Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 21,061 : : Positions : : 15,079 11,375 1,562 876 576 739 1,658 293 580 3,695 1,575 : : : : Changes from: December 10, 2019 : : -308 115 202 -54 -114 0 0 0 27 -92 261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 54.0 7.4 4.2 2.7 3.5 7.9 1.4 2.8 17.5 7.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 16 . . 5 . 4 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 14,078 : : Positions : : 7,785 7,349 389 4,066 1,405 168 273 0 3,654 796 126 : : : : Changes from: December 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 52.2 2.8 28.9 10.0 1.2 1.9 0.0 26.0 5.7 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 15 . . . . . 0 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 40,472 : : Positions : : 23,548 37,835 6,500 0 1,764 300 363 235 7,800 100 175 : : : : Changes from: December 10, 2019 : : 680 569 82 0 -2 -75 155 3 -15 -50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 93.5 16.1 0.0 4.4 0.7 0.9 0.6 19.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . 0 . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 31,925 : : Positions : : 22,872 28,950 870 392 2,108 653 0 25 5,200 253 197 : : : : Changes from: December 10, 2019 : : 715 1,435 500 -17 -7 3 0 0 175 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 90.7 2.7 1.2 6.6 2.0 0.0 0.1 16.3 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 135,973 : : Positions : : 111,039 91,310 1,962 19,446 6,786 2,576 1,375 1,244 2,726 6,165 9,231 : : : : Changes from: December 10, 2019 : : 377 1,262 121 -77 -528 580 -106 -346 29 62 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 67.2 1.4 14.3 5.0 1.9 1.0 0.9 2.0 4.5 6.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 31 . . 4 . 6 . 8 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 72,237 : : Positions : : 57,702 57,456 6,087 7,559 4,102 223 445 2,143 1,468 0 512 : : : : Changes from: December 10, 2019 : : 1,484 1,376 0 76 -145 -127 -140 253 -45 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.5 8.4 10.5 5.7 0.3 0.6 3.0 2.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 . . . . . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 33,862 : : Positions : : 30,940 23,997 1,467 8,785 730 0 0 0 450 75 275 : : : : Changes from: December 10, 2019 : : -180 412 -105 -247 0 0 0 0 125 -325 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 70.9 4.3 25.9 2.2 0.0 0.0 0.0 1.3 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 63,779 : : Positions : : 33,163 32,205 701 18,156 7,251 874 75 288 15,420 38 5,757 : : : : Changes from: December 10, 2019 : : -734 -552 25 -213 -22 4 0 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 50.5 1.1 28.5 11.4 1.4 0.1 0.5 24.2 0.1 9.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 82,997 : : Positions : : 45,425 33,744 0 35,837 6,307 1,652 700 651 23,969 986 4,609 : : : : Changes from: December 10, 2019 : : -924 -1,221 0 35 -32 -62 25 62 -140 15 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 40.7 0.0 43.2 7.6 2.0 0.8 0.8 28.9 1.2 5.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 22 0 4 4 4 5 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 75,058 : : Positions : : 56,637 52,841 10,714 17,031 2,438 1,200 0 0 1,848 1,376 1,294 : : : : Changes from: December 10, 2019 : : 392 -58 64 514 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 70.4 14.3 22.7 3.2 1.6 0.0 0.0 2.5 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 96,622 : : Positions : : 68,945 60,527 20,329 31,627 1,212 1,150 0 0 2,375 1,353 1,891 : : : : Changes from: December 10, 2019 : : 505 138 30 405 30 0 0 0 0 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 62.6 21.0 32.7 1.3 1.2 0.0 0.0 2.5 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 5 . 5 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 37,814 : : Positions : : 28,058 34,849 6,884 0 2,280 0 0 0 450 420 0 : : : : Changes from: December 10, 2019 : : -100 -700 -600 0 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 92.2 18.2 0.0 6.0 0.0 0.0 0.0 1.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 25,483 : : Positions : : 23,360 19,148 0 3,978 1,432 0 600 0 355 150 65 : : : : Changes from: December 10, 2019 : : -291 -265 0 -36 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 75.1 0.0 15.6 5.6 0.0 2.4 0.0 1.4 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 17,530 : : Positions : : 10,425 16,930 6,390 0 0 0 600 0 625 0 0 : : : : Changes from: December 10, 2019 : : 1,200 3,000 600 0 0 0 -1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 96.6 36.5 0.0 0.0 0.0 3.4 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 83,590 : : Positions : : 51,282 61,005 320 10,290 9,255 9,937 39 336 10,165 544 1,986 : : : : Changes from: December 10, 2019 : : 2,297 1,553 0 -847 -183 -1,452 -1 10 -86 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 73.0 0.4 12.3 11.1 11.9 0.0 0.4 12.2 0.7 2.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 28 . . . 9 . . 12 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 36,080 : : Positions : : 23,897 26,863 0 5,639 2,281 1,300 0 0 7,721 355 600 : : : : Changes from: December 10, 2019 : : 2,474 2,174 0 -900 0 -1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 74.5 0.0 15.6 6.3 3.6 0.0 0.0 21.4 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 43,205 : : Positions : : 34,342 40,005 5,615 0 2,575 0 0 0 500 395 25 : : : : Changes from: December 10, 2019 : : -450 -150 300 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 92.6 13.0 0.0 6.0 0.0 0.0 0.0 1.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 40,456 : : Positions : : 33,344 27,298 0 5,568 5,577 60 1,695 0 475 210 5 : : : : Changes from: December 10, 2019 : : 397 -501 0 860 -860 0 35 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 67.5 0.0 13.8 13.8 0.1 4.2 0.0 1.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 61,268 : : Positions : : 47,288 57,438 8,853 165 1,745 0 75 0 2,764 1,500 0 : : : : Changes from: December 10, 2019 : : 1,045 1,235 170 50 -30 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 93.7 14.4 0.3 2.8 0.0 0.1 0.0 4.5 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 64,565 : : Positions : : 52,237 56,265 5,788 930 2,755 0 75 0 3,390 4,300 60 : : : : Changes from: December 10, 2019 : : 1,265 1,480 50 -70 90 0 0 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 87.1 9.0 1.4 4.3 0.0 0.1 0.0 5.3 6.7 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 79,403 : : Positions : : 62,682 73,411 10,681 253 4,193 168 0 0 1,383 1,486 35 : : : : Changes from: December 10, 2019 : : 1,785 1,098 -312 168 -168 -70 0 0 18 135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 92.5 13.5 0.3 5.3 0.2 0.0 0.0 1.7 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 5 . 4 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 100,743 : : Positions : : 78,385 86,322 13,522 1,019 5,465 100 1,493 230 2,550 5,961 155 : : : : Changes from: December 10, 2019 : : 1,166 902 13 -95 15 0 53 0 547 820 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 85.7 13.4 1.0 5.4 0.1 1.5 0.2 2.5 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 22 27 5 . 4 . 7 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 54,812 : : Positions : : 36,812 49,492 17,389 877 316 0 897 150 25 2,975 100 : : : : Changes from: December 10, 2019 : : 1,439 1,395 10 -129 0 0 3 0 -75 100 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 90.3 31.7 1.6 0.6 0.0 1.6 0.3 0.0 5.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 49,355 : : Positions : : 37,908 48,110 10,587 0 60 0 0 0 650 1,035 150 : : : : Changes from: December 10, 2019 : : 575 0 -150 0 0 0 0 0 75 500 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 97.5 21.5 0.0 0.1 0.0 0.0 0.0 1.3 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 65,454 : : Positions : : 47,740 60,325 13,659 0 1,743 345 0 0 1,201 2,521 733 : : : : Changes from: December 10, 2019 : : 718 2,303 1,690 0 -10 -50 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 92.2 20.9 0.0 2.7 0.5 0.0 0.0 1.8 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 4 0 . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 71,163 : : Positions : : 52,458 63,134 11,141 78 428 799 527 50 1,625 2,220 4,632 : : : : Changes from: December 10, 2019 : : 821 1,937 1,426 0 -32 -50 -50 50 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 88.7 15.7 0.1 0.6 1.1 0.7 0.1 2.3 3.1 6.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 27,944 : : Positions : : 15,693 27,097 10,749 0 223 0 540 40 1,000 0 10 : : : : Changes from: December 10, 2019 : : 474 504 -29 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 97.0 38.5 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 27,174 : : Positions : : 15,369 26,776 10,555 0 231 0 60 0 810 0 0 : : : : Changes from: December 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 98.5 38.8 0.0 0.9 0.0 0.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 35,636 : : Positions : : 28,912 27,053 3,948 3,020 1,200 0 1,045 340 0 1,700 873 : : : : Changes from: December 10, 2019 : : 620 866 40 -50 0 0 -250 250 -24 16 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 75.9 11.1 8.5 3.4 0.0 2.9 1.0 0.0 4.8 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 22,685 : : Positions : : 18,421 19,023 2,760 0 120 0 1,685 0 373 1,520 327 : : : : Changes from: December 10, 2019 : : 1,055 1,155 -30 0 0 0 55 0 -35 -50 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 83.9 12.2 0.0 0.5 0.0 7.4 0.0 1.6 6.7 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 55,858 : : Positions : : 43,852 36,588 7,855 14,323 291 55 2,522 627 2,254 663 844 : : : : Changes from: December 10, 2019 : : 374 414 109 -59 -22 -40 231 0 171 70 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 65.5 14.1 25.6 0.5 0.1 4.5 1.1 4.0 1.2 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 22 6 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 39,540 : : Positions : : 34,372 20,127 2,927 16,537 638 75 438 510 457 764 453 : : : : Changes from: December 10, 2019 : : 175 1,230 130 -285 -70 0 -690 0 -50 0 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 50.9 7.4 41.8 1.6 0.2 1.1 1.3 1.2 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 20,968 : : Positions : : 9,700 18,416 6,851 0 2,137 395 0 100 1,650 300 0 : : : : Changes from: December 10, 2019 : : -1,532 -1,582 -350 0 25 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 87.8 32.7 0.0 10.2 1.9 0.0 0.5 7.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 11,639 : : Positions : : 9,934 8,705 181 395 969 0 270 0 100 1,035 265 : : : : Changes from: December 10, 2019 : : 0 50 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 74.8 1.6 3.4 8.3 0.0 2.3 0.0 0.9 8.9 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 11,791 : : Positions : : 10,228 8,705 337 395 816 0 250 0 100 1,435 190 : : : : Changes from: December 10, 2019 : : 0 50 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 73.8 2.9 3.4 6.9 0.0 2.1 0.0 0.8 12.2 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 15,945 : : Positions : : 9,286 13,685 4,200 1,029 145 0 180 0 1,280 75 825 : : : : Changes from: December 10, 2019 : : 600 0 0 0 0 0 0 0 -600 0 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 85.8 26.3 6.5 0.9 0.0 1.1 0.0 8.0 0.5 5.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 15,639 : : Positions : : 8,666 13,555 4,453 1,024 145 0 180 0 1,365 75 655 : : : : Changes from: December 10, 2019 : : 600 0 0 0 0 0 0 0 -600 0 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 86.7 28.5 6.5 0.9 0.0 1.2 0.0 8.7 0.5 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 39,727 : : Positions : : 27,832 34,257 7,363 200 985 0 130 0 365 970 3,125 : : : : Changes from: December 10, 2019 : : 320 200 -20 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 86.2 18.5 0.5 2.5 0.0 0.3 0.0 0.9 2.4 7.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 39,642 : : Positions : : 28,177 34,588 6,881 200 894 0 130 0 510 710 3,120 : : : : Changes from: December 10, 2019 : : 290 200 10 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 87.3 17.4 0.5 2.3 0.0 0.3 0.0 1.3 1.8 7.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 4 . . 0 . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 107,821 : : Positions : : 80,707 77,391 20,991 16,906 3,285 805 767 60 550 8,011 1,366 : : : : Changes from: December 10, 2019 : : 1,465 2,954 -152 -940 538 0 0 0 0 -706 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 71.8 19.5 15.7 3.0 0.7 0.7 0.1 0.5 7.4 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 28 4 4 4 . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 117,071 : : Positions : : 84,909 89,526 23,909 12,634 4,654 690 1,200 0 612 6,742 2,257 : : : : Changes from: December 10, 2019 : : 1,080 2,116 -120 -819 559 0 350 0 27 -644 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 76.5 20.4 10.8 4.0 0.6 1.0 0.0 0.5 5.8 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 30 . 5 6 . . 0 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 269,682 : : Positions : : 147,553 184,957 36,400 3,177 36,757 11,971 10,651 4,357 8,530 6,052 23,545 : : : : Changes from: December 10, 2019 : : -1,947 -1,385 -1,432 -173 -561 -62 430 322 2,126 -83 -615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 68.6 13.5 1.2 13.6 4.4 3.9 1.6 3.2 2.2 8.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 36 37 5 . 6 7 9 6 13 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 15,541 : : Positions : : 8,458 14,282 2,830 798 436 505 0 0 3,305 25 0 : : : : Changes from: December 10, 2019 : : 50 75 -50 -25 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 91.9 18.2 5.1 2.8 3.2 0.0 0.0 21.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 15,279 : : Positions : : 7,915 14,218 2,825 84 782 150 110 60 3,365 25 0 : : : : Changes from: December 10, 2019 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 93.1 18.5 0.5 5.1 1.0 0.7 0.4 22.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 4,389 : : Positions : : 2,183 3,674 335 0 265 200 0 0 1,405 450 0 : : : : Changes from: December 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 83.7 7.6 0.0 6.0 4.6 0.0 0.0 32.0 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 71,385 : : Positions : : 46,898 48,480 14,456 10,706 0 0 1,478 335 0 700 0 : : : : Changes from: December 10, 2019 : : 185 425 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 67.9 20.3 15.0 0.0 0.0 2.1 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 20 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 58,940 : : Positions : : 38,704 37,714 11,396 10,466 0 0 1,665 350 0 250 0 : : : : Changes from: December 10, 2019 : : -90 90 240 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 64.0 19.3 17.8 0.0 0.0 2.8 0.6 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 27,175 : : Positions : : 7,849 18,895 13,321 2,505 1,044 150 1,880 0 2,110 0 25 : : : : Changes from: December 10, 2019 : : -15 360 560 185 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 69.5 49.0 9.2 3.8 0.6 6.9 0.0 7.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 23,505 : : Positions : : 6,555 17,320 11,145 790 1,570 150 1,600 80 2,005 0 0 : : : : Changes from: December 10, 2019 : : 285 360 260 185 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 73.7 47.4 3.4 6.7 0.6 6.8 0.3 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 48,243 : : Positions : : 22,749 18,943 5,990 19,706 498 10,575 160 4,990 0 685 350 : : : : Changes from: December 10, 2019 : : 1,066 16 -275 600 0 -15 160 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 39.3 12.4 40.8 1.0 21.9 0.3 10.3 0.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 26,506 : : Positions : : 10,379 10,254 6,135 9,410 0 3,260 20 3,550 0 510 300 : : : : Changes from: December 10, 2019 : : 825 265 -275 0 0 -315 20 -330 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 38.7 23.1 35.5 0.0 12.3 0.1 13.4 0.0 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 18 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 26,370 : : Positions : : 18,210 9,475 4,045 885 420 310 12,350 1,895 0 0 0 : : : : Changes from: December 10, 2019 : : 585 320 -60 0 60 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 35.9 15.3 3.4 1.6 1.2 46.8 7.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 95,713 : : Positions : : 46,830 34,178 10,628 34,755 3,140 11,880 2,315 450 2,590 225 1,380 : : : : Changes from: December 10, 2019 : : 250 -190 460 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 35.7 11.1 36.3 3.3 12.4 2.4 0.5 2.7 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 92,616 : : Positions : : 44,848 32,608 11,475 33,405 3,140 13,280 2,180 490 0 890 1,490 : : : : Changes from: December 10, 2019 : : 485 -375 465 1,300 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 35.2 12.4 36.1 3.4 14.3 2.4 0.5 0.0 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,705 : : Positions : : 12,695 6,985 2,710 2,185 1,904 2,280 8,160 450 1,080 2,720 495 : : : : Changes from: December 10, 2019 : : 75 0 25 415 0 0 50 -50 0 -125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 27.2 10.5 8.5 7.4 8.9 31.7 1.8 4.2 10.6 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 26,865 : : Positions : : 11,775 7,160 2,590 2,535 1,446 2,280 11,010 450 2,260 175 1,325 : : : : Changes from: December 10, 2019 : : 75 0 25 415 0 0 50 -50 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 26.7 9.6 9.4 5.4 8.5 41.0 1.7 8.4 0.7 4.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 27,293 : : Positions : : 12,848 8,690 1,607 8,375 144 9,015 155 350 0 6,555 25 : : : : Changes from: December 10, 2019 : : -100 0 0 -50 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 31.8 5.9 30.7 0.5 33.0 0.6 1.3 0.0 24.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 26,557 : : Positions : : 12,458 8,495 1,902 8,025 36 9,015 125 350 0 6,970 15 : : : : Changes from: December 10, 2019 : : -100 0 0 -200 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 32.0 7.2 30.2 0.1 33.9 0.5 1.3 0.0 26.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 55,069 : : Positions : : 18,349 41,556 7,147 9,415 260 15,860 0 0 9,740 0 0 : : : : Changes from: December 10, 2019 : : 100 80 130 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 75.5 13.0 17.1 0.5 28.8 0.0 0.0 17.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 54,529 : : Positions : : 18,484 39,762 6,465 10,260 295 15,960 0 0 9,495 0 0 : : : : Changes from: December 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 72.9 11.9 18.8 0.5 29.3 0.0 0.0 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 60,385 : : Positions : : 22,270 49,690 1,050 4,190 1,850 7,500 0 1,155 22,955 75 110 : : : : Changes from: December 10, 2019 : : 0 -300 -100 0 100 -50 0 50 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 82.3 1.7 6.9 3.1 12.4 0.0 1.9 38.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 10 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 59,500 : : Positions : : 22,415 48,275 245 4,190 2,570 7,200 0 1,355 22,450 25 110 : : : : Changes from: December 10, 2019 : : 0 -300 -100 0 100 -50 0 50 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 81.1 0.4 7.0 4.3 12.1 0.0 2.3 37.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 20,320 : : Positions : : 12,490 8,395 2,520 0 2,670 0 5,590 25 0 1,205 585 : : : : Changes from: December 10, 2019 : : 1,130 -225 1,395 0 -975 -75 925 25 -775 975 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 41.3 12.4 0.0 13.1 0.0 27.5 0.1 0.0 5.9 2.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 19,150 : : Positions : : 10,415 8,285 2,245 0 2,420 0 5,590 25 45 305 880 : : : : Changes from: December 10, 2019 : : 625 -250 1,155 0 -855 -75 925 25 -1,510 0 635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 43.3 11.7 0.0 12.6 0.0 29.2 0.1 0.2 1.6 4.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 68,660 : : Positions : : 37,970 36,260 220 1,230 3,295 2,070 20,060 740 18,375 1,175 1,220 : : : : Changes from: December 10, 2019 : : 450 1,140 0 -90 100 0 0 0 600 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 52.8 0.3 1.8 4.8 3.0 29.2 1.1 26.8 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 65,450 : : Positions : : 36,805 33,940 485 0 3,655 2,110 19,985 785 15,685 1,250 1,335 : : : : Changes from: December 10, 2019 : : 600 1,140 -10 0 60 0 0 0 550 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 51.9 0.7 0.0 5.6 3.2 30.5 1.2 24.0 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,979 : : Positions : : 34,877 19,560 1,800 14,472 1,540 11,835 580 2,415 75 14,330 0 : : : : Changes from: December 10, 2019 : : 945 350 -420 -30 0 100 100 0 0 205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 35.6 3.3 26.3 2.8 21.5 1.1 4.4 0.1 26.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 46,424 : : Positions : : 31,445 17,250 845 11,210 2,260 7,760 575 2,490 75 11,220 340 : : : : Changes from: December 10, 2019 : : 1,050 50 -420 -50 0 100 100 0 0 630 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 37.2 1.8 24.1 4.9 16.7 1.2 5.4 0.2 24.2 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 163,710 : : Positions : : 91,302 93,076 18,425 305 8,631 9,074 10,265 4,975 1,380 16,535 1,610 : : : : Changes from: December 10, 2019 : : -975 1,290 -165 0 -435 1,085 -15 115 150 -1,180 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 56.9 11.3 0.2 5.3 5.5 6.3 3.0 0.8 10.1 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 144,099 : : Positions : : 78,849 81,711 16,893 0 6,925 11,269 6,105 5,290 1,500 20,695 1,920 : : : : Changes from: December 10, 2019 : : -1,515 1,155 -145 0 -375 1,025 -75 175 150 -1,565 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 56.7 11.7 0.0 4.8 7.8 4.2 3.7 1.0 14.4 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 28 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 58,400 : : Positions : : 28,105 28,820 18,560 7,770 3,000 0 1,190 2,980 0 9,040 0 : : : : Changes from: December 10, 2019 : : 185 -250 0 380 -125 0 55 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 49.3 31.8 13.3 5.1 0.0 2.0 5.1 0.0 15.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 49,395 : : Positions : : 21,635 23,570 15,776 4,946 2,959 0 585 3,480 0 8,330 0 : : : : Changes from: December 10, 2019 : : -535 -155 400 80 -80 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 47.7 31.9 10.0 6.0 0.0 1.2 7.0 0.0 16.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 42,475 : : Positions : : 15,285 20,760 0 14,475 2,175 17,720 0 450 2,320 0 680 : : : : Changes from: December 10, 2019 : : -25 3,100 0 280 130 3,525 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 48.9 0.0 34.1 5.1 41.7 0.0 1.1 5.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 0 . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 49,630 : : Positions : : 12,405 30,850 0 12,890 2,180 29,195 0 915 2,320 0 680 : : : : Changes from: December 10, 2019 : : 235 2,830 0 600 -375 3,315 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 62.2 0.0 26.0 4.4 58.8 0.0 1.8 4.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 122,365 : : Positions : : 78,998 66,228 2,430 9,645 10,475 2,480 15,735 1,935 7,760 0 0 : : : : Changes from: December 10, 2019 : : 1,775 2,030 285 -2,875 755 325 3,170 -720 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 54.1 2.0 7.9 8.6 2.0 12.9 1.6 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 97,774 : : Positions : : 60,320 40,654 1,545 17,281 8,669 0 11,275 6,080 7,230 0 0 : : : : Changes from: December 10, 2019 : : 1,335 160 -25 -2,300 -35 0 3,390 -1,180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 41.6 1.6 17.7 8.9 0.0 11.5 6.2 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 25 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 31,040 : : Positions : : 21,185 15,635 0 10,785 1,330 4,160 300 90 1,320 0 565 : : : : Changes from: December 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 50.4 0.0 34.7 4.3 13.4 1.0 0.3 4.3 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 17, 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 30,180 : : Positions : : 21,605 14,625 0 10,745 1,680 3,260 460 170 960 0 475 : : : : Changes from: December 10, 2019 : : 0 0 0 25 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 48.5 0.0 35.6 5.6 10.8 1.5 0.6 3.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 20, 2019