Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 21,456 : : Positions : : 8,198 14,117 1,921 0 542 354 2,349 498 7,508 1,236 1,614 : : : : Changes from: March 5, 2019 : : 406 619 -46 0 57 0 127 -12 227 -80 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 65.8 9.0 0.0 2.5 1.6 10.9 2.3 35.0 5.8 7.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 11 5 0 4 . . . 9 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 19,627 : : Positions : : 11,132 12,740 0 3,366 2,350 5,376 0 0 126 231 0 : : : : Changes from: March 5, 2019 : : -21 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 64.9 0.0 17.1 12.0 27.4 0.0 0.0 0.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,740 : : Positions : : 25,943 40,077 9,276 0 2,130 570 1,274 44 5,600 25 175 : : : : Changes from: March 5, 2019 : : 448 264 -237 0 -29 295 -97 0 -75 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 91.6 21.2 0.0 4.9 1.3 2.9 0.1 12.8 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . 0 . 4 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 23,254 : : Positions : : 17,508 18,679 0 2,548 921 100 606 0 4,250 25 475 : : : : Changes from: March 5, 2019 : : 715 702 0 220 0 50 28 0 325 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 80.3 0.0 11.0 4.0 0.4 2.6 0.0 18.3 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 0 . . . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 145,103 : : Positions : : 121,658 103,843 621 29,853 3,562 9,710 809 3,700 2,725 375 2,900 : : : : Changes from: March 5, 2019 : : -2,652 155 -25 -1,288 422 1,555 -43 -45 -55 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 71.6 0.4 20.6 2.5 6.7 0.6 2.5 1.9 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 33 . . 4 5 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 52,276 : : Positions : : 44,262 36,132 5,097 9,211 1,870 375 3,661 167 0 950 250 : : : : Changes from: March 5, 2019 : : -2,893 -3,042 217 305 -632 125 166 -155 0 275 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 69.1 9.8 17.6 3.6 0.7 7.0 0.3 0.0 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . . 4 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 27,147 : : Positions : : 24,208 18,770 2,939 8,302 0 0 0 0 0 75 0 : : : : Changes from: March 5, 2019 : : -1,005 -625 -170 -220 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 69.1 10.8 30.6 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 65,847 : : Positions : : 38,632 46,486 3,446 7,501 5,015 17,740 500 0 0 5,373 857 : : : : Changes from: March 5, 2019 : : 205 0 -2,375 50 2,400 2,400 0 0 0 175 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 70.6 5.2 11.4 7.6 26.9 0.8 0.0 0.0 8.2 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 85,811 : : Positions : : 47,687 49,408 1,568 23,233 6,332 26,912 750 860 175 3,219 1,936 : : : : Changes from: March 5, 2019 : : 893 873 -160 2,335 100 2,446 0 0 175 140 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 57.6 1.8 27.1 7.4 31.4 0.9 1.0 0.2 3.8 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . . . 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 78,084 : : Positions : : 57,742 54,519 13,903 21,565 273 1,915 200 0 2,362 0 1,345 : : : : Changes from: March 5, 2019 : : 310 160 -100 194 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 69.8 17.8 27.6 0.3 2.5 0.3 0.0 3.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 112,397 : : Positions : : 79,741 71,088 23,984 38,607 623 2,315 175 75 3,466 0 1,620 : : : : Changes from: March 5, 2019 : : 398 -80 -100 593 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 63.2 21.3 34.3 0.6 2.1 0.2 0.1 3.1 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 45,660 : : Positions : : 33,609 43,845 10,405 0 1,350 0 0 0 75 0 0 : : : : Changes from: March 5, 2019 : : -1,119 -463 490 0 -215 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 96.0 22.8 0.0 3.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 21,751 : : Positions : : 18,565 18,138 909 1,842 1,721 0 0 0 316 0 45 : : : : Changes from: March 5, 2019 : : -467 -267 -15 -215 -130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 83.4 4.2 8.5 7.9 0.0 0.0 0.0 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 12,260 : : Positions : : 7,405 11,860 3,680 0 350 250 0 50 525 0 0 : : : : Changes from: March 5, 2019 : : -495 -695 0 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 96.7 30.0 0.0 2.9 2.0 0.0 0.4 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 66,925 : : Positions : : 47,954 39,148 3,093 11,062 7,577 239 536 896 4,526 5,282 2,340 : : : : Changes from: March 5, 2019 : : -1,027 -1,849 -888 -362 137 -246 222 -139 150 -9 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 58.5 4.6 16.5 11.3 0.4 0.8 1.3 6.8 7.9 3.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . . . . . 5 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 4,350 : : Positions : : 3,150 2,000 750 1,400 50 0 0 0 100 100 300 : : : : Changes from: March 5, 2019 : : -1,000 -300 0 -700 50 -600 0 0 0 -1,100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 46.0 17.2 32.2 1.1 0.0 0.0 0.0 2.3 2.3 6.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,836 : : Positions : : 12,216 8,020 0 3,896 994 0 575 0 1,000 775 300 : : : : Changes from: March 5, 2019 : : -185 -1,971 -1 1,500 -1,500 0 85 -10 -300 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 54.1 0.0 26.3 6.7 0.0 3.9 0.0 6.7 5.2 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 56,086 : : Positions : : 44,341 53,325 8,870 0 2,400 0 0 0 205 0 120 : : : : Changes from: March 5, 2019 : : -2,565 -1,684 924 0 -660 -50 0 0 -160 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 95.1 15.8 0.0 4.3 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 35,303 : : Positions : : 30,803 24,261 400 9,872 865 2,430 0 65 50 75 75 : : : : Changes from: March 5, 2019 : : 196 -573 -100 352 -474 -307 -45 -5 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 68.7 1.1 28.0 2.5 6.9 0.0 0.2 0.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 66,870 : : Positions : : 55,281 60,680 5,723 3,855 1,790 225 0 0 3,376 200 7 : : : : Changes from: March 5, 2019 : : 1,435 855 -600 0 480 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 90.7 8.6 5.8 2.7 0.3 0.0 0.0 5.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 72,128 : : Positions : : 58,790 62,490 6,146 5,638 2,290 225 0 0 3,839 1,700 10 : : : : Changes from: March 5, 2019 : : 1,810 1,210 -600 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 86.6 8.5 7.8 3.2 0.3 0.0 0.0 5.3 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 88,865 : : Positions : : 72,241 80,788 12,672 4,098 2,777 0 250 645 313 185 121 : : : : Changes from: March 5, 2019 : : -1,307 -2,283 -1,446 205 250 -58 250 8 313 -82 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 90.9 14.3 4.6 3.1 0.0 0.3 0.7 0.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 109,638 : : Positions : : 89,511 98,043 13,660 4,158 3,571 260 2,881 150 1,610 137 687 : : : : Changes from: March 5, 2019 : : -3,176 -3,909 -1,216 414 201 -10 -229 70 990 -330 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 89.4 12.5 3.8 3.3 0.2 2.6 0.1 1.5 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 27 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 47,030 : : Positions : : 38,920 42,350 4,325 270 3,770 0 25 0 0 525 0 : : : : Changes from: March 5, 2019 : : -1,860 -1,075 -380 205 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 90.0 9.2 0.6 8.0 0.0 0.1 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 55,387 : : Positions : : 43,235 52,335 7,413 0 2,082 1,000 0 350 300 512 32 : : : : Changes from: March 5, 2019 : : -212 453 510 0 -121 0 0 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 94.5 13.4 0.0 3.8 1.8 0.0 0.6 0.5 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 58,463 : : Positions : : 30,574 54,757 4,882 0 2,797 19,237 0 10 0 622 50 : : : : Changes from: March 5, 2019 : : -468 382 800 0 -50 0 0 0 0 -50 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 93.7 8.4 0.0 4.8 32.9 0.0 0.0 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . 0 . 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 32,615 : : Positions : : 18,927 31,775 12,763 0 433 145 50 280 0 0 0 : : : : Changes from: March 5, 2019 : : 135 80 -55 0 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 97.4 39.1 0.0 1.3 0.4 0.2 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 30,425 : : Positions : : 19,325 30,225 10,955 0 80 0 0 0 0 0 0 : : : : Changes from: March 5, 2019 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 99.3 36.0 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,747 : : Positions : : 25,516 26,599 1,823 280 912 260 330 25 0 500 75 : : : : Changes from: March 5, 2019 : : 100 -35 -95 0 -5 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 92.5 6.3 1.0 3.2 0.9 1.1 0.1 0.0 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,478 : : Positions : : 18,482 21,640 3,188 0 60 50 275 0 0 325 25 : : : : Changes from: March 5, 2019 : : 110 103 75 0 0 0 0 0 -25 325 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 96.3 14.2 0.0 0.3 0.2 1.2 0.0 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 45,266 : : Positions : : 38,265 33,539 4,909 9,976 93 1,101 1,344 305 495 0 0 : : : : Changes from: March 5, 2019 : : 307 1,454 23 -645 -68 180 -220 -35 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 74.1 10.8 22.0 0.2 2.4 3.0 0.7 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,068 : : Positions : : 33,451 24,298 2,082 12,720 670 1,335 0 260 250 120 0 : : : : Changes from: March 5, 2019 : : 977 627 -300 50 196 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 63.8 5.5 33.4 1.8 3.5 0.0 0.7 0.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,479 : : Positions : : 11,005 12,429 689 0 4,050 286 0 0 300 0 0 : : : : Changes from: March 5, 2019 : : 175 -325 -500 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 75.4 4.2 0.0 24.6 1.7 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 16,976 : : Positions : : 9,616 15,161 2,624 0 1,410 0 50 50 3,021 50 255 : : : : Changes from: March 5, 2019 : : 0 0 -510 0 170 0 0 0 510 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 89.3 15.5 0.0 8.3 0.0 0.3 0.3 17.8 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 17,954 : : Positions : : 10,744 15,569 3,056 0 1,230 0 750 50 2,569 50 305 : : : : Changes from: March 5, 2019 : : 0 0 -510 0 170 0 0 0 510 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 86.7 17.0 0.0 6.9 0.0 4.2 0.3 14.3 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 19,920 : : Positions : : 8,423 10,085 7,970 6,375 125 0 0 0 2,365 2,685 610 : : : : Changes from: March 5, 2019 : : 150 375 100 0 0 0 0 0 -200 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 50.6 40.0 32.0 0.6 0.0 0.0 0.0 11.9 13.5 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 49,876 : : Positions : : 32,434 43,251 7,318 0 3,640 750 0 0 3,005 395 2,485 : : : : Changes from: March 5, 2019 : : 150 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 86.7 14.7 0.0 7.3 1.5 0.0 0.0 6.0 0.8 5.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,209 : : Positions : : 32,579 42,906 7,115 0 3,078 750 0 0 3,465 1,170 1,950 : : : : Changes from: March 5, 2019 : : 135 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 87.2 14.5 0.0 6.3 1.5 0.0 0.0 7.0 2.4 4.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 121,669 : : Positions : : 97,139 87,275 11,450 17,662 1,735 1,050 775 450 9,645 13,595 95 : : : : Changes from: March 5, 2019 : : 672 -753 0 1,350 -50 0 0 50 -275 -200 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.7 9.4 14.5 1.4 0.9 0.6 0.4 7.9 11.2 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 18 . 4 . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 128,421 : : Positions : : 103,608 87,793 13,700 21,642 1,723 200 1,700 875 8,100 14,490 110 : : : : Changes from: March 5, 2019 : : 1,500 85 0 1,340 -58 0 0 50 -275 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 68.4 10.7 16.9 1.3 0.2 1.3 0.7 6.3 11.3 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 24 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 244,670 : : Positions : : 163,597 169,178 32,989 20,831 10,009 14,028 25,972 5,209 12,021 7,156 6,180 : : : : Changes from: March 5, 2019 : : 635 -2,506 -1,127 -594 790 1,018 2,646 -935 -816 189 -549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 69.1 13.5 8.5 4.1 5.7 10.6 2.1 4.9 2.9 2.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 34 35 . . 5 8 6 10 7 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 24,300 : : Positions : : 12,280 24,015 5,665 0 0 500 0 0 5,365 75 210 : : : : Changes from: March 5, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 98.8 23.3 0.0 0.0 2.1 0.0 0.0 22.1 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 23,329 : : Positions : : 11,394 21,969 6,072 0 0 0 1,150 0 5,383 0 210 : : : : Changes from: March 5, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 94.2 26.0 0.0 0.0 0.0 4.9 0.0 23.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 29,585 : : Positions : : 23,594 20,755 395 2,615 115 0 800 25 0 0 0 : : : : Changes from: March 5, 2019 : : -666 -960 175 440 -110 0 100 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 70.2 1.3 8.8 0.4 0.0 2.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 28,431 : : Positions : : 23,315 20,951 285 2,440 110 0 420 255 0 0 0 : : : : Changes from: March 5, 2019 : : -365 -759 230 440 -135 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 73.7 1.0 8.6 0.4 0.0 1.5 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 61,956 : : Positions : : 22,906 19,766 20,673 23,155 500 4,685 5,365 2,055 550 0 1,735 : : : : Changes from: March 5, 2019 : : -1,324 -1,758 -515 -1,305 360 -835 25 -100 -395 0 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 31.9 33.4 37.4 0.8 7.6 8.7 3.3 0.9 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 60,786 : : Positions : : 24,557 19,221 20,095 23,885 175 5,165 5,365 2,160 0 765 1,855 : : : : Changes from: March 5, 2019 : : -1,200 -1,475 -735 -1,365 0 -1,035 25 -50 0 -145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 31.6 33.1 39.3 0.3 8.5 8.8 3.6 0.0 1.3 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,017 : : Positions : : 12,210 5,740 3,875 706 1,806 0 8,610 55 0 1,375 1,295 : : : : Changes from: March 5, 2019 : : -1,021 -620 0 195 -130 0 55 -235 0 -630 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 24.9 16.8 3.1 7.8 0.0 37.4 0.2 0.0 6.0 5.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 6 . . . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,278 : : Positions : : 11,491 5,440 3,675 911 1,541 0 8,610 55 0 525 1,770 : : : : Changes from: March 5, 2019 : : -835 -630 0 295 -295 0 55 -235 0 -555 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 24.4 16.5 4.1 6.9 0.0 38.6 0.2 0.0 2.4 7.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 31,171 : : Positions : : 12,266 22,337 2,152 2,880 2,025 8,945 0 75 2,100 0 0 : : : : Changes from: March 5, 2019 : : 2 -1,532 625 225 0 -1,885 0 -50 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 71.7 6.9 9.2 6.5 28.7 0.0 0.2 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 29,933 : : Positions : : 12,023 18,559 1,375 5,385 2,075 8,465 0 75 2,100 0 0 : : : : Changes from: March 5, 2019 : : 56 -1,689 -100 250 0 -1,375 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 62.0 4.6 18.0 6.9 28.3 0.0 0.3 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 29,615 : : Positions : : 11,955 23,025 4,340 0 600 4,215 255 0 2,900 350 2,450 : : : : Changes from: March 5, 2019 : : -1,305 -2,955 -2,020 0 375 -85 90 -115 495 -50 -595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 77.7 14.7 0.0 2.0 14.2 0.9 0.0 9.8 1.2 8.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 8 . 0 . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 28,755 : : Positions : : 10,875 22,515 4,295 0 530 3,990 255 0 3,390 0 2,550 : : : : Changes from: March 5, 2019 : : -1,085 -3,155 -1,940 0 375 -35 90 -115 -55 -50 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 78.3 14.9 0.0 1.8 13.9 0.9 0.0 11.8 0.0 8.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 13,430 : : Positions : : 9,870 3,400 1,275 3,840 0 0 4,330 0 230 90 450 : : : : Changes from: March 5, 2019 : : -820 -525 25 -440 -25 0 -65 -45 -170 45 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 25.3 9.5 28.6 0.0 0.0 32.2 0.0 1.7 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . 0 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 12,800 : : Positions : : 9,080 3,200 1,275 3,390 0 0 4,330 0 430 90 440 : : : : Changes from: March 5, 2019 : : -765 -480 -125 -490 0 0 -55 -45 -70 45 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 25.0 10.0 26.5 0.0 0.0 33.8 0.0 3.4 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 0 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 48,800 : : Positions : : 27,720 18,685 0 4,755 1,745 335 15,155 990 11,115 1,125 2,295 : : : : Changes from: March 5, 2019 : : -1,920 -690 0 -890 0 -210 -425 -65 140 -15 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 38.3 0.0 9.7 3.6 0.7 31.1 2.0 22.8 2.3 4.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 48,815 : : Positions : : 27,815 18,160 0 5,025 1,745 0 15,320 1,050 11,345 1,175 2,205 : : : : Changes from: March 5, 2019 : : -1,920 -565 0 -1,130 0 0 -265 -225 -35 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 37.2 0.0 10.3 3.6 0.0 31.4 2.2 23.2 2.4 4.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 0 . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,580 : : Positions : : 30,980 19,580 0 15,000 1,327 14,685 275 720 3,910 14,940 345 : : : : Changes from: March 5, 2019 : : -1,690 -485 0 -1,585 35 -395 200 -305 -55 -280 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 35.9 0.0 27.5 2.4 26.9 0.5 1.3 7.2 27.4 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,086 : : Positions : : 26,800 20,635 0 13,110 1,142 14,510 225 720 3,440 11,855 345 : : : : Changes from: March 5, 2019 : : -2,180 -665 0 -1,315 60 -370 200 -330 -55 20 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 41.2 0.0 26.2 2.3 29.0 0.4 1.4 6.9 23.7 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 128,614 : : Positions : : 59,705 93,205 22,586 0 3,801 5,579 1,280 5,435 13,150 6,340 3,330 : : : : Changes from: March 5, 2019 : : -1,760 -4,225 -2,285 0 457 600 50 -535 -820 -5 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 72.5 17.6 0.0 3.0 4.3 1.0 4.2 10.2 4.9 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 120,491 : : Positions : : 54,890 88,975 27,233 0 3,024 5,214 480 5,485 7,485 5,112 4,265 : : : : Changes from: March 5, 2019 : : -2,030 -3,320 -1,745 0 59 171 90 -286 360 -5 -535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 73.8 22.6 0.0 2.5 4.3 0.4 4.6 6.2 4.2 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 34,865 : : Positions : : 12,630 16,870 17,275 8,840 340 1,570 4,400 1,905 0 1,250 0 : : : : Changes from: March 5, 2019 : : 435 -1,015 105 1,120 -660 -150 -10 -165 0 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 48.4 49.5 25.4 1.0 4.5 12.6 5.5 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 29,820 : : Positions : : 9,745 14,410 14,895 7,410 465 1,220 2,695 2,800 0 1,200 0 : : : : Changes from: March 5, 2019 : : 0 -595 65 375 -175 50 -60 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 48.3 49.9 24.8 1.6 4.1 9.0 9.4 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 26,770 : : Positions : : 6,765 17,040 0 7,185 1,940 17,330 0 0 0 0 0 : : : : Changes from: March 5, 2019 : : 195 195 0 -470 120 -475 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 63.7 0.0 26.8 7.2 64.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 0 . . 4 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 65,415 : : Positions : : 41,550 27,450 3,230 6,205 7,640 0 11,475 875 325 0 0 : : : : Changes from: March 5, 2019 : : -928 227 20 -1,100 600 0 -465 -50 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 42.0 4.9 9.5 11.7 0.0 17.5 1.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 54,020 : : Positions : : 31,450 18,895 1,130 7,865 6,990 425 7,060 500 275 0 0 : : : : Changes from: March 5, 2019 : : -825 -665 90 130 -230 -25 -300 160 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 35.0 2.1 14.6 12.9 0.8 13.1 0.9 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 15, 2019