Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 21,930 : : Positions : : 10,806 11,307 659 330 1,945 723 3,302 456 5,315 2,450 1,456 : : : : Changes from: September 3, 2019 : : -412 -746 -525 -147 82 46 154 -52 -491 -559 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 51.6 3.0 1.5 8.9 3.3 15.1 2.1 24.2 11.2 6.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 14 4 . 5 . 4 . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 15,102 : : Positions : : 8,092 9,471 265 3,397 1,549 4,321 0 0 277 260 0 : : : : Changes from: September 3, 2019 : : -2,288 -1,386 -88 -440 0 -44 -242 -132 -66 -440 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 62.7 1.8 22.5 10.3 28.6 0.0 0.0 1.8 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 39,753 : : Positions : : 24,379 34,855 5,177 541 2,767 415 615 200 6,275 120 530 : : : : Changes from: September 3, 2019 : : 854 688 5 442 -5 334 -42 -25 50 20 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 87.7 13.0 1.4 7.0 1.0 1.5 0.5 15.8 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 29,041 : : Positions : : 23,728 25,646 135 395 1,515 150 0 75 2,500 550 850 : : : : Changes from: September 3, 2019 : : 326 641 135 10 36 150 0 0 125 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.3 0.5 1.4 5.2 0.5 0.0 0.3 8.6 1.9 2.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 138,137 : : Positions : : 113,732 89,074 2,519 25,771 6,006 6,094 1,620 6,780 932 7,245 1,549 : : : : Changes from: September 3, 2019 : : -7,247 -7,624 -208 288 -73 -629 -780 -159 50 128 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 64.5 1.8 18.7 4.3 4.4 1.2 4.9 0.7 5.2 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 30 . . 4 4 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 67,989 : : Positions : : 58,247 48,698 2,502 10,314 3,183 325 1,726 2,256 450 785 1,025 : : : : Changes from: September 3, 2019 : : -2,650 -1,761 -252 -148 -233 0 -825 75 -150 -305 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 71.6 3.7 15.2 4.7 0.5 2.5 3.3 0.7 1.2 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 . . . . 6 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 31,573 : : Positions : : 28,288 22,881 1,720 7,037 1,240 0 0 0 275 350 50 : : : : Changes from: September 3, 2019 : : -1,389 -1,785 -396 65 0 0 -25 0 25 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 72.5 5.4 22.3 3.9 0.0 0.0 0.0 0.9 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 68,230 : : Positions : : 39,440 37,719 616 17,092 7,216 15,465 200 685 420 1,292 4,018 : : : : Changes from: September 3, 2019 : : -2,993 -2,515 148 -460 -170 -25 -50 -150 0 155 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 55.3 0.9 25.1 10.6 22.7 0.3 1.0 0.6 1.9 5.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 87,891 : : Positions : : 50,935 39,040 23 34,115 5,532 25,454 1,735 1,858 420 2,647 2,720 : : : : Changes from: September 3, 2019 : : -2,723 -1,061 23 -497 599 -28 -795 28 0 -326 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 44.4 0.0 38.8 6.3 29.0 2.0 2.1 0.5 3.0 3.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 70,737 : : Positions : : 54,160 49,892 10,482 18,157 1,150 1,350 50 0 1,737 0 1,347 : : : : Changes from: September 3, 2019 : : -779 -1,292 -387 -499 -180 -200 -150 0 -599 -25 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 70.5 14.8 25.7 1.6 1.9 0.1 0.0 2.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 95,008 : : Positions : : 66,013 59,267 22,342 33,184 502 1,350 125 0 2,311 0 1,848 : : : : Changes from: September 3, 2019 : : -2,915 -3,006 -1,005 -1,631 -70 -200 -125 0 -741 -75 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 62.4 23.5 34.9 0.5 1.4 0.1 0.0 2.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 43,120 : : Positions : : 32,815 40,755 8,130 0 1,655 0 0 0 400 420 0 : : : : Changes from: September 3, 2019 : : -2,130 -1,740 230 -65 -205 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.5 18.9 0.0 3.8 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,946 : : Positions : : 22,748 19,724 0 2,839 2,638 0 600 0 340 0 20 : : : : Changes from: September 3, 2019 : : 1,264 -243 -288 1,208 -440 0 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 76.0 0.0 10.9 10.2 0.0 2.3 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 14,090 : : Positions : : 8,975 10,065 4,375 0 0 200 3,900 0 325 0 125 : : : : Changes from: September 3, 2019 : : -595 -855 -185 0 0 0 -50 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 71.4 31.1 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . 0 0 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 70,104 : : Positions : : 39,637 50,825 1,365 9,200 7,361 7,821 0 515 10,841 85 2,064 : : : : Changes from: September 3, 2019 : : -5,804 -903 964 -1,676 -623 273 0 -129 1,875 -44 -2,245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 72.5 1.9 13.1 10.5 11.2 0.0 0.7 15.5 0.1 2.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 29 . . . 5 0 . 10 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 5,000 : : Positions : : 2,850 3,600 450 0 400 1,050 0 0 250 1,000 0 : : : : Changes from: September 3, 2019 : : 200 50 -1,010 0 400 1,050 0 0 -500 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 72.0 9.0 0.0 8.0 21.0 0.0 0.0 5.0 20.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 9 . 0 . . 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 26,159 : : Positions : : 16,319 19,266 339 4,766 590 4,275 0 175 3,365 220 800 : : : : Changes from: September 3, 2019 : : -1,595 -846 339 -236 -264 125 0 -125 -50 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 73.6 1.3 18.2 2.3 16.3 0.0 0.7 12.9 0.8 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 52,310 : : Positions : : 43,810 48,913 4,973 0 2,652 0 0 0 525 320 100 : : : : Changes from: September 3, 2019 : : -2,936 -3,460 -454 -100 0 0 0 0 -125 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 93.5 9.5 0.0 5.1 0.0 0.0 0.0 1.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 42,884 : : Positions : : 36,283 28,776 0 7,766 4,373 600 1,650 0 920 0 230 : : : : Changes from: September 3, 2019 : : -128 798 0 -855 590 -150 -300 0 -115 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 67.1 0.0 18.1 10.2 1.4 3.8 0.0 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 62,079 : : Positions : : 49,981 59,239 6,990 905 1,560 0 0 0 3,115 200 0 : : : : Changes from: September 3, 2019 : : -2,342 -2,054 684 10 -1,200 -150 0 0 -231 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 95.4 11.3 1.5 2.5 0.0 0.0 0.0 5.0 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 September 10, 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 67,897 : : Positions : : 55,368 59,312 6,489 2,755 2,060 0 0 0 3,800 3,700 60 : : : : Changes from: September 3, 2019 : : -3,404 -3,823 -775 -510 80 -175 0 0 -414 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 87.4 9.6 4.1 3.0 0.0 0.0 0.0 5.6 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 82,319 : : Positions : : 61,132 75,968 13,608 1,896 3,234 0 261 34 4,128 818 98 : : : : Changes from: September 3, 2019 : : -4,786 -5,036 -660 -28 -86 0 -73 0 -28 -370 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 92.3 16.5 2.3 3.9 0.0 0.3 0.0 5.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 102,578 : : Positions : : 73,773 87,045 16,710 4,285 4,269 140 2,198 463 6,431 3,627 606 : : : : Changes from: September 3, 2019 : : -7,107 -6,518 -683 35 -284 0 -605 -205 -255 -1,016 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 84.9 16.3 4.2 4.2 0.1 2.1 0.5 6.3 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 20 28 5 . . . 7 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 49,560 : : Positions : : 42,226 42,245 4,403 289 2,461 0 1,700 225 50 2,450 175 : : : : Changes from: September 3, 2019 : : -3,265 -4,230 -966 289 -289 0 -50 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 85.2 8.9 0.6 5.0 0.0 3.4 0.5 0.1 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 47,535 : : Positions : : 40,858 45,200 5,897 0 780 0 0 0 0 1,555 0 : : : : Changes from: September 3, 2019 : : -2,085 -2,475 -590 0 0 0 0 0 -25 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 95.1 12.4 0.0 1.6 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 63,390 : : Positions : : 46,412 58,004 12,243 0 2,286 650 0 200 481 1,728 1,005 : : : : Changes from: September 3, 2019 : : -749 -826 -299 0 -50 0 -150 -50 66 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 91.5 19.3 0.0 3.6 1.0 0.0 0.3 0.8 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 65,786 : : Positions : : 46,696 57,653 11,310 336 790 920 550 3,445 886 1,475 1,378 : : : : Changes from: September 3, 2019 : : 2,511 729 -2,332 -305 65 225 475 -435 241 -268 237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 87.6 17.2 0.5 1.2 1.4 0.8 5.2 1.3 2.2 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 28,546 : : Positions : : 15,069 27,922 12,441 0 159 0 333 80 700 0 0 : : : : Changes from: September 3, 2019 : : -1,400 -2,444 -980 0 -5 0 15 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 97.8 43.6 0.0 0.6 0.0 1.2 0.3 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 27,253 : : Positions : : 14,495 26,980 11,901 0 113 0 140 0 545 0 0 : : : : Changes from: September 3, 2019 : : -1,288 -1,747 -503 0 0 0 -60 0 -30 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 99.0 43.7 0.0 0.4 0.0 0.5 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 33,394 : : Positions : : 25,948 26,363 3,656 1,380 700 0 1,501 2,198 61 434 815 : : : : Changes from: September 3, 2019 : : -1,665 -573 77 170 -312 0 -1,090 959 -148 -265 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 78.9 10.9 4.1 2.1 0.0 4.5 6.6 0.2 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 21,876 : : Positions : : 17,064 19,125 2,013 0 198 600 700 850 354 568 300 : : : : Changes from: September 3, 2019 : : -800 -450 -336 0 0 240 -25 200 137 -70 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 87.4 9.2 0.0 0.9 2.7 3.2 3.9 1.6 2.6 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 54,599 : : Positions : : 43,452 35,884 5,314 12,741 735 2,850 3,233 860 694 486 645 : : : : Changes from: September 3, 2019 : : -541 -1,020 -522 513 -165 -455 -417 -235 366 -284 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 65.7 9.7 23.3 1.3 5.2 5.9 1.6 1.3 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 5 . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 35,246 : : Positions : : 30,270 18,328 3,085 13,735 799 0 400 320 0 1,136 354 : : : : Changes from: September 3, 2019 : : -1,041 -1,008 -438 -225 35 0 -210 95 -35 1 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 52.0 8.8 39.0 2.3 0.0 1.1 0.9 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 21,014 : : Positions : : 11,381 17,927 5,456 0 2,647 725 225 0 425 0 200 : : : : Changes from: September 3, 2019 : : 220 345 -25 0 25 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 85.3 26.0 0.0 12.6 3.5 1.1 0.0 2.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 12,927 : : Positions : : 10,619 10,860 981 755 637 0 150 0 170 125 400 : : : : Changes from: September 3, 2019 : : -673 -915 -12 -45 0 0 25 -25 -300 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 84.0 7.6 5.8 4.9 0.0 1.2 0.0 1.3 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 13,749 : : Positions : : 11,487 11,130 1,158 705 489 0 575 0 50 405 445 : : : : Changes from: September 3, 2019 : : -1,238 -940 53 5 -58 0 -400 -25 0 150 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 81.0 8.4 5.1 3.6 0.0 4.2 0.0 0.4 2.9 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 18,581 : : Positions : : 10,108 14,460 6,155 2,651 125 25 0 0 1,470 900 405 : : : : Changes from: September 3, 2019 : : -1,382 -975 -275 -604 0 0 0 0 -110 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 77.8 33.1 14.3 0.7 0.1 0.0 0.0 7.9 4.8 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 18,024 : : Positions : : 9,146 14,005 6,834 2,631 128 25 0 0 1,555 900 320 : : : : Changes from: September 3, 2019 : : -1,146 -740 -321 -599 0 0 0 0 -70 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 77.7 37.9 14.6 0.7 0.1 0.0 0.0 8.6 5.0 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 45,085 : : Positions : : 29,750 39,910 9,786 800 1,515 750 0 100 760 500 2,260 : : : : Changes from: September 3, 2019 : : -2,146 -2,666 -428 -900 -210 0 0 0 -1,040 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.5 21.7 1.8 3.4 1.7 0.0 0.2 1.7 1.1 5.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 44,908 : : Positions : : 29,450 40,066 9,680 800 1,322 750 0 100 1,455 640 1,980 : : : : Changes from: September 3, 2019 : : -2,205 -2,401 -566 -900 -40 15 0 -15 -525 -10 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 89.2 21.6 1.8 2.9 1.7 0.0 0.2 3.2 1.4 4.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 118,784 : : Positions : : 88,515 83,367 25,305 21,645 1,794 410 1,255 455 1,358 9,668 600 : : : : Changes from: September 3, 2019 : : -6,824 -5,965 -1,105 -796 -6 -105 -35 -5 -371 -1,600 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 70.2 21.3 18.2 1.5 0.3 1.1 0.4 1.1 8.1 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 23 . . . . . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 128,955 : : Positions : : 95,296 92,073 27,430 23,039 2,114 600 1,130 495 1,825 8,984 1,120 : : : : Changes from: September 3, 2019 : : -7,642 -4,817 -1,309 -2,580 47 -625 -165 45 -22 -2,048 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 71.4 21.3 17.9 1.6 0.5 0.9 0.4 1.4 7.0 0.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 27 . . 5 . . . 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 270,088 : : Positions : : 162,961 176,055 16,624 7,514 37,278 15,954 12,485 14,937 9,493 9,437 12,067 : : : : Changes from: September 3, 2019 : : -9,994 -10,960 -4,946 -3,631 2,239 -3,913 -4,373 -710 168 257 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 65.2 6.2 2.8 13.8 5.9 4.6 5.5 3.5 3.5 4.5 : : : : Number of Traders in Each Category Total Traders: 87 : : 37 34 . . 6 8 9 6 15 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 17,689 : : Positions : : 10,340 16,329 2,635 800 480 570 0 0 3,355 0 75 : : : : Changes from: September 3, 2019 : : -738 -1,155 -135 280 50 -65 0 0 -155 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 92.3 14.9 4.5 2.7 3.2 0.0 0.0 19.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 16,822 : : Positions : : 9,519 15,497 2,541 0 900 0 390 10 3,505 0 25 : : : : Changes from: September 3, 2019 : : -597 -750 -420 0 335 0 -100 0 -40 -25 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 92.1 15.1 0.0 5.4 0.0 2.3 0.1 20.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 4 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 9,210 : : Positions : : 6,260 4,825 950 120 155 35 780 495 470 2,335 380 : : : : Changes from: September 3, 2019 : : 1,585 -480 200 50 -105 0 355 245 -745 1,240 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 52.4 10.3 1.3 1.7 0.4 8.5 5.4 5.1 25.4 4.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 25 . . . . . . . 9 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 53,295 : : Positions : : 35,355 36,097 8,070 6,605 15 0 763 1,615 0 0 0 : : : : Changes from: September 3, 2019 : : -1,406 724 2,345 265 -240 0 -60 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 67.7 15.1 12.4 0.0 0.0 1.4 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 46,300 : : Positions : : 31,520 31,205 7,460 5,535 0 0 2,265 625 0 0 0 : : : : Changes from: September 3, 2019 : : -1,254 497 2,310 515 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 67.4 16.1 12.0 0.0 0.0 4.9 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 26,924 : : Positions : : 6,646 19,085 13,589 1,395 1,205 175 2,015 95 2,185 0 100 : : : : Changes from: September 3, 2019 : : -554 -810 -271 235 -235 -50 310 -345 480 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 70.9 50.5 5.2 4.5 0.6 7.5 0.4 8.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,525 : : Positions : : 4,620 16,735 11,500 0 1,980 225 1,435 295 2,005 0 0 : : : : Changes from: September 3, 2019 : : -210 -490 -350 0 -25 -50 205 -205 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 74.3 51.1 0.0 8.8 1.0 6.4 1.3 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 39,411 : : Positions : : 16,493 15,724 4,057 16,091 749 12,350 0 3,170 0 1,360 0 : : : : Changes from: September 3, 2019 : : 535 -367 -112 450 -78 -340 0 40 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 39.9 10.3 40.8 1.9 31.3 0.0 8.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 84,582 : : Positions : : 36,297 31,752 17,733 28,685 2,060 3,680 1,920 4,205 5,200 200 1,830 : : : : Changes from: September 3, 2019 : : 4,212 -70 -870 1,160 800 -1,840 85 450 -345 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 37.5 21.0 33.9 2.4 4.4 2.3 5.0 6.1 0.2 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 78,727 : : Positions : : 34,131 28,525 18,545 27,750 2,060 4,255 1,555 3,620 1,480 0 1,995 : : : : Changes from: September 3, 2019 : : 3,579 -226 -1,165 725 800 -1,640 -40 525 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 36.2 23.6 35.2 2.6 5.4 2.0 4.6 1.9 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 22,059 : : Positions : : 10,708 7,300 2,630 883 1,704 1,295 5,950 305 1,145 2,240 800 : : : : Changes from: September 3, 2019 : : -590 -779 -320 -231 0 -20 -500 -30 0 560 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 33.1 11.9 4.0 7.7 5.9 27.0 1.4 5.2 10.2 3.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 21,469 : : Positions : : 9,983 7,400 2,400 788 1,246 1,300 7,150 300 1,370 490 1,250 : : : : Changes from: September 3, 2019 : : -405 -654 -250 -171 0 25 -500 -25 -220 465 -605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 34.5 11.2 3.7 5.8 6.1 33.3 1.4 6.4 2.3 5.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 26,822 : : Positions : : 13,242 7,305 0 9,937 389 9,190 100 375 25 5,480 120 : : : : Changes from: September 3, 2019 : : -634 -190 0 -84 -257 -250 -85 0 0 -535 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 27.2 0.0 37.0 1.5 34.3 0.4 1.4 0.1 20.4 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 25,874 : : Positions : : 12,190 7,585 0 9,490 520 9,190 100 375 35 4,960 120 : : : : Changes from: September 3, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 29.3 0.0 36.7 2.0 35.5 0.4 1.4 0.1 19.2 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 4 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 48,322 : : Positions : : 14,849 34,739 4,507 8,460 35 14,060 0 0 9,910 0 0 : : : : Changes from: September 3, 2019 : : 430 7 620 -1,095 0 -1,565 0 0 -570 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 71.9 9.3 17.5 0.1 29.1 0.0 0.0 20.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 49,199 : : Positions : : 16,216 32,407 3,890 11,245 35 14,335 0 0 9,460 0 0 : : : : Changes from: September 3, 2019 : : 645 505 655 -995 0 -1,190 0 0 -595 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 65.9 7.9 22.9 0.1 29.1 0.0 0.0 19.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 54,195 : : Positions : : 20,730 46,265 2,180 1,095 1,745 6,170 0 1,505 18,315 225 25 : : : : Changes from: September 3, 2019 : : -1,160 -1,265 515 55 -430 495 0 -260 -1,425 -175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 85.4 4.0 2.0 3.2 11.4 0.0 2.8 33.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 . . . 5 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 53,935 : : Positions : : 20,770 45,560 1,690 1,095 1,975 5,570 0 1,855 18,450 25 75 : : : : Changes from: September 3, 2019 : : -1,065 -940 590 55 -405 535 0 -310 -1,260 -125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 84.5 3.1 2.0 3.7 10.3 0.0 3.4 34.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,425 : : Positions : : 9,425 6,490 1,050 45 1,405 0 5,515 0 1,505 350 535 : : : : Changes from: September 3, 2019 : : -515 -565 -75 5 -5 0 -280 0 -290 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 42.1 6.8 0.3 9.1 0.0 35.8 0.0 9.8 2.3 3.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 14,880 : : Positions : : 8,415 6,330 1,395 0 1,110 0 5,640 0 1,830 350 415 : : : : Changes from: September 3, 2019 : : -1,070 -440 -50 0 -25 0 -455 0 -365 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 42.5 9.4 0.0 7.5 0.0 37.9 0.0 12.3 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 63,810 : : Positions : : 30,610 29,675 800 915 3,450 2,815 22,520 670 19,925 1,175 820 : : : : Changes from: September 3, 2019 : : -1,030 -2,130 -900 -1,200 365 85 460 -660 -1,010 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 46.5 1.3 1.4 5.4 4.4 35.3 1.0 31.2 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 62,005 : : Positions : : 29,515 28,825 2,735 485 2,615 2,800 22,520 680 17,330 1,175 1,045 : : : : Changes from: September 3, 2019 : : -645 -1,935 -215 -450 -265 70 585 -760 -975 0 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 46.5 4.4 0.8 4.2 4.5 36.3 1.1 27.9 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,743 : : Positions : : 33,387 19,845 0 13,797 2,465 14,770 0 1,600 100 15,180 80 : : : : Changes from: September 3, 2019 : : -1,260 -1,685 0 160 -137 -1,405 -125 -75 -25 -645 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 36.3 0.0 25.2 4.5 27.0 0.0 2.9 0.2 27.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 44,674 : : Positions : : 29,134 17,590 0 10,869 2,326 10,020 0 1,600 125 11,105 320 : : : : Changes from: September 3, 2019 : : -602 -1,615 0 203 -357 -1,155 0 -50 -25 -390 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 39.4 0.0 24.3 5.2 22.4 0.0 3.6 0.3 24.9 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 149,506 : : Positions : : 96,381 89,097 17,162 1,460 7,267 2,124 12,360 5,365 1,375 14,125 1,185 : : : : Changes from: September 3, 2019 : : -2,881 -1,356 -1,690 100 125 1,020 -765 -1,095 -175 -1,705 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 59.6 11.5 1.0 4.9 1.4 8.3 3.6 0.9 9.4 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 135,196 : : Positions : : 85,671 82,172 17,277 0 6,875 3,719 7,250 4,865 1,175 18,420 1,110 : : : : Changes from: September 3, 2019 : : -3,245 -1,765 -1,810 0 140 790 -585 -640 -125 -2,040 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.8 12.8 0.0 5.1 2.8 5.4 3.6 0.9 13.6 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 25 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 41,805 : : Positions : : 19,800 20,785 13,960 7,660 1,140 1,205 500 2,125 0 6,445 0 : : : : Changes from: September 3, 2019 : : 265 -715 -430 170 60 -65 -125 -155 0 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 49.7 33.4 18.3 2.7 2.9 1.2 5.1 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 38,645 : : Positions : : 16,470 18,775 12,570 6,070 1,985 965 0 3,475 0 5,620 0 : : : : Changes from: September 3, 2019 : : 545 -105 -400 545 460 145 0 -225 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 48.6 32.5 15.7 5.1 2.5 0.0 9.0 0.0 14.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 32,280 : : Positions : : 13,715 16,850 0 10,845 2,315 11,015 75 590 2,700 0 300 : : : : Changes from: September 3, 2019 : : -210 -1,425 0 355 0 -790 75 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 52.2 0.0 33.6 7.2 34.1 0.2 1.8 8.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 104,115 : : Positions : : 64,746 51,801 1,665 12,720 7,435 1,405 9,285 5,400 5,930 0 0 : : : : Changes from: September 3, 2019 : : -1,962 -402 260 285 -1,030 330 -580 -715 675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 49.8 1.6 12.2 7.1 1.3 8.9 5.2 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 25 . . . . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 10, 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 86,089 : : Positions : : 51,434 35,864 0 20,080 4,890 325 1,255 9,725 5,235 0 0 : : : : Changes from: September 3, 2019 : : -1,475 -1,420 0 -1,400 392 -900 290 -275 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 41.7 0.0 23.3 5.7 0.4 1.5 11.3 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 13, 2019