Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 21,076 : : Positions : : 6,765 12,890 2,255 0 882 464 1,709 613 7,121 1,832 2,125 : : : : Changes from: May 21, 2019 : : 711 786 -47 0 288 0 25 0 14 -121 336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 61.2 10.7 0.0 4.2 2.2 8.1 2.9 33.8 8.7 10.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 12 5 0 4 . 4 . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 : : 10,451 12,397 0 2,806 2,574 5,089 640 0 428 278 0 : : : : Changes from: May 21, 2019 : : 0 -22 0 0 0 0 0 0 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 65.1 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.5 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 28, 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 41,941 : : Positions : : 26,380 37,696 7,337 0 2,098 445 1,507 0 5,275 225 400 : : : : Changes from: May 21, 2019 : : 355 190 23 0 -169 0 188 0 -25 -35 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 89.9 17.5 0.0 5.0 1.1 3.6 0.0 12.6 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 29,851 : : Positions : : 23,148 25,751 500 1,166 2,189 123 0 27 3,025 0 700 : : : : Changes from: May 21, 2019 : : 1,025 325 -525 50 445 25 0 -25 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 86.3 1.7 3.9 7.3 0.4 0.0 0.1 10.1 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . . 0 . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 152,106 : : Positions : : 122,512 112,885 927 17,746 9,557 10,273 505 5,439 320 3,208 2,693 : : : : Changes from: May 21, 2019 : : 1,259 300 -210 47 99 243 0 -270 20 840 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 74.2 0.6 11.7 6.3 6.8 0.3 3.6 0.2 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 31 . . 4 4 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 59,258 : : Positions : : 49,425 39,375 4,252 10,350 3,706 888 3,865 412 400 1,325 175 : : : : Changes from: May 21, 2019 : : 213 -580 -475 920 -1,070 25 -42 -25 325 -210 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 66.4 7.2 17.5 6.3 1.5 6.5 0.7 0.7 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 31,549 : : Positions : : 27,760 25,645 3,627 5,617 12 0 75 0 150 200 0 : : : : Changes from: May 21, 2019 : : 250 400 100 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 81.3 11.5 17.8 0.0 0.0 0.2 0.0 0.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 68,344 : : Positions : : 41,774 43,600 954 11,111 6,500 16,947 400 451 600 5,082 1,098 : : : : Changes from: May 21, 2019 : : -125 -396 0 190 -190 -96 0 96 0 -140 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 63.8 1.4 16.3 9.5 24.8 0.6 0.7 0.9 7.4 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 90,378 : : Positions : : 52,099 46,467 1,456 32,283 3,650 28,836 1,160 1,500 800 3,577 1,678 : : : : Changes from: May 21, 2019 : : -204 -1,712 0 383 359 -986 185 720 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 51.4 1.6 35.7 4.0 31.9 1.3 1.7 0.9 4.0 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 76,470 : : Positions : : 57,445 55,026 13,606 18,900 995 1,855 0 25 765 0 1,320 : : : : Changes from: May 21, 2019 : : 967 223 -804 0 790 0 0 0 120 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.0 17.8 24.7 1.3 2.4 0.0 0.0 1.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 107,974 : : Positions : : 77,148 69,259 24,500 36,398 380 2,055 100 25 1,770 0 1,702 : : : : Changes from: May 21, 2019 : : 69 -301 -430 0 117 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 64.1 22.7 33.7 0.4 1.9 0.1 0.0 1.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 48,035 : : Positions : : 35,100 46,930 11,840 0 770 0 0 0 25 0 0 : : : : Changes from: May 21, 2019 : : -370 -370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 97.7 24.6 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 25,214 : : Positions : : 21,618 20,362 350 1,766 2,446 0 600 0 210 0 0 : : : : Changes from: May 21, 2019 : : 590 -10 -300 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 80.8 1.4 7.0 9.7 0.0 2.4 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 12,110 : : Positions : : 6,815 12,010 3,980 0 100 350 0 0 775 0 0 : : : : Changes from: May 21, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 99.2 32.9 0.0 0.8 2.9 0.0 0.0 6.4 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 28, 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 74,002 : : Positions : : 54,599 41,894 3,046 13,123 6,283 882 615 565 5,631 8,695 2,677 : : : : Changes from: May 21, 2019 : : 2,047 1,448 -157 640 -129 17 -88 0 98 114 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 56.6 4.1 17.7 8.5 1.2 0.8 0.8 7.6 11.7 3.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 29 . . . 4 . 5 4 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 20,691 : : Positions : : 18,716 11,444 700 4,006 309 50 525 0 0 3,465 600 : : : : Changes from: May 21, 2019 : : 900 0 600 0 -300 0 0 0 0 1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 55.3 3.4 19.4 1.5 0.2 2.5 0.0 0.0 16.7 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 60,758 : : Positions : : 49,633 58,488 8,415 0 2,045 0 0 0 510 0 0 : : : : Changes from: May 21, 2019 : : 5 -45 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 96.3 13.9 0.0 3.4 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 36,870 : : Positions : : 31,529 23,098 229 10,028 2,078 1,200 1,290 0 882 25 135 : : : : Changes from: May 21, 2019 : : -73 -723 0 260 0 0 370 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 62.6 0.6 27.2 5.6 3.3 3.5 0.0 2.4 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 69,847 : : Positions : : 57,817 65,317 5,008 535 3,495 25 0 0 3,034 200 0 : : : : Changes from: May 21, 2019 : : 175 415 240 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 93.5 7.2 0.8 5.0 0.0 0.0 0.0 4.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 76,326 : : Positions : : 62,692 66,781 6,785 3,210 2,390 25 0 0 3,541 3,800 60 : : : : Changes from: May 21, 2019 : : 160 410 245 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 87.5 8.9 4.2 3.1 0.0 0.0 0.0 4.6 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 94,212 : : Positions : : 77,073 86,440 11,011 3,319 2,462 793 0 402 1,996 1,175 374 : : : : Changes from: May 21, 2019 : : 331 616 34 0 0 180 0 -145 41 -10 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 91.8 11.7 3.5 2.6 0.8 0.0 0.4 2.1 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 117,870 : : Positions : : 97,174 103,504 11,401 3,660 4,123 126 808 909 2,595 3,505 1,345 : : : : Changes from: May 21, 2019 : : 1,103 480 -83 25 0 -59 71 -91 95 516 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 87.8 9.7 3.1 3.5 0.1 0.7 0.8 2.2 3.0 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 19 26 . . . . 6 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 56,225 : : Positions : : 46,365 49,985 6,770 505 2,865 0 1,250 225 0 1,350 0 : : : : Changes from: May 21, 2019 : : 260 475 765 -375 490 0 200 0 0 725 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 88.9 12.0 0.9 5.1 0.0 2.2 0.4 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . . . 0 . . 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 42,030 : : Positions : : 35,555 40,055 5,350 0 1,125 0 0 0 0 850 0 : : : : Changes from: May 21, 2019 : : 735 600 15 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 95.3 12.7 0.0 2.7 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 56,376 : : Positions : : 44,152 52,714 7,233 0 2,668 800 60 350 664 497 67 : : : : Changes from: May 21, 2019 : : 489 65 -560 0 660 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 93.5 12.8 0.0 4.7 1.4 0.1 0.6 1.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 54,516 : : Positions : : 34,024 50,774 8,411 375 1,429 7,810 0 1,155 804 0 609 : : : : Changes from: May 21, 2019 : : -97 -336 451 10 -254 -765 0 445 67 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 93.1 15.4 0.7 2.6 14.3 0.0 2.1 1.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 34,791 : : Positions : : 19,184 34,290 15,203 0 88 0 260 80 170 0 0 : : : : Changes from: May 21, 2019 : : -165 0 165 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 98.6 43.7 0.0 0.3 0.0 0.7 0.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 31,725 : : Positions : : 19,108 31,260 12,357 0 65 0 380 0 130 0 0 : : : : Changes from: May 21, 2019 : : -120 45 130 0 0 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 98.5 39.0 0.0 0.2 0.0 1.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,691 : : Positions : : 24,238 25,914 2,631 170 922 713 915 75 0 315 65 : : : : Changes from: May 21, 2019 : : 540 -39 -31 0 35 0 25 0 0 195 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 90.3 9.2 0.6 3.2 2.5 3.2 0.3 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,334 : : Positions : : 18,525 20,929 3,059 0 80 100 800 0 0 325 0 : : : : Changes from: May 21, 2019 : : 0 -120 -10 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 93.7 13.7 0.0 0.4 0.4 3.6 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 49,651 : : Positions : : 41,518 33,200 3,488 10,883 460 2,588 3,581 980 505 515 0 : : : : Changes from: May 21, 2019 : : 1,231 653 192 500 -96 -300 -4 215 25 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 66.9 7.0 21.9 0.9 5.2 7.2 2.0 1.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 . . . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 39,584 : : Positions : : 34,891 24,746 1,846 13,008 1,010 880 158 542 0 0 0 : : : : Changes from: May 21, 2019 : : 398 401 41 60 45 0 -2 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 62.5 4.7 32.9 2.6 2.2 0.4 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 18,461 : : Positions : : 11,006 16,010 4,844 0 2,326 125 0 25 0 100 0 : : : : Changes from: May 21, 2019 : : -25 75 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 86.7 26.2 0.0 12.6 0.7 0.0 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 14,592 : : Positions : : 10,948 12,867 1,344 205 570 0 100 0 980 100 750 : : : : Changes from: May 21, 2019 : : 50 150 50 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 88.2 9.2 1.4 3.9 0.0 0.7 0.0 6.7 0.7 5.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 17,031 : : Positions : : 13,682 13,433 1,176 5 718 0 1,800 0 480 100 975 : : : : Changes from: May 21, 2019 : : 50 150 50 0 -24 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 78.9 6.9 0.0 4.2 0.0 10.6 0.0 2.8 0.6 5.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 23,337 : : Positions : : 12,449 15,638 8,960 5,167 125 0 25 0 925 1,635 705 : : : : Changes from: May 21, 2019 : : -132 -107 50 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 67.0 38.4 22.1 0.5 0.0 0.1 0.0 4.0 7.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 22,267 : : Positions : : 11,517 14,695 8,998 5,137 125 0 25 0 780 1,585 660 : : : : Changes from: May 21, 2019 : : 0 25 50 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 66.0 40.4 23.1 0.6 0.0 0.1 0.0 3.5 7.1 3.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 58,369 : : Positions : : 37,408 54,209 10,945 0 2,290 650 25 25 5,340 375 1,445 : : : : Changes from: May 21, 2019 : : 200 525 0 0 0 0 0 0 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 92.9 18.8 0.0 3.9 1.1 0.0 0.0 9.1 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 58,000 : : Positions : : 37,618 54,275 10,834 0 1,845 650 25 25 5,790 865 955 : : : : Changes from: May 21, 2019 : : 800 1,125 0 0 0 0 0 0 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 93.6 18.7 0.0 3.2 1.1 0.0 0.0 10.0 1.5 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 125,100 : : Positions : : 108,460 86,826 8,960 21,557 1,521 1,005 1,225 335 4,240 13,070 340 : : : : Changes from: May 21, 2019 : : 1,476 1,075 0 -615 518 25 -25 25 0 765 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 69.4 7.2 17.2 1.2 0.8 1.0 0.3 3.4 10.4 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 24 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 138,841 : : Positions : : 121,838 94,503 10,450 26,800 543 1,475 890 825 2,830 14,280 740 : : : : Changes from: May 21, 2019 : : 1,410 785 0 -100 0 -75 -50 25 0 700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 68.1 7.5 19.3 0.4 1.1 0.6 0.6 2.0 10.3 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 27 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 278,189 : : Positions : : 177,326 195,916 39,266 6,185 24,827 11,952 24,036 10,628 3,518 6,700 9,778 : : : : Changes from: May 21, 2019 : : 8,191 6,092 1,472 -22 792 -391 -109 770 -2,153 1,108 896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 70.4 14.1 2.2 8.9 4.3 8.6 3.8 1.3 2.4 3.5 : : : : Number of Traders in Each Category Total Traders: 85 : : 38 38 . . 4 7 11 11 8 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 21,480 : : Positions : : 14,054 20,430 2,750 365 525 505 0 0 3,395 0 140 : : : : Changes from: May 21, 2019 : : -50 100 -25 50 0 -25 0 0 250 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 95.1 12.8 1.7 2.4 2.4 0.0 0.0 15.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 20,354 : : Positions : : 12,631 18,922 2,982 0 522 0 815 10 3,925 0 75 : : : : Changes from: May 21, 2019 : : -50 100 -75 0 50 0 25 0 250 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 93.0 14.7 0.0 2.6 0.0 4.0 0.0 19.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 39,319 : : Positions : : 31,314 28,339 2,405 3,095 135 0 2,365 990 0 0 0 : : : : Changes from: May 21, 2019 : : 75 200 -75 0 75 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 72.1 6.1 7.9 0.3 0.0 6.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 35,882 : : Positions : : 29,777 26,705 1,855 2,980 195 0 2,115 535 0 0 0 : : : : Changes from: May 21, 2019 : : 275 200 -75 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 74.4 5.2 8.3 0.5 0.0 5.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 24,113 : : Positions : : 7,168 16,506 11,808 1,650 1,365 500 1,660 355 600 0 200 : : : : Changes from: May 21, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 68.5 49.0 6.8 5.7 2.1 6.9 1.5 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 25,014 : : Positions : : 13,571 8,830 734 3,480 4,008 0 1,995 5,860 0 0 0 : : : : Changes from: May 21, 2019 : : 560 -500 250 300 18 0 1,010 -800 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 35.3 2.9 13.9 16.0 0.0 8.0 23.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 22,074 : : Positions : : 7,910 9,679 1,749 1,440 3,188 2,540 1,080 5,930 0 0 0 : : : : Changes from: May 21, 2019 : : 465 1,065 300 300 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 43.8 7.9 6.5 14.4 11.5 4.9 26.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 72,808 : : Positions : : 23,993 27,133 19,773 25,185 35 11,970 4,970 1,755 2,035 0 1,455 : : : : Changes from: May 21, 2019 : : -295 1,355 35 5 0 175 0 0 1,445 0 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 37.3 27.2 34.6 0.0 16.4 6.8 2.4 2.8 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 70,268 : : Positions : : 24,947 22,741 18,080 26,125 295 10,885 5,120 1,860 645 0 2,695 : : : : Changes from: May 21, 2019 : : -110 1,235 -150 0 0 50 0 0 645 -800 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 32.4 25.7 37.2 0.4 15.5 7.3 2.6 0.9 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 25,792 : : Positions : : 14,044 6,083 3,815 3,226 1,156 595 8,530 730 300 1,440 1,365 : : : : Changes from: May 21, 2019 : : 150 0 -75 -75 0 0 -25 25 300 475 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 23.6 14.8 12.5 4.5 2.3 33.1 2.8 1.2 5.6 5.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 24,162 : : Positions : : 12,364 5,763 3,375 3,336 863 595 7,915 730 600 590 1,940 : : : : Changes from: May 21, 2019 : : 150 0 -75 -75 0 0 -25 25 390 565 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 23.9 14.0 13.8 3.6 2.5 32.8 3.0 2.5 2.4 8.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 43,263 : : Positions : : 14,562 27,887 1,992 9,580 469 13,950 0 25 7,205 0 0 : : : : Changes from: May 21, 2019 : : -176 289 370 600 -149 95 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 64.5 4.6 22.1 1.1 32.2 0.0 0.1 16.7 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 28, 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 43,590 : : Positions : : 15,474 26,295 1,275 11,135 515 13,590 0 25 7,205 0 0 : : : : Changes from: May 21, 2019 : : -47 418 370 600 -255 95 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 60.3 2.9 25.5 1.2 31.2 0.0 0.1 16.5 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 28, 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 49,530 : : Positions : : 16,230 40,970 2,320 0 2,255 4,295 0 2,160 18,520 400 50 : : : : Changes from: May 21, 2019 : : 600 745 0 0 0 50 0 50 315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 82.7 4.7 0.0 4.6 8.7 0.0 4.4 37.4 0.8 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 28, 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 48,905 : : Positions : : 15,805 39,785 1,460 0 2,190 3,320 50 2,610 19,080 50 150 : : : : Changes from: May 21, 2019 : : 405 395 -75 0 20 -50 0 50 115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 81.4 3.0 0.0 4.5 6.8 0.1 5.3 39.0 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 28, 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 17,775 : : Positions : : 10,990 6,695 1,350 420 1,435 0 6,565 0 1,745 660 540 : : : : Changes from: May 21, 2019 : : 125 470 75 -175 215 0 25 0 595 475 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 37.7 7.6 2.4 8.1 0.0 36.9 0.0 9.8 3.7 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 17,315 : : Positions : : 10,430 6,105 1,350 70 1,455 0 7,065 0 1,925 660 510 : : : : Changes from: May 21, 2019 : : 125 470 75 -175 245 0 25 0 595 475 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 35.3 7.8 0.4 8.4 0.0 40.8 0.0 11.1 3.8 2.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 50,665 : : Positions : : 29,065 18,635 105 980 3,085 1,295 17,880 2,570 7,675 1,275 1,465 : : : : Changes from: May 21, 2019 : : -125 125 0 50 0 0 -200 200 100 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 36.8 0.2 1.9 6.1 2.6 35.3 5.1 15.1 2.5 2.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 51,895 : : Positions : : 29,865 19,930 165 1,060 3,060 930 17,940 2,710 8,650 1,300 1,075 : : : : Changes from: May 21, 2019 : : 50 300 0 50 0 0 -200 200 100 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 38.4 0.3 2.0 5.9 1.8 34.6 5.2 16.7 2.5 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 60,620 : : Positions : : 34,685 20,525 0 12,385 2,681 18,140 125 1,580 0 20,135 95 : : : : Changes from: May 21, 2019 : : 100 100 0 150 0 475 -50 175 0 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 33.9 0.0 20.4 4.4 29.9 0.2 2.6 0.0 33.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 49,405 : : Positions : : 29,235 20,895 0 12,090 1,758 14,265 100 1,630 0 10,785 340 : : : : Changes from: May 21, 2019 : : 85 -115 0 150 0 -175 -50 175 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 42.3 0.0 24.5 3.6 28.9 0.2 3.3 0.0 21.8 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 140,268 : : Positions : : 74,800 90,615 19,141 520 6,816 3,299 9,600 7,565 4,510 1,135 2,950 : : : : Changes from: May 21, 2019 : : 895 -145 -170 0 0 -90 745 140 365 400 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 64.6 13.6 0.4 4.9 2.4 6.8 5.4 3.2 0.8 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 132,141 : : Positions : : 70,103 84,551 25,304 0 5,115 3,449 4,905 7,570 1,375 10,895 1,290 : : : : Changes from: May 21, 2019 : : 480 -35 -145 0 0 -40 95 90 0 235 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 64.0 19.1 0.0 3.9 2.6 3.7 5.7 1.0 8.2 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 26 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 39,160 : : Positions : : 15,640 19,610 13,705 9,170 1,315 3,735 2,200 2,240 0 2,100 0 : : : : Changes from: May 21, 2019 : : 70 -385 -260 2,165 -215 1,830 -140 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 50.1 35.0 23.4 3.4 9.5 5.6 5.7 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 35,030 : : Positions : : 12,065 18,280 13,475 7,585 605 3,455 1,200 2,895 0 2,000 0 : : : : Changes from: May 21, 2019 : : 1,005 -220 -1,000 1,870 -90 1,640 0 -340 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 52.2 38.5 21.7 1.7 9.9 3.4 8.3 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 27,785 : : Positions : : 5,875 17,390 0 6,720 2,165 18,095 0 380 0 0 0 : : : : Changes from: May 21, 2019 : : 705 -35 0 665 60 -75 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 62.6 0.0 24.2 7.8 65.1 0.0 1.4 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 28, 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 32,600 : : Positions : : 7,715 22,850 0 5,375 2,165 20,610 0 970 0 0 0 : : : : Changes from: May 21, 2019 : : 325 -25 0 165 20 -125 0 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 70.1 0.0 16.5 6.6 63.2 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 81,988 : : Positions : : 48,934 32,404 2,235 3,225 9,670 275 17,290 3,440 1,415 0 0 : : : : Changes from: May 21, 2019 : : 1,170 915 0 -2,070 360 0 2,365 -930 50 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 39.5 2.7 3.9 11.8 0.3 21.1 4.2 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 20 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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 76,840 : : Positions : : 44,426 30,590 475 9,966 7,609 400 6,530 7,755 1,215 35 0 : : : : Changes from: May 21, 2019 : : 1,185 1,040 475 -620 -5 0 1,515 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 39.8 0.6 13.0 9.9 0.5 8.5 10.1 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 28, 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.DEOK_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064GAA Open Interest is 11,023 : : Positions : : 6,848 1,220 135 3,513 0 1,190 5,820 175 2,225 0 35 : : : : Changes from: May 21, 2019 : : 35 -25 0 0 0 0 0 0 -60 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 11.1 1.2 31.9 0.0 10.8 52.8 1.6 20.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . 0 . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 31, 2019