Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 22,973 : : Positions : : 12,138 12,424 868 551 1,385 711 2,170 468 5,215 3,625 1,576 : : : : Changes from: September 17, 2019 : : 917 376 119 52 -125 0 -161 -12 -42 740 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 54.1 3.8 2.4 6.0 3.1 9.4 2.0 22.7 15.8 6.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 14 4 . 5 . 4 . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,119 : : Positions : : 25,239 35,483 4,982 759 2,728 330 554 375 6,505 150 950 : : : : Changes from: September 17, 2019 : : 176 451 -96 -257 161 -119 14 125 225 0 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 86.3 12.1 1.8 6.6 0.8 1.3 0.9 15.8 0.4 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . . . 4 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 29,241 : : Positions : : 23,828 25,621 135 445 1,515 200 0 50 2,575 750 850 : : : : Changes from: September 17, 2019 : : -25 0 0 50 0 50 0 -25 75 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 87.6 0.5 1.5 5.2 0.7 0.0 0.2 8.8 2.6 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 139,698 : : Positions : : 112,366 90,996 2,130 23,888 7,917 5,933 1,205 6,815 1,817 6,585 2,176 : : : : Changes from: September 17, 2019 : : -679 1,025 -312 -463 734 117 -55 -132 900 -476 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 65.1 1.5 17.1 5.7 4.2 0.9 4.9 1.3 4.7 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 30 . . 4 4 4 . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 71,649 : : Positions : : 58,131 53,075 5,502 9,394 3,648 350 2,068 2,239 1,128 575 650 : : : : Changes from: September 17, 2019 : : -1,946 1,243 3,000 141 28 0 200 110 253 -275 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 74.1 7.7 13.1 5.1 0.5 2.9 3.1 1.6 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 21 . . . . 6 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 32,443 : : Positions : : 29,188 22,681 1,665 8,082 1,140 0 0 0 375 450 75 : : : : Changes from: September 17, 2019 : : 425 -450 45 845 -200 0 0 0 0 75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 69.9 5.1 24.9 3.5 0.0 0.0 0.0 1.2 1.4 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 24, 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 68,879 : : Positions : : 39,678 37,829 546 17,015 7,592 15,565 200 635 420 1,592 4,008 : : : : Changes from: September 17, 2019 : : 567 189 -60 -122 202 0 0 0 0 500 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 54.9 0.8 24.7 11.0 22.6 0.3 0.9 0.6 2.3 5.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 88,867 : : Positions : : 51,200 39,886 4 33,813 5,779 25,450 1,360 1,912 420 2,756 3,111 : : : : Changes from: September 17, 2019 : : 552 594 -9 -244 114 -2 -100 52 0 309 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.9 0.0 38.0 6.5 28.6 1.5 2.2 0.5 3.1 3.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 72,216 : : Positions : : 55,243 50,890 10,557 18,562 1,230 1,550 50 0 1,762 0 1,347 : : : : Changes from: September 17, 2019 : : 325 125 0 300 80 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 70.5 14.6 25.7 1.7 2.1 0.1 0.0 2.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 4 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 97,155 : : Positions : : 67,600 60,536 22,616 34,006 558 1,550 125 0 2,341 0 1,848 : : : : Changes from: September 17, 2019 : : 817 274 224 872 56 100 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 62.3 23.3 35.0 0.6 1.6 0.1 0.0 2.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 5 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 43,495 : : Positions : : 33,085 41,130 8,235 0 1,655 0 0 0 400 420 0 : : : : Changes from: September 17, 2019 : : 5 60 55 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.6 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: 27 : : 17 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 26,408 : : Positions : : 23,295 20,041 0 2,969 2,553 0 600 0 340 100 20 : : : : Changes from: September 17, 2019 : : 33 -187 0 120 -60 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 75.9 0.0 11.2 9.7 0.0 2.3 0.0 1.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 : : 9,275 10,065 4,075 0 0 200 3,900 0 325 0 125 : : : : Changes from: September 17, 2019 : : 300 0 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 71.4 28.9 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 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 72,804 : : Positions : : 42,061 53,705 1,088 8,359 7,488 12,002 0 950 6,997 327 1,899 : : : : Changes from: September 17, 2019 : : 750 780 -179 -261 167 4,286 0 325 -4,038 120 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 73.8 1.5 11.5 10.3 16.5 0.0 1.3 9.6 0.4 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 29 . . . 7 0 5 10 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 26,564 : : Positions : : 17,349 19,721 314 4,466 590 3,875 0 275 2,915 220 950 : : : : Changes from: September 17, 2019 : : 350 300 0 -300 0 -200 0 100 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 74.2 1.2 16.8 2.2 14.6 0.0 1.0 11.0 0.8 3.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 52,635 : : Positions : : 44,185 49,353 5,048 0 2,642 0 0 0 525 320 100 : : : : Changes from: September 17, 2019 : : -175 -120 55 0 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 93.8 9.6 0.0 5.0 0.0 0.0 0.0 1.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 42,511 : : Positions : : 35,498 28,628 0 7,066 4,963 600 1,530 0 320 0 230 : : : : Changes from: September 17, 2019 : : 3 -30 0 20 -80 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 67.3 0.0 16.6 11.7 1.4 3.6 0.0 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 62,884 : : Positions : : 50,734 60,044 6,982 905 1,560 0 0 0 3,165 200 0 : : : : Changes from: September 17, 2019 : : 308 310 -8 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 95.5 11.1 1.4 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 24, 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 69,182 : : Positions : : 56,572 60,597 6,549 2,755 2,060 0 0 0 3,810 3,700 60 : : : : Changes from: September 17, 2019 : : 579 610 65 0 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 87.6 9.5 4.0 3.0 0.0 0.0 0.0 5.5 5.3 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 24, 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 83,913 : : Positions : : 65,716 77,797 13,096 1,586 3,779 0 39 44 1,077 608 60 : : : : Changes from: September 17, 2019 : : 1,066 1,265 -405 0 55 0 -200 10 221 -175 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 92.7 15.6 1.9 4.5 0.0 0.0 0.1 1.3 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 105,301 : : Positions : : 81,701 88,463 16,282 3,988 4,625 140 2,126 196 1,288 5,013 835 : : : : Changes from: September 17, 2019 : : 2,587 597 -538 88 110 0 167 -150 -228 1,009 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 84.0 15.5 3.8 4.4 0.1 2.0 0.2 1.2 4.8 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 27 5 . 4 . 8 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 55,688 : : Positions : : 44,926 48,670 8,870 0 1,372 0 1,731 250 25 3,425 225 : : : : Changes from: September 17, 2019 : : 1,575 4,175 3,131 0 -490 0 6 25 -75 450 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 87.4 15.9 0.0 2.5 0.0 3.1 0.4 0.0 6.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 49,225 : : Positions : : 41,883 47,300 6,847 0 480 0 0 0 0 1,430 15 : : : : Changes from: September 17, 2019 : : 525 2,100 1,575 0 -900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 96.1 13.9 0.0 1.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 63,338 : : Positions : : 48,132 57,654 10,164 0 2,319 650 50 200 443 1,658 1,315 : : : : Changes from: September 17, 2019 : : 404 29 -374 0 -11 0 0 0 12 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 91.0 16.0 0.0 3.7 1.0 0.1 0.3 0.7 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 68,108 : : Positions : : 47,305 59,928 12,264 431 778 901 450 3,350 870 751 2,273 : : : : Changes from: September 17, 2019 : : 650 581 -115 0 48 -18 10 -90 37 -39 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 88.0 18.0 0.6 1.1 1.3 0.7 4.9 1.3 1.1 3.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 29,647 : : Positions : : 15,962 28,983 12,471 0 154 0 333 80 875 0 0 : : : : Changes from: September 17, 2019 : : 930 1,023 30 0 -5 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 97.8 42.1 0.0 0.5 0.0 1.1 0.3 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 28,238 : : Positions : : 15,300 27,905 11,901 0 113 0 140 0 720 0 0 : : : : Changes from: September 17, 2019 : : 850 910 0 0 0 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 98.8 42.1 0.0 0.4 0.0 0.5 0.0 2.5 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 24, 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 35,019 : : Positions : : 27,574 27,143 3,618 1,380 758 0 1,741 2,183 0 943 868 : : : : Changes from: September 17, 2019 : : 192 165 2 0 -2 0 5 -25 0 10 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 77.5 10.3 3.9 2.2 0.0 5.0 6.2 0.0 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . 0 . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,770 : : Positions : : 18,347 19,519 1,949 0 258 190 700 850 319 978 335 : : : : Changes from: September 17, 2019 : : 28 14 -4 0 0 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.7 8.6 0.0 1.1 0.8 3.1 3.7 1.4 4.3 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 57,134 : : Positions : : 45,622 37,215 5,216 13,551 606 2,724 3,059 945 982 767 974 : : : : Changes from: September 17, 2019 : : 1,518 1,102 -22 310 41 -95 -240 0 143 341 269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 65.1 9.1 23.7 1.1 4.8 5.4 1.7 1.7 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 4 . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 37,691 : : Positions : : 32,156 18,557 3,063 14,485 849 0 1,056 490 0 1,398 736 : : : : Changes from: September 17, 2019 : : 1,131 199 -9 300 50 0 334 165 0 322 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 49.2 8.1 38.4 2.3 0.0 2.8 1.3 0.0 3.7 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 21,266 : : Positions : : 11,491 18,087 5,296 0 2,589 785 225 0 600 25 325 : : : : Changes from: September 17, 2019 : : 50 -50 -105 0 100 30 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 85.1 24.9 0.0 12.2 3.7 1.1 0.0 2.8 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 13,370 : : Positions : : 11,219 10,860 701 755 844 0 150 0 50 355 395 : : : : Changes from: September 17, 2019 : : 0 0 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 81.2 5.2 5.6 6.3 0.0 1.1 0.0 0.4 2.7 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 14,181 : : Positions : : 12,087 11,130 908 705 696 0 575 0 50 755 320 : : : : Changes from: September 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 78.5 6.4 5.0 4.9 0.0 4.1 0.0 0.4 5.3 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 19,752 : : Positions : : 10,408 15,110 6,165 3,251 125 25 0 0 2,455 850 355 : : : : Changes from: September 17, 2019 : : 300 300 60 600 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 76.5 31.2 16.5 0.6 0.1 0.0 0.0 12.4 4.3 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 19,199 : : Positions : : 9,446 14,680 6,582 3,231 125 25 0 0 2,540 850 270 : : : : Changes from: September 17, 2019 : : 300 300 60 600 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 76.5 34.3 16.8 0.7 0.1 0.0 0.0 13.2 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 45,490 : : Positions : : 30,185 39,860 9,746 800 1,525 605 0 245 760 800 2,260 : : : : Changes from: September 17, 2019 : : 310 -50 -60 0 10 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 87.6 21.4 1.8 3.4 1.3 0.0 0.5 1.7 1.8 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 24, 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 45,318 : : Positions : : 29,890 40,016 9,635 800 1,337 605 0 245 1,455 940 1,980 : : : : Changes from: September 17, 2019 : : 315 -50 -65 0 15 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.3 21.3 1.8 3.0 1.3 0.0 0.5 3.2 2.1 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 24, 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 122,322 : : Positions : : 92,012 87,122 25,305 21,349 1,488 480 1,310 600 1,618 9,703 750 : : : : Changes from: September 17, 2019 : : 2,439 2,970 0 -211 98 70 100 0 300 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 71.2 20.7 17.5 1.2 0.4 1.1 0.5 1.3 7.9 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 25 . 4 . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 133,667 : : Positions : : 99,433 96,503 27,430 22,678 2,142 670 1,160 595 2,052 9,319 1,270 : : : : Changes from: September 17, 2019 : : 2,972 2,717 0 272 -10 0 30 0 347 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 72.2 20.5 17.0 1.6 0.5 0.9 0.4 1.5 7.0 1.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 29 . 4 5 . . . 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 272,722 : : Positions : : 165,177 179,291 15,636 4,925 40,369 15,350 9,497 15,127 7,187 10,064 13,080 : : : : Changes from: September 17, 2019 : : 2,226 2,097 230 -432 1,318 867 -796 224 -1,606 894 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.7 5.7 1.8 14.8 5.6 3.5 5.5 2.6 3.7 4.8 : : : : Number of Traders in Each Category Total Traders: 91 : : 38 36 5 . 7 9 7 8 13 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 18,014 : : Positions : : 10,605 16,434 2,510 850 605 500 25 0 3,465 0 75 : : : : Changes from: September 17, 2019 : : -10 30 0 0 0 -70 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 91.2 13.9 4.7 3.4 2.8 0.1 0.0 19.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 17,252 : : Positions : : 9,809 15,652 2,366 0 1,075 0 460 10 3,615 0 25 : : : : Changes from: September 17, 2019 : : -10 30 0 0 0 0 70 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 90.7 13.7 0.0 6.2 0.0 2.7 0.1 21.0 0.0 0.1 : : : : 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 24, 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 3,615 : : Positions : : 2,970 1,910 0 50 0 0 665 0 110 585 45 : : : : Changes from: September 17, 2019 : : 70 -435 -295 50 -125 -25 -75 -115 -40 -45 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 52.8 0.0 1.4 0.0 0.0 18.4 0.0 3.0 16.2 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 0 . 0 0 4 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 52,995 : : Positions : : 35,235 36,472 8,635 6,385 15 0 863 1,515 0 150 0 : : : : Changes from: September 17, 2019 : : -250 245 445 -100 0 0 50 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 68.8 16.3 12.0 0.0 0.0 1.6 2.9 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 46,575 : : Positions : : 31,667 31,480 7,935 5,815 0 0 2,290 550 0 0 0 : : : : Changes from: September 17, 2019 : : -178 170 325 0 0 0 -25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 67.6 17.0 12.5 0.0 0.0 4.9 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 18 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 27,204 : : Positions : : 7,216 19,780 13,829 1,455 1,180 175 2,165 75 2,185 0 100 : : : : Changes from: September 17, 2019 : : 70 55 0 -60 25 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 72.7 50.8 5.3 4.3 0.6 8.0 0.3 8.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 22,825 : : Positions : : 5,095 17,295 11,680 0 1,955 225 1,585 245 2,005 0 0 : : : : Changes from: September 17, 2019 : : 50 35 60 0 -25 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 75.8 51.2 0.0 8.6 1.0 6.9 1.1 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 39,381 : : Positions : : 15,578 14,794 4,972 16,266 726 11,475 0 3,505 0 1,360 0 : : : : Changes from: September 17, 2019 : : -680 -455 135 0 -23 -30 0 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 37.6 12.6 41.3 1.8 29.1 0.0 8.9 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 24,270 : : Positions : : 18,975 9,820 1,780 1,265 740 85 10,270 1,575 125 0 0 : : : : Changes from: September 17, 2019 : : -115 300 0 -65 0 0 -330 340 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 40.5 7.3 5.2 3.0 0.4 42.3 6.5 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 89,382 : : Positions : : 39,522 33,102 15,018 30,335 3,260 6,860 2,245 2,390 4,970 275 1,730 : : : : Changes from: September 17, 2019 : : 560 535 -725 1,400 0 2,530 325 -1,565 -80 25 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 37.0 16.8 33.9 3.6 7.7 2.5 2.7 5.6 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 84,367 : : Positions : : 37,586 30,105 15,930 29,600 3,260 7,435 1,855 2,205 1,250 0 1,975 : : : : Changes from: September 17, 2019 : : 635 760 -625 1,400 0 2,530 300 -1,165 -80 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 35.7 18.9 35.1 3.9 8.8 2.2 2.6 1.5 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 22,171 : : Positions : : 11,618 7,350 2,370 1,443 1,299 1,295 5,650 305 1,145 2,590 550 : : : : Changes from: September 17, 2019 : : -100 -250 -160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 33.2 10.7 6.5 5.9 5.8 25.5 1.4 5.2 11.7 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 22,596 : : Positions : : 11,043 7,450 2,140 1,648 898 1,300 8,200 300 2,105 75 1,130 : : : : Changes from: September 17, 2019 : : 50 -250 -160 300 0 0 1,350 0 735 -765 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 33.0 9.5 7.3 4.0 5.8 36.3 1.3 9.3 0.3 5.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 27,517 : : Positions : : 13,237 7,950 0 9,737 419 9,790 100 375 25 5,630 120 : : : : Changes from: September 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 28.9 0.0 35.4 1.5 35.6 0.4 1.4 0.1 20.5 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 24, 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 26,619 : : Positions : : 12,545 8,280 0 9,290 520 9,790 100 375 85 5,110 120 : : : : Changes from: September 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 31.1 0.0 34.9 2.0 36.8 0.4 1.4 0.3 19.2 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 50,607 : : Positions : : 15,829 37,544 6,232 8,460 35 14,085 0 0 9,985 0 0 : : : : Changes from: September 17, 2019 : : -15 35 0 0 0 25 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 74.2 12.3 16.7 0.1 27.8 0.0 0.0 19.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 51,294 : : Positions : : 17,151 35,027 5,575 11,245 35 14,335 0 0 9,460 0 0 : : : : Changes from: September 17, 2019 : : 0 10 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 68.3 10.9 21.9 0.1 27.9 0.0 0.0 18.4 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 24, 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 62,170 : : Positions : : 21,375 52,110 1,545 2,895 1,920 7,970 0 1,505 24,000 75 175 : : : : Changes from: September 17, 2019 : : 425 2,725 600 1,800 -600 200 0 0 3,300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 83.8 2.5 4.7 3.1 12.8 0.0 2.4 38.6 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 11 . . . 5 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 61,880 : : Positions : : 21,345 51,335 1,055 2,895 2,165 7,370 0 1,855 24,260 0 100 : : : : Changes from: September 17, 2019 : : 375 2,725 600 1,800 -600 200 0 0 3,350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 83.0 1.7 4.7 3.5 11.9 0.0 3.0 39.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 9 . . . 4 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 15,440 : : Positions : : 9,390 6,455 1,050 45 1,405 25 5,515 0 1,530 400 535 : : : : Changes from: September 17, 2019 : : -35 -35 0 0 0 25 0 0 25 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 41.8 6.8 0.3 9.1 0.2 35.7 0.0 9.9 2.6 3.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 14,895 : : Positions : : 8,440 6,295 1,395 0 1,110 25 5,640 0 1,855 400 415 : : : : Changes from: September 17, 2019 : : 25 -35 0 0 0 25 0 0 25 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 42.3 9.4 0.0 7.5 0.2 37.9 0.0 12.5 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 63,645 : : Positions : : 34,095 31,205 800 2,145 3,175 2,715 19,770 1,045 16,550 1,175 835 : : : : Changes from: September 17, 2019 : : 3,485 1,330 0 1,505 -500 0 -3,050 560 -3,700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 49.0 1.3 3.4 5.0 4.3 31.1 1.6 26.0 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 61,660 : : Positions : : 33,420 30,375 1,710 590 3,245 2,700 19,770 1,055 13,955 1,175 1,045 : : : : Changes from: September 17, 2019 : : 3,905 1,350 -1,300 105 630 0 -3,050 560 -3,700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 49.3 2.8 1.0 5.3 4.4 32.1 1.7 22.6 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 56,388 : : Positions : : 35,062 20,020 0 14,372 2,665 14,665 0 1,625 75 15,770 15 : : : : Changes from: September 17, 2019 : : 1,505 105 0 550 100 -180 -25 25 0 490 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 35.5 0.0 25.5 4.7 26.0 0.0 2.9 0.1 28.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 45,824 : : Positions : : 30,834 17,955 0 11,244 2,240 9,115 0 1,700 150 11,070 530 : : : : Changes from: September 17, 2019 : : 1,525 290 0 375 -186 -805 -25 100 0 -35 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 39.2 0.0 24.5 4.9 19.9 0.0 3.7 0.3 24.2 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 156,319 : : Positions : : 101,853 94,462 21,407 2,120 6,380 0 14,976 4,639 1,325 13,040 2,310 : : : : Changes from: September 17, 2019 : : 2,297 5,005 2,900 1,060 -692 0 2,340 -2,235 0 -3,195 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 60.4 13.7 1.4 4.1 0.0 9.6 3.0 0.8 8.3 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 140,256 : : Positions : : 90,810 86,851 20,622 0 5,590 549 6,670 6,610 1,125 19,585 1,260 : : : : Changes from: September 17, 2019 : : 1,780 4,160 1,625 0 -637 -970 -605 160 0 -1,120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 61.9 14.7 0.0 4.0 0.4 4.8 4.7 0.8 14.0 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 25 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 47,310 : : Positions : : 24,395 23,175 15,355 7,530 1,175 510 1,435 2,115 0 8,685 0 : : : : Changes from: September 17, 2019 : : 1,065 1,160 2,365 -230 60 175 5 -280 0 2,690 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 49.0 32.5 15.9 2.5 1.1 3.0 4.5 0.0 18.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 43,910 : : Positions : : 20,375 20,850 14,470 5,775 2,390 585 1,425 2,925 0 7,860 75 : : : : Changes from: September 17, 2019 : : 1,245 1,265 2,450 -245 300 175 180 -455 0 2,690 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 47.5 33.0 13.2 5.4 1.3 3.2 6.7 0.0 17.9 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 38,065 : : Positions : : 16,355 19,825 0 13,885 1,895 14,790 75 615 2,700 0 300 : : : : Changes from: September 17, 2019 : : 320 395 0 1,500 0 1,975 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 52.1 0.0 36.5 5.0 38.9 0.2 1.6 7.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 111,500 : : Positions : : 66,561 55,466 1,445 10,705 10,860 1,290 11,680 4,610 8,095 0 75 : : : : Changes from: September 17, 2019 : : -305 430 -100 -280 490 -290 2,170 -590 2,615 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 49.7 1.3 9.6 9.7 1.2 10.5 4.1 7.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 24, 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 88,489 : : Positions : : 51,124 35,613 0 19,666 6,695 25 3,900 9,195 7,475 0 0 : : : : Changes from: September 17, 2019 : : -255 -170 0 300 375 -300 2,345 -430 2,690 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 40.2 0.0 22.2 7.6 0.0 4.4 10.4 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 27, 2019