Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 20,678 : : Positions : : 6,059 12,641 1,933 0 937 529 1,843 530 7,499 1,371 2,445 : : : : Changes from: June 4, 2019 : : 51 798 -36 0 11 0 -15 3 624 -150 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 61.1 9.3 0.0 4.5 2.6 8.9 2.6 36.3 6.6 11.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 13 5 0 4 . 4 . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 18,050 : : Positions : : 9,761 11,726 76 3,164 2,190 4,837 380 0 695 400 42 : : : : Changes from: June 4, 2019 : : -890 -849 0 462 -528 -164 -222 0 -146 26 -282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 65.0 0.4 17.5 12.1 26.8 2.1 0.0 3.9 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 17 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 39,995 : : Positions : : 24,163 36,048 7,389 0 1,812 100 1,460 0 5,710 95 580 : : : : Changes from: June 4, 2019 : : -400 205 -359 0 165 0 -24 0 960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 90.1 18.5 0.0 4.5 0.3 3.7 0.0 14.3 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 . 0 . . . 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 28,831 : : Positions : : 23,667 25,515 825 875 1,507 59 0 91 1,850 125 700 : : : : Changes from: June 4, 2019 : : 300 80 -150 245 -207 0 0 0 175 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 88.5 2.9 3.0 5.2 0.2 0.0 0.3 6.4 0.4 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 147,888 : : Positions : : 119,360 110,191 0 16,425 9,207 10,369 768 5,311 797 3,362 2,564 : : : : Changes from: June 4, 2019 : : -1,162 -1,273 -136 637 -740 -184 138 17 112 189 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.5 0.0 11.1 6.2 7.0 0.5 3.6 0.5 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 30 0 5 5 . 4 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 61,635 : : Positions : : 51,303 42,363 5,224 10,011 3,177 719 4,526 262 650 975 300 : : : : Changes from: June 4, 2019 : : -502 1,265 1,247 -209 -414 -249 195 100 150 -575 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 68.7 8.5 16.2 5.2 1.2 7.3 0.4 1.1 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 . . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 31,496 : : Positions : : 27,705 25,982 3,254 5,277 12 0 75 0 525 150 0 : : : : Changes from: June 4, 2019 : : -280 -113 -373 -340 0 0 0 0 150 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 82.5 10.3 16.8 0.0 0.0 0.2 0.0 1.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 16 . . . 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 65,672 : : Positions : : 40,105 41,350 1,014 11,004 5,932 16,289 350 626 600 5,220 1,090 : : : : Changes from: June 4, 2019 : : -2,129 -1,955 60 -197 -443 -308 -50 0 0 3 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 63.0 1.5 16.8 9.0 24.8 0.5 1.0 0.9 7.9 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 86,716 : : Positions : : 49,767 43,693 1,383 30,968 3,855 27,553 1,385 1,490 600 3,504 1,668 : : : : Changes from: June 4, 2019 : : -2,441 -2,497 -71 -1,371 31 -1,183 105 0 -200 -83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 50.4 1.6 35.7 4.4 31.8 1.6 1.7 0.7 4.0 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 74,403 : : Positions : : 55,649 53,389 13,381 18,478 995 1,825 0 0 585 0 1,320 : : : : Changes from: June 4, 2019 : : -2,138 -1,597 -550 -957 0 -30 0 -25 -195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 71.8 18.0 24.8 1.3 2.5 0.0 0.0 0.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 103,832 : : Positions : : 73,717 66,690 24,276 34,985 330 1,925 0 0 1,540 0 1,595 : : : : Changes from: June 4, 2019 : : -3,150 -2,267 -549 -1,661 0 -130 -100 -25 -235 -35 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 64.2 23.4 33.7 0.3 1.9 0.0 0.0 1.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 47,456 : : Positions : : 34,891 46,556 11,690 0 575 0 0 0 0 0 0 : : : : Changes from: June 4, 2019 : : -1,839 -1,834 20 0 -225 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 98.1 24.6 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 23,519 : : Positions : : 19,416 18,997 855 1,796 2,091 0 600 0 582 0 0 : : : : Changes from: June 4, 2019 : : -302 -117 220 45 -210 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 80.8 3.6 7.6 8.9 0.0 2.6 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 12,510 : : Positions : : 7,565 10,610 3,780 0 100 250 1,800 0 725 0 0 : : : : Changes from: June 4, 2019 : : -570 -1,170 -200 0 0 -100 300 0 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 84.8 30.2 0.0 0.8 2.0 14.4 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 71,307 : : Positions : : 50,614 41,903 2,387 11,782 6,539 1,879 117 1,077 5,687 6,900 2,849 : : : : Changes from: June 4, 2019 : : -4,371 -1,199 -304 -1,131 105 80 37 37 -8 -2,359 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 58.8 3.3 16.5 9.2 2.6 0.2 1.5 8.0 9.7 4.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 26 . . . 5 . 5 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 22,486 : : Positions : : 18,946 13,069 300 4,236 529 1,275 0 525 0 3,185 600 : : : : Changes from: June 4, 2019 : : -355 -10 -50 230 -30 250 0 0 0 -380 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 58.1 1.3 18.8 2.4 5.7 0.0 2.3 0.0 14.2 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 58,786 : : Positions : : 48,066 57,041 8,685 75 1,400 0 0 0 460 25 25 : : : : Changes from: June 4, 2019 : : -2,762 -2,497 335 0 -640 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 97.0 14.8 0.1 2.4 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 35,664 : : Positions : : 30,782 22,620 129 9,300 1,851 1,050 1,475 0 1,045 148 32 : : : : Changes from: June 4, 2019 : : -142 715 -100 -1,003 -37 -150 45 0 173 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 63.4 0.4 26.1 5.2 2.9 4.1 0.0 2.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 66,276 : : Positions : : 54,041 62,026 5,345 315 3,555 0 0 0 2,952 200 0 : : : : Changes from: June 4, 2019 : : -2,401 -3,321 287 -220 60 -25 0 0 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 93.6 8.1 0.5 5.4 0.0 0.0 0.0 4.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 73,044 : : Positions : : 59,658 63,719 6,407 3,015 2,450 0 0 0 3,731 3,800 60 : : : : Changes from: June 4, 2019 : : -2,109 -3,787 -378 -195 60 -25 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 87.2 8.8 4.1 3.4 0.0 0.0 0.0 5.1 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 90,937 : : Positions : : 72,443 82,064 11,860 3,155 2,497 1,165 0 30 1,754 2,055 1,101 : : : : Changes from: June 4, 2019 : : -5,229 -3,729 964 -9 -50 377 0 -377 65 -50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 90.2 13.0 3.5 2.7 1.3 0.0 0.0 1.9 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 113,532 : : Positions : : 90,617 96,277 12,794 3,603 4,188 300 1,077 840 2,884 5,829 1,712 : : : : Changes from: June 4, 2019 : : -6,715 -5,495 1,527 -96 30 99 111 -94 314 721 -1,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 84.8 11.3 3.2 3.7 0.3 0.9 0.7 2.5 5.1 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 27 . . . 4 5 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 56,886 : : Positions : : 47,407 49,736 6,420 1,266 2,764 0 930 295 0 1,850 0 : : : : Changes from: June 4, 2019 : : -1,538 -1,399 230 386 -626 0 -320 -5 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 87.4 11.3 2.2 4.9 0.0 1.6 0.5 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 44,000 : : Positions : : 37,780 41,605 5,175 0 1,045 0 0 0 0 1,350 0 : : : : Changes from: June 4, 2019 : : 275 200 -25 0 -155 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 94.6 11.8 0.0 2.4 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 55,513 : : Positions : : 43,286 51,915 7,234 0 2,725 700 0 350 681 503 5 : : : : Changes from: June 4, 2019 : : -615 -930 78 0 47 -50 -60 0 -98 61 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 93.5 13.0 0.0 4.9 1.3 0.0 0.6 1.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 52,088 : : Positions : : 33,429 48,027 6,626 375 1,771 7,585 0 1,155 782 108 489 : : : : Changes from: June 4, 2019 : : -1,194 -1,572 -74 0 -112 -150 0 0 -88 -13 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 92.2 12.7 0.7 3.4 14.6 0.0 2.2 1.5 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 34,655 : : Positions : : 17,558 33,794 14,673 0 60 0 250 80 1,790 0 420 : : : : Changes from: June 4, 2019 : : -176 -1,036 -662 0 -28 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 97.5 42.3 0.0 0.2 0.0 0.7 0.2 5.2 0.0 1.2 : : : : 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 11, 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 31,630 : : Positions : : 16,903 30,820 12,411 0 50 0 320 0 1,775 0 420 : : : : Changes from: June 4, 2019 : : -1,045 -1,140 -6 0 -15 0 0 0 -35 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 97.4 39.2 0.0 0.2 0.0 1.0 0.0 5.6 0.0 1.3 : : : : 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 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 29,070 : : Positions : : 24,512 24,954 2,629 190 695 663 960 360 0 1,747 155 : : : : Changes from: June 4, 2019 : : -535 -1,264 -184 40 -112 -160 -30 360 -60 277 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 85.8 9.0 0.7 2.4 2.3 3.3 1.2 0.0 6.0 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . . . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,017 : : Positions : : 19,433 20,432 2,875 0 80 50 1,325 50 0 980 0 : : : : Changes from: June 4, 2019 : : -550 -340 10 0 0 0 0 0 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 88.8 12.5 0.0 0.3 0.2 5.8 0.2 0.0 4.3 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 11, 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 50,365 : : Positions : : 37,374 32,057 4,392 10,430 764 2,893 3,909 1,050 1,742 83 2,042 : : : : Changes from: June 4, 2019 : : -1,014 207 788 -606 40 35 276 80 -100 -182 272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 63.6 8.7 20.7 1.5 5.7 7.8 2.1 3.5 0.2 4.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 39,311 : : Positions : : 33,830 19,895 2,072 12,822 1,435 885 378 382 0 3,822 437 : : : : Changes from: June 4, 2019 : : -1,207 -465 664 -286 -25 5 60 0 0 213 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 50.6 5.3 32.6 3.7 2.3 1.0 1.0 0.0 9.7 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 17,934 : : Positions : : 10,021 15,683 5,757 0 1,751 0 150 150 0 50 150 : : : : Changes from: June 4, 2019 : : -75 -300 -125 0 180 -100 125 100 0 -125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 87.4 32.1 0.0 9.8 0.0 0.8 0.8 0.0 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 13,670 : : Positions : : 10,361 12,255 1,779 440 0 0 100 0 720 125 750 : : : : Changes from: June 4, 2019 : : -777 -275 335 235 -570 0 0 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 89.6 13.0 3.2 0.0 0.0 0.7 0.0 5.3 0.9 5.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 16,133 : : Positions : : 13,119 12,695 1,611 240 148 0 1,850 0 120 125 1,075 : : : : Changes from: June 4, 2019 : : -570 -20 335 235 -570 0 0 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 78.7 10.0 1.5 0.9 0.0 11.5 0.0 0.7 0.8 6.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 21,322 : : Positions : : 11,403 14,693 8,080 4,463 125 0 0 0 780 1,300 705 : : : : Changes from: June 4, 2019 : : -1,023 -630 -795 -305 0 0 -25 0 -145 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 68.9 37.9 20.9 0.6 0.0 0.0 0.0 3.7 6.1 3.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 20,343 : : Positions : : 10,559 13,790 8,188 4,433 125 0 0 0 620 1,300 660 : : : : Changes from: June 4, 2019 : : -959 -540 -725 -305 0 0 -25 0 -160 -285 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 67.8 40.2 21.8 0.6 0.0 0.0 0.0 3.0 6.4 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 54,778 : : Positions : : 34,683 50,783 10,068 0 2,490 600 50 0 5,630 275 1,180 : : : : Changes from: June 4, 2019 : : -1,919 -2,516 -627 0 0 -50 25 -25 265 -100 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 92.7 18.4 0.0 4.5 1.1 0.1 0.0 10.3 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 54,405 : : Positions : : 34,839 50,984 10,063 0 1,991 600 50 0 6,060 670 710 : : : : Changes from: June 4, 2019 : : -1,819 -2,446 -571 0 -54 -50 25 -25 245 -195 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 93.7 18.5 0.0 3.7 1.1 0.1 0.0 11.1 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 124,354 : : Positions : : 103,507 87,071 14,315 21,487 1,168 875 1,175 335 3,550 12,525 385 : : : : Changes from: June 4, 2019 : : -6,667 138 5,355 -85 -298 -130 -50 0 -580 -730 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 70.0 11.5 17.3 0.9 0.7 0.9 0.3 2.9 10.1 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 24 . 4 . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 139,203 : : Positions : : 117,785 95,978 15,548 26,235 530 1,650 855 475 2,220 14,265 865 : : : : Changes from: June 4, 2019 : : -8,141 1,951 5,098 -718 13 225 0 -350 -435 -1,315 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 68.9 11.2 18.8 0.4 1.2 0.6 0.3 1.6 10.2 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 26 . 4 . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 268,879 : : Positions : : 168,444 184,274 33,694 5,123 27,011 12,158 25,984 9,796 7,980 7,397 9,174 : : : : Changes from: June 4, 2019 : : -9,922 -13,645 -1,290 -284 981 -119 1,259 -841 643 -409 -1,630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 68.5 12.5 1.9 10.0 4.5 9.7 3.6 3.0 2.8 3.4 : : : : Number of Traders in Each Category Total Traders: 86 : : 35 36 . . 5 7 13 7 10 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 19,780 : : Positions : : 12,596 18,685 2,720 460 500 515 0 0 3,205 0 125 : : : : Changes from: June 4, 2019 : : -1,008 -150 -30 45 -25 -15 0 0 -180 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 94.5 13.8 2.3 2.5 2.6 0.0 0.0 16.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 18,709 : : Positions : : 11,420 17,387 2,881 0 572 0 665 10 3,570 0 75 : : : : Changes from: June 4, 2019 : : -1,167 -194 -51 0 0 0 -150 0 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 92.9 15.4 0.0 3.1 0.0 3.6 0.1 19.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 38,736 : : Positions : : 29,876 27,726 2,760 3,365 275 0 1,615 1,190 0 0 0 : : : : Changes from: June 4, 2019 : : -1,863 -1,498 465 390 100 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 71.6 7.1 8.7 0.7 0.0 4.2 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 34,982 : : Positions : : 28,250 26,080 2,330 3,370 135 0 1,255 735 0 0 0 : : : : Changes from: June 4, 2019 : : -1,462 -550 585 390 -50 0 -760 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 74.6 6.7 9.6 0.4 0.0 3.6 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 24,847 : : Positions : : 6,483 17,535 12,597 620 1,930 525 1,615 280 625 0 175 : : : : Changes from: June 4, 2019 : : -860 -421 -486 -1,030 565 25 -45 -75 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 70.6 50.7 2.5 7.8 2.1 6.5 1.1 2.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 25,472 : : Positions : : 13,179 8,706 1,437 5,270 3,408 90 730 6,595 0 0 0 : : : : Changes from: June 4, 2019 : : -1,445 -507 43 -10 0 90 -795 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 34.2 5.6 20.7 13.4 0.4 2.9 25.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 73,418 : : Positions : : 24,688 28,538 18,348 23,485 1,260 12,055 4,705 1,350 2,010 0 1,580 : : : : Changes from: June 4, 2019 : : -1,200 -890 -1,285 -1,160 0 -455 -265 -900 515 0 -475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 38.9 25.0 32.0 1.7 16.4 6.4 1.8 2.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 70,691 : : Positions : : 25,900 24,224 16,680 24,415 1,310 10,700 4,855 1,455 670 0 2,730 : : : : Changes from: June 4, 2019 : : -1,042 -852 -1,140 -1,110 0 -725 -265 -900 565 0 -565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 34.3 23.6 34.5 1.9 15.1 6.9 2.1 0.9 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,492 : : Positions : : 13,443 6,102 3,365 3,041 1,156 1,410 8,350 65 300 1,555 1,115 : : : : Changes from: June 4, 2019 : : -700 -55 -450 -35 0 665 -180 -665 0 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 24.9 13.7 12.4 4.7 5.8 34.1 0.3 1.2 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,837 : : Positions : : 11,863 5,802 2,925 3,251 798 1,425 7,750 50 600 705 1,665 : : : : Changes from: June 4, 2019 : : -600 -35 -450 65 -65 680 -165 -680 0 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 25.4 12.8 14.2 3.5 6.2 33.9 0.2 2.6 3.1 7.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 5 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 46,613 : : Positions : : 13,528 31,578 2,227 9,180 503 18,100 0 0 7,205 0 0 : : : : Changes from: June 4, 2019 : : -1,424 1,831 75 -400 34 2,840 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 67.7 4.8 19.7 1.1 38.8 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 46,628 : : Positions : : 14,184 29,505 1,410 10,880 580 17,700 0 0 7,205 0 0 : : : : Changes from: June 4, 2019 : : -1,290 2,010 125 -375 65 2,800 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 63.3 3.0 23.3 1.2 38.0 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 50,200 : : Positions : : 16,655 40,290 520 650 2,900 5,635 0 2,125 18,455 450 0 : : : : Changes from: June 4, 2019 : : -830 -1,635 -700 50 45 140 0 -35 -265 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 80.3 1.0 1.3 5.8 11.2 0.0 4.2 36.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 8 . . . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 49,630 : : Positions : : 16,270 39,260 245 1,130 2,430 4,585 0 2,575 19,050 100 100 : : : : Changes from: June 4, 2019 : : -790 -1,480 -125 520 -420 65 -50 -35 -230 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 79.1 0.5 2.3 4.9 9.2 0.0 5.2 38.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 16,670 : : Positions : : 10,070 6,345 1,300 0 1,510 0 6,445 0 1,785 605 500 : : : : Changes from: June 4, 2019 : : -920 -350 -50 -360 -25 0 -180 0 40 -55 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 38.1 7.8 0.0 9.1 0.0 38.7 0.0 10.7 3.6 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 16,325 : : Positions : : 9,635 5,810 1,600 0 1,220 0 6,945 0 1,945 605 490 : : : : Changes from: June 4, 2019 : : -795 -295 250 -10 -325 0 -180 0 20 -55 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 35.6 9.8 0.0 7.5 0.0 42.5 0.0 11.9 3.7 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 50,790 : : Positions : : 28,435 17,505 335 915 3,045 1,330 19,735 2,320 8,875 1,250 1,535 : : : : Changes from: June 4, 2019 : : -995 -1,515 30 -65 -30 35 1,155 -175 500 -25 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 34.5 0.7 1.8 6.0 2.6 38.9 4.6 17.5 2.5 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 51,625 : : Positions : : 28,950 17,970 550 885 2,865 1,145 19,485 2,695 8,515 1,250 1,800 : : : : Changes from: June 4, 2019 : : -1,235 -2,300 185 -175 -185 215 845 60 -835 -50 750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 34.8 1.1 1.7 5.5 2.2 37.7 5.2 16.5 2.4 3.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 58,130 : : Positions : : 33,310 19,960 0 11,775 2,681 17,385 0 1,580 0 19,285 95 : : : : Changes from: June 4, 2019 : : -1,415 -565 0 -910 0 -455 -125 0 0 -290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 34.3 0.0 20.3 4.6 29.9 0.0 2.7 0.0 33.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 7 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 46,805 : : Positions : : 28,120 20,140 0 11,415 1,758 13,135 0 1,580 0 10,045 340 : : : : Changes from: June 4, 2019 : : -1,115 -755 0 -675 0 -530 -100 -50 0 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 43.0 0.0 24.4 3.8 28.1 0.0 3.4 0.0 21.5 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 8 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 138,432 : : Positions : : 79,659 87,174 19,231 0 6,882 0 13,936 6,289 4,120 2,020 2,815 : : : : Changes from: June 4, 2019 : : 2,253 -4,327 -705 0 -110 -1,549 3,586 -1,551 310 1,050 -440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 63.0 13.9 0.0 5.0 0.0 10.1 4.5 3.0 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 25 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 131,107 : : Positions : : 75,863 83,646 25,419 0 4,730 0 8,421 6,554 1,375 10,710 1,565 : : : : Changes from: June 4, 2019 : : 2,231 -3,159 -985 0 -85 -1,749 3,316 -1,266 0 -660 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 63.8 19.4 0.0 3.6 0.0 6.4 5.0 1.0 8.2 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 37,135 : : Positions : : 15,150 18,275 13,290 9,320 935 3,130 2,075 2,040 0 1,900 0 : : : : Changes from: June 4, 2019 : : -680 -1,305 65 30 -380 -985 -125 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 49.2 35.8 25.1 2.5 8.4 5.6 5.5 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 33,550 : : Positions : : 11,775 17,535 13,340 7,705 350 3,155 1,200 2,545 0 1,900 0 : : : : Changes from: June 4, 2019 : : -240 -1,015 -100 -30 -255 -805 0 -25 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 52.3 39.8 23.0 1.0 9.4 3.6 7.6 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 11, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 26,095 : : Positions : : 8,230 13,575 0 8,440 2,045 13,670 0 805 0 0 0 : : : : Changes from: June 4, 2019 : : 925 -3,695 0 -130 0 -4,755 0 450 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 52.0 0.0 32.3 7.8 52.4 0.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 86,605 : : Positions : : 51,422 38,702 1,500 4,065 9,915 850 12,280 5,200 1,215 0 0 : : : : Changes from: June 4, 2019 : : 33 5,333 -715 30 700 100 -6,145 1,910 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 44.7 1.7 4.7 11.4 1.0 14.2 6.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 11, 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 76,489 : : Positions : : 43,360 32,719 1,050 11,121 6,399 375 2,635 9,830 1,115 0 0 : : : : Changes from: June 4, 2019 : : -891 2,594 -85 735 -435 -25 -4,405 2,075 -100 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 42.8 1.4 14.5 8.4 0.5 3.4 12.9 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 14, 2019