COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 20,900: 9,400 11,358 1,215 141 1,514 677 2,349 508 5,448 2,778 1,509: 629 743 Old : 20,900: 9,400 11,358 1,215 141 1,514 677 2,349 508 5,448 2,778 1,509: 629 743 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 179: 170 -410 1 130 16 0 165 0 -135 170 108: 19 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 54.3 5.8 0.7 7.2 3.2 11.2 2.4 26.1 13.3 7.2: 3.0 3.6 Old : 100.0: 45.0 54.3 5.8 0.7 7.2 3.2 11.2 2.4 26.1 13.3 7.2: 3.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 12 14 4 . 4 . 4 . 5 6 6: Old : 36: 12 14 4 . 4 . 4 . 5 6 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 : 46.6 45.0 63.9 63.4 30.4 29.1 39.8 39.4 Old : 46.6 45.0 63.9 63.4 30.4 29.1 39.8 39.4 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, August 06, 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 : 17,318: 10,137 10,858 353 3,857 1,529 4,305 242 132 367 484 110: 385 106 Old : 17,318: 10,137 10,858 353 3,857 1,529 4,305 242 132 367 484 110: 385 106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -2,750: -1,848 -1,111 -176 -528 0 -66 -286 -242 -330 -198 0: -88 -385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 62.7 2.0 22.3 8.8 24.9 1.4 0.8 2.1 2.8 0.6: 2.2 0.6 Old : 100.0: 58.5 62.7 2.0 22.3 8.8 24.9 1.4 0.8 2.1 2.8 0.6: 2.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 14 19 . . . . . . 5 . .: Old : 38: 14 19 . . . . . . 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 : 60.6 56.9 79.1 74.8 51.1 50.9 60.5 61.2 Old : 60.6 56.9 79.1 74.8 51.1 50.9 60.5 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 38,248: 22,801 34,425 6,914 0 2,253 25 1,000 0 5,860 200 370: 25 0 Old : 38,248: 22,801 34,425 6,914 0 2,253 25 1,000 0 5,860 200 370: 25 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,933: -1,153 -1,846 -1,045 0 275 0 -357 0 130 125 -130: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 90.0 18.1 0.0 5.9 0.1 2.6 0.0 15.3 0.5 1.0: 0.1 0.0 Old : 100.0: 59.6 90.0 18.1 0.0 5.9 0.1 2.6 0.0 15.3 0.5 1.0: 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 : 39: 21 20 . 0 . . 5 0 5 . 4: Old : 39: 21 20 . 0 . . 5 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 66.7 85.8 84.0 54.8 61.3 66.2 67.5 Old : 62.4 66.7 85.8 84.0 54.8 61.3 66.2 67.5 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, August 06, 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 : 28,919: 24,442 25,255 320 647 1,322 0 50 50 2,050 950 625: 110 20 Old : 28,919: 24,442 25,255 320 647 1,322 0 50 50 2,050 950 625: 110 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,322: -1,275 -1,355 115 -82 50 -100 50 -25 150 275 -225: -12 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 87.3 1.1 2.2 4.6 0.0 0.2 0.2 7.1 3.3 2.2: 0.4 0.1 Old : 100.0: 84.5 87.3 1.1 2.2 4.6 0.0 0.2 0.2 7.1 3.3 2.2: 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 : 27: 13 14 . . . 0 . . . 4 .: Old : 27: 13 14 . . . 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 : 68.5 74.7 86.4 88.1 67.2 70.6 79.2 79.6 Old : 68.5 74.7 86.4 88.1 67.2 70.6 79.2 79.6 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, August 06, 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 : 140,347: 115,792 95,043 678 23,844 6,123 8,205 1,733 5,472 1,704 6,205 1,919: 454 8 Old : 140,347: 115,792 95,043 678 23,844 6,123 8,205 1,733 5,472 1,704 6,205 1,919: 454 8 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -7,291: -6,115 -5,641 -10 -1,142 -22 -1,040 100 -35 16 -488 -63: -22 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 67.7 0.5 17.0 4.4 5.8 1.2 3.9 1.2 4.4 1.4: 0.3 0.0 Old : 100.0: 82.5 67.7 0.5 17.0 4.4 5.8 1.2 3.9 1.2 4.4 1.4: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 27 31 . 4 5 . 4 . 4 4 5: Old : 52: 27 31 . 4 5 . 4 . 4 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 : 44.2 46.7 65.5 63.5 30.0 29.9 40.1 43.7 Old : 44.2 46.7 65.5 63.5 30.0 29.9 40.1 43.7 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, August 06, 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 : 64,051: 54,941 42,299 2,754 10,291 3,789 300 3,976 1,410 175 1,605 675: 7 6 Old : 64,051: 54,941 42,299 2,754 10,291 3,789 300 3,976 1,410 175 1,605 675: 7 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,400: -4,095 -2,083 -252 -505 -192 25 -1,377 65 175 -183 -125: -1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 66.0 4.3 16.1 5.9 0.5 6.2 2.2 0.3 2.5 1.1: 0.0 0.0 Old : 100.0: 85.8 66.0 4.3 16.1 5.9 0.5 6.2 2.2 0.3 2.5 1.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 20 22 . . . . 7 . . 5 .: Old : 43: 20 22 . . . . 7 . . 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 : 68.6 68.6 84.8 83.9 65.7 55.3 73.5 66.3 Old : 68.6 68.6 84.8 83.9 65.7 55.3 73.5 66.3 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, August 06, 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 : 32,465: 29,427 24,326 1,966 6,587 872 0 25 0 0 425 200: 0 30 Old : 32,465: 29,427 24,326 1,966 6,587 872 0 25 0 0 425 200: 0 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -992: -500 -1,917 -317 765 0 0 0 0 -125 225 -50: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.6 74.9 6.1 20.3 2.7 0.0 0.1 0.0 0.0 1.3 0.6: 0.0 0.1 Old : 100.0: 90.6 74.9 6.1 20.3 2.7 0.0 0.1 0.0 0.0 1.3 0.6: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 13 . . . 0 . 0 0 4 .: Old : 27: 10 13 . . . 0 . 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.5 80.0 98.0 93.1 78.9 68.7 83.9 80.5 Old : 87.5 80.0 98.0 93.1 78.9 68.7 83.9 80.5 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, August 06, 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 : 67,482: 42,094 40,085 346 13,376 6,545 15,940 250 425 600 5,345 1,315: 217 141 Old : 67,482: 42,094 40,085 346 13,376 6,545 15,940 250 425 600 5,345 1,315: 217 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 762: 1,447 -597 -256 1,160 110 25 -50 -150 -158 653 -473: 217 109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 59.4 0.5 19.8 9.7 23.6 0.4 0.6 0.9 7.9 1.9: 0.3 0.2 Old : 100.0: 62.4 59.4 0.5 19.8 9.7 23.6 0.4 0.6 0.9 7.9 1.9: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 20 . . 4 4 . . . . .: Old : 35: 21 20 . . 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 : 54.8 55.9 74.6 74.8 51.0 46.0 59.7 58.8 Old : 54.8 55.9 74.6 74.8 51.0 46.0 59.7 58.8 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, August 06, 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 : 85,013: 51,748 40,162 259 29,820 4,765 25,055 1,680 1,380 1,092 6,798 310: 404 98 Old : 85,013: 51,748 40,162 259 29,820 4,765 25,055 1,680 1,380 1,092 6,798 310: 404 98 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -309: 2 -1,420 -295 943 62 0 -125 0 -48 246 0: -30 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 47.2 0.3 35.1 5.6 29.5 2.0 1.6 1.3 8.0 0.4: 0.5 0.1 Old : 100.0: 60.9 47.2 0.3 35.1 5.6 29.5 2.0 1.6 1.3 8.0 0.4: 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 : 41: 24 22 . . 4 . 6 . . . .: Old : 41: 24 22 . . 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 : 55.5 57.9 73.1 77.2 52.0 51.3 66.0 66.2 Old : 55.5 57.9 73.1 77.2 52.0 51.3 66.0 66.2 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, August 06, 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 : 71,078: 54,823 50,514 9,674 17,770 1,115 1,550 150 0 2,001 25 1,328: 587 176 Old : 71,078: 54,823 50,514 9,674 17,770 1,115 1,550 150 0 2,001 25 1,328: 587 176 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -3,033: -2,260 -2,224 -632 -829 120 -100 -50 0 -160 0 -2: 1 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 71.1 13.6 25.0 1.6 2.2 0.2 0.0 2.8 0.0 1.9: 0.8 0.2 Old : 100.0: 77.1 71.1 13.6 25.0 1.6 2.2 0.2 0.0 2.8 0.0 1.9: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 22 21 . . . . . 0 . . .: Old : 39: 22 21 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 70.0 69.7 81.3 45.8 70.0 64.6 78.0 Old : 47.6 70.0 69.7 81.3 45.8 70.0 64.6 78.0 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, August 06, 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 : 97,306: 70,715 60,279 19,618 34,622 402 1,550 175 0 2,772 75 1,612: 637 141 Old : 97,306: 70,715 60,279 19,618 34,622 402 1,550 175 0 2,772 75 1,612: 637 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,565: -3,020 -3,104 -1,258 -1,460 120 -100 -50 0 -300 0 -5: -2 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 61.9 20.2 35.6 0.4 1.6 0.2 0.0 2.8 0.1 1.7: 0.7 0.1 Old : 100.0: 72.7 61.9 20.2 35.6 0.4 1.6 0.2 0.0 2.8 0.1 1.7: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 24 23 . . . . . 0 . . .: Old : 42: 24 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 : 47.9 65.4 69.2 80.9 47.5 65.3 66.9 78.3 Old : 47.9 65.4 69.2 80.9 47.5 65.3 66.9 78.3 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, August 06, 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 : 47,085: 35,185 45,635 11,100 65 650 0 0 0 0 420 0: 150 315 Old : 47,085: 35,185 45,635 11,100 65 650 0 0 0 0 420 0: 150 315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -140: 160 -140 -300 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 96.9 23.6 0.1 1.4 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 0.7 Old : 100.0: 74.7 96.9 23.6 0.1 1.4 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 17 . . . 0 0 0 0 . 0: Old : 28: 18 17 . . . 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 : 68.8 90.6 89.1 95.5 67.4 87.9 82.9 90.2 Old : 68.8 90.6 89.1 95.5 67.4 87.9 82.9 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 26,422: 20,083 21,765 3,150 1,575 2,317 0 600 0 82 0 0: 790 165 Old : 26,422: 20,083 21,765 3,150 1,575 2,317 0 600 0 82 0 0: 790 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 255: -900 255 1,150 -5 5 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 82.4 11.9 6.0 8.8 0.0 2.3 0.0 0.3 0.0 0.0: 3.0 0.6 Old : 100.0: 76.0 82.4 11.9 6.0 8.8 0.0 2.3 0.0 0.3 0.0 0.0: 3.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 17 . . . 0 . 0 . 0 0: Old : 24: 16 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 : 58.4 60.7 82.2 82.3 40.9 53.0 55.7 61.9 Old : 58.4 60.7 82.2 82.3 40.9 53.0 55.7 61.9 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, August 06, 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 : 15,415: 9,630 11,715 4,845 0 0 150 3,700 0 700 0 0: 90 0 Old : 15,415: 9,630 11,715 4,845 0 0 150 3,700 0 700 0 0: 90 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 76.0 31.4 0.0 0.0 1.0 24.0 0.0 4.5 0.0 0.0: 0.6 0.0 Old : 100.0: 62.5 76.0 31.4 0.0 0.0 1.0 24.0 0.0 4.5 0.0 0.0: 0.6 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: 14 8 . 0 0 . . 0 . 0 0: Old : 23: 14 8 . 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 : 57.8 81.2 77.3 98.2 55.5 75.6 70.4 80.4 Old : 57.8 81.2 77.3 98.2 55.5 75.6 70.4 80.4 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, August 06, 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 : 80,187: 50,664 47,550 192 14,681 8,481 5,849 162 827 8,425 2,719 5,465: 284 302 Old : 80,187: 50,664 47,550 192 14,681 8,481 5,849 162 827 8,425 2,719 5,465: 284 302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 1,753: 307 2,260 43 -729 244 468 -8 52 324 -421 366: -51 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 59.3 0.2 18.3 10.6 7.3 0.2 1.0 10.5 3.4 6.8: 0.4 0.4 Old : 100.0: 63.2 59.3 0.2 18.3 10.6 7.3 0.2 1.0 10.5 3.4 6.8: 0.4 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 : 56: 27 27 . . . 4 . . 10 4 7: Old : 56: 27 27 . . . 4 . . 10 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 : 33.1 46.3 54.0 66.9 20.8 28.8 27.1 34.2 Old : 33.1 46.3 54.0 66.9 20.8 28.8 27.1 34.2 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, August 06, 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 : 7,975: 7,175 5,375 150 0 100 0 300 0 400 1,800 150: 0 250 Old : 7,975: 7,175 5,375 150 0 100 0 300 0 400 1,800 150: 0 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.0 67.4 1.9 0.0 1.3 0.0 3.8 0.0 5.0 22.6 1.9: 0.0 3.1 Old : 100.0: 90.0 67.4 1.9 0.0 1.3 0.0 3.8 0.0 5.0 22.6 1.9: 0.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 7 15 . 0 . 0 . 0 . 5 .: Old : 27: 7 15 . 0 . 0 . 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.0 48.9 96.9 73.7 58.0 34.5 67.4 51.7 Old : 85.0 48.9 96.9 73.7 58.0 34.5 67.4 51.7 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, August 06, 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 : 29,545: 20,092 19,759 0 5,985 429 3,125 0 475 2,990 430 2,125: 309 342 Old : 29,545: 20,092 19,759 0 5,985 429 3,125 0 475 2,990 430 2,125: 309 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 15: 0 20 0 0 0 0 0 0 15 0 0: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 66.9 0.0 20.3 1.5 10.6 0.0 1.6 10.1 1.5 7.2: 1.0 1.2 Old : 100.0: 68.0 66.9 0.0 20.3 1.5 10.6 0.0 1.6 10.1 1.5 7.2: 1.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 17 0 . . . 0 . . . .: Old : 29: 16 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 : 54.6 45.1 79.0 66.9 44.3 36.3 53.5 49.4 Old : 54.6 45.1 79.0 66.9 44.3 36.3 53.5 49.4 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, August 06, 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 : 57,248: 46,974 55,087 8,064 100 1,415 0 0 0 450 240 180: 165 226 Old : 57,248: 46,974 55,087 8,064 100 1,415 0 0 0 450 240 180: 165 226 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -180: 35 -168 -240 0 25 0 0 0 0 0 0: 0 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 96.2 14.1 0.2 2.5 0.0 0.0 0.0 0.8 0.4 0.3: 0.3 0.4 Old : 100.0: 82.1 96.2 14.1 0.2 2.5 0.0 0.0 0.0 0.8 0.4 0.3: 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 : 33: 19 20 . . . 0 0 0 . . .: Old : 33: 19 20 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 83.1 86.4 92.4 59.7 82.1 78.1 86.4 Old : 62.6 83.1 86.4 92.4 59.7 82.1 78.1 86.4 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, August 06, 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 : 39,825: 32,354 25,466 0 6,394 5,586 900 2,000 0 185 115 200: 600 64 Old : 39,825: 32,354 25,466 0 6,394 5,586 900 2,000 0 185 115 200: 600 64 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 586: -1,812 618 0 -2,505 2,398 0 25 0 -75 -25 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 63.9 0.0 16.1 14.0 2.3 5.0 0.0 0.5 0.3 0.5: 1.5 0.2 Old : 100.0: 81.2 63.9 0.0 16.1 14.0 2.3 5.0 0.0 0.5 0.3 0.5: 1.5 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 : 34: 20 22 0 . . . 4 0 . . .: Old : 34: 20 22 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 : 53.9 46.6 76.8 68.4 35.4 26.8 45.7 40.0 Old : 53.9 46.6 76.8 68.4 35.4 26.8 45.7 40.0 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, August 06, 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 : 62,652: 51,045 58,532 5,142 1,195 2,560 150 0 0 3,337 200 0: 418 165 Old : 62,652: 51,045 58,532 5,142 1,195 2,560 150 0 0 3,337 200 0: 418 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -3,698: -2,574 -3,688 -236 610 -610 -50 0 0 -183 0 0: -45 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 93.4 8.2 1.9 4.1 0.2 0.0 0.0 5.3 0.3 0.0: 0.7 0.3 Old : 100.0: 81.5 93.4 8.2 1.9 4.1 0.2 0.0 0.0 5.3 0.3 0.0: 0.7 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 15 . . . . 0 0 . . 0: Old : 32: 20 15 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 89.4 76.0 96.4 53.8 84.4 72.5 87.5 Old : 56.5 89.4 76.0 96.4 53.8 84.4 72.5 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 68,818: 55,700 59,263 6,867 3,365 1,980 175 0 0 3,844 4,150 60: 192 0 Old : 68,818: 55,700 59,263 6,867 3,365 1,980 175 0 0 3,844 4,150 60: 192 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,825: -3,515 -4,375 -566 390 -390 -50 0 0 -344 -450 0: 40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 86.1 10.0 4.9 2.9 0.3 0.0 0.0 5.6 6.0 0.1: 0.3 0.0 Old : 100.0: 80.9 86.1 10.0 4.9 2.9 0.3 0.0 0.0 5.6 6.0 0.1: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 17 . . . . 0 0 4 . .: Old : 36: 22 17 . . . . 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 79.0 76.7 95.5 50.0 76.5 69.1 84.9 Old : 55.0 79.0 76.7 95.5 50.0 76.5 69.1 84.9 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, August 06, 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 : 86,694: 67,860 79,100 10,731 2,196 3,338 0 290 159 4,210 1,307 304: 92 0 Old : 86,694: 67,860 79,100 10,731 2,196 3,338 0 290 159 4,210 1,307 304: 92 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -5,266: -5,134 -4,685 -253 -273 85 0 278 -66 75 -599 -6: 33 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 91.2 12.4 2.5 3.9 0.0 0.3 0.2 4.9 1.5 0.4: 0.1 0.0 Old : 100.0: 78.3 91.2 12.4 2.5 3.9 0.0 0.3 0.2 4.9 1.5 0.4: 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 : 40: 19 25 . . 4 0 . . . . .: Old : 40: 19 25 . . 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 : 62.1 54.7 77.3 79.6 60.5 51.1 73.3 70.2 Old : 62.1 54.7 77.3 79.6 60.5 51.1 73.3 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 108,345: 84,017 91,013 11,637 4,304 4,551 0 2,575 510 6,009 3,923 1,459: 162 10 Old : 108,345: 84,017 91,013 11,637 4,304 4,551 0 2,575 510 6,009 3,923 1,459: 162 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -6,869: -6,111 -5,407 -766 -622 166 0 3 -232 -140 -937 150: 64 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 84.0 10.7 4.0 4.2 0.0 2.4 0.5 5.5 3.6 1.3: 0.1 0.0 Old : 100.0: 77.5 84.0 10.7 4.0 4.2 0.0 2.4 0.5 5.5 3.6 1.3: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 21 27 . . 4 0 8 . . 6 4: Old : 54: 21 27 . . 4 0 8 . . 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 51.7 75.3 75.0 54.9 46.6 68.2 62.0 Old : 56.3 51.7 75.3 75.0 54.9 46.6 68.2 62.0 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, August 06, 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 : 51,935: 43,757 45,135 5,130 852 2,528 0 1,215 225 150 1,825 125: 20 30 Old : 51,935: 43,757 45,135 5,130 852 2,528 0 1,215 225 150 1,825 125: 20 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,251: -3,564 -4,036 -515 327 -252 0 45 -45 50 -350 75: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 86.9 9.9 1.6 4.9 0.0 2.3 0.4 0.3 3.5 0.2: 0.0 0.1 Old : 100.0: 84.3 86.9 9.9 1.6 4.9 0.0 2.3 0.4 0.3 3.5 0.2: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 12 . . . 0 . . . . .: Old : 28: 14 12 . . . 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 : 78.6 84.9 95.2 93.8 78.0 81.4 91.1 89.1 Old : 78.6 84.9 95.2 93.8 78.0 81.4 91.1 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, August 06, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 47,760: 40,370 45,000 6,285 0 1,080 0 0 0 25 1,680 0: 0 0 Old : 47,760: 40,370 45,000 6,285 0 1,080 0 0 0 25 1,680 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -2,393: -2,050 -1,850 -325 0 -18 0 0 0 0 -525 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 94.2 13.2 0.0 2.3 0.0 0.0 0.0 0.1 3.5 0.0: 0.0 0.0 Old : 100.0: 84.5 94.2 13.2 0.0 2.3 0.0 0.0 0.0 0.1 3.5 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 : 23: 10 8 . 0 . 0 0 0 . 4 0: Old : 23: 10 8 . 0 . 0 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 : 79.3 95.0 97.8 98.0 79.3 92.5 95.3 95.3 Old : 79.3 95.0 97.8 98.0 79.3 92.5 95.3 95.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 60,815: 47,957 56,747 6,395 0 3,244 700 150 250 1,768 0 201: 300 223 Old : 60,815: 47,957 56,747 6,395 0 3,244 700 150 250 1,768 0 201: 300 223 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 193: 226 415 -119 0 -119 0 0 -50 310 0 -25: -30 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 93.3 10.5 0.0 5.3 1.2 0.2 0.4 2.9 0.0 0.3: 0.5 0.4 Old : 100.0: 78.9 93.3 10.5 0.0 5.3 1.2 0.2 0.4 2.9 0.0 0.3: 0.5 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 : 29: 18 18 . 0 . . . . . 0 .: Old : 29: 18 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 : 51.7 84.9 75.2 92.4 46.1 82.2 68.2 83.6 Old : 51.7 84.9 75.2 92.4 46.1 82.2 68.2 83.6 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, August 06, 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 : 59,507: 41,795 52,916 6,823 641 1,853 2,630 75 3,660 2,279 0 122: 345 240 Old : 59,507: 41,795 52,916 6,823 641 1,853 2,630 75 3,660 2,279 0 122: 345 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 525: 655 -909 1,339 0 -574 -3,205 0 2,065 314 0 -61: -8 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 88.9 11.5 1.1 3.1 4.4 0.1 6.2 3.8 0.0 0.2: 0.6 0.4 Old : 100.0: 70.2 88.9 11.5 1.1 3.1 4.4 0.1 6.2 3.8 0.0 0.2: 0.6 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 : 35: 20 21 . . . 4 . . . 0 .: Old : 35: 20 21 . . . 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 : 54.7 73.9 75.8 84.9 49.7 68.8 65.2 74.8 Old : 54.7 73.9 75.8 84.9 49.7 68.8 65.2 74.8 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, August 06, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 30,323: 15,844 29,859 13,978 0 60 0 258 80 205 0 0: 156 66 Old : 30,323: 15,844 29,859 13,978 0 60 0 258 80 205 0 0: 156 66 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,792: -1,499 -1,762 -199 0 0 0 -10 0 -70 0 0: -24 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 98.5 46.1 0.0 0.2 0.0 0.9 0.3 0.7 0.0 0.0: 0.5 0.2 Old : 100.0: 52.3 98.5 46.1 0.0 0.2 0.0 0.9 0.3 0.7 0.0 0.0: 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 : 22: 12 11 4 0 . 0 . . . 0 0: Old : 22: 12 11 4 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 88.5 79.8 98.3 62.8 84.5 78.3 88.9 Old : 62.9 88.5 79.8 98.3 62.8 84.5 78.3 88.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 28,627: 15,653 28,332 12,693 0 50 0 200 0 30 45 0: 201 0 Old : 28,627: 15,653 28,332 12,693 0 50 0 200 0 30 45 0: 201 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,077: -785 -1,017 63 0 0 0 -60 0 -30 0 0: -325 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 99.0 44.3 0.0 0.2 0.0 0.7 0.0 0.1 0.2 0.0: 0.7 0.0 Old : 100.0: 54.7 99.0 44.3 0.0 0.2 0.0 0.7 0.0 0.1 0.2 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 4 0 . 0 . 0 . . 0: Old : 24: 13 11 4 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 88.2 80.9 98.0 61.8 84.0 79.0 88.8 Old : 62.7 88.2 80.9 98.0 61.8 84.0 79.0 88.8 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, August 06, 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 : 32,714: 27,314 24,263 2,475 1,210 982 0 3,665 879 209 911 780: 75 24 Old : 32,714: 27,314 24,263 2,475 1,210 982 0 3,665 879 209 911 780: 75 24 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -2,125: -1,496 -1,788 -197 -230 198 0 -55 0 -6 59 -324: -300 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 74.2 7.6 3.7 3.0 0.0 11.2 2.7 0.6 2.8 2.4: 0.2 0.1 Old : 100.0: 83.5 74.2 7.6 3.7 3.0 0.0 11.2 2.7 0.6 2.8 2.4: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 17 4 . . 0 . . . . .: Old : 37: 19 17 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 : 65.9 54.3 83.4 73.0 58.9 50.6 74.3 65.8 Old : 65.9 54.3 83.4 73.0 58.9 50.6 74.3 65.8 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, August 06, 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 : 21,348: 17,190 18,530 2,359 0 178 0 785 590 213 615 437: 381 213 Old : 21,348: 17,190 18,530 2,359 0 178 0 785 590 213 615 437: 381 213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,425: -1,135 -1,401 -452 0 100 0 -155 130 157 -10 -157: -68 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 86.8 11.1 0.0 0.8 0.0 3.7 2.8 1.0 2.9 2.0: 1.8 1.0 Old : 100.0: 80.5 86.8 11.1 0.0 0.8 0.0 3.7 2.8 1.0 2.9 2.0: 1.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 15 . 0 . 0 . . . . .: Old : 26: 12 15 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 70.4 90.8 83.5 77.0 69.8 85.5 82.1 Old : 77.9 70.4 90.8 83.5 77.0 69.8 85.5 82.1 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, August 06, 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 : 53,501: 40,818 34,631 3,824 11,029 1,564 4,781 3,740 925 755 846 751: 83 15 Old : 53,501: 40,818 34,631 3,824 11,029 1,564 4,781 3,740 925 755 846 751: 83 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,040: -1,187 -327 -769 -600 681 25 -281 -360 227 -487 344: -1 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 64.7 7.1 20.6 2.9 8.9 7.0 1.7 1.4 1.6 1.4: 0.2 0.0 Old : 100.0: 76.3 64.7 7.1 20.6 2.9 8.9 7.0 1.7 1.4 1.6 1.4: 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 : 41: 22 23 . . 4 . . . . . 4: Old : 41: 22 23 . . 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 : 60.4 53.4 74.8 75.1 45.6 49.3 57.0 61.6 Old : 60.4 53.4 74.8 75.1 45.6 49.3 57.0 61.6 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, August 06, 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 : 36,166: 31,845 18,677 1,557 13,209 1,640 0 375 480 45 1,342 313: 286 130 Old : 36,166: 31,845 18,677 1,557 13,209 1,640 0 375 480 45 1,342 313: 286 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -608: -551 -704 -683 -16 250 0 -225 100 0 -305 292: -16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 51.6 4.3 36.5 4.5 0.0 1.0 1.3 0.1 3.7 0.9: 0.8 0.4 Old : 100.0: 88.1 51.6 4.3 36.5 4.5 0.0 1.0 1.3 0.1 3.7 0.9: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 17 . . . 0 . . . . .: Old : 32: 19 17 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 63.1 80.4 80.4 51.7 58.9 62.3 66.9 Old : 63.6 63.1 80.4 80.4 51.7 58.9 62.3 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 19,992: 10,801 17,237 5,556 0 2,415 625 225 0 300 0 100: 195 15 Old : 19,992: 10,801 17,237 5,556 0 2,415 625 225 0 300 0 100: 195 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -498: 10 -454 -858 0 165 334 75 -209 50 -100 25: -15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 86.2 27.8 0.0 12.1 3.1 1.1 0.0 1.5 0.0 0.5: 1.0 0.1 Old : 100.0: 54.0 86.2 27.8 0.0 12.1 3.1 1.1 0.0 1.5 0.0 0.5: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . 0 . . . 0 . 0 .: Old : 25: 13 14 . 0 . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 82.2 87.2 92.1 56.0 74.6 71.8 79.3 Old : 69.3 82.2 87.2 92.1 56.0 74.6 71.8 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 13,212: 10,627 11,660 753 400 577 0 75 25 770 75 400: 60 0 Old : 13,212: 10,627 11,660 753 400 577 0 75 25 770 75 400: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -960: -724 -915 39 5 0 0 -25 25 -300 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 88.3 5.7 3.0 4.4 0.0 0.6 0.2 5.8 0.6 3.0: 0.5 0.0 Old : 100.0: 80.4 88.3 5.7 3.0 4.4 0.0 0.6 0.2 5.8 0.6 3.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 8 . . . 0 . . . . .: Old : 23: 12 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 : 57.2 82.3 82.9 93.4 47.4 79.4 68.7 82.0 Old : 57.2 82.3 82.9 93.4 47.4 79.4 68.7 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 14,437: 12,135 11,880 715 300 507 0 925 25 270 75 725: 60 0 Old : 14,437: 12,135 11,880 715 300 507 0 925 25 270 75 725: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,420: -1,290 -940 105 55 -60 0 -450 25 -200 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 82.3 5.0 2.1 3.5 0.0 6.4 0.2 1.9 0.5 5.0: 0.4 0.0 Old : 100.0: 84.1 82.3 5.0 2.1 3.5 0.0 6.4 0.2 1.9 0.5 5.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 9 . . . 0 . . . . .: Old : 25: 12 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 : 55.2 79.4 80.5 91.3 48.1 76.5 68.6 80.8 Old : 55.2 79.4 80.5 91.3 48.1 76.5 68.6 80.8 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, August 06, 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 : 19,995: 10,030 15,175 7,695 3,255 135 25 0 0 1,780 1,100 305: 25 25 Old : 19,995: 10,030 15,175 7,695 3,255 135 25 0 0 1,780 1,100 305: 25 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,859: -1,455 -925 -309 -779 0 0 0 0 -85 -150 0: -10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 75.9 38.5 16.3 0.7 0.1 0.0 0.0 8.9 5.5 1.5: 0.1 0.1 Old : 100.0: 50.2 75.9 38.5 16.3 0.7 0.1 0.0 0.0 8.9 5.5 1.5: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 12 . . . . 0 0 . . .: Old : 29: 13 12 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 60.6 88.0 83.1 64.6 54.5 80.6 75.9 Old : 67.0 60.6 88.0 83.1 64.6 54.5 80.6 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 19,206: 8,832 14,485 8,135 3,230 146 25 0 0 1,825 1,100 220: 23 25 Old : 19,206: 8,832 14,485 8,135 3,230 146 25 0 0 1,825 1,100 220: 23 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,669: -1,319 -740 -297 -774 0 0 0 0 -45 -150 0: -8 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 75.4 42.4 16.8 0.8 0.1 0.0 0.0 9.5 5.7 1.1: 0.1 0.1 Old : 100.0: 46.0 75.4 42.4 16.8 0.8 0.1 0.0 0.0 9.5 5.7 1.1: 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 : 28: 12 12 . . . . 0 0 . . .: Old : 28: 12 12 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 60.2 88.1 83.1 66.4 53.3 80.8 75.4 Old : 69.2 60.2 88.1 83.1 66.4 53.3 80.8 75.4 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, August 06, 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 : 46,761: 30,481 40,431 9,309 1,700 1,870 850 0 0 1,725 425 2,335: 191 0 Old : 46,761: 30,481 40,431 9,309 1,700 1,870 850 0 0 1,725 425 2,335: 191 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -3,806: -2,461 -2,996 148 0 -735 0 0 0 -840 -75 0: 82 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 86.5 19.9 3.6 4.0 1.8 0.0 0.0 3.7 0.9 5.0: 0.4 0.0 Old : 100.0: 65.2 86.5 19.9 3.6 4.0 1.8 0.0 0.0 3.7 0.9 5.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 12 4 . . . 0 0 . . .: Old : 33: 17 12 4 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 75.5 82.6 92.6 57.7 68.7 70.8 80.0 Old : 62.5 75.5 82.6 92.6 57.7 68.7 70.8 80.0 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, August 06, 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 : 46,479: 30,480 40,422 9,260 1,769 1,663 835 0 15 1,915 500 2,110: 201 0 Old : 46,479: 30,480 40,422 9,260 1,769 1,663 835 0 15 1,915 500 2,110: 201 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -3,541: -2,455 -3,031 -10 6 -441 0 0 0 -650 -10 -65: 80 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 87.0 19.9 3.8 3.6 1.8 0.0 0.0 4.1 1.1 4.5: 0.4 0.0 Old : 100.0: 65.6 87.0 19.9 3.8 3.6 1.8 0.0 0.0 4.1 1.1 4.5: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 12 . . . . 0 . . . .: Old : 34: 17 12 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 76.8 81.9 91.7 58.5 70.0 71.6 80.2 Old : 62.9 76.8 81.9 91.7 58.5 70.0 71.6 80.2 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, August 06, 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 : 125,260: 101,039 86,055 18,000 23,517 2,108 515 1,490 310 2,461 11,075 705: 122 0 Old : 125,260: 101,039 86,055 18,000 23,517 2,108 515 1,490 310 2,461 11,075 705: 122 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -5,743: -3,714 -4,097 -1,156 -456 41 -105 50 -25 -485 -1,169 -65: -234 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 68.7 14.4 18.8 1.7 0.4 1.2 0.2 2.0 8.8 0.6: 0.1 0.0 Old : 100.0: 80.7 68.7 14.4 18.8 1.7 0.4 1.2 0.2 2.0 8.8 0.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 30 25 . . 4 . . . 5 4 5: Old : 51: 30 25 . . 4 . . . 5 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 : 40.1 50.6 65.4 76.8 36.4 46.9 52.5 63.4 Old : 40.1 50.6 65.4 76.8 36.4 46.9 52.5 63.4 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, August 06, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 134,463: 108,932 92,223 19,999 26,372 1,220 1,050 1,320 450 1,525 11,661 1,162: 125 55 Old : 134,463: 108,932 92,223 19,999 26,372 1,220 1,050 1,320 450 1,525 11,661 1,162: 125 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -8,104: -6,682 -6,004 -1,299 -940 400 -225 30 -65 -260 -1,482 -33: 60 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 68.6 14.9 19.6 0.9 0.8 1.0 0.3 1.1 8.7 0.9: 0.1 0.0 Old : 100.0: 81.0 68.6 14.9 19.6 0.9 0.8 1.0 0.3 1.1 8.7 0.9: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 32 26 . . 4 . . . . 7 6: Old : 56: 32 26 . . 4 . . . . 7 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 49.9 63.4 77.4 35.8 47.0 54.6 64.4 Old : 38.3 49.9 63.4 77.4 35.8 47.0 54.6 64.4 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, August 06, 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 : 265,909: 165,816 171,930 20,720 8,445 32,763 12,056 16,666 13,429 8,659 10,731 11,658: 808 287 Old : 265,909: 165,816 171,930 20,720 8,445 32,763 12,056 16,666 13,429 8,659 10,731 11,658: 808 287 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -16,205: -10,491 -11,748 -5,227 -2,117 342 896 413 -1,742 745 -823 -704: -24 174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 64.7 7.8 3.2 12.3 4.5 6.3 5.1 3.3 4.0 4.4: 0.3 0.1 Old : 100.0: 62.4 64.7 7.8 3.2 12.3 4.5 6.3 5.1 3.3 4.0 4.4: 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 : 88: 37 34 . . 6 6 12 4 13 10 13: Old : 88: 37 34 . . 6 6 12 4 13 10 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 35.4 59.4 58.5 25.1 24.2 34.2 34.3 Old : 40.2 35.4 59.4 58.5 25.1 24.2 34.2 34.3 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, August 06, 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 : 18,181: 11,191 17,141 2,650 495 435 635 0 0 3,095 25 75: 100 10 Old : 18,181: 11,191 17,141 2,650 495 435 635 0 0 3,095 25 75: 100 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -760: -583 -755 -60 30 -10 -65 0 0 -30 -25 0: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 94.3 14.6 2.7 2.4 3.5 0.0 0.0 17.0 0.1 0.4: 0.6 0.1 Old : 100.0: 61.6 94.3 14.6 2.7 2.4 3.5 0.0 0.0 17.0 0.1 0.4: 0.6 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 : 26: 17 7 . . . . 0 0 . . .: Old : 26: 17 7 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 92.8 76.6 99.5 53.7 88.8 76.3 93.1 Old : 54.0 92.8 76.6 99.5 53.7 88.8 76.3 93.1 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, August 06, 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 : 17,144: 10,246 16,027 2,766 0 557 0 490 10 3,390 25 35: 140 0 Old : 17,144: 10,246 16,027 2,766 0 557 0 490 10 3,390 25 35: 140 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -503: -445 -403 -95 0 35 0 -100 0 35 -25 -10: -23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 93.5 16.1 0.0 3.2 0.0 2.9 0.1 19.8 0.1 0.2: 0.8 0.0 Old : 100.0: 59.8 93.5 16.1 0.0 3.2 0.0 2.9 0.1 19.8 0.1 0.2: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 6 . 0 . 0 . . . . .: Old : 24: 15 6 . 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 : 56.3 93.2 79.8 99.7 56.2 89.7 77.6 92.0 Old : 56.3 93.2 79.8 99.7 56.2 89.7 77.6 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Futures Only, August 06, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 7,035: 5,475 4,970 110 70 155 0 60 65 285 1,100 105: 840 510 Old : 7,035: 5,475 4,970 110 70 155 0 60 65 285 1,100 105: 840 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 70.6 1.6 1.0 2.2 0.0 0.9 0.9 4.1 15.6 1.5: 11.9 7.2 Old : 100.0: 77.8 70.6 1.6 1.0 2.2 0.0 0.9 0.9 4.1 15.6 1.5: 11.9 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 22 19 . . . 0 . . . 5 .: Old : 34: 22 19 . . . 0 . . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 34.0 57.6 53.4 30.5 30.4 46.4 46.9 Old : 36.2 34.0 57.6 53.4 30.5 30.4 46.4 46.9 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, August 06, 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 : 46,706: 33,311 31,033 3,960 5,400 600 0 888 1,475 0 0 0: 7,360 7,310 Old : 46,706: 33,311 31,033 3,960 5,400 600 0 888 1,475 0 0 0: 7,360 7,310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -653: -1,943 -1,381 960 -320 -20 0 708 0 0 0 0: 350 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 66.4 8.5 11.6 1.3 0.0 1.9 3.2 0.0 0.0 0.0: 15.8 15.7 Old : 100.0: 71.3 66.4 8.5 11.6 1.3 0.0 1.9 3.2 0.0 0.0 0.0: 15.8 15.7 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 : 24: 16 17 . . . 0 . . 0 0 0: Old : 24: 16 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 : 69.6 45.7 79.3 66.4 61.3 44.7 66.8 61.3 Old : 69.6 45.7 79.3 66.4 61.3 44.7 66.8 61.3 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, August 06, 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 : 41,462: 30,481 28,665 4,330 3,960 255 0 2,255 370 0 0 0: 6,026 5,957 Old : 41,462: 30,481 28,665 4,330 3,960 255 0 2,255 370 0 0 0: 6,026 5,957 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,365: -2,667 -1,655 1,615 -440 15 0 1,015 -290 0 0 0: -38 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 69.1 10.4 9.6 0.6 0.0 5.4 0.9 0.0 0.0 0.0: 14.5 14.4 Old : 100.0: 73.5 69.1 10.4 9.6 0.6 0.0 5.4 0.9 0.0 0.0 0.0: 14.5 14.4 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: 13 17 . . . 0 . . 0 0 0: Old : 23: 13 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 : 73.4 44.3 82.4 67.2 66.3 43.7 71.7 64.2 Old : 73.4 44.3 82.4 67.2 66.3 43.7 71.7 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 25,545: 6,205 18,650 13,410 460 2,050 750 1,350 265 325 0 175: 2,365 2,595 Old : 25,545: 6,205 18,650 13,410 460 2,050 750 1,350 265 325 0 175: 2,365 2,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -271: -584 60 594 -245 120 -50 230 -265 75 0 -75: -86 -96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 73.0 52.5 1.8 8.0 2.9 5.3 1.0 1.3 0.0 0.7: 9.3 10.2 Old : 100.0: 24.3 73.0 52.5 1.8 8.0 2.9 5.3 1.0 1.3 0.0 0.7: 9.3 10.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 12 . . . . . . . 0 .: Old : 22: 11 12 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.4 59.8 85.8 80.0 66.6 56.0 68.8 67.3 Old : 75.4 59.8 85.8 80.0 66.6 56.0 68.8 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, August 06, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,090: 3,880 16,175 12,300 0 1,935 825 950 250 300 0 0: 1,600 1,780 Old : 21,090: 3,880 16,175 12,300 0 1,935 825 950 250 300 0 0: 1,600 1,780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 375: -160 605 995 0 -180 -100 130 -130 0 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 76.7 58.3 0.0 9.2 3.9 4.5 1.2 1.4 0.0 0.0: 7.6 8.4 Old : 100.0: 18.4 76.7 58.3 0.0 9.2 3.9 4.5 1.2 1.4 0.0 0.0: 7.6 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 7 12 . 0 . . . . . 0 0: Old : 20: 7 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 : 83.7 60.9 90.4 79.4 67.0 57.3 70.0 67.7 Old : 83.7 60.9 90.4 79.4 67.0 57.3 70.0 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 32,566: 14,296 14,123 1,988 11,231 900 10,160 155 2,895 0 1,150 0: 2,327 2,112 Old : 32,566: 14,296 14,123 1,988 11,231 900 10,160 155 2,895 0 1,150 0: 2,327 2,112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -141: 480 -477 -287 1,410 -80 500 -240 -500 0 0 0: -254 -254 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.9 43.4 6.1 34.5 2.8 31.2 0.5 8.9 0.0 3.5 0.0: 7.1 6.5 Old : 100.0: 43.9 43.4 6.1 34.5 2.8 31.2 0.5 8.9 0.0 3.5 0.0: 7.1 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 14 . . . . . . 0 . 0: Old : 21: 12 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 : 60.4 69.5 79.2 81.4 46.8 58.2 58.2 62.1 Old : 60.4 69.5 79.2 81.4 46.8 58.2 58.2 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 22,109: 7,860 11,028 2,518 5,420 570 6,580 195 3,420 0 425 0: 1,161 1,051 Old : 22,109: 7,860 11,028 2,518 5,420 570 6,580 195 3,420 0 425 0: 1,161 1,051 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -966: 966 -91 -217 1,470 -1,500 390 -250 -390 0 0 0: -215 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 49.9 11.4 24.5 2.6 29.8 0.9 15.5 0.0 1.9 0.0: 5.3 4.8 Old : 100.0: 35.6 49.9 11.4 24.5 2.6 29.8 0.9 15.5 0.0 1.9 0.0: 5.3 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 : 20: 11 13 . . . . . . 0 . 0: Old : 20: 11 13 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 72.0 86.2 86.1 52.6 49.5 55.7 55.2 Old : 70.0 72.0 86.2 86.1 52.6 49.5 55.7 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 77,797: 28,730 29,587 17,943 25,505 1,260 7,085 3,475 2,600 5,180 0 1,690: 13,309 13,680 Old : 77,797: 28,730 29,587 17,943 25,505 1,260 7,085 3,475 2,600 5,180 0 1,690: 13,309 13,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,855: 638 -2,595 -70 1,220 0 -1,355 -15 -60 -620 0 600: -988 -1,005 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 38.0 23.1 32.8 1.6 9.1 4.5 3.3 6.7 0.0 2.2: 17.1 17.6 Old : 100.0: 36.9 38.0 23.1 32.8 1.6 9.1 4.5 3.3 6.7 0.0 2.2: 17.1 17.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 17 . . . . . . . 0 .: Old : 28: 13 17 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 43.1 77.4 59.8 60.4 42.4 65.6 56.0 Old : 67.5 43.1 77.4 59.8 60.4 42.4 65.6 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 73,043: 27,652 26,491 18,965 25,200 1,260 7,460 3,235 1,885 1,265 0 2,060: 12,496 12,912 Old : 73,043: 27,652 26,491 18,965 25,200 1,260 7,460 3,235 1,885 1,265 0 2,060: 12,496 12,912 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -2,346: -106 -2,101 -355 885 0 -1,040 -90 -75 175 0 -175: -770 -790 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 36.3 26.0 34.5 1.7 10.2 4.4 2.6 1.7 0.0 2.8: 17.1 17.7 Old : 100.0: 37.9 36.3 26.0 34.5 1.7 10.2 4.4 2.6 1.7 0.0 2.8: 17.1 17.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 18 . . . . . . . 0 .: Old : 28: 14 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 : 65.6 45.5 75.2 60.9 59.0 43.0 64.2 54.8 Old : 65.6 45.5 75.2 60.9 59.0 43.0 64.2 54.8 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, August 06, 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 : 23,940: 11,112 8,153 2,800 1,554 1,506 1,415 6,450 335 1,000 725 2,065: 3,707 3,152 Old : 23,940: 11,112 8,153 2,800 1,554 1,506 1,415 6,450 335 1,000 725 2,065: 3,707 3,152 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,971: -1,315 -529 -320 -281 0 -120 -650 70 -25 -340 0: -261 -241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 34.1 11.7 6.5 6.3 5.9 26.9 1.4 4.2 3.0 8.6: 15.5 13.2 Old : 100.0: 46.4 34.1 11.7 6.5 6.3 5.9 26.9 1.4 4.2 3.0 8.6: 15.5 13.2 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: 15 8 . . . . . . . . .: Old : 28: 15 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 : 39.3 59.1 62.8 80.7 34.9 49.4 53.9 62.2 Old : 39.3 59.1 62.8 80.7 34.9 49.4 53.9 62.2 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, August 06, 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 : 23,085: 10,152 8,128 2,500 1,349 1,048 1,375 7,650 325 2,400 25 1,515: 3,770 3,045 Old : 23,085: 10,152 8,128 2,500 1,349 1,048 1,375 7,650 325 2,400 25 1,515: 3,770 3,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,606: -1,130 -404 -250 -231 0 -75 -650 75 190 0 -240: -176 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 35.2 10.8 5.8 4.5 6.0 33.1 1.4 10.4 0.1 6.6: 16.3 13.2 Old : 100.0: 44.0 35.2 10.8 5.8 4.5 6.0 33.1 1.4 10.4 0.1 6.6: 16.3 13.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 7 . . . . . . . . .: Old : 25: 14 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 : 41.2 59.7 66.1 81.2 34.0 56.3 56.3 67.1 Old : 41.2 59.7 66.1 81.2 34.0 56.3 56.3 67.1 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, August 06, 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 : 43,542: 13,379 30,327 2,147 8,055 465 15,475 0 0 7,505 0 0: 4,571 4,695 Old : 43,542: 13,379 30,327 2,147 8,055 465 15,475 0 0 7,505 0 0: 4,571 4,695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -3,310: -475 -2,462 -275 -495 0 -1,615 0 0 -590 0 0: -355 -353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 69.6 4.9 18.5 1.1 35.5 0.0 0.0 17.2 0.0 0.0: 10.5 10.8 Old : 100.0: 30.7 69.6 4.9 18.5 1.1 35.5 0.0 0.0 17.2 0.0 0.0: 10.5 10.8 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 : 23: 12 12 . . . . 0 0 . 0 0: Old : 23: 12 12 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 75.4 83.1 85.6 63.0 75.4 78.2 82.0 Old : 63.7 75.4 83.1 85.6 63.0 75.4 78.2 82.0 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, August 06, 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 : 44,010: 14,371 28,827 1,370 9,840 485 15,275 0 0 7,355 0 0: 5,154 4,858 Old : 44,010: 14,371 28,827 1,370 9,840 485 15,275 0 0 7,355 0 0: 5,154 4,858 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -2,691: -265 -1,895 -240 -395 0 -1,190 0 0 -590 0 0: -406 -401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 65.5 3.1 22.4 1.1 34.7 0.0 0.0 16.7 0.0 0.0: 11.7 11.0 Old : 100.0: 32.7 65.5 3.1 22.4 1.1 34.7 0.0 0.0 16.7 0.0 0.0: 11.7 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 12 . . . . 0 0 . 0 0: Old : 22: 10 12 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 77.6 83.5 85.6 61.6 77.6 81.2 84.3 Old : 62.3 77.6 83.5 85.6 61.6 77.6 81.2 84.3 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, August 06, 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 : 55,500: 20,285 47,455 2,275 500 1,620 5,180 0 1,765 20,515 400 0: 3,860 3,760 Old : 55,500: 20,285 47,455 2,275 500 1,620 5,180 0 1,765 20,515 400 0: 3,860 3,760 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -2,170: -500 -1,645 -560 -50 150 -95 0 -260 -530 0 -25: -350 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 85.5 4.1 0.9 2.9 9.3 0.0 3.2 37.0 0.7 0.0: 7.0 6.8 Old : 100.0: 36.5 85.5 4.1 0.9 2.9 9.3 0.0 3.2 37.0 0.7 0.0: 7.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 11 . . . 4 0 . . . 0: Old : 30: 14 11 . . . 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 : 54.9 79.0 77.3 89.6 52.1 78.6 72.1 82.4 Old : 54.9 79.0 77.3 89.6 52.1 78.6 72.1 82.4 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, August 06, 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 : 54,860: 20,240 46,435 1,720 500 1,815 4,540 0 2,165 20,485 150 50: 3,845 3,745 Old : 54,860: 20,240 46,435 1,720 500 1,815 4,540 0 2,165 20,485 150 50: 3,845 3,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,760: -305 -1,220 -485 -50 150 -5 0 -310 -415 50 -50: -340 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 84.6 3.1 0.9 3.3 8.3 0.0 3.9 37.3 0.3 0.1: 7.0 6.8 Old : 100.0: 36.9 84.6 3.1 0.9 3.3 8.3 0.0 3.9 37.3 0.3 0.1: 7.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 10 . . . . 0 . . . .: Old : 28: 14 10 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 78.0 76.9 90.0 52.7 77.7 72.3 81.7 Old : 55.3 78.0 76.9 90.0 52.7 77.7 72.3 81.7 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, August 06, 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 : 15,880: 9,665 6,305 1,385 0 1,400 0 5,795 0 1,095 485 645: 1,690 1,250 Old : 15,880: 9,665 6,305 1,385 0 1,400 0 5,795 0 1,095 485 645: 1,690 1,250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -170: 35 310 185 -35 -15 0 -305 0 -290 -60 0: -85 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 39.7 8.7 0.0 8.8 0.0 36.5 0.0 6.9 3.1 4.1: 10.6 7.9 Old : 100.0: 60.9 39.7 8.7 0.0 8.8 0.0 36.5 0.0 6.9 3.1 4.1: 10.6 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 7 . 0 . 0 4 0 . . .: Old : 23: 13 7 . 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 : 53.2 55.3 78.6 84.1 45.8 55.3 66.3 75.4 Old : 53.2 55.3 78.6 84.1 45.8 55.3 66.3 75.4 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, August 06, 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 : 15,380: 9,210 6,020 1,745 0 1,085 0 6,095 0 1,495 485 490: 1,355 1,205 Old : 15,380: 9,210 6,020 1,745 0 1,085 0 6,095 0 1,495 485 490: 1,355 1,205 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -250: 25 435 250 0 -75 0 -480 0 -365 -60 0: -85 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 39.1 11.3 0.0 7.1 0.0 39.6 0.0 9.7 3.2 3.2: 8.8 7.8 Old : 100.0: 59.9 39.1 11.3 0.0 7.1 0.0 39.6 0.0 9.7 3.2 3.2: 8.8 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 7 . 0 . 0 4 0 . . .: Old : 23: 12 7 . 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 : 54.8 59.0 80.3 84.1 47.7 59.0 68.5 78.4 Old : 54.8 59.0 80.3 84.1 47.7 59.0 68.5 78.4 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, August 06, 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 : 64,155: 31,530 30,310 1,700 2,625 2,465 3,130 20,905 1,475 18,595 1,275 745: 4,515 4,355 Old : 64,155: 31,530 30,310 1,700 2,625 2,465 3,130 20,905 1,475 18,595 1,275 745: 4,515 4,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,195: -1,120 -590 0 -165 -110 110 460 -660 540 -25 0: 45 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 47.2 2.6 4.1 3.8 4.9 32.6 2.3 29.0 2.0 1.2: 7.0 6.8 Old : 100.0: 49.1 47.2 2.6 4.1 3.8 4.9 32.6 2.3 29.0 2.0 1.2: 7.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 14 13 . . . . . . . . .: Old : 31: 14 13 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 69.3 73.7 86.4 59.5 67.3 72.9 80.6 Old : 60.2 69.3 73.7 86.4 59.5 67.3 72.9 80.6 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, August 06, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,080: 31,295 29,370 2,175 1,485 2,850 2,830 20,780 1,625 15,940 1,275 1,150: 5,215 4,545 Old : 63,080: 31,295 29,370 2,175 1,485 2,850 2,830 20,780 1,625 15,940 1,275 1,150: 5,215 4,545 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,640: -1,180 -815 -500 -425 200 145 585 -760 725 -25 -180: -90 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 46.6 3.4 2.4 4.5 4.5 32.9 2.6 25.3 2.0 1.8: 8.3 7.2 Old : 100.0: 49.6 46.6 3.4 2.4 4.5 4.5 32.9 2.6 25.3 2.0 1.8: 8.3 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 14 . . . . . . . . .: Old : 30: 13 14 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 70.1 71.9 85.3 56.9 67.6 69.7 80.2 Old : 58.3 70.1 71.9 85.3 56.9 67.6 69.7 80.2 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, August 06, 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 : 55,781: 33,592 18,275 0 11,742 2,430 15,525 50 1,755 125 19,345 65: 2,289 2,119 Old : 55,781: 33,592 18,275 0 11,742 2,430 15,525 50 1,755 125 19,345 65: 2,289 2,119 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,875: -1,011 165 0 -736 0 -505 0 -100 -25 -980 0: -234 -224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 32.8 0.0 21.1 4.4 27.8 0.1 3.1 0.2 34.7 0.1: 4.1 3.8 Old : 100.0: 60.2 32.8 0.0 21.1 4.4 27.8 0.1 3.1 0.2 34.7 0.1: 4.1 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 10 0 . . . . . . . .: Old : 30: 19 10 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 74.3 77.4 92.2 52.8 69.2 73.0 81.2 Old : 55.8 74.3 77.4 92.2 52.8 69.2 73.0 81.2 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, August 06, 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 : 45,807: 28,811 18,460 0 11,931 1,758 11,800 0 1,655 125 10,650 300: 1,358 1,053 Old : 45,807: 28,811 18,460 0 11,931 1,758 11,800 0 1,655 125 10,650 300: 1,358 1,053 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,170: -498 85 0 -643 0 -480 0 -100 -25 -465 0: -67 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 40.3 0.0 26.0 3.8 25.8 0.0 3.6 0.3 23.2 0.7: 3.0 2.3 Old : 100.0: 62.9 40.3 0.0 26.0 3.8 25.8 0.0 3.6 0.3 23.2 0.7: 3.0 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 : 28: 18 9 0 . . . 0 . . . .: Old : 28: 18 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 : 59.4 69.5 79.4 92.8 55.8 65.4 74.1 83.3 Old : 59.4 69.5 79.4 92.8 55.8 65.4 74.1 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 145,464: 90,832 84,523 15,917 270 7,696 449 12,835 6,960 1,675 11,235 2,190: 19,745 19,755 Old : 145,464: 90,832 84,523 15,917 270 7,696 449 12,835 6,960 1,675 11,235 2,190: 19,745 19,755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -5,790: -2,694 -3,777 -1,393 -75 95 449 -1,171 -514 0 1,385 -410: -1,323 -1,323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 58.1 10.9 0.2 5.3 0.3 8.8 4.8 1.2 7.7 1.5: 13.6 13.6 Old : 100.0: 62.4 58.1 10.9 0.2 5.3 0.3 8.8 4.8 1.2 7.7 1.5: 13.6 13.6 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 : 43: 25 28 . . . . . . . 4 .: Old : 43: 25 28 . . . . . . . 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 : 62.7 38.6 74.1 56.9 59.3 36.9 65.6 51.8 Old : 62.7 38.6 74.1 56.9 59.3 36.9 65.6 51.8 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, August 06, 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 : 135,374: 82,936 79,047 20,812 0 5,664 2,274 8,345 5,840 1,425 20,055 1,115: 15,308 15,308 Old : 135,374: 82,936 79,047 20,812 0 5,664 2,274 8,345 5,840 1,425 20,055 1,115: 15,308 15,308 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,535: -2,328 -3,477 -1,344 0 125 615 -435 -615 50 925 -100: -938 -958 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 58.4 15.4 0.0 4.2 1.7 6.2 4.3 1.1 14.8 0.8: 11.3 11.3 Old : 100.0: 61.3 58.4 15.4 0.0 4.2 1.7 6.2 4.3 1.1 14.8 0.8: 11.3 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 21 27 . 0 . . . . . 4 .: Old : 42: 21 27 . 0 . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 42.2 77.8 59.8 58.3 40.4 68.4 55.9 Old : 63.1 42.2 77.8 59.8 58.3 40.4 68.4 55.9 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, August 06, 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 : 40,495: 18,380 19,290 14,770 9,640 450 1,270 625 2,280 0 4,870 0: 3,345 3,340 Old : 40,495: 18,380 19,290 14,770 9,640 450 1,270 625 2,280 0 4,870 0: 3,345 3,340 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,645: -865 -1,275 135 160 -800 -310 -125 145 0 200 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 47.6 36.5 23.8 1.1 3.1 1.5 5.6 0.0 12.0 0.0: 8.3 8.2 Old : 100.0: 45.4 47.6 36.5 23.8 1.1 3.1 1.5 5.6 0.0 12.0 0.0: 8.3 8.2 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: 13 15 . . . . . . 0 . 0: Old : 26: 13 15 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 46.5 81.8 70.4 63.9 44.9 73.4 65.4 Old : 65.5 46.5 81.8 70.4 63.9 44.9 73.4 65.4 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, August 06, 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 : 36,710: 15,550 16,585 12,850 7,615 1,010 670 0 3,700 0 4,920 0: 2,930 2,880 Old : 36,710: 15,550 16,585 12,850 7,615 1,010 670 0 3,700 0 4,920 0: 2,930 2,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -1,140: 285 -1,165 -830 110 -245 -300 0 260 0 200 0: -310 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 45.2 35.0 20.7 2.8 1.8 0.0 10.1 0.0 13.4 0.0: 8.0 7.8 Old : 100.0: 42.4 45.2 35.0 20.7 2.8 1.8 0.0 10.1 0.0 13.4 0.0: 8.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 17 . . . . 0 . 0 . 0: Old : 25: 13 17 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 45.8 78.1 68.6 55.2 42.1 60.6 57.0 Old : 62.3 45.8 78.1 68.6 55.2 42.1 60.6 57.0 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, August 06, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,460: 14,595 18,225 0 11,130 1,960 11,755 0 795 2,700 0 300: 1,355 1,050 Old : 33,460: 14,595 18,225 0 11,130 1,960 11,755 0 795 2,700 0 300: 1,355 1,050 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : 1,865: 2,540 -415 0 2,425 30 -535 0 -100 0 0 0: -70 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 54.5 0.0 33.3 5.9 35.1 0.0 2.4 8.1 0.0 0.9: 4.0 3.1 Old : 100.0: 43.6 54.5 0.0 33.3 5.9 35.1 0.0 2.4 8.1 0.0 0.9: 4.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 11 0 . . . 0 . . 0 .: Old : 22: 12 11 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.1 74.1 87.7 87.2 64.3 68.1 78.2 80.1 Old : 68.1 74.1 87.7 87.2 64.3 68.1 78.2 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, August 06, 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 : 102,227: 62,753 50,388 1,555 8,395 9,470 1,075 11,290 4,730 4,630 0 0: 18,014 17,954 Old : 102,227: 62,753 50,388 1,555 8,395 9,470 1,075 11,290 4,730 4,630 0 0: 18,014 17,954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,765: -2,752 -2,367 -315 -580 -1,090 450 305 -605 -25 0 0: -428 -428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 49.3 1.5 8.2 9.3 1.1 11.0 4.6 4.5 0.0 0.0: 17.6 17.6 Old : 100.0: 61.4 49.3 1.5 8.2 9.3 1.1 11.0 4.6 4.5 0.0 0.0: 17.6 17.6 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 : 38: 27 23 . . . . . . . 0 0: Old : 38: 27 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 : 36.2 43.9 52.2 60.9 30.2 31.9 41.2 41.4 Old : 36.2 43.9 52.2 60.9 30.2 31.9 41.2 41.4 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, August 06, 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 : 85,128: 50,405 35,745 0 18,175 4,973 350 1,880 9,250 4,660 0 0: 15,490 15,105 Old : 85,128: 50,405 35,745 0 18,175 4,973 350 1,880 9,250 4,660 0 0: 15,490 15,105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2019 : : -4,250: -3,670 -1,625 0 -2,250 75 -25 55 -415 -125 0 0: -90 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 42.0 0.0 21.4 5.8 0.4 2.2 10.9 5.5 0.0 0.0: 18.2 17.7 Old : 100.0: 59.2 42.0 0.0 21.4 5.8 0.4 2.2 10.9 5.5 0.0 0.0: 18.2 17.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 20 0 . . . . . . 0 0: Old : 31: 17 20 0 . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 46.0 64.9 64.8 31.1 34.5 42.4 42.1 Old : 46.3 46.0 64.9 64.8 31.1 34.5 42.4 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2019