Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 19,827 : : Positions : : 6,008 11,843 1,969 0 926 529 1,858 527 6,875 1,521 2,217 : : : : Changes from: May 28, 2019 : : -757 -1,047 -286 0 44 65 149 -86 -246 -311 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 59.7 9.9 0.0 4.7 2.7 9.4 2.7 34.7 7.7 11.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 12 5 0 4 . 4 . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 20,235 : : Positions : : 10,651 12,575 76 2,702 2,718 5,001 602 0 841 374 324 : : : : Changes from: May 28, 2019 : : 200 178 76 -104 144 -88 -38 0 413 96 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 62.1 0.4 13.4 13.4 24.7 3.0 0.0 4.2 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 19 . . . . . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 39,649 : : Positions : : 24,563 35,843 7,748 0 1,647 100 1,484 0 4,750 95 580 : : : : Changes from: May 28, 2019 : : -1,817 -1,853 411 0 -451 -345 -23 0 -525 -130 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 90.4 19.5 0.0 4.2 0.3 3.7 0.0 12.0 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 17 . 0 . . . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 28,663 : : Positions : : 23,367 25,435 975 630 1,714 59 0 91 1,675 125 650 : : : : Changes from: May 28, 2019 : : 219 -316 475 -536 -475 -64 0 64 -1,350 125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 88.7 3.4 2.2 6.0 0.2 0.0 0.3 5.8 0.4 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 153,190 : : Positions : : 120,522 111,464 136 15,788 9,947 10,553 630 5,294 685 3,173 2,932 : : : : Changes from: May 28, 2019 : : -1,990 -1,421 -791 -1,958 390 280 125 -145 365 -35 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 72.8 0.1 10.3 6.5 6.9 0.4 3.5 0.4 2.1 1.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 30 . . 4 4 . . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 61,353 : : Positions : : 51,805 41,098 3,977 10,220 3,591 968 4,331 162 500 1,550 350 : : : : Changes from: May 28, 2019 : : 2,380 1,723 -275 -130 -115 80 466 -250 100 225 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 67.0 6.5 16.7 5.9 1.6 7.1 0.3 0.8 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 21 . . . 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 31,999 : : Positions : : 27,985 26,095 3,627 5,617 12 0 75 0 375 200 0 : : : : Changes from: May 28, 2019 : : 225 450 0 0 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 81.5 11.3 17.6 0.0 0.0 0.2 0.0 1.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 68,499 : : Positions : : 42,234 43,305 954 11,201 6,375 16,597 400 626 600 5,217 1,093 : : : : Changes from: May 28, 2019 : : 460 -295 0 90 -125 -350 0 175 0 135 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 63.2 1.4 16.4 9.3 24.2 0.6 0.9 0.9 7.6 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 June 4, 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 90,649 : : Positions : : 52,208 46,190 1,454 32,339 3,824 28,736 1,280 1,490 800 3,587 1,668 : : : : Changes from: May 28, 2019 : : 109 -277 -2 56 174 -100 120 -10 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 51.0 1.6 35.7 4.2 31.7 1.4 1.6 0.9 4.0 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 . . 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 77,587 : : Positions : : 57,787 54,986 13,931 19,435 995 1,855 0 25 780 0 1,320 : : : : Changes from: May 28, 2019 : : 342 -40 325 535 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 70.9 18.0 25.0 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 June 4, 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 108,490 : : Positions : : 76,867 68,957 24,825 36,646 330 2,055 100 25 1,775 35 1,707 : : : : Changes from: May 28, 2019 : : -281 -302 325 248 -50 0 0 0 5 35 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 63.6 22.9 33.8 0.3 1.9 0.1 0.0 1.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 49,525 : : Positions : : 36,730 48,390 11,670 0 800 0 0 0 25 0 0 : : : : Changes from: May 28, 2019 : : 1,630 1,460 -170 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 97.7 23.6 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 June 4, 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 23,806 : : Positions : : 19,718 19,114 635 1,751 2,301 0 600 0 562 0 0 : : : : Changes from: May 28, 2019 : : -1,900 -1,248 285 -15 -145 0 0 0 352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 80.3 2.7 7.4 9.7 0.0 2.5 0.0 2.4 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 June 4, 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 13,430 : : Positions : : 8,135 11,780 3,980 0 100 350 1,500 0 775 50 0 : : : : Changes from: May 28, 2019 : : 1,320 -230 0 0 0 0 1,500 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 87.7 29.6 0.0 0.7 2.6 11.2 0.0 5.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 75,889 : : Positions : : 54,985 43,102 2,691 12,913 6,434 1,799 80 1,040 5,695 9,259 2,920 : : : : Changes from: May 28, 2019 : : 386 1,208 -355 -210 151 917 -535 475 64 564 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 56.8 3.5 17.0 8.5 2.4 0.1 1.4 7.5 12.2 3.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 28 . . . 5 . 5 5 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 22,676 : : Positions : : 19,301 13,079 350 4,006 559 1,025 0 525 0 3,565 600 : : : : Changes from: May 28, 2019 : : 585 1,635 -350 0 250 975 -525 525 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 57.7 1.5 17.7 2.5 4.5 0.0 2.3 0.0 15.7 2.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 61,928 : : Positions : : 50,828 59,538 8,350 75 2,040 0 0 0 510 25 25 : : : : Changes from: May 28, 2019 : : 1,195 1,050 -65 75 -5 0 0 0 0 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 96.1 13.5 0.1 3.3 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 36,087 : : Positions : : 30,924 21,905 229 10,303 1,888 1,200 1,430 0 872 148 167 : : : : Changes from: May 28, 2019 : : -605 -1,193 0 275 -190 0 140 0 -10 123 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 60.7 0.6 28.6 5.2 3.3 4.0 0.0 2.4 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 69,887 : : Positions : : 56,442 65,347 5,058 535 3,495 25 0 0 2,954 200 0 : : : : Changes from: May 28, 2019 : : -1,375 30 50 0 0 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 93.5 7.2 0.8 5.0 0.0 0.0 0.0 4.2 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 June 4, 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 77,066 : : Positions : : 61,767 67,506 6,785 3,210 2,390 25 0 0 3,791 3,800 60 : : : : Changes from: May 28, 2019 : : -925 725 0 0 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 87.6 8.8 4.2 3.1 0.0 0.0 0.0 4.9 4.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 95,157 : : Positions : : 77,672 85,793 10,896 3,164 2,547 788 0 407 1,689 2,105 1,081 : : : : Changes from: May 28, 2019 : : 599 -647 -115 -155 85 -5 0 5 -307 930 707 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 90.2 11.5 3.3 2.7 0.8 0.0 0.4 1.8 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 119,394 : : Positions : : 97,332 101,772 11,267 3,699 4,158 201 966 934 2,570 5,108 2,736 : : : : Changes from: May 28, 2019 : : 158 -1,732 -134 39 35 75 158 25 -25 1,603 1,391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 85.2 9.4 3.1 3.5 0.2 0.8 0.8 2.2 4.3 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 17 25 . . . . 5 . . 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 58,825 : : Positions : : 48,945 51,135 6,190 880 3,390 0 1,250 300 0 1,825 0 : : : : Changes from: May 28, 2019 : : 2,580 1,150 -580 375 525 0 0 75 0 475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 86.9 10.5 1.5 5.8 0.0 2.1 0.5 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . 0 . . 0 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 43,905 : : Positions : : 37,505 41,405 5,200 0 1,200 0 0 0 0 1,300 0 : : : : Changes from: May 28, 2019 : : 1,950 1,350 -150 0 75 0 0 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 94.3 11.8 0.0 2.7 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 0 . 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 56,556 : : Positions : : 43,901 52,845 7,156 0 2,678 750 60 350 779 442 67 : : : : Changes from: May 28, 2019 : : -251 131 -77 0 10 -50 0 0 115 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 93.4 12.7 0.0 4.7 1.3 0.1 0.6 1.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 53,932 : : Positions : : 34,623 49,599 6,700 375 1,883 7,735 0 1,155 870 121 491 : : : : Changes from: May 28, 2019 : : 599 -1,175 -1,711 0 454 -75 0 0 66 121 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 92.0 12.4 0.7 3.5 14.3 0.0 2.1 1.6 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 36,006 : : Positions : : 17,734 34,830 15,335 0 88 0 250 80 1,850 0 360 : : : : Changes from: May 28, 2019 : : -1,450 540 132 0 0 0 -10 0 1,680 0 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 96.7 42.6 0.0 0.2 0.0 0.7 0.2 5.1 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 33,035 : : Positions : : 17,948 31,960 12,417 0 65 0 320 0 1,810 0 360 : : : : Changes from: May 28, 2019 : : -1,160 700 60 0 0 0 -60 0 1,680 0 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 96.7 37.6 0.0 0.2 0.0 1.0 0.0 5.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 30,065 : : Positions : : 25,047 26,218 2,813 150 807 823 990 0 60 1,470 95 : : : : Changes from: May 28, 2019 : : 809 304 182 -20 -115 110 75 -75 60 1,155 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 87.2 9.4 0.5 2.7 2.7 3.3 0.0 0.2 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 24,266 : : Positions : : 19,983 20,772 2,865 0 80 50 1,325 50 0 1,065 0 : : : : Changes from: May 28, 2019 : : 1,458 -157 -194 0 0 -50 525 50 0 740 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 85.6 11.8 0.0 0.3 0.2 5.5 0.2 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 50,424 : : Positions : : 38,388 31,850 3,604 11,036 724 2,858 3,633 970 1,842 265 1,770 : : : : Changes from: May 28, 2019 : : -3,130 -1,350 116 153 264 270 52 -10 1,337 -250 1,770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 63.2 7.1 21.9 1.4 5.7 7.2 1.9 3.7 0.5 3.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 24 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 40,102 : : Positions : : 35,037 20,360 1,408 13,108 1,460 880 318 382 0 3,609 375 : : : : Changes from: May 28, 2019 : : 146 -4,386 -438 100 450 0 160 -160 0 3,609 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 50.8 3.5 32.7 3.6 2.2 0.8 1.0 0.0 9.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 17,804 : : Positions : : 10,096 15,983 5,882 0 1,571 100 25 50 0 175 0 : : : : Changes from: May 28, 2019 : : -910 -27 1,038 0 -755 -25 25 25 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 89.8 33.0 0.0 8.8 0.6 0.1 0.3 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 14,862 : : Positions : : 11,138 12,530 1,444 205 570 0 100 0 880 125 750 : : : : Changes from: May 28, 2019 : : 190 -337 100 0 0 0 0 0 -100 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 84.3 9.7 1.4 3.8 0.0 0.7 0.0 5.9 0.8 5.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 17,351 : : Positions : : 13,689 12,715 1,276 5 718 0 1,850 0 280 125 1,075 : : : : Changes from: May 28, 2019 : : 7 -718 100 0 0 0 50 0 -200 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 73.3 7.4 0.0 4.1 0.0 10.7 0.0 1.6 0.7 6.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 23,332 : : Positions : : 12,426 15,323 8,875 4,768 125 0 25 0 925 1,635 705 : : : : Changes from: May 28, 2019 : : -23 -315 -85 -399 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 65.7 38.0 20.4 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 June 4, 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 22,262 : : Positions : : 11,518 14,330 8,913 4,738 125 0 25 0 780 1,585 660 : : : : Changes from: May 28, 2019 : : 1 -365 -85 -399 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 64.4 40.0 21.3 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 June 4, 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 58,264 : : Positions : : 36,602 53,299 10,695 0 2,490 650 25 25 5,365 375 1,445 : : : : Changes from: May 28, 2019 : : -806 -910 -250 0 200 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 91.5 18.4 0.0 4.3 1.1 0.0 0.0 9.2 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 14 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 57,920 : : Positions : : 36,658 53,430 10,634 0 2,045 650 25 25 5,815 865 955 : : : : Changes from: May 28, 2019 : : -960 -845 -200 0 200 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 92.2 18.4 0.0 3.5 1.1 0.0 0.0 10.0 1.5 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 14 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 126,778 : : Positions : : 110,174 86,933 8,960 21,572 1,466 1,005 1,225 335 4,130 13,255 390 : : : : Changes from: May 28, 2019 : : 1,714 107 0 15 -55 0 0 0 -110 185 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 68.6 7.1 17.0 1.2 0.8 1.0 0.3 3.3 10.5 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 24 . 4 . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 143,265 : : Positions : : 125,926 94,027 10,450 26,953 517 1,425 855 825 2,655 15,580 890 : : : : Changes from: May 28, 2019 : : 4,088 -476 0 153 -26 -50 -35 0 -175 1,300 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 65.6 7.3 18.8 0.4 1.0 0.6 0.6 1.9 10.9 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 26 . 4 . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 283,749 : : Positions : : 178,366 197,919 34,984 5,407 26,030 12,277 24,725 10,637 7,337 7,806 10,804 : : : : Changes from: May 28, 2019 : : 1,040 2,003 -4,282 -778 1,203 325 689 9 3,819 1,106 1,026 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 69.8 12.3 1.9 9.2 4.3 8.7 3.7 2.6 2.8 3.8 : : : : Number of Traders in Each Category Total Traders: 88 : : 37 36 . . 4 7 13 11 11 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 21,550 : : Positions : : 13,604 18,835 2,750 415 525 530 0 0 3,385 0 150 : : : : Changes from: May 28, 2019 : : -450 -1,595 0 50 0 25 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 87.4 12.8 1.9 2.4 2.5 0.0 0.0 15.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 20,394 : : Positions : : 12,587 17,581 2,932 0 572 0 815 10 3,915 0 75 : : : : Changes from: May 28, 2019 : : -44 -1,341 -50 0 50 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 86.2 14.4 0.0 2.8 0.0 4.0 0.0 19.2 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 June 4, 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 39,974 : : Positions : : 31,739 29,224 2,295 2,975 175 0 1,915 1,190 0 0 0 : : : : Changes from: May 28, 2019 : : 425 885 -110 -120 40 0 -450 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 73.1 5.7 7.4 0.4 0.0 4.8 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 35,612 : : Positions : : 29,712 26,630 1,745 2,980 185 0 2,015 535 0 0 0 : : : : Changes from: May 28, 2019 : : -65 -75 -110 0 -10 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 74.8 4.9 8.4 0.5 0.0 5.7 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 June 4, 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 25,563 : : Positions : : 7,343 17,956 13,083 1,650 1,365 500 1,660 355 600 0 200 : : : : Changes from: May 28, 2019 : : 175 1,450 1,275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 70.2 51.2 6.5 5.3 2.0 6.5 1.4 2.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 26,789 : : Positions : : 14,624 9,213 1,394 5,280 3,408 0 1,525 6,505 0 0 0 : : : : Changes from: May 28, 2019 : : 1,053 383 660 1,800 -600 0 -470 645 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 34.4 5.2 19.7 12.7 0.0 5.7 24.3 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 June 4, 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 77,123 : : Positions : : 25,888 29,428 19,633 24,645 1,260 12,510 4,970 2,250 1,495 0 2,055 : : : : Changes from: May 28, 2019 : : 1,895 2,295 -140 -540 1,225 540 0 495 -540 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 38.2 25.5 32.0 1.6 16.2 6.4 2.9 1.9 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 74,413 : : Positions : : 26,942 25,076 17,820 25,525 1,310 11,425 5,120 2,355 105 0 3,295 : : : : Changes from: May 28, 2019 : : 1,995 2,335 -260 -600 1,015 540 0 495 -540 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 33.7 23.9 34.3 1.8 15.4 6.9 3.2 0.1 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 25,867 : : Positions : : 14,143 6,157 3,815 3,076 1,156 745 8,530 730 300 1,765 1,115 : : : : Changes from: May 28, 2019 : : 99 74 0 -150 0 150 0 0 0 325 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 23.8 14.7 11.9 4.5 2.9 33.0 2.8 1.2 6.8 4.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 24,212 : : Positions : : 12,463 5,837 3,375 3,186 863 745 7,915 730 600 915 1,665 : : : : Changes from: May 28, 2019 : : 99 74 0 -150 0 150 0 0 0 325 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 24.1 13.9 13.2 3.6 3.1 32.7 3.0 2.5 3.8 6.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 45,123 : : Positions : : 14,952 29,747 2,152 9,580 469 15,260 0 25 7,205 0 0 : : : : Changes from: May 28, 2019 : : 390 1,860 160 0 0 1,310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 65.9 4.8 21.2 1.0 33.8 0.0 0.1 16.0 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 June 4, 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 44,910 : : Positions : : 15,474 27,495 1,285 11,255 515 14,900 0 25 7,205 0 0 : : : : Changes from: May 28, 2019 : : 0 1,200 10 120 0 1,310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 61.2 2.9 25.1 1.1 33.2 0.0 0.1 16.0 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 June 4, 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 51,855 : : Positions : : 17,485 41,925 1,220 600 2,855 5,495 0 2,160 18,720 400 50 : : : : Changes from: May 28, 2019 : : 1,255 955 -1,100 600 600 1,200 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 80.9 2.4 1.2 5.5 10.6 0.0 4.2 36.1 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 9 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 51,260 : : Positions : : 17,060 40,740 370 610 2,850 4,520 50 2,610 19,280 50 150 : : : : Changes from: May 28, 2019 : : 1,255 955 -1,090 610 660 1,200 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 79.5 0.7 1.2 5.6 8.8 0.1 5.1 37.6 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 8 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 1,350 360 1,535 0 6,625 0 1,745 660 540 : : : : Changes from: May 28, 2019 : : 0 0 0 -60 100 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 37.7 7.6 2.0 8.6 0.0 37.3 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 June 4, 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 10 1,545 0 7,125 0 1,925 660 510 : : : : Changes from: May 28, 2019 : : 0 0 0 -60 90 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 35.3 7.8 0.1 8.9 0.0 41.1 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 June 4, 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 51,675 : : Positions : : 29,430 19,020 305 980 3,075 1,295 18,580 2,495 8,375 1,275 1,465 : : : : Changes from: May 28, 2019 : : 365 385 200 0 -10 0 700 -75 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 36.8 0.6 1.9 6.0 2.5 36.0 4.8 16.2 2.5 2.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 52,885 : : Positions : : 30,185 20,270 365 1,060 3,050 930 18,640 2,635 9,350 1,300 1,050 : : : : Changes from: May 28, 2019 : : 320 340 200 0 -10 0 700 -75 700 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 38.3 0.7 2.0 5.8 1.8 35.2 5.0 17.7 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 60,360 : : Positions : : 34,725 20,525 0 12,685 2,681 17,840 125 1,580 0 19,575 95 : : : : Changes from: May 28, 2019 : : 40 0 0 300 0 -300 0 0 0 -560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 34.0 0.0 21.0 4.4 29.6 0.2 2.6 0.0 32.4 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 June 4, 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 48,805 : : Positions : : 29,235 20,895 0 12,090 1,758 13,665 100 1,630 0 10,185 340 : : : : Changes from: May 28, 2019 : : 0 0 0 0 0 -600 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 42.8 0.0 24.8 3.6 28.0 0.2 3.3 0.0 20.9 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 June 4, 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 141,673 : : Positions : : 77,406 91,501 19,936 0 6,992 1,549 10,350 7,840 3,810 970 3,255 : : : : Changes from: May 28, 2019 : : 2,606 886 795 -520 176 -1,750 750 275 -700 -165 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 64.6 14.1 0.0 4.9 1.1 7.3 5.5 2.7 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 133,816 : : Positions : : 73,632 86,805 26,404 0 4,815 1,749 5,105 7,820 1,375 11,370 1,045 : : : : Changes from: May 28, 2019 : : 3,529 2,254 1,100 0 -300 -1,700 200 250 0 475 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 64.9 19.7 0.0 3.6 1.3 3.8 5.8 1.0 8.5 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 26 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 39,140 : : Positions : : 15,830 19,580 13,225 9,290 1,315 4,115 2,200 2,040 0 2,100 0 : : : : Changes from: May 28, 2019 : : 190 -30 -480 120 0 380 0 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 50.0 33.8 23.7 3.4 10.5 5.6 5.2 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 June 4, 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 35,125 : : Positions : : 12,015 18,550 13,440 7,735 605 3,960 1,200 2,570 0 2,000 0 : : : : Changes from: May 28, 2019 : : -50 270 -35 150 0 505 0 -325 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 52.8 38.3 22.0 1.7 11.3 3.4 7.3 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 June 4, 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 29,265 : : Positions : : 7,305 17,270 0 8,570 2,045 18,425 0 355 0 0 0 : : : : Changes from: May 28, 2019 : : 1,430 -120 0 1,850 -120 330 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 59.0 0.0 29.3 7.0 63.0 0.0 1.2 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 June 4, 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 33,515 : : Positions : : 8,315 21,950 0 7,050 2,275 20,815 0 1,005 0 0 0 : : : : Changes from: May 28, 2019 : : 600 -900 0 1,675 110 205 0 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 65.5 0.0 21.0 6.8 62.1 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 June 4, 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 84,883 : : Positions : : 51,389 33,369 2,215 4,035 9,215 750 18,425 3,290 1,415 0 0 : : : : Changes from: May 28, 2019 : : 2,455 965 -20 810 -455 475 1,135 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 39.3 2.6 4.8 10.9 0.9 21.7 3.9 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 76,470 : : Positions : : 44,251 30,125 1,135 10,386 6,834 400 7,040 7,755 1,215 35 0 : : : : Changes from: May 28, 2019 : : -175 -465 660 420 -775 0 510 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 39.4 1.5 13.6 8.9 0.5 9.2 10.1 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 10,993 : : Positions : : 6,778 1,220 135 2,663 0 1,190 5,100 835 725 0 905 : : : : Changes from: May 28, 2019 : : -70 0 0 -850 0 0 -720 660 -1,500 0 870 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 11.1 1.2 24.2 0.0 10.8 46.4 7.6 6.6 0.0 8.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . 0 . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 7, 2019