Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 21,708 : : Positions : : 8,407 13,928 2,038 0 543 354 2,620 522 7,358 1,279 1,665 : : : : Changes from: March 12, 2019 : : 209 -189 117 0 1 0 271 24 -150 43 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 64.2 9.4 0.0 2.5 1.6 12.1 2.4 33.9 5.9 7.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 11 5 0 4 . . . 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 : : 11,153 12,740 0 3,366 2,350 5,376 0 0 126 231 0 : : : : Changes from: March 12, 2019 : : 21 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 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: 31 : : 16 13 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 43,777 : : Positions : : 25,998 40,237 9,296 0 1,935 445 1,226 44 5,750 25 300 : : : : Changes from: March 12, 2019 : : 55 160 20 0 -195 -125 -48 0 150 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 91.9 21.2 0.0 4.4 1.0 2.8 0.1 13.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 . 0 . 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 23,749 : : Positions : : 18,223 19,469 0 2,198 1,001 100 606 0 3,975 25 450 : : : : Changes from: March 12, 2019 : : 715 790 0 -350 80 0 0 0 -275 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 82.0 0.0 9.3 4.2 0.4 2.6 0.0 16.7 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 144,476 : : Positions : : 121,697 102,579 621 29,592 3,556 8,181 824 4,594 2,705 375 2,895 : : : : Changes from: March 12, 2019 : : 39 -1,264 0 -261 -6 -1,529 15 894 -20 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 71.0 0.4 20.5 2.5 5.7 0.6 3.2 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 19, 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 52,290 : : Positions : : 44,645 36,560 4,940 9,256 1,609 425 3,729 141 0 700 275 : : : : Changes from: March 12, 2019 : : 383 428 -157 45 -261 50 68 -26 0 -250 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 69.9 9.4 17.7 3.1 0.8 7.1 0.3 0.0 1.3 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 19, 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 27,997 : : Positions : : 24,908 20,295 3,089 7,627 0 0 0 0 0 75 0 : : : : Changes from: March 12, 2019 : : 700 1,525 150 -675 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 72.5 11.0 27.2 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 19, 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 67,204 : : Positions : : 38,699 47,703 3,451 6,476 6,180 17,740 500 0 0 5,373 857 : : : : Changes from: March 12, 2019 : : 67 1,217 5 -1,025 1,165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 71.0 5.1 9.6 9.2 26.4 0.7 0.0 0.0 8.0 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 86,779 : : Positions : : 48,309 50,020 1,493 23,368 6,357 27,168 800 885 99 3,279 2,002 : : : : Changes from: March 12, 2019 : : 622 612 -75 135 25 256 50 25 -76 60 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 57.6 1.7 26.9 7.3 31.3 0.9 1.0 0.1 3.8 2.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 79,494 : : Positions : : 58,552 55,859 14,503 21,635 273 1,915 200 0 2,362 0 1,345 : : : : Changes from: March 12, 2019 : : 810 1,340 600 70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 70.3 18.2 27.2 0.3 2.4 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 19, 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 113,425 : : Positions : : 80,189 71,866 24,584 38,877 603 2,315 175 75 3,466 0 1,620 : : : : Changes from: March 12, 2019 : : 448 778 600 270 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 63.4 21.7 34.3 0.5 2.0 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 19, 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 45,720 : : Positions : : 33,669 43,905 10,405 0 1,350 0 0 0 75 0 0 : : : : Changes from: March 12, 2019 : : 60 60 0 0 0 0 0 0 0 0 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: 26 : : 16 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 21,726 : : Positions : : 18,540 18,113 909 1,842 1,721 0 0 0 316 0 45 : : : : Changes from: March 12, 2019 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 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 19, 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 12,285 : : Positions : : 7,380 11,885 3,730 0 350 250 0 50 525 0 0 : : : : Changes from: March 12, 2019 : : -25 25 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 96.7 30.4 0.0 2.8 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 19, 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 67,983 : : Positions : : 48,696 40,316 3,189 10,924 7,704 389 594 796 4,546 5,186 2,376 : : : : Changes from: March 12, 2019 : : 742 1,168 96 -138 127 150 58 -100 20 -96 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 59.3 4.7 16.1 11.3 0.6 0.9 1.2 6.7 7.6 3.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 26 . . . . 4 5 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 15,322 : : Positions : : 12,366 8,770 0 3,896 994 0 575 0 1,000 775 300 : : : : Changes from: March 12, 2019 : : 150 750 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 57.2 0.0 25.4 6.5 0.0 3.8 0.0 6.5 5.1 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 19, 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 56,496 : : Positions : : 44,751 53,460 8,595 0 2,675 0 0 0 205 0 120 : : : : Changes from: March 12, 2019 : : 410 135 -275 0 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 94.6 15.2 0.0 4.7 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 19, 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 35,377 : : Positions : : 30,718 24,165 400 9,767 1,024 2,430 0 65 50 190 75 : : : : Changes from: March 12, 2019 : : -85 -96 0 -105 159 0 0 0 0 115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 68.3 1.1 27.6 2.9 6.9 0.0 0.2 0.1 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 67,596 : : Positions : : 55,946 61,406 5,773 3,855 1,790 225 0 0 3,387 200 7 : : : : Changes from: March 12, 2019 : : 665 726 50 0 0 0 0 0 11 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 90.8 8.5 5.7 2.6 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 19, 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 73,028 : : Positions : : 59,340 63,690 6,381 5,238 2,390 225 0 0 3,849 1,700 10 : : : : Changes from: March 12, 2019 : : 550 1,200 235 -400 100 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 87.2 8.7 7.2 3.3 0.3 0.0 0.0 5.3 2.3 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 19, 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 90,305 : : Positions : : 73,782 81,643 12,381 4,263 2,632 0 380 645 450 362 319 : : : : Changes from: March 12, 2019 : : 1,541 855 -291 165 -145 0 130 0 137 177 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 90.4 13.7 4.7 2.9 0.0 0.4 0.7 0.5 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 113,038 : : Positions : : 92,846 100,921 13,655 4,253 3,558 250 3,136 260 1,505 64 785 : : : : Changes from: March 12, 2019 : : 3,335 2,878 -5 95 -13 -10 255 110 -105 -73 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 89.3 12.1 3.8 3.1 0.2 2.8 0.2 1.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 28 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 47,570 : : Positions : : 39,565 42,545 4,325 395 3,680 0 175 0 0 775 0 : : : : Changes from: March 12, 2019 : : 645 195 0 125 -90 0 150 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 89.4 9.1 0.8 7.7 0.0 0.4 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 55,611 : : Positions : : 43,210 52,574 7,682 0 2,067 1,000 0 350 300 512 32 : : : : Changes from: March 12, 2019 : : -25 239 269 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 94.5 13.8 0.0 3.7 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 19, 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 57,820 : : Positions : : 29,913 54,046 5,255 0 2,832 18,812 0 10 0 622 50 : : : : Changes from: March 12, 2019 : : -661 -711 373 0 35 -425 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 93.5 9.1 0.0 4.9 32.5 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 19, 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 32,670 : : Positions : : 18,922 31,830 12,763 0 433 145 50 280 0 0 0 : : : : Changes from: March 12, 2019 : : -5 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 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: 25 : : 15 13 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 30,500 : : Positions : : 19,400 30,300 10,955 0 80 0 0 0 0 0 0 : : : : Changes from: March 12, 2019 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 99.3 35.9 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 19, 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 29,672 : : Positions : : 26,311 27,334 1,953 330 912 260 435 25 0 550 75 : : : : Changes from: March 12, 2019 : : 795 735 130 50 0 0 105 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 92.1 6.6 1.1 3.1 0.9 1.5 0.1 0.0 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 23,000 : : Positions : : 19,387 22,112 2,838 0 70 50 275 0 0 325 25 : : : : Changes from: March 12, 2019 : : 905 472 -350 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 96.1 12.3 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 19, 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 46,107 : : Positions : : 38,818 34,142 4,910 10,036 100 1,136 1,450 305 740 65 0 : : : : Changes from: March 12, 2019 : : 553 603 1 60 7 35 106 0 245 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 74.0 10.6 21.8 0.2 2.5 3.1 0.7 1.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 38,603 : : Positions : : 33,841 24,568 1,902 12,780 875 1,335 0 260 250 0 120 : : : : Changes from: March 12, 2019 : : 390 270 -180 60 205 0 0 0 0 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 63.6 4.9 33.1 2.3 3.5 0.0 0.7 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 16,510 : : Positions : : 11,325 12,424 364 0 4,086 286 0 0 300 0 0 : : : : Changes from: March 12, 2019 : : 320 -5 -325 0 36 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 75.3 2.2 0.0 24.7 1.7 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 17,026 : : Positions : : 9,616 15,161 2,624 0 1,410 0 50 50 3,071 100 255 : : : : Changes from: March 12, 2019 : : 0 0 0 0 0 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 89.0 15.4 0.0 8.3 0.0 0.3 0.3 18.0 0.6 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 19, 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 18,004 : : Positions : : 10,744 15,569 3,056 0 1,230 0 750 50 2,619 100 305 : : : : Changes from: March 12, 2019 : : 0 0 0 0 0 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 86.5 17.0 0.0 6.8 0.0 4.2 0.3 14.5 0.6 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 19, 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 20,085 : : Positions : : 9,308 10,395 7,970 6,375 125 0 0 0 1,665 2,535 610 : : : : Changes from: March 12, 2019 : : 885 310 0 0 0 0 0 0 -700 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 51.8 39.7 31.7 0.6 0.0 0.0 0.0 8.3 12.6 3.0 : : : : 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 19, 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 49,729 : : Positions : : 32,434 42,901 6,893 0 3,843 825 0 0 3,005 395 2,485 : : : : Changes from: March 12, 2019 : : 0 -350 -425 0 203 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 86.3 13.9 0.0 7.7 1.7 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 19, 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 49,113 : : Positions : : 32,599 42,556 6,680 0 3,322 825 0 0 3,465 1,170 1,950 : : : : Changes from: March 12, 2019 : : 20 -350 -435 0 244 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 86.6 13.6 0.0 6.8 1.7 0.0 0.0 7.1 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 19, 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 121,830 : : Positions : : 97,059 88,010 11,450 17,447 2,026 1,100 775 450 9,545 12,945 95 : : : : Changes from: March 12, 2019 : : -80 735 0 -215 291 50 0 0 -100 -650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 72.2 9.4 14.3 1.7 0.9 0.6 0.4 7.8 10.6 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 19, 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 127,987 : : Positions : : 103,192 88,502 13,700 21,332 1,810 200 1,650 875 7,965 13,590 140 : : : : Changes from: March 12, 2019 : : -416 709 0 -310 87 0 -50 0 -135 -900 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 69.1 10.7 16.7 1.4 0.2 1.3 0.7 6.2 10.6 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 23 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 245,580 : : Positions : : 164,891 168,907 33,460 20,063 9,836 13,471 27,333 5,746 11,027 7,045 6,502 : : : : Changes from: March 12, 2019 : : 1,294 -271 471 -768 -173 -557 1,361 537 -994 -111 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 68.8 13.6 8.2 4.0 5.5 11.1 2.3 4.5 2.9 2.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 34 35 . . 5 7 8 11 7 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 24,125 : : Positions : : 12,455 23,840 5,515 0 0 500 0 0 5,165 75 210 : : : : Changes from: March 12, 2019 : : 175 -175 -150 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 98.8 22.9 0.0 0.0 2.1 0.0 0.0 21.4 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 19, 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 23,354 : : Positions : : 11,369 21,994 6,122 0 0 0 1,150 0 5,383 0 210 : : : : Changes from: March 12, 2019 : : -25 25 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 94.2 26.2 0.0 0.0 0.0 4.9 0.0 23.0 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 19, 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 30,160 : : Positions : : 24,044 20,550 395 2,615 115 0 1,500 50 0 0 0 : : : : Changes from: March 12, 2019 : : 450 -205 0 0 0 0 700 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 68.1 1.3 8.7 0.4 0.0 5.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 28,821 : : Positions : : 23,825 20,816 395 2,500 110 0 1,130 25 0 0 0 : : : : Changes from: March 12, 2019 : : 510 -135 110 60 0 0 710 -230 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 72.2 1.4 8.7 0.4 0.0 3.9 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 62,151 : : Positions : : 22,856 19,076 20,433 23,155 500 4,685 5,365 2,055 150 0 1,935 : : : : Changes from: March 12, 2019 : : -50 -690 -240 0 0 0 0 0 -400 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 30.7 32.9 37.3 0.8 7.5 8.6 3.3 0.2 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 60,941 : : Positions : : 24,480 18,204 19,555 23,885 175 5,165 5,365 2,160 0 1,165 1,855 : : : : Changes from: March 12, 2019 : : -77 -1,017 -540 0 0 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 29.9 32.1 39.2 0.3 8.5 8.8 3.5 0.0 1.9 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 23,217 : : Positions : : 12,410 5,740 3,875 706 1,806 0 9,010 55 0 1,175 1,295 : : : : Changes from: March 12, 2019 : : 200 0 0 0 0 0 400 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 24.7 16.7 3.0 7.8 0.0 38.8 0.2 0.0 5.1 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 19, 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 22,478 : : Positions : : 11,691 5,440 3,675 911 1,541 0 9,010 55 0 325 1,770 : : : : Changes from: March 12, 2019 : : 200 0 0 0 0 0 400 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 24.2 16.3 4.1 6.9 0.0 40.1 0.2 0.0 1.4 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 19, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 29,313 : : Positions : : 13,815 6,040 0 14,335 445 4,975 0 900 5,190 3,880 300 : : : : Changes from: March 12, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 20.6 0.0 48.9 1.5 17.0 0.0 3.1 17.7 13.2 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 31,771 : : Positions : : 12,866 22,337 1,972 3,480 2,025 9,125 0 75 2,100 0 0 : : : : Changes from: March 12, 2019 : : 600 0 -180 600 0 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 70.3 6.2 11.0 6.4 28.7 0.0 0.2 6.6 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 19, 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 30,533 : : Positions : : 12,623 18,559 1,195 5,985 2,075 8,645 0 75 2,100 0 0 : : : : Changes from: March 12, 2019 : : 600 0 -180 600 0 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 60.8 3.9 19.6 6.8 28.3 0.0 0.2 6.9 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 19, 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 29,640 : : Positions : : 12,355 23,000 4,165 0 600 4,215 130 0 2,525 350 2,450 : : : : Changes from: March 12, 2019 : : 400 -25 -175 0 0 0 -125 0 -375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 77.6 14.1 0.0 2.0 14.2 0.4 0.0 8.5 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 19, 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 28,780 : : Positions : : 11,275 22,490 4,120 0 530 3,990 130 0 3,015 0 2,550 : : : : Changes from: March 12, 2019 : : 400 -25 -175 0 0 0 -125 0 -375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 78.1 14.3 0.0 1.8 13.9 0.5 0.0 10.5 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 19, 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 3,660 5 0 4,510 0 230 90 450 : : : : Changes from: March 12, 2019 : : 0 0 0 -180 5 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 25.3 9.5 27.3 0.0 0.0 33.6 0.0 1.7 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 3,210 0 0 4,510 0 430 90 440 : : : : Changes from: March 12, 2019 : : 0 0 0 -180 0 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 25.0 10.0 25.1 0.0 0.0 35.2 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 19, 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 48,960 : : Positions : : 27,655 18,625 0 4,745 1,710 635 15,330 960 10,915 1,175 2,190 : : : : Changes from: March 12, 2019 : : -65 -60 0 -10 -35 300 175 -30 -200 50 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 38.0 0.0 9.7 3.5 1.3 31.3 2.0 22.3 2.4 4.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 48,965 : : Positions : : 27,735 18,120 0 4,980 1,710 135 15,330 1,110 11,145 1,225 2,190 : : : : Changes from: March 12, 2019 : : -80 -40 0 -45 -35 135 10 60 -200 50 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 37.0 0.0 10.2 3.5 0.3 31.3 2.3 22.8 2.5 4.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 54,695 : : Positions : : 30,995 19,580 0 14,965 1,327 14,960 275 695 3,910 15,265 295 : : : : Changes from: March 12, 2019 : : 15 0 0 -35 0 275 0 -25 0 325 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 35.8 0.0 27.4 2.4 27.4 0.5 1.3 7.1 27.9 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 50,010 : : Positions : : 26,800 20,635 0 13,260 1,142 14,585 225 720 3,440 11,780 295 : : : : Changes from: March 12, 2019 : : 0 0 0 150 0 75 0 0 0 -75 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 41.3 0.0 26.5 2.3 29.2 0.4 1.4 6.9 23.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 129,211 : : Positions : : 59,407 93,497 23,541 0 3,145 5,504 1,755 5,460 13,350 6,205 3,130 : : : : Changes from: March 12, 2019 : : -298 292 955 0 -656 -75 475 25 200 -135 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 72.4 18.2 0.0 2.4 4.3 1.4 4.2 10.3 4.8 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 120,333 : : Positions : : 54,545 89,220 28,288 0 2,219 5,189 805 5,515 7,285 5,027 4,165 : : : : Changes from: March 12, 2019 : : -345 245 1,055 0 -805 -25 325 30 -200 -85 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 74.1 23.5 0.0 1.8 4.3 0.7 4.6 6.1 4.2 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 22 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 35,705 : : Positions : : 12,375 18,290 16,850 8,090 625 1,570 3,500 2,175 0 800 450 : : : : Changes from: March 12, 2019 : : -255 1,420 -425 -750 285 0 -900 270 0 -450 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 51.2 47.2 22.7 1.8 4.4 9.8 6.1 0.0 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 30,715 : : Positions : : 9,195 15,735 14,770 6,760 485 1,220 1,795 3,220 0 750 450 : : : : Changes from: March 12, 2019 : : -550 1,325 -125 -650 20 0 -900 420 0 -450 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 51.2 48.1 22.0 1.6 4.0 5.8 10.5 0.0 2.4 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 12, 2019 : : 0 0 0 0 0 0 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 19, 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 67,690 : : Positions : : 43,615 27,565 3,210 7,260 7,635 0 12,150 950 0 125 325 : : : : Changes from: March 12, 2019 : : 2,065 115 -20 1,055 -5 0 675 75 -325 125 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 40.7 4.7 10.7 11.3 0.0 17.9 1.4 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 55,770 : : Positions : : 33,130 18,550 505 8,065 7,365 425 7,810 500 0 175 275 : : : : Changes from: March 12, 2019 : : 1,680 -345 -625 200 375 0 750 0 -275 175 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 33.3 0.9 14.5 13.2 0.8 14.0 0.9 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 22, 2019