 Old : 255,244: 170,287 177,743 41,769 26,452 8,298 11,198 23,725 5,292 10,701 6,444 7,084: 615 206 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 2,338: 420 2,395 1,217 -589 -27 -147 -3,237 1,456 -2,313 531 1,878: -146 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 69.6 16.4 10.4 3.3 4.4 9.3 2.1 4.2 2.5 2.8: 0.2 0.1 Old : 100.0: 66.7 69.6 16.4 10.4 3.3 4.4 9.3 2.1 4.2 2.5 2.8: 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 : 82: 36 37 4 . 4 8 8 9 11 6 10: Old : 82: 36 37 4 . 4 8 8 9 11 6 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 : 39.4 44.5 60.7 63.1 34.4 35.7 49.7 48.2 Old : 39.4 44.5 60.7 63.1 34.4 35.7 49.7 48.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 26,066: 12,861 25,756 6,555 0 0 715 0 10 5,695 90 210: 20 0 Old : 26,066: 12,861 25,756 6,555 0 0 715 0 10 5,695 90 210: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,230: 100 1,200 0 0 0 0 0 0 1,000 -100 130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 98.8 25.1 0.0 0.0 2.7 0.0 0.0 21.8 0.3 0.8: 0.1 0.0 Old : 100.0: 49.3 98.8 25.1 0.0 0.0 2.7 0.0 0.0 21.8 0.3 0.8: 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 : 25: 16 9 . 0 0 . 0 . . . .: Old : 25: 16 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 : 55.3 97.3 82.0 99.5 54.9 94.6 81.3 95.0 Old : 55.3 97.3 82.0 99.5 54.9 94.6 81.3 95.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 25,056: 11,865 23,521 6,947 0 0 225 1,325 0 5,778 0 210: 31 0 Old : 25,056: 11,865 23,521 6,947 0 0 225 1,325 0 5,778 0 210: 31 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,200: 100 1,200 0 0 0 0 0 0 1,030 -70 70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 93.9 27.7 0.0 0.0 0.9 5.3 0.0 23.1 0.0 0.8: 0.1 0.0 Old : 100.0: 47.4 93.9 27.7 0.0 0.0 0.9 5.3 0.0 23.1 0.0 0.8: 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 : 24: 14 9 . 0 0 . . 0 . 0 .: Old : 24: 14 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 : 59.4 96.0 85.8 99.0 59.0 93.5 85.3 94.7 Old : 59.4 96.0 85.8 99.0 59.0 93.5 85.3 94.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 18,501: 5,160 9,511 10,401 4,205 445 500 2,295 200 225 275 0: 1,570 1,570 Old : 18,501: 5,160 9,511 10,401 4,205 445 500 2,295 200 225 275 0: 1,570 1,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -701: -535 -241 99 -150 0 25 -220 -25 -225 -25 0: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 51.4 56.2 22.7 2.4 2.7 12.4 1.1 1.2 1.5 0.0: 8.5 8.5 Old : 100.0: 27.9 51.4 56.2 22.7 2.4 2.7 12.4 1.1 1.2 1.5 0.0: 8.5 8.5 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: 9 10 . . . . . . . . 0: Old : 21: 9 10 . . . . . . . . 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 : 81.4 67.9 87.8 82.2 79.2 66.6 83.0 78.2 Old : 81.4 67.9 87.8 82.2 79.2 66.6 83.0 78.2 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 63,894: 26,050 21,734 19,968 24,310 140 4,095 5,440 2,105 2,015 0 1,655: 7,866 8,510 Old : 63,894: 26,050 21,734 19,968 24,310 140 4,095 5,440 2,105 2,015 0 1,655: 7,866 8,510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,712: 241 -1,447 -425 -425 0 355 -235 0 -2,320 0 200: 237 195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 34.0 31.3 38.0 0.2 6.4 8.5 3.3 3.2 0.0 2.6: 12.3 13.3 Old : 100.0: 40.8 34.0 31.3 38.0 0.2 6.4 8.5 3.3 3.2 0.0 2.6: 12.3 13.3 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 : 27: 14 17 . . . . . . . 0 .: Old : 27: 14 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 : 65.2 52.6 83.8 67.5 61.5 52.6 72.7 67.0 Old : 65.2 52.6 83.8 67.5 61.5 52.6 72.7 67.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 63,216: 26,227 21,056 19,425 24,905 175 4,775 5,440 2,160 1,440 0 1,645: 7,369 7,835 Old : 63,216: 26,227 21,056 19,425 24,905 175 4,775 5,440 2,160 1,440 0 1,645: 7,369 7,835 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,490: 450 -1,370 -245 -455 0 205 -235 0 -2,480 0 360: 220 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 33.3 30.7 39.4 0.3 7.6 8.6 3.4 2.3 0.0 2.6: 11.7 12.4 Old : 100.0: 41.5 33.3 30.7 39.4 0.3 7.6 8.6 3.4 2.3 0.0 2.6: 11.7 12.4 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 : 30: 14 19 . . . . . . . 0 .: Old : 30: 14 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 : 66.7 54.8 83.2 69.2 63.0 54.7 71.7 67.3 Old : 66.7 54.8 83.2 69.2 63.0 54.7 71.7 67.3 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,530: 12,521 6,180 2,849 0 1,297 45 5,550 270 0 4,010 420: 4,128 3,803 Old : 21,530: 12,521 6,180 2,849 0 1,297 45 5,550 270 0 4,010 420: 4,128 3,803 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -960: -545 -405 -270 0 260 -105 -475 -80 0 -40 0: -220 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 28.7 13.2 0.0 6.0 0.2 25.8 1.3 0.0 18.6 2.0: 19.2 17.7 Old : 100.0: 58.2 28.7 13.2 0.0 6.0 0.2 25.8 1.3 0.0 18.6 2.0: 19.2 17.7 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 : 27: 16 9 . 0 . . . . 0 . .: Old : 27: 16 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 : 42.5 57.2 65.5 71.1 40.7 54.4 58.4 65.9 Old : 42.5 57.2 65.5 71.1 40.7 54.4 58.4 65.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,310: 12,016 6,190 3,044 0 1,302 45 5,550 270 0 3,685 420: 4,213 3,893 Old : 21,310: 12,016 6,190 3,044 0 1,302 45 5,550 270 0 3,685 420: 4,213 3,893 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -925: -410 -445 -470 0 360 -105 -475 -80 0 -65 0: -220 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 29.0 14.3 0.0 6.1 0.2 26.0 1.3 0.0 17.3 2.0: 19.8 18.3 Old : 100.0: 56.4 29.0 14.3 0.0 6.1 0.2 26.0 1.3 0.0 17.3 2.0: 19.8 18.3 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 : 27: 16 9 . 0 . . . . 0 . .: Old : 27: 16 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 : 43.7 56.2 65.1 70.4 40.9 53.4 57.4 65.0 Old : 43.7 56.2 65.1 70.4 40.9 53.4 57.4 65.0 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 30,844: 11,014 23,099 2,727 2,655 960 10,110 0 125 2,150 0 0: 3,758 4,005 Old : 30,844: 11,014 23,099 2,727 2,655 960 10,110 0 125 2,150 0 0: 3,758 4,005 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -747: 428 -82 -750 -750 575 -1,340 -655 125 -50 0 0: 265 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 74.9 8.8 8.6 3.1 32.8 0.0 0.4 7.0 0.0 0.0: 12.2 13.0 Old : 100.0: 35.7 74.9 8.8 8.6 3.1 32.8 0.0 0.4 7.0 0.0 0.0: 12.2 13.0 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: 8 14 . . . 4 0 . . 0 0: Old : 25: 8 14 . . . 4 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 : 56.1 71.4 74.8 81.6 56.0 68.3 73.3 77.6 Old : 56.1 71.4 74.8 81.6 56.0 68.3 73.3 77.6 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 29,752: 10,717 19,478 2,675 5,135 1,010 9,120 0 125 2,100 0 0: 4,005 4,004 Old : 29,752: 10,717 19,478 2,675 5,135 1,010 9,120 0 125 2,100 0 0: 4,005 4,004 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -430: 35 90 -640 -725 600 -830 -655 125 0 0 0: 280 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 65.5 9.0 17.3 3.4 30.7 0.0 0.4 7.1 0.0 0.0: 13.5 13.5 Old : 100.0: 36.0 65.5 9.0 17.3 3.4 30.7 0.0 0.4 7.1 0.0 0.0: 13.5 13.5 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: 7 12 . . . 4 0 . . 0 0: Old : 22: 7 12 . . . 4 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 74.5 78.3 83.7 55.9 71.1 76.5 79.1 Old : 56.0 74.5 78.3 83.7 55.9 71.1 76.5 79.1 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 31,315: 11,685 26,165 6,540 0 155 4,300 165 115 3,935 350 1,245: 3,340 3,120 Old : 31,315: 11,685 26,165 6,540 0 155 4,300 165 115 3,935 350 1,245: 3,340 3,120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -3,795: -930 -2,555 -1,370 0 0 475 -485 -40 -1,215 0 -470: -245 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 83.6 20.9 0.0 0.5 13.7 0.5 0.4 12.6 1.1 4.0: 10.7 10.0 Old : 100.0: 37.3 83.6 20.9 0.0 0.5 13.7 0.5 0.4 12.6 1.1 4.0: 10.7 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 : 30: 15 9 . 0 . 4 . . . . .: Old : 30: 15 9 . 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 : 51.5 75.0 71.7 87.0 47.5 72.9 67.7 80.7 Old : 51.5 75.0 71.7 87.0 47.5 72.9 67.7 80.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 29,965: 10,385 25,735 6,415 0 120 3,975 165 115 4,905 0 845: 3,205 2,985 Old : 29,965: 10,385 25,735 6,415 0 120 3,975 165 115 4,905 0 845: 3,205 2,985 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -3,350: -870 -2,415 -1,240 0 0 525 -485 -40 -1,315 0 -170: -240 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 85.9 21.4 0.0 0.4 13.3 0.6 0.4 16.4 0.0 2.8: 10.7 10.0 Old : 100.0: 34.7 85.9 21.4 0.0 0.4 13.3 0.6 0.4 16.4 0.0 2.8: 10.7 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 : 29: 15 8 . 0 . 4 . . . 0 .: Old : 29: 15 8 . 0 . 4 . . . 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 : 52.5 76.8 72.4 87.4 50.1 75.3 70.0 83.5 Old : 52.5 76.8 72.4 87.4 50.1 75.3 70.0 83.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 13,910: 9,920 3,975 1,250 4,230 25 0 3,625 45 400 45 495: 1,775 1,470 Old : 13,910: 9,920 3,975 1,250 4,230 25 0 3,625 45 400 45 495: 1,775 1,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,175: 850 325 25 -620 -25 -25 2,230 -20 400 -700 -265: 235 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 28.6 9.0 30.4 0.2 0.0 26.1 0.3 2.9 0.3 3.6: 12.8 10.6 Old : 100.0: 71.3 28.6 9.0 30.4 0.2 0.0 26.1 0.3 2.9 0.3 3.6: 12.8 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 : 24: 14 11 . . . 0 4 . . . .: Old : 24: 14 11 . . . 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 : 58.3 56.3 76.2 75.7 53.8 56.3 66.9 67.8 Old : 58.3 56.3 76.2 75.7 53.8 56.3 66.9 67.8 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 13,250: 9,075 3,730 1,400 3,830 0 0 3,615 45 500 45 485: 1,745 1,500 Old : 13,250: 9,075 3,730 1,400 3,830 0 0 3,615 45 500 45 485: 1,745 1,500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,375: 900 505 -125 -670 0 -25 2,240 -20 500 -840 -90: 235 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 28.2 10.6 28.9 0.0 0.0 27.3 0.3 3.8 0.3 3.7: 13.2 11.3 Old : 100.0: 68.5 28.2 10.6 28.9 0.0 0.0 27.3 0.3 3.8 0.3 3.7: 13.2 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 : 24: 14 11 . . 0 0 4 . . . .: Old : 24: 14 11 . . 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 : 58.0 56.0 76.4 76.1 53.5 56.0 66.9 68.6 Old : 58.0 56.0 76.4 76.1 53.5 56.0 66.9 68.6 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 50,835: 29,430 19,010 0 4,745 1,910 740 15,880 930 10,150 1,265 2,450: 5,225 4,645 Old : 50,835: 29,430 19,010 0 4,745 1,910 740 15,880 930 10,150 1,265 2,450: 5,225 4,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 125: -1,650 -215 0 -595 -530 -535 1,220 -40 2,610 -15 -1,080: 1,350 1,380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 37.4 0.0 9.3 3.8 1.5 31.2 1.8 20.0 2.5 4.8: 10.3 9.1 Old : 100.0: 57.9 37.4 0.0 9.3 3.8 1.5 31.2 1.8 20.0 2.5 4.8: 10.3 9.1 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 : 30: 16 16 0 . . . . . . . .: Old : 30: 16 16 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 : 59.3 61.7 74.5 82.3 54.4 59.2 67.7 73.9 Old : 59.3 61.7 74.5 82.3 54.4 59.2 67.7 73.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 50,700: 29,480 18,365 0 5,255 1,835 190 15,880 1,105 10,555 1,265 2,205: 5,330 4,790 Old : 50,700: 29,480 18,365 0 5,255 1,835 190 15,880 1,105 10,555 1,265 2,205: 5,330 4,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -95: -1,585 -40 0 -835 -580 -635 1,220 -40 2,570 -15 -1,220: 1,395 1,415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 36.2 0.0 10.4 3.6 0.4 31.3 2.2 20.8 2.5 4.3: 10.5 9.4 Old : 100.0: 58.1 36.2 0.0 10.4 3.6 0.4 31.3 2.2 20.8 2.5 4.3: 10.5 9.4 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 : 30: 15 16 0 . . . . . . . .: Old : 30: 15 16 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 62.3 75.5 81.5 56.6 60.1 69.4 73.9 Old : 60.6 62.3 75.5 81.5 56.6 60.1 69.4 73.9 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 56,415: 32,315 19,855 0 17,640 1,117 15,180 250 1,125 3,965 13,945 460: 2,253 2,023 Old : 56,415: 32,315 19,855 0 17,640 1,117 15,180 250 1,125 3,965 13,945 460: 2,253 2,023 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 5,397: 3,830 5,070 0 -2,020 0 520 -75 805 -280 1,085 410: 112 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 35.2 0.0 31.3 2.0 26.9 0.4 2.0 7.0 24.7 0.8: 4.0 3.6 Old : 100.0: 57.3 35.2 0.0 31.3 2.0 26.9 0.4 2.0 7.0 24.7 0.8: 4.0 3.6 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: 20 9 0 . . . . 4 . . .: Old : 29: 20 9 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 : 57.6 78.7 79.3 92.6 56.2 75.7 77.7 88.5 Old : 57.6 78.7 79.3 92.6 56.2 75.7 77.7 88.5 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 51,941: 29,025 20,890 0 15,280 907 14,730 250 1,150 3,495 11,060 570: 2,064 1,834 Old : 51,941: 29,025 20,890 0 15,280 907 14,730 250 1,150 3,495 11,060 570: 2,064 1,834 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 5,254: 3,820 4,765 0 -1,350 0 545 -75 785 -280 735 520: -136 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 40.2 0.0 29.4 1.7 28.4 0.5 2.2 6.7 21.3 1.1: 4.0 3.5 Old : 100.0: 55.9 40.2 0.0 29.4 1.7 28.4 0.5 2.2 6.7 21.3 1.1: 4.0 3.5 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: 19 9 0 . . . . 4 . . .: Old : 29: 19 9 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 : 59.0 74.3 79.8 92.0 57.4 71.6 78.0 88.3 Old : 59.0 74.3 79.8 92.0 57.4 71.6 78.0 88.3 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 128,415: 59,853 93,323 26,051 0 3,117 2,884 1,600 6,395 12,020 5,520 3,050: 15,045 15,410 Old : 128,415: 59,853 93,323 26,051 0 3,117 2,884 1,600 6,395 12,020 5,520 3,050: 15,045 15,410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -2,407: 2,370 -1,430 -4,160 0 -959 -740 420 -1,440 1,740 840 -505: 1,287 667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 72.7 20.3 0.0 2.4 2.2 1.2 5.0 9.4 4.3 2.4: 11.7 12.0 Old : 100.0: 46.6 72.7 20.3 0.0 2.4 2.2 1.2 5.0 9.4 4.3 2.4: 11.7 12.0 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 : 41: 21 24 . 0 . . . 4 . . .: Old : 41: 21 24 . 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 : 55.8 48.8 73.1 63.3 49.0 48.1 62.5 60.6 Old : 55.8 48.8 73.1 63.3 49.0 48.1 62.5 60.6 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 121,336: 54,880 88,480 29,263 0 3,065 3,173 560 6,341 6,295 4,292 4,475: 13,844 14,123 Old : 121,336: 54,880 88,480 29,263 0 3,065 3,173 560 6,341 6,295 4,292 4,475: 13,844 14,123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,099: 4,455 2,605 -1,460 0 -1,370 -1,394 135 -811 1,345 840 -790: 1,124 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 72.9 24.1 0.0 2.5 2.6 0.5 5.2 5.2 3.5 3.7: 11.4 11.6 Old : 100.0: 45.2 72.9 24.1 0.0 2.5 2.6 0.5 5.2 5.2 3.5 3.7: 11.4 11.6 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 : 39: 19 23 . 0 . . . 4 . . .: Old : 39: 19 23 . 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 : 56.7 46.3 76.1 60.5 52.0 45.7 64.3 58.7 Old : 56.7 46.3 76.1 60.5 52.0 45.7 64.3 58.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 33,740: 12,545 15,955 15,370 7,440 720 1,720 4,930 1,850 0 1,440 0: 1,535 1,405 Old : 33,740: 12,545 15,955 15,370 7,440 720 1,720 4,930 1,850 0 1,440 0: 1,535 1,405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 965: 1,270 -1,375 -155 635 70 0 1,990 -490 0 -190 0: 270 325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 47.3 45.6 22.1 2.1 5.1 14.6 5.5 0.0 4.3 0.0: 4.5 4.2 Old : 100.0: 37.2 47.3 45.6 22.1 2.1 5.1 14.6 5.5 0.0 4.3 0.0: 4.5 4.2 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 : 25: 12 12 . . . . . . 0 . 0: Old : 25: 12 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 : 76.9 47.2 89.0 69.8 74.3 37.7 80.2 59.8 Old : 76.9 47.2 89.0 69.8 74.3 37.7 80.2 59.8 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 27,610: 9,210 12,790 14,030 6,475 225 1,170 4,010 1,965 0 1,200 0: 1,010 945 Old : 27,610: 9,210 12,790 14,030 6,475 225 1,170 4,010 1,965 0 1,200 0: 1,010 945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,560: 1,245 -735 90 1,080 60 100 1,140 10 0 0 0: 55 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 46.3 50.8 23.5 0.8 4.2 14.5 7.1 0.0 4.3 0.0: 3.7 3.4 Old : 100.0: 33.4 46.3 50.8 23.5 0.8 4.2 14.5 7.1 0.0 4.3 0.0: 3.7 3.4 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: 11 13 . . . . . . 0 . 0: Old : 23: 11 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 : 75.5 52.0 93.2 71.7 71.0 38.6 76.5 56.4 Old : 75.5 52.0 93.2 71.7 71.0 38.6 76.5 56.4 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 24,180: 6,570 13,245 0 8,555 1,680 15,105 0 0 0 0 0: 825 700 Old : 24,180: 6,570 13,245 0 8,555 1,680 15,105 0 0 0 0 0: 825 700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 250: -810 655 0 455 -320 1,855 0 -255 0 0 0: -220 -285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 54.8 0.0 35.4 6.9 62.5 0.0 0.0 0.0 0.0 0.0: 3.4 2.9 Old : 100.0: 27.2 54.8 0.0 35.4 6.9 62.5 0.0 0.0 0.0 0.0 0.0: 3.4 2.9 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 : 23: 11 14 0 . . 4 0 0 0 0 0: Old : 23: 11 14 0 . . 4 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 : 80.7 75.7 91.4 88.9 79.6 68.4 84.7 80.7 Old : 80.7 75.7 91.4 88.9 79.6 68.4 84.7 80.7 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 19,050: 8,640 11,280 0 6,030 1,260 8,845 0 75 0 0 0: 230 405 Old : 19,050: 8,640 11,280 0 6,030 1,260 8,845 0 75 0 0 0: 230 405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 59.2 0.0 31.7 6.6 46.4 0.0 0.4 0.0 0.0 0.0: 1.2 2.1 Old : 100.0: 45.4 59.2 0.0 31.7 6.6 46.4 0.0 0.4 0.0 0.0 0.0: 1.2 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 : 20: 8 9 0 . . 4 0 . 0 0 0: Old : 20: 8 9 0 . . 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 : 89.2 88.2 96.1 95.0 85.1 80.3 88.9 87.1 Old : 89.2 88.2 96.1 95.0 85.1 80.3 88.9 87.1 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 62,553: 38,018 27,533 3,450 4,900 8,925 0 9,820 525 595 0 0: 11,040 10,850 Old : 62,553: 38,018 27,533 3,450 4,900 8,925 0 9,820 525 595 0 0: 11,040 10,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,115: -1,710 -1,895 480 -40 965 0 115 0 -400 0 0: -450 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 44.0 5.5 7.8 14.3 0.0 15.7 0.8 1.0 0.0 0.0: 17.6 17.3 Old : 100.0: 60.8 44.0 5.5 7.8 14.3 0.0 15.7 0.8 1.0 0.0 0.0: 17.6 17.3 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 : 31: 19 19 . . . 0 4 . . 0 0: Old : 31: 19 19 . . . 0 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 : 49.6 37.0 68.6 52.9 40.4 25.7 46.7 37.8 Old : 49.6 37.0 68.6 52.9 40.4 25.7 46.7 37.8 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, February 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 51,745: 28,490 19,890 395 4,830 8,085 450 5,505 40 375 0 0: 13,910 13,395 Old : 51,745: 28,490 19,890 395 4,830 8,085 450 5,505 40 375 0 0: 13,910 13,395 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,080: 1,700 -225 -465 555 -280 -25 1,005 -140 -150 0 0: -1,720 -1,995 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 38.4 0.8 9.3 15.6 0.9 10.6 0.1 0.7 0.0 0.0: 26.9 25.9 Old : 100.0: 55.1 38.4 0.8 9.3 15.6 0.9 10.6 0.1 0.7 0.0 0.0: 26.9 25.9 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 : 26: 15 16 . . . . . . . 0 0: Old : 26: 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 : 51.3 39.6 66.7 53.0 39.5 27.3 42.6 37.9 Old : 51.3 39.6 66.7 53.0 39.5 27.3 42.6 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2019