Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 18,337 : : Positions : : 5,839 11,632 2,220 0 554 464 1,542 433 6,501 1,622 1,502 : : : : Changes from: April 30, 2019 : : -284 -375 -106 0 42 0 10 0 52 77 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 63.4 12.1 0.0 3.0 2.5 8.4 2.4 35.5 8.8 8.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 12 5 0 4 . 4 . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 19,035 : : Positions : : 10,473 12,419 0 2,806 2,574 5,089 640 0 428 256 0 : : : : Changes from: April 30, 2019 : : -968 -924 0 -44 -44 -66 -88 -88 -154 -132 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 65.2 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 18 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 41,421 : : Positions : : 25,825 37,407 7,708 0 2,352 420 1,252 0 4,830 125 285 : : : : Changes from: April 30, 2019 : : -2,462 -2,767 18 0 -277 0 1 0 -447 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 90.3 18.6 0.0 5.7 1.0 3.0 0.0 11.7 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 19 . 0 . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 28,701 : : Positions : : 20,713 25,046 1,905 996 1,744 25 222 0 3,500 0 675 : : : : Changes from: April 30, 2019 : : -885 -482 -150 -240 -113 -25 -135 0 -375 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.3 6.6 3.5 6.1 0.1 0.8 0.0 12.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . . 0 6 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 145,787 : : Positions : : 118,473 110,438 1,717 15,904 9,570 7,953 1,025 4,939 350 1,558 2,294 : : : : Changes from: April 30, 2019 : : -2,932 -2,874 917 -2,026 189 -1,775 625 125 -545 -83 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.8 1.2 10.9 6.6 5.5 0.7 3.4 0.2 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 30 . . 4 4 . 5 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 56,964 : : Positions : : 45,791 38,211 5,627 8,685 4,381 715 3,927 300 75 1,350 75 : : : : Changes from: April 30, 2019 : : -567 279 38 -754 586 0 -9 26 -25 -75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 67.1 9.9 15.2 7.7 1.3 6.9 0.5 0.1 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 29,292 : : Positions : : 25,398 23,915 3,894 5,177 0 0 0 0 0 200 0 : : : : Changes from: April 30, 2019 : : -1,140 -850 -225 -615 0 0 0 0 -50 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 81.6 13.3 17.7 0.0 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 69,072 : : Positions : : 41,050 44,014 1,476 11,256 7,140 17,823 400 40 600 5,322 798 : : : : Changes from: April 30, 2019 : : -2,419 -2,552 -479 -425 -10 -119 -50 -31 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 63.7 2.1 16.3 10.3 25.8 0.6 0.1 0.9 7.7 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 4 . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 90,852 : : Positions : : 50,067 48,779 1,599 31,421 4,428 32,092 840 100 800 3,667 1,528 : : : : Changes from: April 30, 2019 : : -1,499 -2,391 -140 -1 -1,150 -255 165 -40 5 300 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 53.7 1.8 34.6 4.9 35.3 0.9 0.1 0.9 4.0 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 75,454 : : Positions : : 55,150 54,328 14,263 19,372 205 1,855 25 0 2,142 0 1,345 : : : : Changes from: April 30, 2019 : : -2,295 -2,356 -816 -1,037 -48 -55 -75 0 -235 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 72.0 18.9 25.7 0.3 2.5 0.0 0.0 2.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 107,540 : : Positions : : 75,447 68,244 24,428 37,096 263 2,055 125 0 3,231 0 1,702 : : : : Changes from: April 30, 2019 : : -3,150 -3,241 -1,435 -1,740 -100 -155 -75 0 -347 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 63.5 22.7 34.5 0.2 1.9 0.1 0.0 3.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 46,695 : : Positions : : 34,845 44,890 10,315 0 1,165 0 0 0 50 0 0 : : : : Changes from: April 30, 2019 : : 1,070 780 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 96.1 22.1 0.0 2.5 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 23,388 : : Positions : : 19,753 19,942 1,419 1,773 1,534 0 0 0 50 0 0 : : : : Changes from: April 30, 2019 : : 428 971 370 -50 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 85.3 6.1 7.6 6.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 12,605 : : Positions : : 7,135 12,080 3,930 0 200 250 0 0 800 0 0 : : : : Changes from: April 30, 2019 : : -200 -325 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 95.8 31.2 0.0 1.6 2.0 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 72,306 : : Positions : : 51,555 40,526 3,940 13,037 6,238 1,301 702 615 5,848 8,686 2,347 : : : : Changes from: April 30, 2019 : : 1,363 -22 113 -120 -114 146 42 -18 -173 1,776 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 56.0 5.4 18.0 8.6 1.8 1.0 0.9 8.1 12.0 3.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 29 . . . 5 . 5 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 8,200 : : Positions : : 7,850 5,550 0 700 0 0 150 0 200 1,650 100 : : : : Changes from: April 30, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 67.7 0.0 8.5 0.0 0.0 1.8 0.0 2.4 20.1 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 9 0 . 0 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 17,162 : : Positions : : 15,271 9,434 0 3,877 819 50 525 0 0 1,395 700 : : : : Changes from: April 30, 2019 : : 955 885 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 55.0 0.0 22.6 4.8 0.3 3.1 0.0 0.0 8.1 4.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 0 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 60,161 : : Positions : : 48,351 57,178 8,550 0 2,495 0 0 0 455 0 0 : : : : Changes from: April 30, 2019 : : 456 563 200 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 95.0 14.2 0.0 4.1 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 38,234 : : Positions : : 33,290 25,297 329 10,243 1,552 1,450 580 80 507 0 290 : : : : Changes from: April 30, 2019 : : 225 760 -1 -925 295 -240 490 0 27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 66.2 0.9 26.8 4.1 3.8 1.5 0.2 1.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 66,611 : : Positions : : 54,926 62,031 4,628 535 3,545 25 0 0 3,019 200 0 : : : : Changes from: April 30, 2019 : : -3,036 -3,158 -431 -610 200 -75 0 0 -201 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 93.1 6.9 0.8 5.3 0.0 0.0 0.0 4.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 73,241 : : Positions : : 59,914 63,906 6,393 3,160 2,490 25 0 0 3,596 3,600 0 : : : : Changes from: April 30, 2019 : : -3,112 -2,965 -502 -905 400 -75 0 0 -146 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 87.3 8.7 4.3 3.4 0.0 0.0 0.0 4.9 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 92,535 : : Positions : : 75,456 84,552 10,846 3,319 2,462 533 0 627 2,200 1,175 345 : : : : Changes from: April 30, 2019 : : -1,462 -1,300 -898 -296 0 394 0 -334 0 -390 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 91.4 11.7 3.6 2.7 0.6 0.0 0.7 2.4 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 114,018 : : Positions : : 93,216 100,461 11,433 3,859 3,899 285 721 975 2,790 2,824 1,264 : : : : Changes from: April 30, 2019 : : -2,892 -5,278 -1,751 -137 56 -396 314 216 -280 -259 402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 88.1 10.0 3.4 3.4 0.2 0.6 0.9 2.4 2.5 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 28 . . . . 6 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 51,925 : : Positions : : 42,380 45,685 5,905 1,680 3,640 0 450 0 0 425 0 : : : : Changes from: April 30, 2019 : : -530 -260 -35 45 -70 0 25 0 0 -375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 88.0 11.4 3.2 7.0 0.0 0.9 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 39,795 : : Positions : : 33,435 37,580 4,445 0 1,915 0 0 0 0 300 0 : : : : Changes from: April 30, 2019 : : 555 3,375 2,080 -740 685 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 94.4 11.2 0.0 4.8 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 57,266 : : Positions : : 45,397 54,052 7,478 0 2,216 800 60 350 652 522 66 : : : : Changes from: April 30, 2019 : : 1,347 748 -663 0 -9 -100 0 0 652 -4 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 94.4 13.1 0.0 3.9 1.4 0.1 0.6 1.1 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 55,318 : : Positions : : 34,634 51,991 8,296 360 1,488 8,645 0 710 747 61 582 : : : : Changes from: April 30, 2019 : : -2,105 -4,116 -1,535 145 -97 -730 0 50 158 -202 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 94.0 15.0 0.7 2.7 15.6 0.0 1.3 1.4 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 32,824 : : Positions : : 18,127 32,343 14,283 0 78 0 260 80 130 0 0 : : : : Changes from: April 30, 2019 : : -814 -584 161 0 -105 0 15 -65 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 98.5 43.5 0.0 0.2 0.0 0.8 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 29,775 : : Positions : : 17,795 29,290 11,555 0 85 0 380 0 35 0 0 : : : : Changes from: April 30, 2019 : : -980 -920 -180 0 -25 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 98.4 38.8 0.0 0.3 0.0 1.3 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 27,883 : : Positions : : 23,013 25,015 2,694 170 892 703 890 75 0 190 155 : : : : Changes from: April 30, 2019 : : -2,173 -1,932 154 -40 -391 110 -35 -25 0 -295 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 89.7 9.7 0.6 3.2 2.5 3.2 0.3 0.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 21,054 : : Positions : : 17,485 19,814 2,795 0 75 125 800 0 0 225 0 : : : : Changes from: April 30, 2019 : : -1,497 -1,277 -247 0 0 75 -25 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 94.1 13.3 0.0 0.4 0.6 3.8 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 16 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 46,248 : : Positions : : 39,176 34,111 3,152 8,981 580 2,257 1,751 570 420 250 0 : : : : Changes from: April 30, 2019 : : -1,784 -1,038 -89 -326 51 687 234 -40 50 10 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 73.8 6.8 19.4 1.3 4.9 3.8 1.2 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 38,248 : : Positions : : 33,318 24,160 2,430 12,838 780 1,090 140 180 0 0 0 : : : : Changes from: April 30, 2019 : : -1,619 -930 876 -253 -651 -270 140 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 63.2 6.4 33.6 2.0 2.8 0.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 17,811 : : Positions : : 10,631 15,385 4,744 0 2,301 0 0 0 0 125 0 : : : : Changes from: April 30, 2019 : : -470 -195 190 0 -45 -75 -85 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 86.4 26.6 0.0 12.9 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 14,442 : : Positions : : 9,992 12,717 1,294 205 570 0 100 0 1,836 100 750 : : : : Changes from: April 30, 2019 : : -747 -882 305 205 -540 0 0 0 -235 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 88.1 9.0 1.4 3.9 0.0 0.7 0.0 12.7 0.7 5.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 16,905 : : Positions : : 12,678 13,283 1,126 5 742 0 1,800 0 1,384 100 975 : : : : Changes from: April 30, 2019 : : -769 -904 105 5 -340 0 0 0 -235 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 78.6 6.7 0.0 4.4 0.0 10.6 0.0 8.2 0.6 5.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 21,733 : : Positions : : 9,896 14,155 9,810 5,142 125 0 25 0 1,125 1,635 605 : : : : Changes from: April 30, 2019 : : -1,142 429 1,000 -779 0 0 0 0 -280 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 65.1 45.1 23.7 0.6 0.0 0.1 0.0 5.2 7.5 2.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 20,587 : : Positions : : 8,727 13,180 9,873 5,112 125 0 25 0 1,155 1,585 520 : : : : Changes from: April 30, 2019 : : -1,117 459 1,070 -779 0 0 0 0 -295 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 64.0 48.0 24.8 0.6 0.0 0.1 0.0 5.6 7.7 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 57,789 : : Positions : : 37,058 53,684 10,945 0 2,285 675 0 0 5,115 375 1,445 : : : : Changes from: April 30, 2019 : : -1,164 -1,106 -272 0 -5 -125 0 0 440 -35 -440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 92.9 18.9 0.0 4.0 1.2 0.0 0.0 8.9 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 56,808 : : Positions : : 36,668 53,150 10,834 0 1,828 675 0 0 5,565 865 955 : : : : Changes from: April 30, 2019 : : -1,592 -1,455 -216 0 -60 -125 0 0 330 -170 -355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 93.6 19.1 0.0 3.2 1.2 0.0 0.0 9.8 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 121,985 : : Positions : : 102,264 84,403 8,960 21,395 1,173 955 1,250 310 7,710 13,190 225 : : : : Changes from: April 30, 2019 : : -3,546 -5,718 -1,245 998 -327 -190 -50 -15 -180 -82 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 69.2 7.3 17.5 1.0 0.8 1.0 0.3 6.3 10.8 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 . 4 4 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 133,684 : : Positions : : 113,128 90,318 10,450 26,345 766 1,525 1,190 800 6,325 13,390 550 : : : : Changes from: April 30, 2019 : : -3,986 -5,479 -1,500 632 -198 225 50 -225 178 -261 -314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 67.6 7.8 19.7 0.6 1.1 0.9 0.6 4.7 10.0 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 24 . 4 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 260,796 : : Positions : : 165,933 182,818 39,154 6,682 23,016 10,668 25,276 8,770 3,935 5,554 8,619 : : : : Changes from: April 30, 2019 : : -2,580 -2,779 -3,540 -5,398 4,155 -978 -765 816 -2,227 -402 613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 70.1 15.0 2.6 8.8 4.1 9.7 3.4 1.5 2.1 3.3 : : : : Number of Traders in Each Category Total Traders: 87 : : 40 40 . . 5 7 10 10 10 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 20,800 : : Positions : : 12,769 19,595 2,525 695 245 530 0 0 4,430 25 230 : : : : Changes from: April 30, 2019 : : 412 -1,995 -1,414 695 61 45 0 0 -346 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.2 12.1 3.3 1.2 2.5 0.0 0.0 21.3 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 19,652 : : Positions : : 11,373 18,102 2,427 0 520 0 790 10 4,628 0 220 : : : : Changes from: April 30, 2019 : : 516 -1,822 -2,128 0 520 0 -210 10 -367 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 92.1 12.3 0.0 2.6 0.0 4.0 0.1 23.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 37,064 : : Positions : : 29,486 25,404 2,050 3,095 80 0 3,125 625 0 0 0 : : : : Changes from: April 30, 2019 : : -35 -273 160 840 40 0 -450 315 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 68.5 5.5 8.4 0.2 0.0 8.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 34,357 : : Positions : : 27,992 25,140 1,800 2,980 130 0 1,840 575 0 0 0 : : : : Changes from: April 30, 2019 : : -117 -795 215 840 -40 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 73.2 5.2 8.7 0.4 0.0 5.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,953 : : Positions : : 6,143 15,371 11,733 1,710 1,365 525 1,660 330 600 0 200 : : : : Changes from: April 30, 2019 : : 1,025 104 -736 -210 10 -525 -95 150 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 67.0 51.1 7.5 5.9 2.3 7.2 1.4 2.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 22,384 : : Positions : : 11,101 9,620 604 1,500 4,006 225 810 5,725 0 0 0 : : : : Changes from: April 30, 2019 : : -75 48 -202 190 970 195 -320 870 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 43.0 2.7 6.7 17.9 1.0 3.6 25.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 71,598 : : Positions : : 23,868 25,523 20,093 25,780 35 13,175 4,430 1,805 0 925 1,275 : : : : Changes from: April 30, 2019 : : 671 -293 -1,720 140 0 1,000 -385 -300 0 485 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 35.6 28.1 36.0 0.0 18.4 6.2 2.5 0.0 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 68,955 : : Positions : : 24,319 21,378 18,760 26,625 295 12,215 4,580 1,910 0 2,140 1,125 : : : : Changes from: April 30, 2019 : : 51 -899 -1,770 -55 0 810 -385 -300 0 435 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 31.0 27.2 38.6 0.4 17.7 6.6 2.8 0.0 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 24,617 : : Positions : : 12,935 5,615 3,650 1,331 2,346 600 8,395 700 0 2,430 815 : : : : Changes from: April 30, 2019 : : 860 -550 -475 440 0 600 655 -655 0 665 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 22.8 14.8 5.4 9.5 2.4 34.1 2.8 0.0 9.9 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 23,027 : : Positions : : 11,931 5,315 3,450 1,741 1,911 600 7,895 700 0 1,580 1,015 : : : : Changes from: April 30, 2019 : : 960 -550 -475 540 -90 600 655 -655 0 665 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 23.1 15.0 7.6 8.3 2.6 34.3 3.0 0.0 6.9 4.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 5 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 35,013 : : Positions : : 13,743 22,108 1,922 7,780 465 10,165 0 25 4,405 0 0 : : : : Changes from: April 30, 2019 : : -611 -1,222 -390 200 0 -625 0 -25 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 63.1 5.5 22.2 1.3 29.0 0.0 0.1 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 35,235 : : Positions : : 14,421 20,387 1,205 9,335 495 9,805 0 25 4,405 0 0 : : : : Changes from: April 30, 2019 : : -629 -1,079 -360 225 15 -465 0 -25 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 57.9 3.4 26.5 1.4 27.8 0.0 0.1 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 46,825 : : Positions : : 14,845 38,800 2,580 0 1,930 4,070 0 2,160 17,485 400 50 : : : : Changes from: April 30, 2019 : : -745 420 140 0 -450 520 0 715 605 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 82.9 5.5 0.0 4.1 8.7 0.0 4.6 37.3 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . 0 . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 46,305 : : Positions : : 14,515 37,715 2,045 0 1,875 3,195 50 2,660 17,840 50 150 : : : : Changes from: April 30, 2019 : : -765 465 245 0 -450 470 0 715 565 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 81.4 4.4 0.0 4.0 6.9 0.1 5.7 38.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 8 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 15,365 : : Positions : : 10,415 4,675 1,275 1,270 770 0 6,370 80 555 185 785 : : : : Changes from: April 30, 2019 : : 110 -330 -25 -620 210 0 960 -260 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 30.4 8.3 8.3 5.0 0.0 41.5 0.5 3.6 1.2 5.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 14,825 : : Positions : : 9,855 4,085 1,275 920 745 0 6,870 0 735 185 755 : : : : Changes from: April 30, 2019 : : 235 -275 -25 -570 185 0 960 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 27.6 8.6 6.2 5.0 0.0 46.3 0.0 5.0 1.2 5.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 50,220 : : Positions : : 28,890 18,555 375 930 3,015 1,145 18,055 2,400 7,775 1,275 1,270 : : : : Changes from: April 30, 2019 : : -1,970 -1,190 -300 -115 120 -35 -820 690 185 -25 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 36.9 0.7 1.9 6.0 2.3 36.0 4.8 15.5 2.5 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 51,480 : : Positions : : 29,590 19,630 315 1,010 3,060 745 18,080 2,550 8,750 1,300 1,055 : : : : Changes from: April 30, 2019 : : -1,745 10 -180 -125 30 15 -820 650 935 -50 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 38.1 0.6 2.0 5.9 1.4 35.1 5.0 17.0 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 57,025 : : Positions : : 30,315 20,295 0 12,350 2,298 15,665 175 1,355 3,810 17,315 70 : : : : Changes from: April 30, 2019 : : 245 -2,610 0 -100 445 -1,915 -125 1,050 -50 1,250 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 35.6 0.0 21.7 4.0 27.5 0.3 2.4 6.7 30.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 48,955 : : Positions : : 25,570 21,085 0 12,255 1,398 14,440 150 1,405 3,340 10,230 450 : : : : Changes from: April 30, 2019 : : 310 -2,645 0 1,225 -190 -2,165 -100 1,075 -50 -375 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 43.1 0.0 25.0 2.9 29.5 0.3 2.9 6.8 20.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 133,427 : : Positions : : 69,522 85,902 18,506 520 6,734 5,114 6,570 5,650 4,105 4,375 3,410 : : : : Changes from: April 30, 2019 : : -3,554 -1,079 515 25 410 1,600 985 -1,360 1,090 -280 -795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 64.4 13.9 0.4 5.0 3.8 4.9 4.2 3.1 3.3 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 25 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 126,150 : : Positions : : 64,722 80,688 24,424 0 4,987 5,364 4,510 5,640 1,350 10,782 1,870 : : : : Changes from: April 30, 2019 : : -3,529 -2,193 1,341 0 70 1,600 635 -1,310 75 1,045 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 64.0 19.4 0.0 4.0 4.3 3.6 4.5 1.1 8.5 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 37,480 : : Positions : : 15,960 19,470 14,485 7,850 1,510 1,895 2,920 2,085 0 2,100 0 : : : : Changes from: April 30, 2019 : : 220 -190 -125 100 -55 -410 175 -410 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 51.9 38.6 20.9 4.0 5.1 7.8 5.6 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 33,565 : : Positions : : 11,670 17,980 14,895 6,625 795 1,840 1,685 2,960 0 2,000 0 : : : : Changes from: April 30, 2019 : : -335 -985 -440 -255 -30 -375 195 -195 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 53.6 44.4 19.7 2.4 5.5 5.0 8.8 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 28,150 : : Positions : : 5,030 18,785 0 6,135 2,155 19,750 0 65 0 0 0 : : : : Changes from: April 30, 2019 : : 50 -950 0 -60 100 -1,065 0 65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 66.7 0.0 21.8 7.7 70.2 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 32,235 : : Positions : : 6,260 23,395 0 5,090 2,165 22,265 0 365 0 0 0 : : : : Changes from: April 30, 2019 : : -275 2,690 0 105 175 3,065 0 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 72.6 0.0 15.8 6.7 69.1 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 78,858 : : Positions : : 47,453 30,518 1,995 4,465 9,360 150 15,645 3,965 900 0 0 : : : : Changes from: April 30, 2019 : : -262 -1,177 -215 295 -195 150 155 690 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 38.7 2.5 5.7 11.9 0.2 19.8 5.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 70,300 : : Positions : : 39,756 25,925 210 9,151 8,319 400 6,665 6,105 800 35 0 : : : : Changes from: April 30, 2019 : : 765 954 -275 -539 174 75 105 925 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 36.9 0.3 13.0 11.8 0.6 9.5 8.7 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . . . . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 10, 2019