COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 21,855: 11,221 12,048 749 499 1,510 711 2,331 480 5,257 2,885 1,331: 596 771 Old : 21,855: 11,221 12,048 749 499 1,510 711 2,331 480 5,257 2,885 1,331: 596 771 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : -75: 415 741 90 169 -435 -12 -971 24 -58 435 -125: 26 87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 55.1 3.4 2.3 6.9 3.3 10.7 2.2 24.1 13.2 6.1: 2.7 3.5 Old : 100.0: 51.3 55.1 3.4 2.3 6.9 3.3 10.7 2.2 24.1 13.2 6.1: 2.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 13 14 4 . 5 . 4 . 4 7 6: Old : 37: 13 14 4 . 5 . 4 . 4 7 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 47.5 64.1 67.3 31.6 33.1 40.2 40.4 Old : 43.5 47.5 64.1 67.3 31.6 33.1 40.2 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 33,193: 16,663 18,965 4 2,569 5,836 3,775 173 1,616 1,222 117 3,476: 603 441 Old : 33,193: 16,663 18,965 4 2,569 5,836 3,775 173 1,616 1,222 117 3,476: 603 441 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 1,351: 405 348 -1 -109 612 -26 173 89 32 1 239: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 57.1 0.0 7.7 17.6 11.4 0.5 4.9 3.7 0.4 10.5: 1.8 1.3 Old : 100.0: 50.2 57.1 0.0 7.7 17.6 11.4 0.5 4.9 3.7 0.4 10.5: 1.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 22 23 . . . . . 4 9 4 12: Old : 45: 22 23 . . . . . 4 9 4 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 47.7 69.5 68.0 22.1 22.4 26.1 27.7 Old : 47.4 47.7 69.5 68.0 22.1 22.4 26.1 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 40,372: 25,063 35,032 5,078 1,016 2,567 449 540 250 6,280 150 675: 10 142 Old : 40,372: 25,063 35,032 5,078 1,016 2,567 449 540 250 6,280 150 675: 10 142 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 619: 684 177 -99 475 -200 34 -75 50 5 30 145: 0 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 86.8 12.6 2.5 6.4 1.1 1.3 0.6 15.6 0.4 1.7: 0.0 0.4 Old : 100.0: 62.1 86.8 12.6 2.5 6.4 1.1 1.3 0.6 15.6 0.4 1.7: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 21 20 . . . . . . 5 . 6: Old : 38: 21 20 . . . . . . 5 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 61.0 79.6 83.8 47.5 54.1 58.9 63.2 Old : 54.0 61.0 79.6 83.8 47.5 54.1 58.9 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 29,166: 23,853 25,621 135 395 1,515 150 0 75 2,500 700 850: 88 10 Old : 29,166: 23,853 25,621 135 395 1,515 150 0 75 2,500 700 850: 88 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 125: 125 -25 0 0 0 0 0 0 0 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 87.8 0.5 1.4 5.2 0.5 0.0 0.3 8.6 2.4 2.9: 0.3 0.0 Old : 100.0: 81.8 87.8 0.5 1.4 5.2 0.5 0.0 0.3 8.6 2.4 2.9: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 16 . . . . 0 . 4 . .: Old : 29: 15 16 . . . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 73.9 83.5 88.8 62.8 69.9 78.0 78.9 Old : 63.5 73.9 83.5 88.8 62.8 69.9 78.0 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 138,825: 113,045 89,971 2,442 24,351 7,183 5,816 1,260 6,947 917 7,061 1,936: 539 116 Old : 138,825: 113,045 89,971 2,442 24,351 7,183 5,816 1,260 6,947 917 7,061 1,936: 539 116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 688: -687 897 -77 -1,420 1,177 -278 -360 167 -15 -184 387: 14 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 64.8 1.8 17.5 5.2 4.2 0.9 5.0 0.7 5.1 1.4: 0.4 0.1 Old : 100.0: 81.4 64.8 1.8 17.5 5.2 4.2 0.9 5.0 0.7 5.1 1.4: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 29 30 . . 4 4 . . 5 5 5: Old : 54: 29 30 . . 4 4 . . 5 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 44.2 65.7 62.8 34.0 30.3 41.9 39.7 Old : 47.9 44.2 65.7 62.8 34.0 30.3 41.9 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 70,744: 60,205 51,885 2,502 9,268 3,620 350 1,927 2,182 875 850 1,010: 1 2 Old : 70,744: 60,205 51,885 2,502 9,268 3,620 350 1,927 2,182 875 850 1,010: 1 2 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 2,605: 1,868 3,127 0 -1,046 437 25 171 -134 425 65 -15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 73.3 3.5 13.1 5.1 0.5 2.7 3.1 1.2 1.2 1.4: 0.0 0.0 Old : 100.0: 85.1 73.3 3.5 13.1 5.1 0.5 2.7 3.1 1.2 1.2 1.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 18 21 . . . . 6 . . 4 4: Old : 42: 18 21 . . . . 6 . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 69.9 84.8 84.8 66.6 57.9 73.9 69.5 Old : 68.2 69.9 84.8 84.8 66.6 57.9 73.9 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 32,148: 28,763 23,131 1,620 7,237 1,340 0 0 0 375 375 50: 0 15 Old : 32,148: 28,763 23,131 1,620 7,237 1,340 0 0 0 375 375 50: 0 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 575: 475 250 -100 200 100 0 0 0 100 25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.5 72.0 5.0 22.5 4.2 0.0 0.0 0.0 1.2 1.2 0.2: 0.0 0.0 Old : 100.0: 89.5 72.0 5.0 22.5 4.2 0.0 0.0 0.0 1.2 1.2 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 8 15 . . . 0 0 0 . . .: Old : 26: 8 15 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.9 80.0 97.6 93.1 78.3 66.9 82.9 79.2 Old : 86.9 80.0 97.6 93.1 78.3 66.9 82.9 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 68,320: 39,111 37,640 606 17,137 7,390 15,565 200 635 420 1,092 4,218: 375 8 Old : 68,320: 39,111 37,640 606 17,137 7,390 15,565 200 635 420 1,092 4,218: 375 8 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 90: -329 -79 -10 45 174 100 0 -50 0 -200 200: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 55.1 0.9 25.1 10.8 22.8 0.3 0.9 0.6 1.6 6.2: 0.5 0.0 Old : 100.0: 57.2 55.1 0.9 25.1 10.8 22.8 0.3 0.9 0.6 1.6 6.2: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 22 . . 5 4 . . . . .: Old : 36: 21 22 . . 5 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 53.4 73.9 71.3 45.2 42.2 52.4 52.6 Old : 51.1 53.4 73.9 71.3 45.2 42.2 52.4 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 87,945: 50,648 39,292 13 34,057 5,665 25,452 1,460 1,860 420 2,447 2,920: 967 244 Old : 87,945: 50,648 39,292 13 34,057 5,665 25,452 1,460 1,860 420 2,447 2,920: 967 244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 54: -287 252 -10 -58 133 -2 -275 2 0 -200 200: 18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 44.7 0.0 38.7 6.4 28.9 1.7 2.1 0.5 2.8 3.3: 1.1 0.3 Old : 100.0: 57.6 44.7 0.0 38.7 6.4 28.9 1.7 2.1 0.5 2.8 3.3: 1.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 20 22 . . 4 . 6 . . . .: Old : 38: 20 22 . . 4 . 6 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 57.4 70.4 75.5 49.1 49.2 60.1 59.6 Old : 52.5 57.4 70.4 75.5 49.1 49.2 60.1 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 71,711: 54,918 50,765 10,557 18,262 1,150 1,450 50 0 1,762 0 1,347: 527 137 Old : 71,711: 54,918 50,765 10,557 18,262 1,150 1,450 50 0 1,762 0 1,347: 527 137 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 974: 758 873 75 105 0 100 0 0 25 0 0: 16 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 70.8 14.7 25.5 1.6 2.0 0.1 0.0 2.5 0.0 1.9: 0.7 0.2 Old : 100.0: 76.6 70.8 14.7 25.5 1.6 2.0 0.1 0.0 2.5 0.0 1.9: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 21 4 . . . . 0 . 0 .: Old : 39: 21 21 4 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 71.3 70.3 81.6 46.9 71.3 65.2 79.0 Old : 48.6 71.3 70.3 81.6 46.9 71.3 65.2 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 95,953: 66,783 60,262 22,392 33,134 502 1,450 125 0 2,336 0 1,848: 642 82 Old : 95,953: 66,783 60,262 22,392 33,134 502 1,450 125 0 2,336 0 1,848: 642 82 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 945: 770 995 50 -50 0 100 0 0 25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 62.8 23.3 34.5 0.5 1.5 0.1 0.0 2.4 0.0 1.9: 0.7 0.1 Old : 100.0: 69.6 62.8 23.3 34.5 0.5 1.5 0.1 0.0 2.4 0.0 1.9: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 23 24 4 . 4 . . 0 . 0 .: Old : 42: 23 24 4 . 4 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 65.9 67.9 80.0 47.7 65.8 66.2 78.1 Old : 48.2 65.9 67.9 80.0 47.7 65.8 66.2 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 43,435: 33,080 41,070 8,180 0 1,655 0 0 0 400 420 0: 120 290 Old : 43,435: 33,080 41,070 8,180 0 1,655 0 0 0 400 420 0: 120 290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 315: 265 315 50 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 94.6 18.8 0.0 3.8 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7 Old : 100.0: 76.2 94.6 18.8 0.0 3.8 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 16 . 0 . 0 0 0 . . 0: Old : 26: 17 16 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 88.4 87.5 95.6 64.8 85.2 78.1 87.2 Old : 68.6 88.4 87.5 95.6 64.8 85.2 78.1 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 26,435: 23,262 20,228 0 2,849 2,613 0 600 0 340 0 20: 200 125 Old : 26,435: 23,262 20,228 0 2,849 2,613 0 600 0 340 0 20: 200 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 489: 514 504 0 10 -25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.0 76.5 0.0 10.8 9.9 0.0 2.3 0.0 1.3 0.0 0.1: 0.8 0.5 Old : 100.0: 88.0 76.5 0.0 10.8 9.9 0.0 2.3 0.0 1.3 0.0 0.1: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 17 0 . . 0 . 0 . 0 .: Old : 25: 17 17 0 . . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 66.5 78.6 86.1 51.1 53.9 64.9 65.3 Old : 55.1 66.5 78.6 86.1 51.1 53.9 64.9 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 14,090: 8,975 10,065 4,375 0 0 200 3,900 0 325 0 125: 90 0 Old : 14,090: 8,975 10,065 4,375 0 0 200 3,900 0 325 0 125: 90 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 71.4 31.1 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9: 0.6 0.0 Old : 100.0: 63.7 71.4 31.1 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 8 . 0 0 . . 0 . 0 .: Old : 22: 14 8 . 0 0 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 82.2 79.3 98.3 55.8 76.1 70.0 79.8 Old : 58.3 82.2 79.3 98.3 55.8 76.1 70.0 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 72,585: 41,777 53,266 1,235 8,760 7,421 7,741 0 625 11,058 207 2,182: 547 124 Old : 72,585: 41,777 53,266 1,235 8,760 7,421 7,741 0 625 11,058 207 2,182: 547 124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 2,020: 1,807 2,221 -32 -583 -38 -105 0 110 112 122 118: 47 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 73.4 1.7 12.1 10.2 10.7 0.0 0.9 15.2 0.3 3.0: 0.8 0.2 Old : 100.0: 57.6 73.4 1.7 12.1 10.2 10.7 0.0 0.9 15.2 0.3 3.0: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 26 29 . . . 5 0 . 10 . 7: Old : 50: 26 29 . . . 5 0 . 10 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 50.4 56.2 71.5 22.3 29.0 30.8 38.4 Old : 32.9 50.4 56.2 71.5 22.3 29.0 30.8 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,314: 16,999 19,421 314 4,766 590 4,075 0 175 3,065 220 800: 296 342 Old : 26,314: 16,999 19,421 314 4,766 590 4,075 0 175 3,065 220 800: 296 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 155: 680 155 -25 0 0 -200 0 0 -300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 73.8 1.2 18.1 2.2 15.5 0.0 0.7 11.6 0.8 3.0: 1.1 1.3 Old : 100.0: 64.6 73.8 1.2 18.1 2.2 15.5 0.0 0.7 11.6 0.8 3.0: 1.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 18 . . . . 0 . . . .: Old : 30: 16 18 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 51.1 79.7 73.3 49.2 40.5 62.3 56.2 Old : 55.9 51.1 79.7 73.3 49.2 40.5 62.3 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 52,810: 44,360 49,473 4,993 0 2,697 0 0 0 525 320 100: 135 220 Old : 52,810: 44,360 49,473 4,993 0 2,697 0 0 0 525 320 100: 135 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 500: 550 560 20 0 45 0 0 0 0 0 0: -115 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 93.7 9.5 0.0 5.1 0.0 0.0 0.0 1.0 0.6 0.2: 0.3 0.4 Old : 100.0: 84.0 93.7 9.5 0.0 5.1 0.0 0.0 0.0 1.0 0.6 0.2: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 19 . 0 . 0 0 0 . . .: Old : 29: 17 19 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 82.7 85.8 93.1 58.3 79.6 75.6 83.2 Old : 62.8 82.7 85.8 93.1 58.3 79.6 75.6 83.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 42,664: 35,573 28,736 0 7,046 5,043 600 1,520 0 320 0 230: 898 89 Old : 42,664: 35,573 28,736 0 7,046 5,043 600 1,520 0 320 0 230: 898 89 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : -301: -791 -121 0 -720 670 0 -130 0 -600 0 0: 420 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 67.4 0.0 16.5 11.8 1.4 3.6 0.0 0.8 0.0 0.5: 2.1 0.2 Old : 100.0: 83.4 67.4 0.0 16.5 11.8 1.4 3.6 0.0 0.8 0.0 0.5: 2.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 20 0 . . . . 0 . 0 .: Old : 30: 20 20 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 45.2 72.4 71.4 39.9 27.3 47.0 40.4 Old : 51.1 45.2 72.4 71.4 39.9 27.3 47.0 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 62,574: 50,426 59,734 6,990 905 1,560 0 0 0 3,165 200 0: 433 175 Old : 62,574: 50,426 59,734 6,990 905 1,560 0 0 0 3,165 200 0: 433 175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 495: 445 495 0 0 0 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 95.5 11.2 1.4 2.5 0.0 0.0 0.0 5.1 0.3 0.0: 0.7 0.3 Old : 100.0: 80.6 95.5 11.2 1.4 2.5 0.0 0.0 0.0 5.1 0.3 0.0: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 15 . . . 0 0 0 . . 0: Old : 29: 19 15 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 91.9 75.7 97.1 54.1 88.1 73.4 90.6 Old : 55.5 91.9 75.7 97.1 54.1 88.1 73.4 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 68,572: 55,993 59,987 6,484 2,755 2,060 0 0 0 3,855 3,700 60: 120 10 Old : 68,572: 55,993 59,987 6,484 2,755 2,060 0 0 0 3,855 3,700 60: 120 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 675: 625 675 -5 0 0 0 0 0 55 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 87.5 9.5 4.0 3.0 0.0 0.0 0.0 5.6 5.4 0.1: 0.2 0.0 Old : 100.0: 81.7 87.5 9.5 4.0 3.0 0.0 0.0 0.0 5.6 5.4 0.1: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 16 . . . 0 0 0 . . .: Old : 32: 21 16 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 82.7 76.5 95.7 52.6 78.9 71.2 87.9 Old : 55.3 82.7 76.5 95.7 52.6 78.9 71.2 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 82,968: 64,650 76,532 13,501 1,586 3,724 0 239 34 856 783 70: 133 0 Old : 82,968: 64,650 76,532 13,501 1,586 3,724 0 239 34 856 783 70: 133 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 649: 3,518 564 -107 -310 490 0 -22 0 -3,272 -35 -28: 48 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 92.2 16.3 1.9 4.5 0.0 0.3 0.0 1.0 0.9 0.1: 0.2 0.0 Old : 100.0: 77.9 92.2 16.3 1.9 4.5 0.0 0.3 0.0 1.0 0.9 0.1: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 26 4 . 4 0 . . . . .: Old : 39: 20 26 4 . 4 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 55.0 76.3 77.5 59.5 52.3 72.6 69.4 Old : 60.5 55.0 76.3 77.5 59.5 52.3 72.6 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 105,713: 81,043 89,728 16,812 3,874 4,880 140 1,911 394 1,516 4,136 694: 234 95 Old : 105,713: 81,043 89,728 16,812 3,874 4,880 140 1,911 394 1,516 4,136 694: 234 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 889: 5,406 946 107 -449 272 0 -239 -117 -4,915 378 88: 48 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 84.9 15.9 3.7 4.6 0.1 1.8 0.4 1.4 3.9 0.7: 0.2 0.1 Old : 100.0: 76.7 84.9 15.9 3.7 4.6 0.1 1.8 0.4 1.4 3.9 0.7: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 22 29 5 . . . 7 . . 6 4: Old : 54: 22 29 5 . . . 7 . . 6 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 52.0 71.9 73.0 52.7 44.4 66.0 60.9 Old : 54.5 52.0 71.9 73.0 52.7 44.4 66.0 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 51,422: 43,351 44,495 5,739 0 1,862 0 1,725 225 100 2,975 125: 20 15 Old : 51,422: 43,351 44,495 5,739 0 1,862 0 1,725 225 100 2,975 125: 20 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 1,862: 1,125 2,250 1,336 -289 -599 0 25 0 50 525 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 86.5 11.2 0.0 3.6 0.0 3.4 0.4 0.2 5.8 0.2: 0.0 0.0 Old : 100.0: 84.3 86.5 11.2 0.0 3.6 0.0 3.4 0.4 0.2 5.8 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . 0 . 0 . . . . .: Old : 29: 14 13 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.6 85.4 95.0 93.2 77.0 83.8 91.3 90.0 Old : 77.6 85.4 95.0 93.2 77.0 83.8 91.3 90.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 48,025: 41,358 45,200 5,272 0 1,380 0 0 0 0 1,430 15: 0 0 Old : 48,025: 41,358 45,200 5,272 0 1,380 0 0 0 0 1,430 15: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 490: 500 0 -625 0 600 0 0 0 0 -125 15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 94.1 11.0 0.0 2.9 0.0 0.0 0.0 0.0 3.0 0.0: 0.0 0.0 Old : 100.0: 86.1 94.1 11.0 0.0 2.9 0.0 0.0 0.0 0.0 3.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 8 . 0 . 0 0 0 0 4 .: Old : 22: 10 8 . 0 . 0 0 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.8 95.7 97.9 98.3 80.8 92.8 94.5 94.7 Old : 80.8 95.7 97.9 98.3 80.8 92.8 94.5 94.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 63,317: 47,728 57,625 10,538 0 2,330 650 50 200 431 1,648 1,325: 115 139 Old : 63,317: 47,728 57,625 10,538 0 2,330 650 50 200 431 1,648 1,325: 115 139 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : -73: 1,316 -379 -1,705 0 44 0 50 0 -50 -80 320: 2 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 91.0 16.6 0.0 3.7 1.0 0.1 0.3 0.7 2.6 2.1: 0.2 0.2 Old : 100.0: 75.4 91.0 16.6 0.0 3.7 1.0 0.1 0.3 0.7 2.6 2.1: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 20 4 0 . . . . . . .: Old : 31: 19 20 4 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 84.3 75.6 91.9 48.2 80.7 67.6 83.7 Old : 51.7 84.3 75.6 91.9 48.2 80.7 67.6 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 67,604: 46,655 59,347 12,379 431 730 919 440 3,440 833 790 2,279: 369 147 Old : 67,604: 46,655 59,347 12,379 431 730 919 440 3,440 833 790 2,279: 369 147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 1,818: -41 1,694 1,069 95 -60 -1 -110 -5 -53 -685 901: 8 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 87.8 18.3 0.6 1.1 1.4 0.7 5.1 1.2 1.2 3.4: 0.5 0.2 Old : 100.0: 69.0 87.8 18.3 0.6 1.1 1.4 0.7 5.1 1.2 1.2 3.4: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 21 . . . 5 . . . . .: Old : 35: 20 21 . . . 5 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 72.6 73.5 85.8 50.1 68.0 67.2 74.3 Old : 51.4 72.6 73.5 85.8 50.1 68.0 67.2 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 28,629: 15,032 27,960 12,441 0 159 0 333 80 820 0 0: 97 97 Old : 28,629: 15,032 27,960 12,441 0 159 0 333 80 820 0 0: 97 97 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 83: -37 38 0 0 0 0 0 0 120 0 0: 0 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 97.7 43.5 0.0 0.6 0.0 1.2 0.3 2.9 0.0 0.0: 0.3 0.3 Old : 100.0: 52.5 97.7 43.5 0.0 0.6 0.0 1.2 0.3 2.9 0.0 0.0: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 5 0 . 0 . . . 0 0: Old : 24: 13 11 5 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 86.4 78.5 97.5 60.5 82.2 75.0 86.8 Old : 60.8 86.4 78.5 97.5 60.5 82.2 75.0 86.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 27,328: 14,450 26,995 11,901 0 113 0 140 0 665 0 0: 199 80 Old : 27,328: 14,450 26,995 11,901 0 113 0 140 0 665 0 0: 199 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 75: -45 15 0 0 0 0 0 0 120 0 0: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 98.8 43.5 0.0 0.4 0.0 0.5 0.0 2.4 0.0 0.0: 0.7 0.3 Old : 100.0: 52.9 98.8 43.5 0.0 0.4 0.0 0.5 0.0 2.4 0.0 0.0: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 9 5 0 . 0 . 0 . 0 0: Old : 24: 13 9 5 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 87.3 76.6 98.3 59.3 82.9 73.0 87.4 Old : 59.5 87.3 76.6 98.3 59.3 82.9 73.0 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 34,851: 27,382 26,978 3,616 1,380 760 0 1,736 2,208 0 933 853: 32 3 Old : 34,851: 27,382 26,978 3,616 1,380 760 0 1,736 2,208 0 933 853: 32 3 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 1,457: 1,434 615 -40 0 60 0 235 10 -61 499 38: 16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 77.4 10.4 4.0 2.2 0.0 5.0 6.3 0.0 2.7 2.4: 0.1 0.0 Old : 100.0: 78.6 77.4 10.4 4.0 2.2 0.0 5.0 6.3 0.0 2.7 2.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 20 . . . 0 . . 0 4 4: Old : 35: 19 20 . . . 0 . . 0 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 52.1 82.5 71.6 55.6 46.2 68.2 58.1 Old : 64.5 52.1 82.5 71.6 55.6 46.2 68.2 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 22,731: 18,319 19,505 1,953 0 258 190 700 850 344 978 310: 507 130 Old : 22,731: 18,319 19,505 1,953 0 258 190 700 850 344 978 310: 507 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 855: 1,255 380 -60 0 60 -410 0 0 -10 410 10: 10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 85.8 8.6 0.0 1.1 0.8 3.1 3.7 1.5 4.3 1.4: 2.2 0.6 Old : 100.0: 80.6 85.8 8.6 0.0 1.1 0.8 3.1 3.7 1.5 4.3 1.4: 2.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 17 . 0 . . . . . . .: Old : 27: 12 17 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.7 68.8 91.5 83.0 76.2 67.8 84.7 80.1 Old : 76.7 68.8 91.5 83.0 76.2 67.8 84.7 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 55,309: 44,104 36,113 5,238 13,241 565 2,819 3,299 945 839 426 705: 94 15 Old : 55,309: 44,104 36,113 5,238 13,241 565 2,819 3,299 945 839 426 705: 94 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 710: 652 229 -76 500 -170 -31 66 85 145 -60 60: 45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 65.3 9.5 23.9 1.0 5.1 6.0 1.7 1.5 0.8 1.3: 0.2 0.0 Old : 100.0: 79.7 65.3 9.5 23.9 1.0 5.1 6.0 1.7 1.5 0.8 1.3: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 23 22 4 . 4 . . . 5 . 4: Old : 41: 23 22 4 . 4 . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 56.6 76.1 77.3 49.2 55.2 62.1 67.8 Old : 60.0 56.6 76.1 77.3 49.2 55.2 62.1 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 36,053: 31,025 18,358 3,072 14,185 799 0 722 325 0 1,076 414: 418 174 Old : 36,053: 31,025 18,358 3,072 14,185 799 0 722 325 0 1,076 414: 418 174 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 807: 755 30 -13 450 0 0 322 5 0 -60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 50.9 8.5 39.3 2.2 0.0 2.0 0.9 0.0 3.0 1.1: 1.2 0.5 Old : 100.0: 86.1 50.9 8.5 39.3 2.2 0.0 2.0 0.9 0.0 3.0 1.1: 1.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 17 4 . . 0 . . 0 . .: Old : 32: 19 17 4 . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 66.5 82.4 82.8 55.7 64.7 66.8 72.3 Old : 65.9 66.5 82.4 82.8 55.7 64.7 66.8 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 21,191: 11,441 18,137 5,401 0 2,489 755 225 0 600 0 325: 180 15 Old : 21,191: 11,441 18,137 5,401 0 2,489 755 225 0 600 0 325: 180 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 177: 60 210 -55 0 -158 30 0 0 175 0 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 85.6 25.5 0.0 11.7 3.6 1.1 0.0 2.8 0.0 1.5: 0.8 0.1 Old : 100.0: 54.0 85.6 25.5 0.0 11.7 3.6 1.1 0.0 2.8 0.0 1.5: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 14 . 0 . . . 0 . 0 .: Old : 26: 14 14 . 0 . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 78.9 86.6 88.6 50.1 69.9 68.9 75.1 Old : 63.5 78.9 86.6 88.6 50.1 69.9 68.9 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,359: 11,219 10,860 731 755 844 0 150 0 50 355 395: 120 0 Old : 13,359: 11,219 10,860 731 755 844 0 150 0 50 355 395: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 432: 600 0 -250 0 207 0 0 0 -120 230 -5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 81.3 5.5 5.7 6.3 0.0 1.1 0.0 0.4 2.7 3.0: 0.9 0.0 Old : 100.0: 84.0 81.3 5.5 5.7 6.3 0.0 1.1 0.0 0.4 2.7 3.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 . . . 0 . 0 . . .: Old : 23: 11 11 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 79.7 87.8 91.7 55.6 75.4 74.7 79.8 Old : 64.6 79.7 87.8 91.7 55.6 75.4 74.7 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,181: 12,087 11,130 908 705 696 0 575 0 50 755 320: 120 0 Old : 14,181: 12,087 11,130 908 705 696 0 575 0 50 755 320: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 432: 600 0 -250 0 207 0 0 0 0 350 -125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 78.5 6.4 5.0 4.9 0.0 4.1 0.0 0.4 5.3 2.3: 0.8 0.0 Old : 100.0: 85.2 78.5 6.4 5.0 4.9 0.0 4.1 0.0 0.4 5.3 2.3: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 12 . . . 0 . 0 . . .: Old : 25: 11 12 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 75.5 86.2 89.5 53.0 73.2 74.2 80.3 Old : 62.4 75.5 86.2 89.5 53.0 73.2 74.2 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,852: 10,108 14,810 6,105 2,651 125 25 0 0 1,855 850 355: 279 61 Old : 18,852: 10,108 14,810 6,105 2,651 125 25 0 0 1,855 850 355: 279 61 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 271: 0 350 -50 0 0 0 0 0 385 -50 -50: -14 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 78.6 32.4 14.1 0.7 0.1 0.0 0.0 9.8 4.5 1.9: 1.5 0.3 Old : 100.0: 53.6 78.6 32.4 14.1 0.7 0.1 0.0 0.0 9.8 4.5 1.9: 1.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 13 12 . . . . 0 0 . . .: Old : 29: 13 12 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 65.0 87.9 83.6 64.4 58.3 79.6 73.9 Old : 66.8 65.0 87.9 83.6 64.4 58.3 79.6 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,299: 9,146 14,380 6,522 2,631 125 25 0 0 1,940 850 270: 271 43 Old : 18,299: 9,146 14,380 6,522 2,631 125 25 0 0 1,940 850 270: 271 43 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 275: 0 375 -312 0 -3 0 0 0 385 -50 -50: 255 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 78.6 35.6 14.4 0.7 0.1 0.0 0.0 10.6 4.6 1.5: 1.5 0.2 Old : 100.0: 50.0 78.6 35.6 14.4 0.7 0.1 0.0 0.0 10.6 4.6 1.5: 1.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 12 . . . . 0 0 . . .: Old : 28: 12 12 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 64.4 88.3 83.6 66.9 55.6 80.2 74.1 Old : 68.9 64.4 88.3 83.6 66.9 55.6 80.2 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 45,230: 29,875 39,910 9,806 800 1,515 605 0 245 760 500 2,260: 164 0 Old : 45,230: 29,875 39,910 9,806 800 1,515 605 0 245 760 500 2,260: 164 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 145: 125 0 20 0 0 -145 0 145 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 88.2 21.7 1.8 3.3 1.3 0.0 0.5 1.7 1.1 5.0: 0.4 0.0 Old : 100.0: 66.1 88.2 21.7 1.8 3.3 1.3 0.0 0.5 1.7 1.1 5.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 12 4 . . . 0 . . . .: Old : 32: 17 12 4 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 77.5 82.2 92.8 59.2 69.9 71.5 79.7 Old : 63.2 77.5 82.2 92.8 59.2 69.9 71.5 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 45,053: 29,575 40,066 9,700 800 1,322 605 0 245 1,455 640 1,980: 171 0 Old : 45,053: 29,575 40,066 9,700 800 1,322 605 0 245 1,455 640 1,980: 171 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 145: 125 0 20 0 0 -145 0 145 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 88.9 21.5 1.8 2.9 1.3 0.0 0.5 3.2 1.4 4.4: 0.4 0.0 Old : 100.0: 65.6 88.9 21.5 1.8 2.9 1.3 0.0 0.5 3.2 1.4 4.4: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 16 12 4 . . . 0 . . . .: Old : 33: 16 12 4 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 79.0 81.9 91.8 59.8 72.0 71.8 80.5 Old : 63.6 79.0 81.9 91.8 59.8 72.0 71.8 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 119,415: 89,573 84,152 25,305 21,560 1,390 410 1,210 600 1,318 9,753 750: 69 0 Old : 119,415: 89,573 84,152 25,305 21,560 1,390 410 1,210 600 1,318 9,753 750: 69 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 631: 1,058 785 0 -85 -404 0 -45 145 -40 85 150: -278 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 70.5 21.2 18.1 1.2 0.3 1.0 0.5 1.1 8.2 0.6: 0.1 0.0 Old : 100.0: 75.0 70.5 21.2 18.1 1.2 0.3 1.0 0.5 1.1 8.2 0.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 31 24 . 4 . . . . 4 6 5: Old : 56: 31 24 . 4 . . . . 4 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 50.6 63.7 76.5 31.3 48.9 51.3 66.3 Old : 37.6 50.6 63.7 76.5 31.3 48.9 51.3 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 130,358: 96,461 93,786 27,430 22,406 2,152 670 1,130 595 1,705 9,019 1,270: 75 0 Old : 130,358: 96,461 93,786 27,430 22,406 2,152 670 1,130 595 1,705 9,019 1,270: 75 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 1,403: 1,165 1,713 0 -633 38 70 0 100 -120 35 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 71.9 21.0 17.2 1.7 0.5 0.9 0.5 1.3 6.9 1.0: 0.1 0.0 Old : 100.0: 74.0 71.9 21.0 17.2 1.7 0.5 0.9 0.5 1.3 6.9 1.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 31 27 . 4 5 . . . 6 6 5: Old : 60: 31 27 . 4 5 . . . 6 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 51.2 61.3 76.3 33.5 49.0 51.0 64.4 Old : 35.0 51.2 61.3 76.3 33.5 49.0 51.0 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 487,250: 282,140 300,485 23,989 3,444 95,233 13,923 20,049 34,785 10,347 5,984 26,373: 460 897 Old : 487,250: 282,140 300,485 23,989 3,444 95,233 13,923 20,049 34,785 10,347 5,984 26,373: 460 897 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : -3,235: -1,293 338 837 -522 -474 -1,354 -2,414 -20 -837 -440 549: -644 -252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 61.7 4.9 0.7 19.5 2.9 4.1 7.1 2.1 1.2 5.4: 0.1 0.2 Old : 100.0: 57.9 61.7 4.9 0.7 19.5 2.9 4.1 7.1 2.1 1.2 5.4: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 87: 37 34 4 . 7 7 9 6 16 7 14: Old : 87: 37 34 4 . 7 7 9 6 16 7 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 38.0 60.6 62.5 12.6 14.8 17.5 20.4 Old : 40.5 38.0 60.6 62.5 12.6 14.8 17.5 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,964: 10,615 16,404 2,510 850 605 570 25 0 3,355 0 75: 234 5 Old : 17,964: 10,615 16,404 2,510 850 605 570 25 0 3,355 0 75: 234 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 275: 275 75 -125 50 125 0 25 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 91.3 14.0 4.7 3.4 3.2 0.1 0.0 18.7 0.0 0.4: 1.3 0.0 Old : 100.0: 59.1 91.3 14.0 4.7 3.4 3.2 0.1 0.0 18.7 0.0 0.4: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 6 . . . . . 0 . 0 .: Old : 25: 15 6 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 92.8 75.4 99.4 53.3 89.6 74.2 94.0 Old : 54.5 92.8 75.4 99.4 53.3 89.6 74.2 94.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,122: 9,819 15,622 2,366 0 1,075 0 390 10 3,505 0 25: 322 0 Old : 17,122: 9,819 15,622 2,366 0 1,075 0 390 10 3,505 0 25: 322 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 300: 300 125 -175 0 175 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 91.2 13.8 0.0 6.3 0.0 2.3 0.1 20.5 0.0 0.1: 1.9 0.0 Old : 100.0: 57.3 91.2 13.8 0.0 6.3 0.0 2.3 0.1 20.5 0.0 0.1: 1.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 5 . 0 . 0 . . . 0 .: Old : 24: 14 5 . 0 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 93.8 79.1 99.9 56.5 89.8 76.0 92.3 Old : 57.5 93.8 79.1 99.9 56.5 89.8 76.0 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 4,565: 2,900 2,345 295 0 125 25 740 115 150 630 300: 655 310 Old : 4,565: 2,900 2,345 295 0 125 25 740 115 150 630 300: 655 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : -4,645: -3,360 -2,480 -655 -120 -30 -10 -40 -380 -320 -1,705 -80: 190 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 51.4 6.5 0.0 2.7 0.5 16.2 2.5 3.3 13.8 6.6: 14.3 6.8 Old : 100.0: 63.5 51.4 6.5 0.0 2.7 0.5 16.2 2.5 3.3 13.8 6.6: 14.3 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 9 . 0 . . . . . . .: Old : 25: 13 9 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 55.3 62.9 77.7 34.5 55.3 57.0 74.5 Old : 36.9 55.3 62.9 77.7 34.5 55.3 57.0 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,455: 35,485 36,227 8,190 6,485 15 0 813 1,590 0 150 0: 8,175 8,175 Old : 53,455: 35,485 36,227 8,190 6,485 15 0 813 1,590 0 150 0: 8,175 8,175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 160: 130 130 120 -120 0 0 50 -25 0 150 0: -65 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 67.8 15.3 12.1 0.0 0.0 1.5 3.0 0.0 0.3 0.0: 15.3 15.3 Old : 100.0: 66.4 67.8 15.3 12.1 0.0 0.0 1.5 3.0 0.0 0.3 0.0: 15.3 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 19 . . . 0 . . 0 . 0: Old : 28: 17 19 . . . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 52.5 79.8 71.0 62.8 51.4 68.9 65.9 Old : 68.3 52.5 79.8 71.0 62.8 51.4 68.9 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 46,725: 31,845 31,310 7,610 5,815 0 0 2,315 575 0 0 0: 6,695 6,710 Old : 46,725: 31,845 31,310 7,610 5,815 0 0 2,315 575 0 0 0: 6,695 6,710 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 425: 325 105 150 280 0 0 50 -50 0 0 0: 0 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 67.0 16.3 12.4 0.0 0.0 5.0 1.2 0.0 0.0 0.0: 14.3 14.4 Old : 100.0: 68.2 67.0 16.3 12.4 0.0 0.0 5.0 1.2 0.0 0.0 0.0: 14.3 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 19 . . 0 0 . . 0 0 0: Old : 25: 15 19 . . 0 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.5 50.0 81.2 69.4 67.4 48.8 70.5 65.6 Old : 71.5 50.0 81.2 69.4 67.4 48.8 70.5 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,564: 7,146 19,725 13,829 1,515 1,155 175 2,215 75 2,185 0 100: 2,899 2,779 Old : 27,564: 7,146 19,725 13,829 1,515 1,155 175 2,215 75 2,185 0 100: 2,899 2,779 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 640: 500 640 240 120 -50 0 200 -20 0 0 0: -30 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 71.6 50.2 5.5 4.2 0.6 8.0 0.3 7.9 0.0 0.4: 10.5 10.1 Old : 100.0: 25.9 71.6 50.2 5.5 4.2 0.6 8.0 0.3 7.9 0.0 0.4: 10.5 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 13 . . . . . . . 0 .: Old : 23: 11 13 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 52.7 83.9 75.8 66.7 50.3 69.7 65.8 Old : 72.3 52.7 83.9 75.8 66.7 50.3 69.7 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,020: 5,045 17,260 11,620 0 1,980 225 1,635 245 2,005 0 0: 1,900 1,900 Old : 23,020: 5,045 17,260 11,620 0 1,980 225 1,635 245 2,005 0 0: 1,900 1,900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 495: 425 525 120 0 0 0 200 -50 0 0 0: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 75.0 50.5 0.0 8.6 1.0 7.1 1.1 8.7 0.0 0.0: 8.3 8.3 Old : 100.0: 21.9 75.0 50.5 0.0 8.6 1.0 7.1 1.1 8.7 0.0 0.0: 8.3 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 8 14 . 0 . . . . . 0 0: Old : 22: 8 14 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 50.9 88.2 75.9 64.5 50.4 67.3 63.2 Old : 76.8 50.9 88.2 75.9 64.5 50.4 67.3 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,756: 16,258 15,249 4,837 16,266 749 11,505 0 3,470 0 1,360 0: 2,937 2,662 Old : 39,756: 16,258 15,249 4,837 16,266 749 11,505 0 3,470 0 1,360 0: 2,937 2,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 345: -235 -475 780 175 0 -845 0 300 0 0 0: 345 345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 38.4 12.2 40.9 1.9 28.9 0.0 8.7 0.0 3.4 0.0: 7.4 6.7 Old : 100.0: 40.9 38.4 12.2 40.9 1.9 28.9 0.0 8.7 0.0 3.4 0.0: 7.4 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 18 . . . . 0 . 0 . 0: Old : 23: 13 18 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 73.1 78.8 82.9 50.3 63.5 60.5 68.0 Old : 61.6 73.1 78.8 82.9 50.3 63.5 60.5 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,950: 19,090 9,520 1,780 1,330 740 85 10,600 1,235 125 0 0: 895 525 Old : 23,950: 19,090 9,520 1,780 1,330 740 85 10,600 1,235 125 0 0: 895 525 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 39.7 7.4 5.6 3.1 0.4 44.3 5.2 0.5 0.0 0.0: 3.7 2.2 Old : 100.0: 79.7 39.7 7.4 5.6 3.1 0.4 44.3 5.2 0.5 0.0 0.0: 3.7 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 12 . . . . . . . 0 0: Old : 21: 13 12 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 79.0 87.5 89.9 49.4 55.8 55.4 59.0 Old : 71.0 79.0 87.5 89.9 49.4 55.8 55.4 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 87,972: 38,962 32,567 15,743 28,935 3,260 4,330 1,920 3,955 5,050 250 1,830: 14,842 15,255 Old : 87,972: 38,962 32,567 15,743 28,935 3,260 4,330 1,920 3,955 5,050 250 1,830: 14,842 15,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,390: 2,665 815 -1,990 250 1,200 650 0 -250 -150 50 0: 1,265 1,325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.3 37.0 17.9 32.9 3.7 4.9 2.2 4.5 5.7 0.3 2.1: 16.9 17.3 Old : 100.0: 44.3 37.0 17.9 32.9 3.7 4.9 2.2 4.5 5.7 0.3 2.1: 16.9 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 19 . . . . . . . . .: Old : 29: 15 19 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 42.1 76.6 58.6 49.6 42.1 60.3 52.4 Old : 59.2 42.1 76.6 58.6 49.6 42.1 60.3 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 82,162: 36,951 29,345 16,555 28,200 3,260 4,905 1,555 3,370 1,330 0 1,995: 13,796 14,437 Old : 82,162: 36,951 29,345 16,555 28,200 3,260 4,905 1,555 3,370 1,330 0 1,995: 13,796 14,437 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,435: 2,820 820 -1,990 450 1,200 650 0 -250 -150 0 0: 1,155 1,215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 35.7 20.1 34.3 4.0 6.0 1.9 4.1 1.6 0.0 2.4: 16.8 17.6 Old : 100.0: 45.0 35.7 20.1 34.3 4.0 6.0 1.9 4.1 1.6 0.0 2.4: 16.8 17.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 18 . . . . . . . 0 .: Old : 27: 17 18 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 44.2 75.1 60.3 50.6 41.9 57.0 52.1 Old : 60.8 44.2 75.1 60.3 50.6 41.9 57.0 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,371: 11,718 7,600 2,530 1,443 1,299 1,295 5,650 305 1,145 2,590 550: 3,529 2,934 Old : 22,371: 11,718 7,600 2,530 1,443 1,299 1,295 5,650 305 1,145 2,590 550: 3,529 2,934 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 312: 1,010 300 -100 560 -405 0 -300 0 0 350 -250: 57 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 34.0 11.3 6.5 5.8 5.8 25.3 1.4 5.1 11.6 2.5: 15.8 13.1 Old : 100.0: 52.4 34.0 11.3 6.5 5.8 5.8 25.3 1.4 5.1 11.6 2.5: 15.8 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 9 . . . . . . . . .: Old : 27: 15 9 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 58.7 62.3 80.7 37.7 52.0 57.4 68.9 Old : 41.7 58.7 62.3 80.7 37.7 52.0 57.4 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,801: 10,993 7,700 2,300 1,348 898 1,300 6,850 300 1,370 840 1,000: 3,640 2,865 Old : 21,801: 10,993 7,700 2,300 1,348 898 1,300 6,850 300 1,370 840 1,000: 3,640 2,865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 332: 1,010 300 -100 560 -348 0 -300 0 0 350 -250: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 35.3 10.5 6.2 4.1 6.0 31.4 1.4 6.3 3.9 4.6: 16.7 13.1 Old : 100.0: 50.4 35.3 10.5 6.2 4.1 6.0 31.4 1.4 6.3 3.9 4.6: 16.7 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 8 . . . . . . . . .: Old : 25: 14 8 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 57.9 63.9 80.9 37.3 54.9 58.5 68.0 Old : 41.4 57.9 63.9 80.9 37.3 54.9 58.5 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,517: 13,237 7,950 0 9,737 419 9,790 100 375 25 5,630 120: 3,551 3,186 Old : 27,517: 13,237 7,950 0 9,737 419 9,790 100 375 25 5,630 120: 3,551 3,186 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 695: -5 645 0 -200 30 600 0 0 0 150 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 28.9 0.0 35.4 1.5 35.6 0.4 1.4 0.1 20.5 0.4: 12.9 11.6 Old : 100.0: 48.1 28.9 0.0 35.4 1.5 35.6 0.4 1.4 0.1 20.5 0.4: 12.9 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 5 0 . . . . . . . .: Old : 21: 13 5 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 74.7 82.2 87.1 68.4 72.5 79.9 82.1 Old : 69.7 74.7 82.2 87.1 68.4 72.5 79.9 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,619: 12,545 8,280 0 9,290 520 9,790 100 375 85 5,110 120: 3,184 2,824 Old : 26,619: 12,545 8,280 0 9,290 520 9,790 100 375 85 5,110 120: 3,184 2,824 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 745: 355 695 0 -200 0 600 0 0 50 150 0: -260 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 31.1 0.0 34.9 2.0 36.8 0.4 1.4 0.3 19.2 0.5: 12.0 10.6 Old : 100.0: 47.1 31.1 0.0 34.9 2.0 36.8 0.4 1.4 0.3 19.2 0.5: 12.0 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 5 0 . . . . . . . .: Old : 21: 13 5 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 75.6 82.7 88.4 68.4 73.5 80.4 82.9 Old : 69.8 75.6 82.7 88.4 68.4 73.5 80.4 82.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,557: 15,844 37,509 6,232 8,460 35 14,060 0 0 9,960 0 0: 4,426 4,553 Old : 50,557: 15,844 37,509 6,232 8,460 35 14,060 0 0 9,960 0 0: 4,426 4,553 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 2,235: 995 2,770 1,725 0 0 0 0 0 50 0 0: -535 -535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 74.2 12.3 16.7 0.1 27.8 0.0 0.0 19.7 0.0 0.0: 8.8 9.0 Old : 100.0: 31.3 74.2 12.3 16.7 0.1 27.8 0.0 0.0 19.7 0.0 0.0: 8.8 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 13 . . . . 0 0 . 0 0: Old : 23: 13 13 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 80.5 83.7 88.3 61.0 80.4 80.5 86.0 Old : 61.6 80.5 83.7 88.3 61.0 80.4 80.5 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,284: 17,151 35,017 5,565 11,245 35 14,335 0 0 9,460 0 0: 4,738 4,987 Old : 51,284: 17,151 35,017 5,565 11,245 35 14,335 0 0 9,460 0 0: 4,738 4,987 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 2,085: 935 2,610 1,675 0 0 0 0 0 0 0 0: -525 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 68.3 10.9 21.9 0.1 28.0 0.0 0.0 18.4 0.0 0.0: 9.2 9.7 Old : 100.0: 33.4 68.3 10.9 21.9 0.1 28.0 0.0 0.0 18.4 0.0 0.0: 9.2 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 13 . . . . 0 0 . 0 0: Old : 22: 11 13 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 82.8 85.1 88.5 59.0 82.7 83.6 87.5 Old : 59.6 82.8 85.1 88.5 59.0 82.7 83.6 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 58,180: 20,950 49,385 945 1,095 2,520 7,770 0 1,505 20,700 75 175: 3,615 3,425 Old : 58,180: 20,950 49,385 945 1,095 2,520 7,770 0 1,505 20,700 75 175: 3,615 3,425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,985: 220 3,120 -1,235 0 775 1,600 0 0 2,385 -150 150: 90 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 84.9 1.6 1.9 4.3 13.4 0.0 2.6 35.6 0.1 0.3: 6.2 5.9 Old : 100.0: 36.0 84.9 1.6 1.9 4.3 13.4 0.0 2.6 35.6 0.1 0.3: 6.2 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 11 . . . 5 0 . 4 . .: Old : 34: 17 11 . . . 5 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 79.5 76.7 90.2 53.8 78.6 72.3 81.9 Old : 56.1 79.5 76.7 90.2 53.8 78.6 72.3 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,860: 20,970 48,610 455 1,095 2,765 7,170 0 1,855 20,910 0 100: 3,635 3,435 Old : 57,860: 20,970 48,610 455 1,095 2,765 7,170 0 1,855 20,910 0 100: 3,635 3,435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,925: 200 3,050 -1,235 0 790 1,600 0 0 2,460 -25 25: 85 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 84.0 0.8 1.9 4.8 12.4 0.0 3.2 36.1 0.0 0.2: 6.3 5.9 Old : 100.0: 36.2 84.0 0.8 1.9 4.8 12.4 0.0 3.2 36.1 0.0 0.2: 6.3 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 9 . . . 4 0 . 5 0 .: Old : 32: 17 9 . . . 4 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 78.5 76.8 90.4 53.5 77.8 72.3 81.3 Old : 56.4 78.5 76.8 90.4 53.5 77.8 72.3 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 15,425: 9,425 6,490 1,050 45 1,405 0 5,515 0 1,505 350 535: 1,505 1,085 Old : 15,425: 9,425 6,490 1,050 45 1,405 0 5,515 0 1,505 350 535: 1,505 1,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 42.1 6.8 0.3 9.1 0.0 35.8 0.0 9.8 2.3 3.5: 9.8 7.0 Old : 100.0: 61.1 42.1 6.8 0.3 9.1 0.0 35.8 0.0 9.8 2.3 3.5: 9.8 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 7 . . . 0 . 0 . . .: Old : 21: 12 7 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9 Old : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 14,880: 8,415 6,330 1,395 0 1,110 0 5,640 0 1,830 350 415: 1,715 1,035 Old : 14,880: 8,415 6,330 1,395 0 1,110 0 5,640 0 1,830 350 415: 1,715 1,035 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 42.5 9.4 0.0 7.5 0.0 37.9 0.0 12.3 2.4 2.8: 11.5 7.0 Old : 100.0: 56.6 42.5 9.4 0.0 7.5 0.0 37.9 0.0 12.3 2.4 2.8: 11.5 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 7 . 0 . 0 . 0 . . .: Old : 20: 10 7 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2 Old : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 64,125: 30,610 29,875 800 640 3,675 2,715 22,820 485 20,250 1,175 835: 4,755 4,620 Old : 64,125: 30,610 29,875 800 640 3,675 2,715 22,820 485 20,250 1,175 835: 4,755 4,620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 315: 0 200 0 -275 225 -100 300 -185 325 0 15: 35 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 46.6 1.2 1.0 5.7 4.2 35.6 0.8 31.6 1.8 1.3: 7.4 7.2 Old : 100.0: 47.7 46.6 1.2 1.0 5.7 4.2 35.6 0.8 31.6 1.8 1.3: 7.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 14 12 . . . . . . 4 . 4: Old : 31: 14 12 . . . . . . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 71.1 73.4 85.8 58.5 70.3 71.9 80.9 Old : 59.5 71.1 73.4 85.8 58.5 70.3 71.9 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,310: 29,515 29,025 3,010 485 2,615 2,700 22,820 495 17,655 1,175 1,045: 5,275 4,650 Old : 62,310: 29,515 29,025 3,010 485 2,615 2,700 22,820 495 17,655 1,175 1,045: 5,275 4,650 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 305: 0 200 275 0 0 -100 300 -185 325 0 0: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 46.6 4.8 0.8 4.2 4.3 36.6 0.8 28.3 1.9 1.7: 8.5 7.5 Old : 100.0: 47.4 46.6 4.8 0.8 4.2 4.3 36.6 0.8 28.3 1.9 1.7: 8.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 13 . . . . . . 4 . .: Old : 30: 13 13 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 71.1 73.3 86.1 56.9 70.1 70.1 81.9 Old : 58.1 71.1 73.3 86.1 56.9 70.1 70.1 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,998: 33,557 19,915 0 13,822 2,565 14,845 25 1,600 75 15,280 15: 2,341 1,776 Old : 54,998: 33,557 19,915 0 13,822 2,565 14,845 25 1,600 75 15,280 15: 2,341 1,776 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 255: 170 70 0 25 100 75 25 0 -25 100 -65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 36.2 0.0 25.1 4.7 27.0 0.0 2.9 0.1 27.8 0.0: 4.3 3.2 Old : 100.0: 61.0 36.2 0.0 25.1 4.7 27.0 0.0 2.9 0.1 27.8 0.0: 4.3 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 8 0 . . . . . . . .: Old : 28: 18 8 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 76.9 77.9 93.2 54.3 73.0 73.5 82.3 Old : 57.0 76.9 77.9 93.2 54.3 73.0 73.5 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 44,924: 29,309 17,665 0 10,869 2,426 9,920 25 1,600 150 11,105 320: 1,199 914 Old : 44,924: 29,309 17,665 0 10,869 2,426 9,920 25 1,600 150 11,105 320: 1,199 914 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 250: 175 75 0 0 100 -100 25 0 25 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 39.3 0.0 24.2 5.4 22.1 0.1 3.6 0.3 24.7 0.7: 2.7 2.0 Old : 100.0: 65.2 39.3 0.0 24.2 5.4 22.1 0.1 3.6 0.3 24.7 0.7: 2.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 9 0 . . . . . . . .: Old : 29: 18 9 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 72.5 78.2 93.4 57.3 68.1 73.1 81.5 Old : 60.6 72.5 78.2 93.4 57.3 68.1 73.1 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 153,291: 99,556 89,457 18,507 1,060 7,072 0 12,636 6,874 1,325 16,235 1,210: 18,747 18,747 Old : 153,291: 99,556 89,457 18,507 1,060 7,072 0 12,636 6,874 1,325 16,235 1,210: 18,747 18,747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,785: 3,175 360 1,345 -400 -195 -2,124 276 1,509 -50 2,110 25: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 58.4 12.1 0.7 4.6 0.0 8.2 4.5 0.9 10.6 0.8: 12.2 12.2 Old : 100.0: 64.9 58.4 12.1 0.7 4.6 0.0 8.2 4.5 0.9 10.6 0.8: 12.2 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 23 27 . . . 0 4 . . 5 .: Old : 44: 23 27 . . . 0 4 . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 38.2 76.0 56.2 62.3 36.2 68.0 52.7 Old : 65.3 38.2 76.0 56.2 62.3 36.2 68.0 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 139,071: 89,030 82,691 18,997 0 6,227 1,519 7,275 6,450 1,125 20,705 1,260: 14,463 14,463 Old : 139,071: 89,030 82,691 18,997 0 6,227 1,519 7,275 6,450 1,125 20,705 1,260: 14,463 14,463 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,875: 3,359 519 1,720 0 -648 -2,200 25 1,585 -50 2,285 150: -41 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 59.5 13.7 0.0 4.5 1.1 5.2 4.6 0.8 14.9 0.9: 10.4 10.4 Old : 100.0: 64.0 59.5 13.7 0.0 4.5 1.1 5.2 4.6 0.8 14.9 0.9: 10.4 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 20 25 . 0 . . . . . 4 .: Old : 42: 20 25 . 0 . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 40.6 78.7 58.9 59.8 39.0 68.3 56.3 Old : 64.8 40.6 78.7 58.9 59.8 39.0 68.3 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 43,885: 23,330 22,015 12,990 7,760 1,115 335 1,430 2,395 0 5,995 25: 3,695 3,150 Old : 43,885: 23,330 22,015 12,990 7,760 1,115 335 1,430 2,395 0 5,995 25: 3,695 3,150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 2,080: 3,530 1,230 -970 100 -25 -870 930 270 0 -450 25: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 50.2 29.6 17.7 2.5 0.8 3.3 5.5 0.0 13.7 0.1: 8.4 7.2 Old : 100.0: 53.2 50.2 29.6 17.7 2.5 0.8 3.3 5.5 0.0 13.7 0.1: 8.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 13 . . . . . . 0 . .: Old : 26: 14 13 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 51.1 78.5 76.1 63.3 50.0 73.7 65.9 Old : 63.5 51.1 78.5 76.1 63.3 50.0 73.7 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 40,165: 19,130 19,585 12,020 6,020 2,090 410 1,245 3,380 0 5,170 0: 3,135 2,675 Old : 40,165: 19,130 19,585 12,020 6,020 2,090 410 1,245 3,380 0 5,170 0: 3,135 2,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 1,520: 2,660 810 -550 -50 105 -555 1,245 -95 0 -450 0: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 48.8 29.9 15.0 5.2 1.0 3.1 8.4 0.0 12.9 0.0: 7.8 6.7 Old : 100.0: 47.6 48.8 29.9 15.0 5.2 1.0 3.1 8.4 0.0 12.9 0.0: 7.8 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 17 . . . . . . 0 . 0: Old : 25: 14 17 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 50.4 75.5 74.0 56.4 44.5 63.6 59.4 Old : 59.2 50.4 75.5 74.0 56.4 44.5 63.6 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 35,915: 16,035 19,430 0 12,385 1,895 12,815 75 690 2,700 0 300: 1,480 1,140 Old : 35,915: 16,035 19,430 0 12,385 1,895 12,815 75 690 2,700 0 300: 1,480 1,140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 3,635: 2,320 2,580 0 1,540 -420 1,800 0 100 0 0 0: -165 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 54.1 0.0 34.5 5.3 35.7 0.2 1.9 7.5 0.0 0.8: 4.1 3.2 Old : 100.0: 44.6 54.1 0.0 34.5 5.3 35.7 0.2 1.9 7.5 0.0 0.8: 4.1 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 12 0 . . . . . . 0 .: Old : 23: 11 12 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 69.6 80.9 86.4 61.7 60.6 74.1 77.3 Old : 64.5 69.6 80.9 86.4 61.7 60.6 74.1 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 109,105: 66,866 55,036 1,545 10,985 10,370 1,580 9,510 5,200 5,480 0 25: 18,039 17,979 Old : 109,105: 66,866 55,036 1,545 10,985 10,370 1,580 9,510 5,200 5,480 0 25: 18,039 17,979 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 4,990: 2,120 3,235 -120 -1,735 2,935 175 225 -200 -450 0 25: 505 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 50.4 1.4 10.1 9.5 1.4 8.7 4.8 5.0 0.0 0.0: 16.5 16.5 Old : 100.0: 61.3 50.4 1.4 10.1 9.5 1.4 8.7 4.8 5.0 0.0 0.0: 16.5 16.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 26 25 . . . . . 4 . 0 .: Old : 38: 26 25 . . . . . 4 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 45.9 50.9 62.7 28.7 33.9 39.7 41.7 Old : 32.8 45.9 50.9 62.7 28.7 33.9 39.7 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 86,369: 51,379 35,783 0 19,366 6,320 325 1,555 9,625 4,785 0 60: 13,875 13,660 Old : 86,369: 51,379 35,783 0 19,366 6,320 325 1,555 9,625 4,785 0 60: 13,875 13,660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 280: -55 -81 0 -714 1,430 0 300 -100 -450 0 60: -605 -615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 41.4 0.0 22.4 7.3 0.4 1.8 11.1 5.5 0.0 0.1: 16.1 15.8 Old : 100.0: 59.5 41.4 0.0 22.4 7.3 0.4 1.8 11.1 5.5 0.0 0.1: 16.1 15.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 23 22 0 . . . . . . 0 .: Old : 34: 23 22 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 47.9 64.9 67.0 31.1 35.6 40.5 42.5 Old : 45.4 47.9 64.9 67.0 31.1 35.6 40.5 42.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019