Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 24,575 : : Positions : : 9,960 10,611 2,491 119 447 389 9,622 540 9,274 1,409 498 : : : : Changes from: December 31, 2018 : : -1,380 -1,619 104 65 -214 100 232 -179 -1,037 -690 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 43.2 10.1 0.5 1.8 1.6 39.2 2.2 37.7 5.7 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 11 4 . . . . . 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 36,705 : : Positions : : 18,817 18,211 0 6,291 6,032 5,967 3 1,764 375 338 3,070 : : : : Changes from: December 31, 2018 : : -1,936 -3,071 0 37 -998 -264 3 -144 -721 -717 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 49.6 0.0 17.1 16.4 16.3 0.0 4.8 1.0 0.9 8.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 24 0 4 . 7 . 6 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,795 : : Positions : : 28,345 39,233 6,201 0 2,137 375 744 202 5,100 100 375 : : : : Changes from: December 31, 2018 : : -608 -1,224 363 0 419 -11 -81 -45 -1,000 -105 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 91.7 14.5 0.0 5.0 0.9 1.7 0.5 11.9 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 17 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 23,233 : : Positions : : 16,904 18,783 0 3,240 1,060 25 0 0 5,025 75 75 : : : : Changes from: December 31, 2018 : : -315 340 0 -275 0 0 0 0 50 -65 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 80.8 0.0 13.9 4.6 0.1 0.0 0.0 21.6 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 143,047 : : Positions : : 127,397 100,979 1,625 30,166 3,196 320 1,566 3,305 3,849 450 3,123 : : : : Changes from: December 31, 2018 : : -3,748 -1,538 207 -546 -477 295 -823 550 1 -650 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 70.6 1.1 21.1 2.2 0.2 1.1 2.3 2.7 0.3 2.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 32 . . 4 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 47,435 : : Positions : : 41,128 34,204 3,088 4,690 2,254 100 4,847 524 75 700 200 : : : : Changes from: December 31, 2018 : : 1,743 99 -1,358 177 378 -175 -317 -50 -125 125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 72.1 6.5 9.9 4.8 0.2 10.2 1.1 0.2 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 51,349 : : Positions : : 34,675 40,614 8,099 7,365 1,700 6,000 600 0 0 255 705 : : : : Changes from: December 31, 2018 : : -2,144 -1,324 195 1,205 -220 2,700 -50 0 -675 255 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 79.1 15.8 14.3 3.3 11.7 1.2 0.0 0.0 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 24 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 72,751 : : Positions : : 41,618 43,206 5,239 21,985 5,090 18,210 1,135 200 644 0 1,065 : : : : Changes from: December 31, 2018 : : -2,810 -2,922 -590 1,475 60 2,775 -40 -25 -900 0 885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 59.4 7.2 30.2 7.0 25.0 1.6 0.3 0.9 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 77,155 : : Positions : : 58,658 54,128 13,148 21,038 300 875 100 0 2,257 110 1,205 : : : : Changes from: December 31, 2018 : : -3,513 -4,471 -630 -250 0 -45 -10 -5 -1,200 110 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 70.2 17.0 27.3 0.4 1.1 0.1 0.0 2.9 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 110,901 : : Positions : : 80,912 70,078 22,919 38,625 865 1,095 100 0 3,051 0 1,175 : : : : Changes from: December 31, 2018 : : -3,133 -3,195 -635 -995 -175 165 -10 0 -1,445 0 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 63.2 20.7 34.8 0.8 1.0 0.1 0.0 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 24 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 44,270 : : Positions : : 31,450 41,830 10,185 0 2,030 85 0 0 95 75 145 : : : : Changes from: December 31, 2018 : : 665 645 -100 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 94.5 23.0 0.0 4.6 0.2 0.0 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 26,979 : : Positions : : 23,151 22,395 0 1,761 2,564 0 0 0 387 10 155 : : : : Changes from: December 31, 2018 : : -970 -799 0 15 -15 0 0 0 -167 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.0 0.0 6.5 9.5 0.0 0.0 0.0 1.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 7,750 : : Positions : : 6,460 7,000 190 0 450 0 100 0 600 0 0 : : : : Changes from: December 31, 2018 : : 0 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 90.3 2.5 0.0 5.8 0.0 1.3 0.0 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 0 . 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 60,430 : : Positions : : 40,590 36,365 2,281 10,041 8,443 256 128 400 4,246 1,431 3,563 : : : : Changes from: December 31, 2018 : : 200 419 12 -87 46 -45 10 0 -80 -81 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 60.2 3.8 16.6 14.0 0.4 0.2 0.7 7.0 2.4 5.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 28 . . . . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 11,777 : : Positions : : 5,903 8,813 3,371 600 200 0 50 0 1,250 960 750 : : : : Changes from: December 31, 2018 : : -200 200 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 74.8 28.6 5.1 1.7 0.0 0.4 0.0 10.6 8.2 6.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 58,892 : : Positions : : 43,262 54,877 10,825 0 3,530 85 0 0 465 100 120 : : : : Changes from: December 31, 2018 : : 645 1,205 70 0 -5 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 93.2 18.4 0.0 6.0 0.1 0.0 0.0 0.8 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 38,768 : : Positions : : 34,678 26,230 600 11,615 90 2,310 260 0 194 285 240 : : : : Changes from: December 31, 2018 : : -759 -870 -30 -45 90 0 40 0 -21 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 67.7 1.5 30.0 0.2 6.0 0.7 0.0 0.5 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 67,789 : : Positions : : 54,483 59,879 6,596 5,450 1,790 600 0 0 3,890 300 7 : : : : Changes from: December 31, 2018 : : -4,430 -4,904 -564 -225 0 0 0 0 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.3 9.7 8.0 2.6 0.9 0.0 0.0 5.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 73,291 : : Positions : : 59,075 62,458 7,109 6,713 2,280 0 0 0 4,199 1,800 10 : : : : Changes from: December 31, 2018 : : -4,135 -4,574 -627 -540 0 -300 0 0 -157 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.2 9.7 9.2 3.1 0.0 0.0 0.0 5.7 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 90,133 : : Positions : : 79,004 81,762 8,322 5,610 2,398 0 0 0 50 143 220 : : : : Changes from: December 31, 2018 : : -4,557 -2,707 811 -326 -98 0 0 0 5 -694 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 90.7 9.2 6.2 2.7 0.0 0.0 0.0 0.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 116,893 : : Positions : : 101,548 103,936 10,061 6,403 2,830 0 1,792 114 881 765 1,022 : : : : Changes from: December 31, 2018 : : -4,972 -3,352 714 -293 -126 0 18 -8 -114 -724 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 88.9 8.6 5.5 2.4 0.0 1.5 0.1 0.8 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 28 . 5 . 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 48,975 : : Positions : : 41,700 44,980 3,755 0 3,495 0 75 0 25 425 0 : : : : Changes from: December 31, 2018 : : -2,565 -2,615 -300 0 0 0 -150 0 25 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 91.8 7.7 0.0 7.1 0.0 0.2 0.0 0.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 48,213 : : Positions : : 40,090 39,906 3,340 4,451 2,191 600 600 250 300 528 190 : : : : Changes from: December 31, 2018 : : 1,190 1,166 40 665 -496 -50 -125 0 300 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 82.8 6.9 9.2 4.5 1.2 1.2 0.5 0.6 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 54,659 : : Positions : : 29,121 47,097 895 3,782 2,923 20,835 0 0 430 756 101 : : : : Changes from: December 31, 2018 : : -242 -1,453 -150 574 -274 -675 -300 0 1 48 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 86.2 1.6 6.9 5.3 38.1 0.0 0.0 0.8 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 34,722 : : Positions : : 19,845 34,254 14,121 0 130 200 0 280 0 0 0 : : : : Changes from: December 31, 2018 : : -1,013 -2,190 -1,338 0 15 65 0 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 98.7 40.7 0.0 0.4 0.6 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 31,505 : : Positions : : 20,255 31,185 11,000 0 180 0 0 0 0 0 0 : : : : Changes from: December 31, 2018 : : -810 -2,162 -1,557 0 0 0 -265 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 99.0 34.9 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 32,389 : : Positions : : 29,337 29,457 1,414 370 1,051 120 525 0 0 646 300 : : : : Changes from: December 31, 2018 : : -1,400 -969 596 70 -715 0 100 -100 -66 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 90.9 4.4 1.1 3.2 0.4 1.6 0.0 0.0 2.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 19 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,555 : : Positions : : 19,507 21,890 2,243 0 160 0 70 205 175 100 125 : : : : Changes from: December 31, 2018 : : -1,385 -1,341 8 -100 -183 -20 70 -45 -5 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 97.1 9.9 0.0 0.7 0.0 0.3 0.9 0.8 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 44,894 : : Positions : : 38,343 31,376 4,236 10,460 388 0 1,102 1,228 371 100 200 : : : : Changes from: December 31, 2018 : : -2,135 -1,720 -77 -382 -34 -70 -326 2 -125 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 69.9 9.4 23.3 0.9 0.0 2.5 2.7 0.8 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 37,999 : : Positions : : 33,083 24,934 3,212 12,195 542 1,007 0 125 0 140 10 : : : : Changes from: December 31, 2018 : : -1,344 -1,132 44 -368 -189 -130 0 35 -90 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 65.6 8.5 32.1 1.4 2.7 0.0 0.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,742 : : Positions : : 11,079 11,859 1,856 2,424 1,459 822 0 0 350 0 0 : : : : Changes from: December 31, 2018 : : -923 -1,183 276 455 -510 -727 0 -75 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 75.3 11.8 15.4 9.3 5.2 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 16,706 : : Positions : : 9,201 14,961 3,154 0 1,290 0 300 50 2,906 0 105 : : : : Changes from: December 31, 2018 : : -795 -875 135 0 -250 0 0 0 -210 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 89.6 18.9 0.0 7.7 0.0 1.8 0.3 17.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 17,854 : : Positions : : 10,599 15,219 3,236 0 1,060 0 1,000 50 2,384 0 525 : : : : Changes from: December 31, 2018 : : -610 -775 -45 0 -70 0 -50 0 -125 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 85.2 18.1 0.0 5.9 0.0 5.6 0.3 13.4 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 23,607 : : Positions : : 9,637 11,790 9,150 8,313 125 100 0 0 3,685 2,905 390 : : : : Changes from: December 31, 2018 : : -1,203 -1,795 -320 -255 -45 10 0 -110 -515 50 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 49.9 38.8 35.2 0.5 0.4 0.0 0.0 15.6 12.3 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 22,124 : : Positions : : 8,509 10,350 8,733 8,283 125 100 0 0 3,715 2,855 440 : : : : Changes from: December 31, 2018 : : -1,054 -890 -75 -155 -145 10 -25 -110 10 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 46.8 39.5 37.4 0.6 0.5 0.0 0.0 16.8 12.9 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 45,990 : : Positions : : 31,980 39,420 8,422 0 3,175 0 575 150 0 595 2,045 : : : : Changes from: December 31, 2018 : : -2,692 -2,964 187 0 -310 0 100 -75 0 -5 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 85.7 18.3 0.0 6.9 0.0 1.3 0.3 0.0 1.3 4.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 4 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 46,150 : : Positions : : 32,511 39,193 8,176 0 2,642 0 575 150 0 1,135 2,425 : : : : Changes from: December 31, 2018 : : -2,495 -2,874 32 0 -292 0 100 -75 -15 225 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 84.9 17.7 0.0 5.7 0.0 1.2 0.3 0.0 2.5 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 4 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 118,525 : : Positions : : 90,022 91,514 14,440 13,539 3,320 1,810 360 125 8,520 9,457 160 : : : : Changes from: December 31, 2018 : : -2,397 -3,682 -90 668 -733 55 -295 -165 -1,317 -565 -243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 77.2 12.2 11.4 2.8 1.5 0.3 0.1 7.2 8.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 23 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 125,162 : : Positions : : 97,131 90,393 16,950 19,840 2,691 350 430 805 6,485 10,340 545 : : : : Changes from: December 31, 2018 : : -2,630 -1,600 -90 -392 -418 20 -345 -255 -1,407 -1,958 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 72.2 13.5 15.9 2.2 0.3 0.3 0.6 5.2 8.3 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 25 . 5 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 272,293 : : Positions : : 167,560 187,620 46,695 28,729 16,823 9,346 17,721 11,300 13,974 4,161 5,694 : : : : Changes from: December 31, 2018 : : -7,321 -1,209 1,102 3,165 -2,238 1,482 119 -2,697 3,708 -3,213 -4,119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 68.9 17.1 10.6 6.2 3.4 6.5 4.2 5.1 1.5 2.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 36 36 . . 4 8 6 6 10 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 26,153 : : Positions : : 13,178 25,748 7,145 0 0 930 0 20 4,675 205 180 : : : : Changes from: December 31, 2018 : : -1,571 -2,382 -520 0 0 -50 0 -50 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 98.5 27.3 0.0 0.0 3.6 0.0 0.1 17.9 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 25,113 : : Positions : : 12,096 23,303 7,494 0 0 450 1,500 0 4,781 55 255 : : : : Changes from: December 31, 2018 : : -1,411 -2,347 -555 0 0 50 110 -160 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 92.8 29.8 0.0 0.0 1.8 6.0 0.0 19.0 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 14,657 : : Positions : : 4,845 8,167 7,702 1,965 300 25 2,590 0 450 300 0 : : : : Changes from: December 31, 2018 : : 80 -725 -735 45 -45 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 55.7 52.5 13.4 2.0 0.2 17.7 0.0 3.1 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 60,756 : : Positions : : 26,044 20,076 15,438 24,455 140 2,435 4,515 1,925 5,760 0 1,130 : : : : Changes from: December 31, 2018 : : -936 -1,087 -560 -190 -40 -895 -375 0 970 0 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 33.0 25.4 40.3 0.2 4.0 7.4 3.2 9.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 59,821 : : Positions : : 26,197 19,781 14,715 24,815 175 3,265 4,515 1,925 5,345 0 960 : : : : Changes from: December 31, 2018 : : -1,173 -858 280 300 0 -1,010 -375 0 970 0 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 33.1 24.6 41.5 0.3 5.5 7.5 3.2 8.9 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 21,950 : : Positions : : 13,051 5,200 3,739 0 780 125 6,200 300 0 5,835 0 : : : : Changes from: December 31, 2018 : : -655 285 1,030 0 -54 125 -855 -25 0 1,075 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 23.7 17.0 0.0 3.6 0.6 28.2 1.4 0.0 26.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 21,700 : : Positions : : 12,411 5,250 4,129 0 678 125 6,200 300 0 5,535 0 : : : : Changes from: December 31, 2018 : : -590 275 705 0 48 125 -755 -25 0 725 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 24.2 19.0 0.0 3.1 0.6 28.6 1.4 0.0 25.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 29,106 : : Positions : : 10,081 22,151 4,152 2,955 385 9,650 730 0 2,200 0 0 : : : : Changes from: December 31, 2018 : : -596 -1,966 -185 -300 0 -1,535 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 76.1 14.3 10.2 1.3 33.2 2.5 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 27,797 : : Positions : : 10,337 18,458 3,990 5,410 410 8,150 730 0 2,100 0 0 : : : : Changes from: December 31, 2018 : : -333 -1,603 -125 -350 0 -1,550 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 66.4 14.4 19.5 1.5 29.3 2.6 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 34,655 : : Positions : : 12,785 28,435 8,160 0 155 3,450 725 80 5,115 350 1,790 : : : : Changes from: December 31, 2018 : : -1,225 -2,850 -945 0 -100 -425 -65 0 -505 -200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 82.1 23.5 0.0 0.4 10.0 2.1 0.2 14.8 1.0 5.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 32,605 : : Positions : : 11,390 27,560 7,905 0 120 3,000 725 80 5,990 0 1,090 : : : : Changes from: December 31, 2018 : : -1,215 -2,015 -660 0 -50 -375 -65 0 -15 -200 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 84.5 24.2 0.0 0.4 9.2 2.2 0.2 18.4 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . 0 . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 11,855 : : Positions : : 8,180 3,515 1,225 4,250 50 25 1,445 65 0 535 775 : : : : Changes from: December 31, 2018 : : -685 645 450 -495 0 25 -310 -25 0 -20 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 29.6 10.3 35.8 0.4 0.2 12.2 0.5 0.0 4.5 6.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 11,315 : : Positions : : 7,620 3,125 1,525 4,200 0 25 1,425 65 0 675 575 : : : : Changes from: December 31, 2018 : : -580 700 450 -445 0 25 -310 -25 0 -80 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 27.6 13.5 37.1 0.0 0.2 12.6 0.6 0.0 6.0 5.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 46,785 : : Positions : : 30,505 17,425 0 7,165 2,915 1,275 12,740 455 5,020 80 3,990 : : : : Changes from: December 31, 2018 : : -1,500 -1,215 0 -725 0 -100 -390 0 -715 0 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 37.2 0.0 15.3 6.2 2.7 27.2 1.0 10.7 0.2 8.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 46,715 : : Positions : : 30,620 16,610 0 7,865 2,915 675 12,740 630 5,360 80 3,705 : : : : Changes from: December 31, 2018 : : -1,390 -795 0 -655 0 -90 -355 25 -395 0 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 35.6 0.0 16.8 6.2 1.4 27.3 1.3 11.5 0.2 7.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 43,050 : : Positions : : 22,620 12,395 0 16,625 635 14,635 200 275 1,955 10,230 50 : : : : Changes from: December 31, 2018 : : -250 -1,220 0 -875 0 -635 160 -85 -25 1,025 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 28.8 0.0 38.6 1.5 34.0 0.5 0.6 4.5 23.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 38,825 : : Positions : : 19,550 13,735 0 13,930 315 14,360 200 315 1,835 8,120 50 : : : : Changes from: December 31, 2018 : : 65 -1,365 0 -715 0 -535 160 -85 -25 1,425 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 35.4 0.0 35.9 0.8 37.0 0.5 0.8 4.7 20.9 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 107,484 : : Positions : : 45,627 79,107 24,551 0 4,245 3,854 855 6,445 8,245 1,930 2,805 : : : : Changes from: December 31, 2018 : : -4,498 -5,393 -3,165 0 960 -815 20 -300 3,050 -50 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 73.6 22.8 0.0 3.9 3.6 0.8 6.0 7.7 1.8 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 . 0 . . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 99,726 : : Positions : : 43,643 71,898 21,651 0 4,675 5,122 400 5,562 3,985 1,800 4,390 : : : : Changes from: December 31, 2018 : : -3,685 -5,470 -3,130 0 865 -909 -130 -150 2,050 -50 -995 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 72.1 21.7 0.0 4.7 5.1 0.4 5.6 4.0 1.8 4.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 24 . 0 . . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 29,300 : : Positions : : 9,575 18,885 13,905 4,270 775 3,875 2,700 0 0 1,630 0 : : : : Changes from: December 31, 2018 : : -1,465 -375 1,560 -170 -735 -975 0 0 0 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 64.5 47.5 14.6 2.6 13.2 9.2 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 23,335 : : Positions : : 6,960 14,870 13,320 4,535 250 1,395 1,200 455 0 1,200 0 : : : : Changes from: December 31, 2018 : : -1,515 -290 1,385 -140 -650 -455 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 63.7 57.1 19.4 1.1 6.0 5.1 1.9 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 19,805 : : Positions : : 7,680 9,925 0 6,470 1,880 9,100 545 130 0 0 0 : : : : Changes from: December 31, 2018 : : -855 -760 0 -55 0 -150 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 50.1 0.0 32.7 9.5 45.9 2.8 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 58,040 : : Positions : : 33,490 30,075 3,130 805 9,815 0 7,005 0 1,075 0 0 : : : : Changes from: December 31, 2018 : : -930 -1,975 -885 805 295 0 -740 -110 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 51.8 5.4 1.4 16.9 0.0 12.1 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 . . . 0 4 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 46,365 : : Positions : : 22,695 20,570 825 1,775 7,350 475 2,450 180 525 0 0 : : : : Changes from: December 31, 2018 : : -125 -875 -150 980 -320 -60 -775 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 44.4 1.8 3.8 15.9 1.0 5.3 0.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 8, 2019