COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, March 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 : 21,456: 8,198 14,117 1,921 0 542 354 2,349 498 7,508 1,236 1,614: 821 1,100 Old : 21,456: 8,198 14,117 1,921 0 542 354 2,349 498 7,508 1,236 1,614: 821 1,100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 548: 406 619 -46 0 57 0 127 -12 227 -80 35: -119 -198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 65.8 9.0 0.0 2.5 1.6 10.9 2.3 35.0 5.8 7.5: 3.8 5.1 Old : 100.0: 38.2 65.8 9.0 0.0 2.5 1.6 10.9 2.3 35.0 5.8 7.5: 3.8 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 10 11 5 0 4 . . . 9 . 8: Old : 34: 10 11 5 0 4 . . . 9 . 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 55.1 61.7 70.0 32.4 44.0 45.2 54.2 Old : 40.9 55.1 61.7 70.0 32.4 44.0 45.2 54.2 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, March 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 : 19,627: 11,132 12,740 0 3,366 2,350 5,376 0 0 126 231 0: 643 940 Old : 19,627: 11,132 12,740 0 3,366 2,350 5,376 0 0 126 231 0: 643 940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 0: -21 0 0 0 0 0 0 0 0 0 0: 21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 64.9 0.0 17.1 12.0 27.4 0.0 0.0 0.6 1.2 0.0: 3.3 4.8 Old : 100.0: 56.7 64.9 0.0 17.1 12.0 27.4 0.0 0.0 0.6 1.2 0.0: 3.3 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 13 0 . . . 0 0 . . 0: Old : 30: 15 13 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 : 58.9 55.9 77.3 78.1 52.5 47.0 62.4 59.7 Old : 58.9 55.9 77.3 78.1 52.5 47.0 62.4 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, March 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 : 43,740: 25,943 40,077 9,276 0 2,130 570 1,274 44 5,600 25 175: 2 15 Old : 43,740: 25,943 40,077 9,276 0 2,130 570 1,274 44 5,600 25 175: 2 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 194: 448 264 -237 0 -29 295 -97 0 -75 0 50: -258 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 91.6 21.2 0.0 4.9 1.3 2.9 0.1 12.8 0.1 0.4: 0.0 0.0 Old : 100.0: 59.3 91.6 21.2 0.0 4.9 1.3 2.9 0.1 12.8 0.1 0.4: 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 : 39: 21 22 . 0 . 4 . . 4 . 4: Old : 39: 21 22 . 0 . 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 : 67.1 70.0 87.2 89.7 65.2 66.1 76.5 79.5 Old : 67.1 70.0 87.2 89.7 65.2 66.1 76.5 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, March 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 : 23,254: 17,508 18,679 0 2,548 921 100 606 0 4,250 25 475: 0 0 Old : 23,254: 17,508 18,679 0 2,548 921 100 606 0 4,250 25 475: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 975: 715 702 0 220 0 50 28 0 325 0 25: -140 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 80.3 0.0 11.0 4.0 0.4 2.6 0.0 18.3 0.1 2.0: 0.0 0.0 Old : 100.0: 75.3 80.3 0.0 11.0 4.0 0.4 2.6 0.0 18.3 0.1 2.0: 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 : 34: 18 17 0 . . . . 0 6 . .: Old : 34: 18 17 0 . . . . 0 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 66.3 81.6 87.2 59.6 59.3 74.3 77.5 Old : 63.2 66.3 81.6 87.2 59.6 59.3 74.3 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, March 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 : 145,103: 121,658 103,843 621 29,853 3,562 9,710 809 3,700 2,725 375 2,900: 227 61 Old : 145,103: 121,658 103,843 621 29,853 3,562 9,710 809 3,700 2,725 375 2,900: 227 61 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -789: -2,652 155 -25 -1,288 422 1,555 -43 -45 -55 0 10: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 71.6 0.4 20.6 2.5 6.7 0.6 2.5 1.9 0.3 2.0: 0.2 0.0 Old : 100.0: 83.8 71.6 0.4 20.6 2.5 6.7 0.6 2.5 1.9 0.3 2.0: 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 : 51: 29 33 . . 4 5 . 5 . . .: Old : 51: 29 33 . . 4 5 . 5 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 52.5 61.1 69.7 30.5 40.3 44.1 51.3 Old : 39.1 52.5 61.1 69.7 30.5 40.3 44.1 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, March 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 : 52,276: 44,262 36,132 5,097 9,211 1,870 375 3,661 167 0 950 250: 255 35 Old : 52,276: 44,262 36,132 5,097 9,211 1,870 375 3,661 167 0 950 250: 255 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -3,438: -2,893 -3,042 217 305 -632 125 166 -155 0 275 -100: 0 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 69.1 9.8 17.6 3.6 0.7 7.0 0.3 0.0 1.8 0.5: 0.5 0.1 Old : 100.0: 84.7 69.1 9.8 17.6 3.6 0.7 7.0 0.3 0.0 1.8 0.5: 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 : 37: 19 19 . . . . 4 . 0 4 .: Old : 37: 19 19 . . . . 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 : 75.4 71.6 90.0 86.4 71.7 63.1 79.8 77.2 Old : 75.4 71.6 90.0 86.4 71.7 63.1 79.8 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, March 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 Megawatt Hours) : : : Positions : All : 27,147: 24,208 18,770 2,939 8,302 0 0 0 0 0 75 0: 0 0 Old : 27,147: 24,208 18,770 2,939 8,302 0 0 0 0 0 75 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,320: -1,005 -625 -170 -220 0 0 0 0 0 0 0: -145 -475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 69.1 10.8 30.6 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 0.0 0.0 Old : 100.0: 89.2 69.1 10.8 30.6 0.0 0.0 0.0 0.0 0.0 0.3 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 : 20: 7 13 . . 0 0 0 0 0 . 0: Old : 20: 7 13 . . 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 : 90.0 92.3 100.0 97.2 90.0 83.3 90.2 88.2 Old : 90.0 92.3 100.0 97.2 90.0 83.3 90.2 88.2 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, March 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 : 65,847: 38,632 46,486 3,446 7,501 5,015 17,740 500 0 0 5,373 857: 157 115 Old : 65,847: 38,632 46,486 3,446 7,501 5,015 17,740 500 0 0 5,373 857: 157 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 2,455: 205 0 -2,375 50 2,400 2,400 0 0 0 175 -175: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 70.6 5.2 11.4 7.6 26.9 0.8 0.0 0.0 8.2 1.3: 0.2 0.2 Old : 100.0: 58.7 70.6 5.2 11.4 7.6 26.9 0.8 0.0 0.0 8.2 1.3: 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 : 34: 21 22 . . . . . 0 0 . .: Old : 34: 21 22 . . . . . 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 : 55.4 52.3 75.2 73.4 51.7 46.7 63.2 62.3 Old : 55.4 52.3 75.2 73.4 51.7 46.7 63.2 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, March 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 : 85,811: 47,687 49,408 1,568 23,233 6,332 26,912 750 860 175 3,219 1,936: 341 73 Old : 85,811: 47,687 49,408 1,568 23,233 6,332 26,912 750 860 175 3,219 1,936: 341 73 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 3,343: 893 873 -160 2,335 100 2,446 0 0 175 140 -115: 4 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 57.6 1.8 27.1 7.4 31.4 0.9 1.0 0.2 3.8 2.3: 0.4 0.1 Old : 100.0: 55.6 57.6 1.8 27.1 7.4 31.4 0.9 1.0 0.2 3.8 2.3: 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 : 41: 23 23 . . . 7 . . . . .: Old : 41: 23 23 . . . 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 : 47.9 56.2 68.7 76.5 44.7 46.8 59.1 61.1 Old : 47.9 56.2 68.7 76.5 44.7 46.8 59.1 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, March 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 : 78,084: 57,742 54,519 13,903 21,565 273 1,915 200 0 2,362 0 1,345: 544 182 Old : 78,084: 57,742 54,519 13,903 21,565 273 1,915 200 0 2,362 0 1,345: 544 182 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 258: 310 160 -100 194 48 0 0 0 0 0 0: 0 -144 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 69.8 17.8 27.6 0.3 2.5 0.3 0.0 3.0 0.0 1.7: 0.7 0.2 Old : 100.0: 73.9 69.8 17.8 27.6 0.3 2.5 0.3 0.0 3.0 0.0 1.7: 0.7 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: 23 22 . . . . . 0 . 0 .: Old : 40: 23 22 . . . . . 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 : 49.5 68.9 73.3 81.7 49.0 68.5 71.6 79.6 Old : 49.5 68.9 73.3 81.7 49.0 68.5 71.6 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, March 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 : 112,397: 79,741 71,088 23,984 38,607 623 2,315 175 75 3,466 0 1,620: 573 209 Old : 112,397: 79,741 71,088 23,984 38,607 623 2,315 175 75 3,466 0 1,620: 573 209 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 373: 398 -80 -100 593 50 0 0 0 0 0 0: 25 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 63.2 21.3 34.3 0.6 2.1 0.2 0.1 3.1 0.0 1.4: 0.5 0.2 Old : 100.0: 70.9 63.2 21.3 34.3 0.6 2.1 0.2 0.1 3.1 0.0 1.4: 0.5 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 : 43: 24 24 . . 4 . . . . 0 .: Old : 43: 24 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 65.6 71.1 82.1 48.1 65.1 69.2 80.9 Old : 48.3 65.6 71.1 82.1 48.1 65.1 69.2 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, March 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 : 45,660: 33,609 43,845 10,405 0 1,350 0 0 0 75 0 0: 221 465 Old : 45,660: 33,609 43,845 10,405 0 1,350 0 0 0 75 0 0: 221 465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -758: -1,119 -463 490 0 -215 0 0 0 0 -50 0: 86 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 96.0 22.8 0.0 3.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 1.0 Old : 100.0: 73.6 96.0 22.8 0.0 3.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 . 0 . 0 0 0 . 0 0: Old : 25: 16 13 . 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 : 68.4 90.3 90.7 97.3 65.4 83.6 81.1 86.1 Old : 68.4 90.3 90.7 97.3 65.4 83.6 81.1 86.1 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, March 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 : 21,751: 18,565 18,138 909 1,842 1,721 0 0 0 316 0 45: 195 5 Old : 21,751: 18,565 18,138 909 1,842 1,721 0 0 0 316 0 45: 195 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -612: -467 -267 -15 -215 -130 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 83.4 4.2 8.5 7.9 0.0 0.0 0.0 1.5 0.0 0.2: 0.9 0.0 Old : 100.0: 85.4 83.4 4.2 8.5 7.9 0.0 0.0 0.0 1.5 0.0 0.2: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 19 17 . . . 0 0 0 . 0 .: Old : 25: 19 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 : 46.5 59.4 77.8 82.1 36.5 47.7 52.6 58.7 Old : 46.5 59.4 77.8 82.1 36.5 47.7 52.6 58.7 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, March 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 : 12,260: 7,405 11,860 3,680 0 350 250 0 50 525 0 0: 0 0 Old : 12,260: 7,405 11,860 3,680 0 350 250 0 50 525 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -695: -495 -695 0 0 0 -200 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 96.7 30.0 0.0 2.9 2.0 0.0 0.4 4.3 0.0 0.0: 0.0 0.0 Old : 100.0: 60.4 96.7 30.0 0.0 2.9 2.0 0.0 0.4 4.3 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 : 21: 12 10 . 0 . . 0 . . 0 0: Old : 21: 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 : 60.3 81.6 77.2 97.6 53.5 67.0 66.4 73.6 Old : 60.3 81.6 77.2 97.6 53.5 67.0 66.4 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, March 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 : 66,925: 47,954 39,148 3,093 11,062 7,577 239 536 896 4,526 5,282 2,340: 300 84 Old : 66,925: 47,954 39,148 3,093 11,062 7,577 239 536 896 4,526 5,282 2,340: 300 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,181: -1,027 -1,849 -888 -362 137 -246 222 -139 150 -9 -220: 52 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 58.5 4.6 16.5 11.3 0.4 0.8 1.3 6.8 7.9 3.5: 0.4 0.1 Old : 100.0: 71.7 58.5 4.6 16.5 11.3 0.4 0.8 1.3 6.8 7.9 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 : 46: 25 26 . . . . . 5 4 4 7: Old : 46: 25 26 . . . . . 5 4 4 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 : 45.4 53.4 69.0 69.4 25.4 32.6 41.3 41.0 Old : 45.4 53.4 69.0 69.4 25.4 32.6 41.3 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5 Disaggregated Commitments of Traders - Futures Only, March 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 : 4,350: 3,150 2,000 750 1,400 50 0 0 0 100 100 300: 0 500 Old : 4,350: 3,150 2,000 750 1,400 50 0 0 0 100 100 300: 0 500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,350: -1,000 -300 0 -700 50 -600 0 0 0 -1,100 200: 0 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 46.0 17.2 32.2 1.1 0.0 0.0 0.0 2.3 2.3 6.9: 0.0 11.5 Old : 100.0: 72.4 46.0 17.2 32.2 1.1 0.0 0.0 0.0 2.3 2.3 6.9: 0.0 11.5 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 : 20: 9 8 . . . 0 0 0 . . .: Old : 20: 9 8 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 65.5 88.5 80.5 65.5 60.9 82.8 72.4 Old : 66.7 65.5 88.5 80.5 65.5 60.9 82.8 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, March 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 : 14,836: 12,216 8,020 0 3,896 994 0 575 0 1,000 775 300: 326 276 Old : 14,836: 12,216 8,020 0 3,896 994 0 575 0 1,000 775 300: 326 276 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,976: -185 -1,971 -1 1,500 -1,500 0 85 -10 -300 -80 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 54.1 0.0 26.3 6.7 0.0 3.9 0.0 6.7 5.2 2.0: 2.2 1.9 Old : 100.0: 82.3 54.1 0.0 26.3 6.7 0.0 3.9 0.0 6.7 5.2 2.0: 2.2 1.9 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: 13 12 0 . . 0 . 0 . . .: Old : 26: 13 12 0 . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 55.9 73.3 73.3 40.6 50.7 62.3 64.0 Old : 47.3 55.9 73.3 73.3 40.6 50.7 62.3 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, March 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 : 56,086: 44,341 53,325 8,870 0 2,400 0 0 0 205 0 120: 150 241 Old : 56,086: 44,341 53,325 8,870 0 2,400 0 0 0 205 0 120: 150 241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,407: -2,565 -1,684 924 0 -660 -50 0 0 -160 -50 0: 104 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 95.1 15.8 0.0 4.3 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.4 Old : 100.0: 79.1 95.1 15.8 0.0 4.3 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 18 . 0 . 0 0 0 . 0 .: Old : 30: 18 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 : 63.4 80.8 87.8 94.2 58.6 77.2 74.9 79.7 Old : 63.4 80.8 87.8 94.2 58.6 77.2 74.9 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, March 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 : 35,303: 30,803 24,261 400 9,872 865 2,430 0 65 50 75 75: 615 90 Old : 35,303: 30,803 24,261 400 9,872 865 2,430 0 65 50 75 75: 615 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -732: 196 -573 -100 352 -474 -307 -45 -5 0 1 0: -42 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 68.7 1.1 28.0 2.5 6.9 0.0 0.2 0.1 0.2 0.2: 1.7 0.3 Old : 100.0: 87.3 68.7 1.1 28.0 2.5 6.9 0.0 0.2 0.1 0.2 0.2: 1.7 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 : 32: 20 20 . . . 4 0 . . . .: Old : 32: 20 20 . . . 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 : 57.4 47.8 79.1 74.6 43.8 44.5 52.6 57.9 Old : 57.4 47.8 79.1 74.6 43.8 44.5 52.6 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, March 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 : 66,870: 55,281 60,680 5,723 3,855 1,790 225 0 0 3,376 200 7: 468 338 Old : 66,870: 55,281 60,680 5,723 3,855 1,790 225 0 0 3,376 200 7: 468 338 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 1,335: 1,435 855 -600 0 480 0 0 0 20 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 90.7 8.6 5.8 2.7 0.3 0.0 0.0 5.0 0.3 0.0: 0.7 0.5 Old : 100.0: 82.7 90.7 8.6 5.8 2.7 0.3 0.0 0.0 5.0 0.3 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 : 57.3 89.8 77.0 98.1 53.0 86.5 72.5 87.6 Old : 57.3 89.8 77.0 98.1 53.0 86.5 72.5 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, March 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 : 72,128: 58,790 62,490 6,146 5,638 2,290 225 0 0 3,839 1,700 10: 828 0 Old : 72,128: 58,790 62,490 6,146 5,638 2,290 225 0 0 3,839 1,700 10: 828 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 1,810: 1,810 1,210 -600 0 600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 86.6 8.5 7.8 3.2 0.3 0.0 0.0 5.3 2.4 0.0: 1.1 0.0 Old : 100.0: 81.5 86.6 8.5 7.8 3.2 0.3 0.0 0.0 5.3 2.4 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 : 30: 20 14 . . . . 0 0 . . .: Old : 30: 20 14 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 81.4 77.3 95.9 50.8 77.4 67.8 83.1 Old : 55.7 81.4 77.3 95.9 50.8 77.4 67.8 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, March 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 : 88,865: 72,241 80,788 12,672 4,098 2,777 0 250 645 313 185 121: 96 1 Old : 88,865: 72,241 80,788 12,672 4,098 2,777 0 250 645 313 185 121: 96 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -3,227: -1,307 -2,283 -1,446 205 250 -58 250 8 313 -82 -108: -879 -1,467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 90.9 14.3 4.6 3.1 0.0 0.3 0.7 0.4 0.2 0.1: 0.1 0.0 Old : 100.0: 81.3 90.9 14.3 4.6 3.1 0.0 0.3 0.7 0.4 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 : 38: 19 23 . . . 0 . . . . .: Old : 38: 19 23 . . . 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 : 65.0 61.1 79.2 84.6 64.6 58.3 77.8 77.3 Old : 65.0 61.1 79.2 84.6 64.6 58.3 77.8 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, March 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 : 109,638: 89,511 98,043 13,660 4,158 3,571 260 2,881 150 1,610 137 687: 189 11 Old : 109,638: 89,511 98,043 13,660 4,158 3,571 260 2,881 150 1,610 137 687: 189 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -4,237: -3,176 -3,909 -1,216 414 201 -10 -229 70 990 -330 -305: -791 -149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 89.4 12.5 3.8 3.3 0.2 2.6 0.1 1.5 0.1 0.6: 0.2 0.0 Old : 100.0: 81.6 89.4 12.5 3.8 3.3 0.2 2.6 0.1 1.5 0.1 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 : 46: 22 27 . . . . 5 . . . .: Old : 46: 22 27 . . . . 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 : 60.8 57.6 78.5 81.1 60.1 57.0 72.9 69.5 Old : 60.8 57.6 78.5 81.1 60.1 57.0 72.9 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, March 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 : 47,030: 38,920 42,350 4,325 270 3,770 0 25 0 0 525 0: 15 90 Old : 47,030: 38,920 42,350 4,325 270 3,770 0 25 0 0 525 0: 15 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,905: -1,860 -1,075 -380 205 -180 0 0 0 0 0 0: -485 -1,855 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 90.0 9.2 0.6 8.0 0.0 0.1 0.0 0.0 1.1 0.0: 0.0 0.2 Old : 100.0: 82.8 90.0 9.2 0.6 8.0 0.0 0.1 0.0 0.0 1.1 0.0: 0.0 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 : 26: 12 13 . . . 0 . 0 0 . 0: Old : 26: 12 13 . . . 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 : 88.4 85.5 98.2 96.2 84.4 84.1 90.3 88.7 Old : 88.4 85.5 98.2 96.2 84.4 84.1 90.3 88.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, March 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 : 55,387: 43,235 52,335 7,413 0 2,082 1,000 0 350 300 512 32: 975 76 Old : 55,387: 43,235 52,335 7,413 0 2,082 1,000 0 350 300 512 32: 975 76 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 163: -212 453 510 0 -121 0 0 0 0 -175 0: -14 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 94.5 13.4 0.0 3.8 1.8 0.0 0.6 0.5 0.9 0.1: 1.8 0.1 Old : 100.0: 78.1 94.5 13.4 0.0 3.8 1.8 0.0 0.6 0.5 0.9 0.1: 1.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 17 . 0 . . 0 . . . .: Old : 27: 18 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 : 52.2 83.8 80.3 91.0 48.1 78.9 69.9 81.3 Old : 52.2 83.8 80.3 91.0 48.1 78.9 69.9 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, March 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 : 58,463: 30,574 54,757 4,882 0 2,797 19,237 0 10 0 622 50: 913 227 Old : 58,463: 30,574 54,757 4,882 0 2,797 19,237 0 10 0 622 50: 913 227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 267: -468 382 800 0 -50 0 0 0 0 -50 -15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 93.7 8.4 0.0 4.8 32.9 0.0 0.0 0.0 1.1 0.1: 1.6 0.4 Old : 100.0: 52.3 93.7 8.4 0.0 4.8 32.9 0.0 0.0 0.0 1.1 0.1: 1.6 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 : 30: 19 20 . 0 . 4 0 . 0 . .: Old : 30: 19 20 . 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 : 65.1 66.6 81.2 80.6 61.1 61.2 73.8 72.1 Old : 65.1 66.6 81.2 80.6 61.1 61.2 73.8 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, March 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 : 32,615: 18,927 31,775 12,763 0 433 145 50 280 0 0 0: 67 77 Old : 32,615: 18,927 31,775 12,763 0 433 145 50 280 0 0 0: 67 77 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 135: 135 80 -55 0 55 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 97.4 39.1 0.0 1.3 0.4 0.2 0.9 0.0 0.0 0.0: 0.2 0.2 Old : 100.0: 58.0 97.4 39.1 0.0 1.3 0.4 0.2 0.9 0.0 0.0 0.0: 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 : 26: 16 14 4 0 . . . . 0 0 0: Old : 26: 16 14 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 : 60.1 89.6 81.2 96.1 58.9 84.6 78.4 88.3 Old : 60.1 89.6 81.2 96.1 58.9 84.6 78.4 88.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, March 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 : 30,425: 19,325 30,225 10,955 0 80 0 0 0 0 0 0: 65 120 Old : 30,425: 19,325 30,225 10,955 0 80 0 0 0 0 0 0: 65 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 99.3 36.0 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4 Old : 100.0: 63.5 99.3 36.0 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 10 4 0 . 0 0 0 0 0 0: Old : 23: 14 10 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 : 60.0 90.9 84.0 98.9 59.7 86.2 82.1 91.0 Old : 60.0 90.9 84.0 98.9 59.7 86.2 82.1 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, March 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 : 28,747: 25,516 26,599 1,823 280 912 260 330 25 0 500 75: 136 26 Old : 28,747: 25,516 26,599 1,823 280 912 260 330 25 0 500 75: 136 26 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 0: 100 -35 -95 0 -5 0 0 0 0 25 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 92.5 6.3 1.0 3.2 0.9 1.1 0.1 0.0 1.7 0.3: 0.5 0.1 Old : 100.0: 88.8 92.5 6.3 1.0 3.2 0.9 1.1 0.1 0.0 1.7 0.3: 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: 16 18 . . . . . . 0 . .: Old : 28: 16 18 . . . . . . 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 : 74.5 61.7 89.7 79.4 73.4 60.9 83.8 77.8 Old : 74.5 61.7 89.7 79.4 73.4 60.9 83.8 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, March 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 : 22,478: 18,482 21,640 3,188 0 60 50 275 0 0 325 25: 673 153 Old : 22,478: 18,482 21,640 3,188 0 60 50 275 0 0 325 25: 673 153 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 475: 110 103 75 0 0 0 0 0 -25 325 25: 290 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 96.3 14.2 0.0 0.3 0.2 1.2 0.0 0.0 1.4 0.1: 3.0 0.7 Old : 100.0: 82.2 96.3 14.2 0.0 0.3 0.2 1.2 0.0 0.0 1.4 0.1: 3.0 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 : 23: 12 13 . 0 . . . 0 0 . .: Old : 23: 12 13 . 0 . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 74.6 91.4 92.0 76.5 70.7 87.7 86.5 Old : 76.8 74.6 91.4 92.0 76.5 70.7 87.7 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, March 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 : 45,266: 38,265 33,539 4,909 9,976 93 1,101 1,344 305 495 0 0: 98 9 Old : 45,266: 38,265 33,539 4,909 9,976 93 1,101 1,344 305 495 0 0: 98 9 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 457: 307 1,454 23 -645 -68 180 -220 -35 50 -25 0: 0 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 74.1 10.8 22.0 0.2 2.4 3.0 0.7 1.1 0.0 0.0: 0.2 0.0 Old : 100.0: 84.5 74.1 10.8 22.0 0.2 2.4 3.0 0.7 1.1 0.0 0.0: 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 : 38: 20 23 . . . . . . . 0 0: Old : 38: 20 23 . . . . . . . 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 : 56.7 56.5 74.4 75.4 42.3 50.1 56.5 61.5 Old : 56.7 56.5 74.4 75.4 42.3 50.1 56.5 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, March 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 : 38,068: 33,451 24,298 2,082 12,720 670 1,335 0 260 250 120 0: 20 0 Old : 38,068: 33,451 24,298 2,082 12,720 670 1,335 0 260 250 120 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 873: 977 627 -300 50 196 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 63.8 5.5 33.4 1.8 3.5 0.0 0.7 0.7 0.3 0.0: 0.1 0.0 Old : 100.0: 87.9 63.8 5.5 33.4 1.8 3.5 0.0 0.7 0.7 0.3 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 : 33: 21 18 . . . . 0 . . . 0: Old : 33: 21 18 . . . . 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 : 63.9 65.5 81.1 85.0 49.5 59.0 62.1 71.4 Old : 63.9 65.5 81.1 85.0 49.5 59.0 62.1 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, March 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 : 16,479: 11,005 12,429 689 0 4,050 286 0 0 300 0 0: 149 0 Old : 16,479: 11,005 12,429 689 0 4,050 286 0 0 300 0 0: 149 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -375: 175 -325 -500 0 -50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 75.4 4.2 0.0 24.6 1.7 0.0 0.0 1.8 0.0 0.0: 0.9 0.0 Old : 100.0: 66.8 75.4 4.2 0.0 24.6 1.7 0.0 0.0 1.8 0.0 0.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 10 . 0 . . 0 0 . 0 0: Old : 26: 14 10 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 76.3 83.9 95.1 46.8 56.9 57.8 65.0 Old : 66.9 76.3 83.9 95.1 46.8 56.9 57.8 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, March 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 : 16,976: 9,616 15,161 2,624 0 1,410 0 50 50 3,021 50 255: 0 0 Old : 16,976: 9,616 15,161 2,624 0 1,410 0 50 50 3,021 50 255: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 110: 0 0 -510 0 170 0 0 0 510 0 -60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 89.3 15.5 0.0 8.3 0.0 0.3 0.3 17.8 0.3 1.5: 0.0 0.0 Old : 100.0: 56.6 89.3 15.5 0.0 8.3 0.0 0.3 0.3 17.8 0.3 1.5: 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: 13 9 . 0 . 0 . . . . .: Old : 22: 13 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 : 56.7 85.1 82.2 96.6 48.0 80.2 68.3 80.9 Old : 56.7 85.1 82.2 96.6 48.0 80.2 68.3 80.9 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, March 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 : 17,954: 10,744 15,569 3,056 0 1,230 0 750 50 2,569 50 305: 0 0 Old : 17,954: 10,744 15,569 3,056 0 1,230 0 750 50 2,569 50 305: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 110: 0 0 -510 0 170 0 0 0 510 0 -60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 86.7 17.0 0.0 6.9 0.0 4.2 0.3 14.3 0.3 1.7: 0.0 0.0 Old : 100.0: 59.8 86.7 17.0 0.0 6.9 0.0 4.2 0.3 14.3 0.3 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 : 23: 13 10 . 0 . 0 . . . . .: Old : 23: 13 10 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 81.6 80.3 94.2 42.6 78.8 66.8 81.6 Old : 52.4 81.6 80.3 94.2 42.6 78.8 66.8 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, March 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 : 19,920: 8,423 10,085 7,970 6,375 125 0 0 0 2,365 2,685 610: 427 40 Old : 19,920: 8,423 10,085 7,970 6,375 125 0 0 0 2,365 2,685 610: 427 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 50: 150 375 100 0 0 0 0 0 -200 -325 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 50.6 40.0 32.0 0.6 0.0 0.0 0.0 11.9 13.5 3.1: 2.1 0.2 Old : 100.0: 42.3 50.6 40.0 32.0 0.6 0.0 0.0 0.0 11.9 13.5 3.1: 2.1 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 : 21: 11 10 . . . 0 0 0 . . .: Old : 21: 11 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 : 73.1 62.7 94.2 87.8 69.0 62.0 89.0 84.8 Old : 73.1 62.7 94.2 87.8 69.0 62.0 89.0 84.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, March 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 : 49,876: 32,434 43,251 7,318 0 3,640 750 0 0 3,005 395 2,485: 244 105 Old : 49,876: 32,434 43,251 7,318 0 3,640 750 0 0 3,005 395 2,485: 244 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -40: 150 -25 0 0 0 0 0 0 0 0 0: -190 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 86.7 14.7 0.0 7.3 1.5 0.0 0.0 6.0 0.8 5.0: 0.5 0.2 Old : 100.0: 65.0 86.7 14.7 0.0 7.3 1.5 0.0 0.0 6.0 0.8 5.0: 0.5 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 : 28: 14 9 4 0 . . 0 0 . . .: Old : 28: 14 9 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 : 59.0 87.4 81.8 96.2 50.0 81.4 70.3 83.4 Old : 59.0 87.4 81.8 96.2 50.0 81.4 70.3 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, March 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 : 49,209: 32,579 42,906 7,115 0 3,078 750 0 0 3,465 1,170 1,950: 272 105 Old : 49,209: 32,579 42,906 7,115 0 3,078 750 0 0 3,465 1,170 1,950: 272 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -20: 135 10 0 0 0 0 0 0 0 0 0: -155 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 87.2 14.5 0.0 6.3 1.5 0.0 0.0 7.0 2.4 4.0: 0.6 0.2 Old : 100.0: 66.2 87.2 14.5 0.0 6.3 1.5 0.0 0.0 7.0 2.4 4.0: 0.6 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 : 28: 14 9 4 0 . . 0 0 . . .: Old : 28: 14 9 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 : 59.3 86.3 82.0 95.8 50.8 82.9 72.2 85.3 Old : 59.3 86.3 82.0 95.8 50.8 82.9 72.2 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, March 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 : 121,669: 97,139 87,275 11,450 17,662 1,735 1,050 775 450 9,645 13,595 95: 105 82 Old : 121,669: 97,139 87,275 11,450 17,662 1,735 1,050 775 450 9,645 13,595 95: 105 82 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 477: 672 -753 0 1,350 -50 0 0 50 -275 -200 80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 71.7 9.4 14.5 1.4 0.9 0.6 0.4 7.9 11.2 0.1: 0.1 0.1 Old : 100.0: 79.8 71.7 9.4 14.5 1.4 0.9 0.6 0.4 7.9 11.2 0.1: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 29 18 . 4 . . . . 6 . .: Old : 48: 29 18 . 4 . . . . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 53.3 62.5 83.0 43.6 50.2 57.8 72.2 Old : 43.7 53.3 62.5 83.0 43.6 50.2 57.8 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, March 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 : 128,421: 103,608 87,793 13,700 21,642 1,723 200 1,700 875 8,100 14,490 110: 105 88 Old : 128,421: 103,608 87,793 13,700 21,642 1,723 200 1,700 875 8,100 14,490 110: 105 88 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 1,217: 1,500 85 0 1,340 -58 0 0 50 -275 -200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 68.4 10.7 16.9 1.3 0.2 1.3 0.7 6.3 11.3 0.1: 0.1 0.1 Old : 100.0: 80.7 68.4 10.7 16.9 1.3 0.2 1.3 0.7 6.3 11.3 0.1: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 31 24 . 4 . . . . 5 . .: Old : 53: 31 24 . 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 : 45.8 49.1 63.2 80.3 45.4 47.4 59.2 74.0 Old : 45.8 49.1 63.2 80.3 45.4 47.4 59.2 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, March 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 : 244,670: 163,597 169,178 32,989 20,831 10,009 14,028 25,972 5,209 12,021 7,156 6,180: 637 135 Old : 244,670: 163,597 169,178 32,989 20,831 10,009 14,028 25,972 5,209 12,021 7,156 6,180: 637 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -979: 635 -2,506 -1,127 -594 790 1,018 2,646 -935 -816 189 -549: 5 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 69.1 13.5 8.5 4.1 5.7 10.6 2.1 4.9 2.9 2.5: 0.3 0.1 Old : 100.0: 66.9 69.1 13.5 8.5 4.1 5.7 10.6 2.1 4.9 2.9 2.5: 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 : 74: 34 35 . . 5 8 6 10 7 8 10: Old : 74: 34 35 . . 5 8 6 10 7 8 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 : 36.4 42.3 57.2 61.7 29.6 35.0 43.0 44.1 Old : 36.4 42.3 57.2 61.7 29.6 35.0 43.0 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, March 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 : 24,300: 12,280 24,015 5,665 0 0 500 0 0 5,365 75 210: 280 0 Old : 24,300: 12,280 24,015 5,665 0 0 500 0 0 5,365 75 210: 280 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 98.8 23.3 0.0 0.0 2.1 0.0 0.0 22.1 0.3 0.9: 1.2 0.0 Old : 100.0: 50.5 98.8 23.3 0.0 0.0 2.1 0.0 0.0 22.1 0.3 0.9: 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 : 21: 14 7 . 0 0 . 0 0 . . .: Old : 21: 14 7 . 0 0 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 97.6 80.5 99.9 52.5 93.9 80.1 94.2 Old : 52.9 97.6 80.5 99.9 52.5 93.9 80.1 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, March 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 : 23,329: 11,394 21,969 6,072 0 0 0 1,150 0 5,383 0 210: 270 0 Old : 23,329: 11,394 21,969 6,072 0 0 0 1,150 0 5,383 0 210: 270 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 94.2 26.0 0.0 0.0 0.0 4.9 0.0 23.1 0.0 0.9: 1.2 0.0 Old : 100.0: 48.8 94.2 26.0 0.0 0.0 0.0 4.9 0.0 23.1 0.0 0.9: 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 : 20: 12 7 . 0 0 0 . 0 . 0 .: Old : 20: 12 7 . 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 : 57.1 96.6 84.6 99.2 56.6 93.4 84.1 94.0 Old : 57.1 96.6 84.6 99.2 56.6 93.4 84.1 94.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, March 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 : 29,585: 23,594 20,755 395 2,615 115 0 800 25 0 0 0: 5,456 5,275 Old : 29,585: 23,594 20,755 395 2,615 115 0 800 25 0 0 0: 5,456 5,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -575: -666 -960 175 440 -110 0 100 25 0 0 0: 1 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 70.2 1.3 8.8 0.4 0.0 2.7 0.1 0.0 0.0 0.0: 18.4 17.8 Old : 100.0: 79.7 70.2 1.3 8.8 0.4 0.0 2.7 0.1 0.0 0.0 0.0: 18.4 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 13 . . . 0 . . 0 0 0: Old : 20: 10 13 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 55.8 78.5 75.5 69.0 55.8 73.3 70.6 Old : 70.1 55.8 78.5 75.5 69.0 55.8 73.3 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, March 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 : 28,431: 23,315 20,951 285 2,440 110 0 420 255 0 0 0: 4,466 4,255 Old : 28,431: 23,315 20,951 285 2,440 110 0 420 255 0 0 0: 4,466 4,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -294: -365 -759 230 440 -135 0 300 0 0 0 0: -24 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 73.7 1.0 8.6 0.4 0.0 1.5 0.9 0.0 0.0 0.0: 15.7 15.0 Old : 100.0: 82.0 73.7 1.0 8.6 0.4 0.0 1.5 0.9 0.0 0.0 0.0: 15.7 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 15 . . . 0 . . 0 0 0: Old : 20: 10 15 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 55.4 80.8 77.2 71.3 53.9 75.7 73.6 Old : 72.5 55.4 80.8 77.2 71.3 53.9 75.7 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, March 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 : 61,956: 22,906 19,766 20,673 23,155 500 4,685 5,365 2,055 550 0 1,735: 8,852 9,380 Old : 61,956: 22,906 19,766 20,673 23,155 500 4,685 5,365 2,055 550 0 1,735: 8,852 9,380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -3,403: -1,324 -1,758 -515 -1,305 360 -835 25 -100 -395 0 -245: -349 -380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 31.9 33.4 37.4 0.8 7.6 8.7 3.3 0.9 0.0 2.8: 14.3 15.1 Old : 100.0: 37.0 31.9 33.4 37.4 0.8 7.6 8.7 3.3 0.9 0.0 2.8: 14.3 15.1 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 19 . . . . . . . 0 .: Old : 28: 15 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 : 66.0 50.6 80.9 65.3 62.4 50.5 69.3 63.6 Old : 66.0 50.6 80.9 65.3 62.4 50.5 69.3 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, March 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 : 60,786: 24,557 19,221 20,095 23,885 175 5,165 5,365 2,160 0 765 1,855: 6,779 7,360 Old : 60,786: 24,557 19,221 20,095 23,885 175 5,165 5,365 2,160 0 765 1,855: 6,779 7,360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -3,495: -1,200 -1,475 -735 -1,365 0 -1,035 25 -50 0 -145 0: -475 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 31.6 33.1 39.3 0.3 8.5 8.8 3.6 0.0 1.3 3.1: 11.2 12.1 Old : 100.0: 40.4 31.6 33.1 39.3 0.3 8.5 8.8 3.6 0.0 1.3 3.1: 11.2 12.1 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: 15 18 . . . . . . 0 . .: Old : 30: 15 18 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 53.0 83.8 67.9 66.0 52.8 72.2 65.5 Old : 69.8 53.0 83.8 67.9 66.0 52.8 72.2 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, March 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 : 23,017: 12,210 5,740 3,875 706 1,806 0 8,610 55 0 1,375 1,295: 3,776 3,430 Old : 23,017: 12,210 5,740 3,875 706 1,806 0 8,610 55 0 1,375 1,295: 3,776 3,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,375: -1,021 -620 0 195 -130 0 55 -235 0 -630 75: -64 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 24.9 16.8 3.1 7.8 0.0 37.4 0.2 0.0 6.0 5.6: 16.4 14.9 Old : 100.0: 53.0 24.9 16.8 3.1 7.8 0.0 37.4 0.2 0.0 6.0 5.6: 16.4 14.9 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 6 . . . 0 4 . 0 . .: Old : 26: 15 6 . . . 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 : 45.3 60.1 67.7 76.2 43.6 53.1 60.5 63.2 Old : 45.3 60.1 67.7 76.2 43.6 53.1 60.5 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, March 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 : 22,278: 11,491 5,440 3,675 911 1,541 0 8,610 55 0 525 1,770: 3,746 3,426 Old : 22,278: 11,491 5,440 3,675 911 1,541 0 8,610 55 0 525 1,770: 3,746 3,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,100: -835 -630 0 295 -295 0 55 -235 0 -555 300: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 24.4 16.5 4.1 6.9 0.0 38.6 0.2 0.0 2.4 7.9: 16.8 15.4 Old : 100.0: 51.6 24.4 16.5 4.1 6.9 0.0 38.6 0.2 0.0 2.4 7.9: 16.8 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 5 . . . 0 4 . 0 . .: Old : 26: 16 5 . . . 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 : 47.1 60.2 68.0 76.8 43.3 54.1 58.1 62.7 Old : 47.1 60.2 68.0 76.8 43.3 54.1 58.1 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, March 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 : 31,171: 12,266 22,337 2,152 2,880 2,025 8,945 0 75 2,100 0 0: 3,608 3,854 Old : 31,171: 12,266 22,337 2,152 2,880 2,025 8,945 0 75 2,100 0 0: 3,608 3,854 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,643: 2 -1,532 625 225 0 -1,885 0 -50 -50 0 0: -285 -286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 71.7 6.9 9.2 6.5 28.7 0.0 0.2 6.7 0.0 0.0: 11.6 12.4 Old : 100.0: 39.4 71.7 6.9 9.2 6.5 28.7 0.0 0.2 6.7 0.0 0.0: 11.6 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 : 25: 10 13 . . . . 0 . . 0 0: Old : 25: 10 13 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 69.7 69.9 82.1 45.8 66.6 64.8 75.4 Old : 49.3 69.7 69.9 82.1 45.8 66.6 64.8 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, March 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 : 29,933: 12,023 18,559 1,375 5,385 2,075 8,465 0 75 2,100 0 0: 3,820 3,839 Old : 29,933: 12,023 18,559 1,375 5,385 2,075 8,465 0 75 2,100 0 0: 3,820 3,839 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,789: 56 -1,689 -100 250 0 -1,375 0 -50 0 0 0: -320 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 62.0 4.6 18.0 6.9 28.3 0.0 0.3 7.0 0.0 0.0: 12.8 12.8 Old : 100.0: 40.2 62.0 4.6 18.0 6.9 28.3 0.0 0.3 7.0 0.0 0.0: 12.8 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 8 10 . . . . 0 . . 0 0: Old : 22: 8 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 : 49.7 74.0 73.8 84.5 48.6 70.6 70.0 76.9 Old : 49.7 74.0 73.8 84.5 48.6 70.6 70.0 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, March 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 : 29,615: 11,955 23,025 4,340 0 600 4,215 255 0 2,900 350 2,450: 3,155 2,935 Old : 29,615: 11,955 23,025 4,340 0 600 4,215 255 0 2,900 350 2,450: 3,155 2,935 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -3,295: -1,305 -2,955 -2,020 0 375 -85 90 -115 495 -50 -595: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 77.7 14.7 0.0 2.0 14.2 0.9 0.0 9.8 1.2 8.3: 10.7 9.9 Old : 100.0: 40.4 77.7 14.7 0.0 2.0 14.2 0.9 0.0 9.8 1.2 8.3: 10.7 9.9 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 : 29: 14 8 . 0 . 4 . 0 . . .: Old : 29: 14 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 : 46.6 75.7 67.3 86.3 39.4 68.7 55.3 72.8 Old : 46.6 75.7 67.3 86.3 39.4 68.7 55.3 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, March 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 : 28,755: 10,875 22,515 4,295 0 530 3,990 255 0 3,390 0 2,550: 3,125 2,905 Old : 28,755: 10,875 22,515 4,295 0 530 3,990 255 0 3,390 0 2,550: 3,125 2,905 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,925: -1,085 -3,155 -1,940 0 375 -35 90 -115 -55 -50 -95: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 78.3 14.9 0.0 1.8 13.9 0.9 0.0 11.8 0.0 8.9: 10.9 10.1 Old : 100.0: 37.8 78.3 14.9 0.0 1.8 13.9 0.9 0.0 11.8 0.0 8.9: 10.9 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 7 . 0 . . . 0 . 0 .: Old : 27: 14 7 . 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 : 47.4 76.0 67.9 87.1 38.8 70.1 55.9 73.3 Old : 47.4 76.0 67.9 87.1 38.8 70.1 55.9 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, March 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 : 13,430: 9,870 3,400 1,275 3,840 0 0 4,330 0 230 90 450: 1,605 1,320 Old : 13,430: 9,870 3,400 1,275 3,840 0 0 4,330 0 230 90 450: 1,605 1,320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,230: -820 -525 25 -440 -25 0 -65 -45 -170 45 -45: -150 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 25.3 9.5 28.6 0.0 0.0 32.2 0.0 1.7 0.7 3.4: 12.0 9.8 Old : 100.0: 73.5 25.3 9.5 28.6 0.0 0.0 32.2 0.0 1.7 0.7 3.4: 12.0 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 10 . . 0 0 4 0 . . .: Old : 24: 14 10 . . 0 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 : 60.5 59.2 79.0 77.9 56.1 59.2 70.0 70.3 Old : 60.5 59.2 79.0 77.9 56.1 59.2 70.0 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, March 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 : 12,800: 9,080 3,200 1,275 3,390 0 0 4,330 0 430 90 440: 1,575 1,350 Old : 12,800: 9,080 3,200 1,275 3,390 0 0 4,330 0 430 90 440: 1,575 1,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,200: -765 -480 -125 -490 0 0 -55 -45 -70 45 -45: -150 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 25.0 10.0 26.5 0.0 0.0 33.8 0.0 3.4 0.7 3.4: 12.3 10.5 Old : 100.0: 70.9 25.0 10.0 26.5 0.0 0.0 33.8 0.0 3.4 0.7 3.4: 12.3 10.5 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 : 24: 13 10 . . 0 0 4 0 . . .: Old : 24: 13 10 . . 0 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 : 59.6 58.6 79.5 77.9 54.9 58.6 70.0 70.7 Old : 59.6 58.6 79.5 77.9 54.9 58.6 70.0 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, March 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 : 48,800: 27,720 18,685 0 4,755 1,745 335 15,155 990 11,115 1,125 2,295: 4,600 4,050 Old : 48,800: 27,720 18,685 0 4,755 1,745 335 15,155 990 11,115 1,125 2,295: 4,600 4,050 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,465: -1,920 -690 0 -890 0 -210 -425 -65 140 -15 -155: -255 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 38.3 0.0 9.7 3.6 0.7 31.1 2.0 22.8 2.3 4.7: 9.4 8.3 Old : 100.0: 56.8 38.3 0.0 9.7 3.6 0.7 31.1 2.0 22.8 2.3 4.7: 9.4 8.3 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 : 28: 13 16 0 . . . . . . . .: Old : 28: 13 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 : 60.8 61.6 76.8 82.4 56.0 59.5 69.9 74.1 Old : 60.8 61.6 76.8 82.4 56.0 59.5 69.9 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, March 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 : 48,815: 27,815 18,160 0 5,025 1,745 0 15,320 1,050 11,345 1,175 2,205: 4,655 4,135 Old : 48,815: 27,815 18,160 0 5,025 1,745 0 15,320 1,050 11,345 1,175 2,205: 4,655 4,135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,430: -1,920 -565 0 -1,130 0 0 -265 -225 -35 -15 0: -250 -230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 37.2 0.0 10.3 3.6 0.0 31.4 2.2 23.2 2.4 4.5: 9.5 8.5 Old : 100.0: 57.0 37.2 0.0 10.3 3.6 0.0 31.4 2.2 23.2 2.4 4.5: 9.5 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 : 28: 12 16 0 . . 0 4 . . . .: Old : 28: 12 16 0 . . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 61.7 77.4 81.5 58.1 59.7 71.1 73.7 Old : 62.3 61.7 77.4 81.5 58.1 59.7 71.1 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, March 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 : 54,580: 30,980 19,580 0 15,000 1,327 14,685 275 720 3,910 14,940 345: 2,613 2,393 Old : 54,580: 30,980 19,580 0 15,000 1,327 14,685 275 720 3,910 14,940 345: 2,613 2,393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,770: -1,690 -485 0 -1,585 35 -395 200 -305 -55 -280 -15: -345 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 35.9 0.0 27.5 2.4 26.9 0.5 1.3 7.2 27.4 0.6: 4.8 4.4 Old : 100.0: 56.8 35.9 0.0 27.5 2.4 26.9 0.5 1.3 7.2 27.4 0.6: 4.8 4.4 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 : 29: 17 9 0 . . . . . . . .: Old : 29: 17 9 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 78.4 78.7 92.0 57.1 75.5 77.7 87.7 Old : 58.0 78.4 78.7 92.0 57.1 75.5 77.7 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, March 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 : 50,086: 26,800 20,635 0 13,110 1,142 14,510 225 720 3,440 11,855 345: 3,129 2,054 Old : 50,086: 26,800 20,635 0 13,110 1,142 14,510 225 720 3,440 11,855 345: 3,129 2,054 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,350: -2,180 -665 0 -1,315 60 -370 200 -330 -55 20 -15: 540 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 41.2 0.0 26.2 2.3 29.0 0.4 1.4 6.9 23.7 0.7: 6.2 4.1 Old : 100.0: 53.5 41.2 0.0 26.2 2.3 29.0 0.4 1.4 6.9 23.7 0.7: 6.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 8 0 . . . . . . . .: Old : 27: 15 8 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 : 59.5 74.2 79.7 91.5 58.5 71.4 78.6 87.7 Old : 59.5 74.2 79.7 91.5 58.5 71.4 78.6 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, March 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 : 128,614: 59,705 93,205 22,586 0 3,801 5,579 1,280 5,435 13,150 6,340 3,330: 15,028 15,223 Old : 128,614: 59,705 93,205 22,586 0 3,801 5,579 1,280 5,435 13,150 6,340 3,330: 15,028 15,223 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -5,185: -1,760 -4,225 -2,285 0 457 600 50 -535 -820 -5 100: -942 -1,027 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 72.5 17.6 0.0 3.0 4.3 1.0 4.2 10.2 4.9 2.6: 11.7 11.8 Old : 100.0: 46.4 72.5 17.6 0.0 3.0 4.3 1.0 4.2 10.2 4.9 2.6: 11.7 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 22 . 0 . . . . . . .: Old : 39: 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 : 56.1 49.3 73.3 62.4 48.9 47.9 62.7 60.0 Old : 56.1 49.3 73.3 62.4 48.9 47.9 62.7 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, March 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 : 120,491: 54,890 88,975 27,233 0 3,024 5,214 480 5,485 7,485 5,112 4,265: 12,895 13,150 Old : 120,491: 54,890 88,975 27,233 0 3,024 5,214 480 5,485 7,485 5,112 4,265: 12,895 13,150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -5,525: -2,030 -3,320 -1,745 0 59 171 90 -286 360 -5 -535: -1,519 -1,528 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.6 73.8 22.6 0.0 2.5 4.3 0.4 4.6 6.2 4.2 3.5: 10.7 10.9 Old : 100.0: 45.6 73.8 22.6 0.0 2.5 4.3 0.4 4.6 6.2 4.2 3.5: 10.7 10.9 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 : 37: 17 22 . 0 . . . . . . .: Old : 37: 17 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 : 55.2 47.5 76.2 60.5 50.6 46.2 65.1 58.7 Old : 55.2 47.5 76.2 60.5 50.6 46.2 65.1 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, March 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 : 34,865: 12,630 16,870 17,275 8,840 340 1,570 4,400 1,905 0 1,250 0: 1,145 1,260 Old : 34,865: 12,630 16,870 17,275 8,840 340 1,570 4,400 1,905 0 1,250 0: 1,145 1,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,065: 435 -1,015 105 1,120 -660 -150 -10 -165 0 -190 0: -630 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 48.4 49.5 25.4 1.0 4.5 12.6 5.5 0.0 3.6 0.0: 3.3 3.6 Old : 100.0: 36.2 48.4 49.5 25.4 1.0 4.5 12.6 5.5 0.0 3.6 0.0: 3.3 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 : 25: 11 14 . . . . . . 0 . 0: Old : 25: 11 14 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.0 48.4 90.8 71.3 75.4 42.8 82.0 62.0 Old : 78.0 48.4 90.8 71.3 75.4 42.8 82.0 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, March 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 : 29,820: 9,745 14,410 14,895 7,410 465 1,220 2,695 2,800 0 1,200 0: 695 840 Old : 29,820: 9,745 14,410 14,895 7,410 465 1,220 2,695 2,800 0 1,200 0: 695 840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -735: 0 -595 65 375 -175 50 -60 -120 0 0 0: -555 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 48.3 49.9 24.8 1.6 4.1 9.0 9.4 0.0 4.0 0.0: 2.3 2.8 Old : 100.0: 32.7 48.3 49.9 24.8 1.6 4.1 9.0 9.4 0.0 4.0 0.0: 2.3 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 8 13 . . . . . . 0 . 0: Old : 22: 8 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 : 78.1 50.8 93.4 73.3 70.9 37.3 76.4 56.0 Old : 78.1 50.8 93.4 73.3 70.9 37.3 76.4 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, March 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 : 26,770: 6,765 17,040 0 7,185 1,940 17,330 0 0 0 0 0: 735 605 Old : 26,770: 6,765 17,040 0 7,185 1,940 17,330 0 0 0 0 0: 735 605 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -250: 195 195 0 -470 120 -475 0 0 0 0 0: -90 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 63.7 0.0 26.8 7.2 64.7 0.0 0.0 0.0 0.0 0.0: 2.7 2.3 Old : 100.0: 25.3 63.7 0.0 26.8 7.2 64.7 0.0 0.0 0.0 0.0 0.0: 2.7 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 14 0 . . 4 0 0 0 0 0: Old : 23: 9 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 : 82.9 74.9 91.9 89.9 81.0 67.4 85.1 81.5 Old : 82.9 74.9 91.9 89.9 81.0 67.4 85.1 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, March 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 : 65,415: 41,550 27,450 3,230 6,205 7,640 0 11,475 875 325 0 0: 11,795 11,770 Old : 65,415: 41,550 27,450 3,230 6,205 7,640 0 11,475 875 325 0 0: 11,795 11,770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -1,293: -928 227 20 -1,100 600 0 -465 -50 -270 0 0: -665 -505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 42.0 4.9 9.5 11.7 0.0 17.5 1.3 0.5 0.0 0.0: 18.0 18.0 Old : 100.0: 63.5 42.0 4.9 9.5 11.7 0.0 17.5 1.3 0.5 0.0 0.0: 18.0 18.0 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: 18 18 . . . 0 . . . 0 0: Old : 29: 18 18 . . . 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 : 48.4 41.6 66.0 56.1 43.1 31.7 51.5 43.7 Old : 48.4 41.6 66.0 56.1 43.1 31.7 51.5 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, March 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 : 54,020: 31,450 18,895 1,130 7,865 6,990 425 7,060 500 275 0 0: 13,250 12,710 Old : 54,020: 31,450 18,895 1,130 7,865 6,990 425 7,060 500 275 0 0: 13,250 12,710 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2019 : : -2,075: -825 -665 90 130 -230 -25 -300 160 -100 0 0: -1,145 -1,170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 35.0 2.1 14.6 12.9 0.8 13.1 0.9 0.5 0.0 0.0: 24.5 23.5 Old : 100.0: 58.2 35.0 2.1 14.6 12.9 0.8 13.1 0.9 0.5 0.0 0.0: 24.5 23.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 16 . . . . . . . 0 0: Old : 27: 17 16 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 45.4 64.8 60.6 40.2 35.6 48.0 46.7 Old : 47.7 45.4 64.8 60.6 40.2 35.6 48.0 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2019