Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 23,265 : : Positions : : 16,271 10,968 759 1,027 883 674 3,444 377 1,788 3,514 1,957 : : : : Changes from: November 5, 2019 : : 675 607 -101 65 166 0 246 -27 170 -129 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 47.1 3.3 4.4 3.8 2.9 14.8 1.6 7.7 15.1 8.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 14 . . 5 . 5 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 13,298 : : Positions : : 6,862 8,410 398 3,051 1,676 3,607 20 0 457 100 0 : : : : Changes from: November 5, 2019 : : 0 298 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 63.2 3.0 22.9 12.6 27.1 0.2 0.0 3.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 38,058 : : Positions : : 22,084 34,826 6,244 0 1,467 325 301 164 7,065 600 700 : : : : Changes from: November 5, 2019 : : -287 1,654 1,631 0 -1,087 250 140 -75 385 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 91.5 16.4 0.0 3.9 0.9 0.8 0.4 18.6 1.6 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . 0 . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 27,503 : : Positions : : 20,514 24,381 491 563 1,324 250 0 50 4,075 450 725 : : : : Changes from: November 5, 2019 : : 225 875 25 80 0 150 0 0 550 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 88.6 1.8 2.0 4.8 0.9 0.0 0.2 14.8 1.6 2.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 136,039 : : Positions : : 107,872 86,796 1,813 20,213 9,463 3,447 403 8,263 2,313 8,029 2,442 : : : : Changes from: November 5, 2019 : : 142 -983 136 293 932 195 291 -189 -313 390 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 63.8 1.3 14.9 7.0 2.5 0.3 6.1 1.7 5.9 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 31 . . 4 5 . 6 7 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 72,750 : : Positions : : 60,405 56,169 5,000 8,602 3,676 150 1,298 2,031 575 37 913 : : : : Changes from: November 5, 2019 : : -2,565 -2,209 -250 -510 6 0 -181 -374 -163 -88 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 77.2 6.9 11.8 5.1 0.2 1.8 2.8 0.8 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . . 5 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 33,892 : : Positions : : 31,120 22,615 1,497 9,802 725 0 0 0 400 600 150 : : : : Changes from: November 5, 2019 : : -1,220 -700 -183 -50 -100 0 0 0 125 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 66.7 4.4 28.9 2.1 0.0 0.0 0.0 1.2 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 67,878 : : Positions : : 37,179 36,230 480 17,435 7,786 15,640 200 412 420 390 5,395 : : : : Changes from: November 5, 2019 : : -1,045 470 0 -1,065 515 152 -48 -102 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 53.4 0.7 25.7 11.5 23.0 0.3 0.6 0.6 0.6 7.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 85,373 : : Positions : : 47,469 34,782 0 37,950 5,987 25,811 195 761 446 1,468 4,043 : : : : Changes from: November 5, 2019 : : 140 188 0 -444 405 -50 5 -5 -29 415 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 40.7 0.0 44.5 7.0 30.2 0.2 0.9 0.5 1.7 4.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 22 0 4 4 6 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 76,495 : : Positions : : 56,192 53,702 12,326 18,958 1,863 1,600 25 0 2,093 376 1,498 : : : : Changes from: November 5, 2019 : : 1,165 1,655 -225 -665 4 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 70.2 16.1 24.8 2.4 2.1 0.0 0.0 2.7 0.5 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 97,605 : : Positions : : 68,070 60,999 22,113 33,593 465 1,450 50 0 2,716 404 2,079 : : : : Changes from: November 5, 2019 : : 265 970 -225 -850 0 0 0 0 55 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 62.5 22.7 34.4 0.5 1.5 0.1 0.0 2.8 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 5 . 4 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 42,638 : : Positions : : 29,978 40,593 10,765 0 1,355 0 0 0 400 420 0 : : : : Changes from: November 5, 2019 : : -2,002 -1,952 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 95.2 25.2 0.0 3.2 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 25,788 : : Positions : : 23,092 19,226 0 3,665 2,067 0 600 0 350 97 13 : : : : Changes from: November 5, 2019 : : -866 -776 0 -614 -251 0 0 0 -595 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 74.6 0.0 14.2 8.0 0.0 2.3 0.0 1.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 77,126 : : Positions : : 41,649 55,798 320 8,238 10,191 13,184 0 549 9,290 605 1,610 : : : : Changes from: November 5, 2019 : : -2,086 -1,387 0 245 -294 351 0 12 183 -421 -541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 72.3 0.4 10.7 13.2 17.1 0.0 0.7 12.0 0.8 2.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 29 . . . 10 0 4 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 28,880 : : Positions : : 15,642 22,444 0 2,968 2,266 3,700 0 100 6,236 110 650 : : : : Changes from: November 5, 2019 : : -1,030 -900 0 -175 25 -150 0 0 45 -55 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 77.7 0.0 10.3 7.8 12.8 0.0 0.3 21.6 0.4 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 48,661 : : Positions : : 38,541 46,101 7,595 0 1,930 0 0 0 400 370 50 : : : : Changes from: November 5, 2019 : : -3,102 -3,244 -37 0 -278 0 0 0 -100 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 94.7 15.6 0.0 4.0 0.0 0.0 0.0 0.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 39,911 : : Positions : : 32,056 26,025 0 6,026 6,211 300 1,435 0 305 0 120 : : : : Changes from: November 5, 2019 : : -1,841 -1,261 0 -1,141 787 -185 25 0 -595 -190 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 65.2 0.0 15.1 15.6 0.8 3.6 0.0 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 0 . . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 62,178 : : Positions : : 48,848 59,743 8,065 130 1,760 0 0 0 2,932 200 0 : : : : Changes from: November 5, 2019 : : 270 520 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 96.1 13.0 0.2 2.8 0.0 0.0 0.0 4.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 65,139 : : Positions : : 52,856 58,079 5,964 800 2,720 0 0 0 3,259 3,300 60 : : : : Changes from: November 5, 2019 : : 635 860 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 89.2 9.2 1.2 4.2 0.0 0.0 0.0 5.0 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 81,058 : : Positions : : 62,594 75,792 12,461 61 4,295 123 0 45 941 531 334 : : : : Changes from: November 5, 2019 : : -1,822 -3,233 -971 -125 -76 -65 0 0 -117 463 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 93.5 15.4 0.1 5.3 0.2 0.0 0.1 1.2 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 101,119 : : Positions : : 78,840 88,051 14,197 1,948 5,434 140 1,295 65 1,772 3,989 321 : : : : Changes from: November 5, 2019 : : -2,617 -4,751 -932 -229 134 0 9 -5 -7 424 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 87.1 14.0 1.9 5.4 0.1 1.3 0.1 1.8 3.9 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 24 26 5 . 4 . 8 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 55,863 : : Positions : : 37,385 50,255 17,513 982 570 0 1,256 150 100 2,525 125 : : : : Changes from: November 5, 2019 : : -2,245 305 755 415 -390 0 -375 -100 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 90.0 31.3 1.8 1.0 0.0 2.2 0.3 0.2 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 49,980 : : Positions : : 38,947 49,035 10,508 0 60 0 0 0 50 470 415 : : : : Changes from: November 5, 2019 : : -2,230 -1,100 1,311 0 0 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 98.1 21.0 0.0 0.1 0.0 0.0 0.0 0.1 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 62,527 : : Positions : : 47,584 57,036 10,078 0 1,876 925 0 100 505 1,956 1,407 : : : : Changes from: November 5, 2019 : : 704 194 -436 0 142 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 91.2 16.1 0.0 3.0 1.5 0.0 0.2 0.8 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 4 0 . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 63,657 : : Positions : : 45,659 55,723 9,623 376 539 1,087 70 3,230 995 1,427 2,174 : : : : Changes from: November 5, 2019 : : -138 -201 -99 -25 -95 0 -40 0 49 36 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 87.5 15.1 0.6 0.8 1.7 0.1 5.1 1.6 2.2 3.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . . 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 28,425 : : Positions : : 15,780 27,320 10,884 0 519 0 450 80 990 0 0 : : : : Changes from: November 5, 2019 : : -25 100 -182 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 96.1 38.3 0.0 1.8 0.0 1.6 0.3 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 28,225 : : Positions : : 16,058 27,831 10,794 0 292 0 0 0 875 0 0 : : : : Changes from: November 5, 2019 : : -62 60 -185 0 5 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 98.6 38.2 0.0 1.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 33,187 : : Positions : : 26,682 26,489 3,828 3,000 1,200 365 915 194 234 719 670 : : : : Changes from: November 5, 2019 : : 264 261 -5 0 0 0 50 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.8 11.5 9.0 3.6 1.1 2.8 0.6 0.7 2.2 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 22,115 : : Positions : : 18,072 18,978 2,982 0 120 0 1,570 0 325 1,072 275 : : : : Changes from: November 5, 2019 : : 618 808 320 0 0 0 300 0 279 105 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 85.8 13.5 0.0 0.5 0.0 7.1 0.0 1.5 4.8 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 57,967 : : Positions : : 46,360 38,357 8,063 15,247 324 65 2,320 801 2,040 642 243 : : : : Changes from: November 5, 2019 : : 589 858 173 121 -20 65 179 -58 306 -20 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 66.2 13.9 26.3 0.6 0.1 4.0 1.4 3.5 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 23 6 . 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 39,566 : : Positions : : 33,751 19,065 3,057 16,607 811 84 1,122 571 433 783 487 : : : : Changes from: November 5, 2019 : : 37 6 27 -13 -20 0 86 -8 0 -14 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 48.2 7.7 42.0 2.0 0.2 2.8 1.4 1.1 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 21,252 : : Positions : : 10,589 19,068 6,979 0 1,769 565 300 100 1,100 0 0 : : : : Changes from: November 5, 2019 : : -70 280 125 0 -150 225 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 89.7 32.8 0.0 8.3 2.7 1.4 0.5 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 12,489 : : Positions : : 10,652 9,545 383 465 924 0 250 0 50 1,020 280 : : : : Changes from: November 5, 2019 : : 190 85 -80 -175 80 0 150 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 76.4 3.1 3.7 7.4 0.0 2.0 0.0 0.4 8.2 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 12,656 : : Positions : : 10,996 9,545 514 465 771 0 250 0 50 1,420 205 : : : : Changes from: November 5, 2019 : : 205 85 -95 -175 80 0 150 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 75.4 4.1 3.7 6.1 0.0 2.0 0.0 0.4 11.2 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 16,478 : : Positions : : 8,634 13,765 4,860 1,603 195 0 100 0 2,095 275 515 : : : : Changes from: November 5, 2019 : : 75 70 -30 0 0 0 0 0 5 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 83.5 29.5 9.7 1.2 0.0 0.6 0.0 12.7 1.7 3.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 16,296 : : Positions : : 7,831 13,530 5,181 1,593 195 0 100 0 2,165 275 570 : : : : Changes from: November 5, 2019 : : 75 70 -30 0 0 0 0 0 5 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 83.0 31.8 9.8 1.2 0.0 0.6 0.0 13.3 1.7 3.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 42,278 : : Positions : : 28,973 36,733 8,355 400 1,245 0 225 0 685 700 2,955 : : : : Changes from: November 5, 2019 : : 725 -275 20 0 85 0 0 0 -845 175 820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 86.9 19.8 0.9 2.9 0.0 0.5 0.0 1.6 1.7 7.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 4 . . 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 41,981 : : Positions : : 29,113 36,899 7,763 400 1,122 0 225 0 1,280 700 2,635 : : : : Changes from: November 5, 2019 : : 780 -275 -10 0 105 0 0 0 -870 175 575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 87.9 18.5 1.0 2.7 0.0 0.5 0.0 3.0 1.7 6.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 13 4 . . 0 . 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 110,649 : : Positions : : 82,460 76,016 22,540 19,867 2,115 1,090 1,400 60 1,045 9,832 1,319 : : : : Changes from: November 5, 2019 : : -780 636 -180 -205 160 350 50 0 175 -892 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 68.7 20.4 18.0 1.9 1.0 1.3 0.1 0.9 8.9 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 29 . 4 . . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 123,459 : : Positions : : 90,157 91,319 25,485 16,227 3,950 845 1,102 90 1,130 8,984 1,787 : : : : Changes from: November 5, 2019 : : 185 5,383 -25 -3,857 2,695 300 0 0 175 -891 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 74.0 20.6 13.1 3.2 0.7 0.9 0.1 0.9 7.3 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 29 . 4 5 . . . 5 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 273,627 : : Positions : : 159,538 175,636 20,001 3,787 48,268 12,856 11,180 11,365 5,485 7,414 15,562 : : : : Changes from: November 5, 2019 : : 5,595 853 669 338 3,156 -2,167 2,515 -985 -1,373 -1,054 1,327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 64.2 7.3 1.4 17.6 4.7 4.1 4.2 2.0 2.7 5.7 : : : : Number of Traders in Each Category Total Traders: 87 : : 33 34 4 4 6 8 11 6 11 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 16,281 : : Positions : : 9,222 14,977 2,655 829 475 570 0 0 3,345 0 0 : : : : Changes from: November 5, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 92.0 16.3 5.1 2.9 3.5 0.0 0.0 20.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 15,913 : : Positions : : 8,606 14,720 2,658 123 800 150 210 60 3,425 0 0 : : : : Changes from: November 5, 2019 : : 0 0 50 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 92.5 16.7 0.8 5.0 0.9 1.3 0.4 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 3,107 : : Positions : : 1,700 2,882 600 25 0 200 0 0 600 200 0 : : : : Changes from: November 5, 2019 : : -501 -499 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 92.8 19.3 0.8 0.0 6.4 0.0 0.0 19.3 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 12 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 65,936 : : Positions : : 42,917 44,803 13,344 10,095 85 0 833 495 0 550 0 : : : : Changes from: November 5, 2019 : : 630 -1,475 620 2,245 0 0 400 -500 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 67.9 20.2 15.3 0.1 0.0 1.3 0.8 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 56,411 : : Positions : : 37,370 36,366 10,826 10,055 0 0 1,780 305 0 0 0 : : : : Changes from: November 5, 2019 : : -708 -2,198 290 1,815 0 0 -15 -70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 64.5 19.2 17.8 0.0 0.0 3.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 17 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 26,665 : : Positions : : 8,038 18,495 12,342 2,090 1,443 155 2,050 0 2,135 0 50 : : : : Changes from: November 5, 2019 : : -804 -320 344 115 -44 0 -110 0 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 69.4 46.3 7.8 5.4 0.6 7.7 0.0 8.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 23,145 : : Positions : : 6,280 17,275 10,770 250 1,795 175 1,670 110 2,005 0 0 : : : : Changes from: November 5, 2019 : : -610 -715 -160 -40 0 0 -10 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 74.6 46.5 1.1 7.8 0.8 7.2 0.5 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 46,632 : : Positions : : 20,319 19,761 5,338 18,226 498 12,495 0 4,275 0 685 350 : : : : Changes from: November 5, 2019 : : -806 -798 -47 -90 0 -35 0 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 42.4 11.4 39.1 1.1 26.8 0.0 9.2 0.0 1.5 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 25,835 : : Positions : : 9,646 10,029 5,068 9,020 0 4,670 195 3,685 0 410 400 : : : : Changes from: November 5, 2019 : : -453 -325 273 -30 0 -450 -275 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 38.8 19.6 34.9 0.0 18.1 0.8 14.3 0.0 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 25,765 : : Positions : : 17,530 9,825 4,070 565 735 260 11,800 2,075 0 0 0 : : : : Changes from: November 5, 2019 : : -110 -150 35 -135 -35 -200 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 38.1 15.8 2.2 2.9 1.0 45.8 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 93,236 : : Positions : : 46,103 32,401 10,618 33,435 3,260 9,355 2,435 920 2,985 300 1,315 : : : : Changes from: November 5, 2019 : : -1,982 -2,057 -535 540 0 930 0 -1,140 -95 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 34.8 11.4 35.9 3.5 10.0 2.6 1.0 3.2 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 89,168 : : Positions : : 43,548 30,573 11,790 32,190 3,260 10,705 2,145 640 0 575 1,570 : : : : Changes from: November 5, 2019 : : -1,636 -1,831 -625 465 0 955 135 -1,260 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 34.3 13.2 36.1 3.7 12.0 2.4 0.7 0.0 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 26,325 : : Positions : : 12,891 7,585 3,205 1,766 1,904 2,280 8,225 500 1,080 2,930 345 : : : : Changes from: November 5, 2019 : : -686 -700 305 -271 0 0 910 -50 125 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 28.8 12.2 6.7 7.2 8.7 31.2 1.9 4.1 11.1 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 27,400 : : Positions : : 11,946 7,760 3,065 2,091 1,446 2,280 11,225 500 2,075 25 1,325 : : : : Changes from: November 5, 2019 : : -586 -700 325 -246 0 0 760 -50 60 -25 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 28.3 11.2 7.6 5.3 8.3 41.0 1.8 7.6 0.1 4.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 26,558 : : Positions : : 12,717 8,025 188 8,725 764 9,290 100 375 0 5,745 75 : : : : Changes from: November 5, 2019 : : -356 -230 151 -50 -86 -250 25 -25 0 -180 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 30.2 0.7 32.9 2.9 35.0 0.4 1.4 0.0 21.6 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 25,688 : : Positions : : 11,954 7,980 306 8,525 467 9,290 100 375 0 5,605 65 : : : : Changes from: November 5, 2019 : : -653 -280 88 -50 -146 -250 25 -25 -50 -205 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 31.1 1.2 33.2 1.8 36.2 0.4 1.5 0.0 21.8 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 53,901 : : Positions : : 14,831 41,188 7,027 8,240 140 17,525 0 0 10,170 0 0 : : : : Changes from: November 5, 2019 : : -830 -1,623 430 -200 0 -990 0 0 -455 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 76.4 13.0 15.3 0.3 32.5 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 54,737 : : Positions : : 16,797 39,080 6,335 11,155 140 17,425 0 0 9,775 0 0 : : : : Changes from: November 5, 2019 : : -635 -1,503 165 -195 0 -915 0 0 -330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 71.4 11.6 20.4 0.3 31.8 0.0 0.0 17.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 63,140 : : Positions : : 23,030 51,865 1,175 4,490 1,845 7,790 0 1,230 24,255 75 60 : : : : Changes from: November 5, 2019 : : -340 -1,455 415 25 -415 -90 0 -125 -1,340 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 82.1 1.9 7.1 2.9 12.3 0.0 1.9 38.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 10 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 62,515 : : Positions : : 23,245 50,725 345 4,490 2,490 7,365 0 1,480 24,080 0 60 : : : : Changes from: November 5, 2019 : : -335 -1,325 345 -95 -325 -15 0 -175 -1,415 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 81.1 0.6 7.2 4.0 11.8 0.0 2.4 38.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 18,345 : : Positions : : 11,415 7,475 365 350 3,480 75 5,445 0 1,735 390 330 : : : : Changes from: November 5, 2019 : : -160 60 35 50 -50 25 -465 -25 -305 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 40.7 2.0 1.9 19.0 0.4 29.7 0.0 9.5 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 17,790 : : Positions : : 9,790 7,440 330 350 3,110 75 5,445 0 2,520 390 205 : : : : Changes from: November 5, 2019 : : -145 60 35 50 -50 25 -465 -25 -295 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 41.8 1.9 2.0 17.5 0.4 30.6 0.0 14.2 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 68,305 : : Positions : : 36,215 36,730 425 1,110 3,285 2,135 19,040 1,050 19,150 1,150 1,185 : : : : Changes from: November 5, 2019 : : -765 -1,815 -175 25 -125 -215 35 0 -585 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 53.8 0.6 1.6 4.8 3.1 27.9 1.5 28.0 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 13 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 65,135 : : Positions : : 34,970 34,400 900 0 3,505 2,140 19,040 1,020 16,475 1,150 1,360 : : : : Changes from: November 5, 2019 : : -1,035 -2,030 -570 -305 185 -180 35 -25 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 52.8 1.4 0.0 5.4 3.3 29.2 1.6 25.3 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 15 . 0 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 55,238 : : Positions : : 34,387 20,085 1,940 14,887 1,970 12,115 330 2,365 50 13,540 0 : : : : Changes from: November 5, 2019 : : -993 -425 655 -208 -480 -355 25 0 0 -80 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 36.4 3.5 27.0 3.6 21.9 0.6 4.3 0.1 24.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,404 : : Positions : : 30,539 17,885 710 11,029 2,765 8,165 325 2,440 50 10,365 465 : : : : Changes from: November 5, 2019 : : -800 -675 630 95 -455 -355 25 0 -75 -55 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 38.5 1.5 23.8 6.0 17.6 0.7 5.3 0.1 22.3 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 159,765 : : Positions : : 98,812 88,096 21,190 3,265 6,360 0 10,891 6,829 1,325 19,075 1,340 : : : : Changes from: November 5, 2019 : : -4,784 -3,339 -1,940 980 -120 0 -3,200 1,215 175 -990 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 55.1 13.3 2.0 4.0 0.0 6.8 4.3 0.8 11.9 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 144,379 : : Positions : : 86,552 81,765 21,794 0 7,000 2,379 6,115 7,270 1,225 24,070 1,175 : : : : Changes from: November 5, 2019 : : -4,670 -2,474 -2,144 0 950 2,379 -481 -1,164 225 -1,255 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 56.6 15.1 0.0 4.8 1.6 4.2 5.0 0.8 16.7 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 56,180 : : Positions : : 28,285 28,245 18,141 7,846 2,869 25 1,655 2,055 0 8,710 0 : : : : Changes from: November 5, 2019 : : -1,215 -335 495 -30 -60 -35 -240 -220 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 50.3 32.3 14.0 5.1 0.0 2.9 3.7 0.0 15.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 48,105 : : Positions : : 22,455 23,135 15,701 5,676 3,064 0 1,365 2,705 0 8,000 0 : : : : Changes from: November 5, 2019 : : -1,555 -510 530 -350 -269 -175 -285 65 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 48.1 32.6 11.8 6.4 0.0 2.8 5.6 0.0 16.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 37,215 : : Positions : : 17,760 17,055 0 15,640 1,595 12,260 25 410 2,350 0 650 : : : : Changes from: November 5, 2019 : : -215 -1,400 0 760 -80 -480 -50 -235 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 45.8 0.0 42.0 4.3 32.9 0.1 1.1 6.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 44,665 : : Positions : : 13,160 25,270 0 13,860 2,175 23,510 0 930 2,350 0 650 : : : : Changes from: November 5, 2019 : : -595 -1,155 0 775 -210 210 0 -340 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 56.6 0.0 31.0 4.9 52.6 0.0 2.1 5.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 118,082 : : Positions : : 75,007 61,637 1,230 12,155 9,835 1,565 11,485 3,150 7,475 0 0 : : : : Changes from: November 5, 2019 : : -2,747 -4,267 310 1,225 -1,510 75 345 -750 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 52.2 1.0 10.3 8.3 1.3 9.7 2.7 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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 95,524 : : Positions : : 55,010 40,044 1,490 17,751 9,704 0 5,760 7,970 6,895 0 0 : : : : Changes from: November 5, 2019 : : -2,105 -2,110 175 195 -170 0 -105 -80 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 41.9 1.6 18.6 10.2 0.0 6.0 8.3 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 24 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 32,250 : : Positions : : 22,025 16,435 0 11,170 1,280 4,515 300 0 1,305 0 580 : : : : Changes from: November 5, 2019 : : -915 -750 0 -410 0 -305 0 0 65 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 51.0 0.0 34.6 4.0 14.0 0.9 0.0 4.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 12, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 31,190 : : Positions : : 22,395 15,460 0 10,900 1,670 3,415 495 35 1,035 0 475 : : : : Changes from: November 5, 2019 : : -875 -745 0 -255 -40 -130 -35 5 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 49.6 0.0 34.9 5.4 10.9 1.6 0.1 3.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2019