Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 25,093 : : Positions : : 10,178 10,493 2,401 114 557 344 9,882 540 9,496 1,697 586 : : : : Changes from: January 8, 2019 : : 218 -118 -90 -5 110 -45 260 0 222 288 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 41.8 9.6 0.5 2.2 1.4 39.4 2.2 37.8 6.8 2.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 11 4 . 4 . . . 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 37,063 : : Positions : : 19,467 18,016 0 7,283 5,459 6,204 7 1,729 364 427 3,163 : : : : Changes from: January 8, 2019 : : 650 -195 0 991 -573 237 3 -35 -11 89 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 48.6 0.0 19.6 14.7 16.7 0.0 4.7 1.0 1.2 8.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 24 0 4 . 7 . 6 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 42,879 : : Positions : : 28,165 39,206 6,188 0 2,193 350 451 249 5,125 225 550 : : : : Changes from: January 8, 2019 : : -181 -27 -13 0 55 -25 -292 47 25 125 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 91.4 14.4 0.0 5.1 0.8 1.1 0.6 12.0 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 23,173 : : Positions : : 16,794 18,773 0 3,065 960 25 0 0 4,950 75 300 : : : : Changes from: January 8, 2019 : : -110 -10 0 -175 -100 0 0 0 -75 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 81.0 0.0 13.2 4.1 0.1 0.0 0.0 21.4 0.3 1.3 : : : : 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 15, 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 145,732 : : Positions : : 128,532 102,703 1,618 30,900 3,449 555 1,676 3,245 4,999 450 3,093 : : : : Changes from: January 8, 2019 : : 1,135 1,724 -7 734 253 235 110 -60 1,150 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 70.5 1.1 21.2 2.4 0.4 1.2 2.2 3.4 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 34 . . 4 4 . 4 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 50,005 : : Positions : : 43,064 36,251 3,148 4,638 2,929 75 4,798 499 50 700 175 : : : : Changes from: January 8, 2019 : : 1,935 2,047 60 -53 675 -25 -49 -25 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 72.5 6.3 9.3 5.9 0.1 9.6 1.0 0.1 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 51,183 : : Positions : : 34,574 40,273 8,029 7,465 1,700 6,000 675 0 0 255 705 : : : : Changes from: January 8, 2019 : : -101 -341 -70 100 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 78.7 15.7 14.6 3.3 11.7 1.3 0.0 0.0 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 73,641 : : Positions : : 43,342 44,156 4,144 21,740 5,325 18,160 1,190 210 752 0 945 : : : : Changes from: January 8, 2019 : : 1,724 950 -1,095 -245 235 -50 55 10 108 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 60.0 5.6 29.5 7.2 24.7 1.6 0.3 1.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 77,465 : : Positions : : 58,668 55,253 13,208 20,748 250 875 100 0 2,852 0 840 : : : : Changes from: January 8, 2019 : : 10 1,125 60 -290 -50 0 0 0 595 -110 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 71.3 17.1 26.8 0.3 1.1 0.1 0.0 3.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 8,150 : : Positions : : 7,850 6,400 0 500 250 50 500 0 0 100 0 : : : : Changes from: January 8, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 78.5 0.0 6.1 3.1 0.6 6.1 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 111,290 : : Positions : : 80,831 71,212 23,039 38,285 835 1,145 100 0 3,756 0 800 : : : : Changes from: January 8, 2019 : : -81 1,134 120 -340 -30 50 0 0 705 0 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 64.0 20.7 34.4 0.8 1.0 0.1 0.0 3.4 0.0 0.7 : : : : 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 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 42,930 : : Positions : : 31,080 40,715 9,620 0 1,875 0 0 0 95 100 120 : : : : Changes from: January 8, 2019 : : -370 -1,115 -565 0 -155 -85 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 94.8 22.4 0.0 4.4 0.0 0.0 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,947 : : Positions : : 22,529 21,330 0 1,792 2,630 0 0 0 338 30 105 : : : : Changes from: January 8, 2019 : : -622 -1,065 0 31 66 0 0 0 -49 20 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.2 0.0 6.9 10.1 0.0 0.0 0.0 1.3 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 18 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 58,253 : : Positions : : 38,710 35,344 2,462 8,931 8,509 509 78 404 3,856 1,623 3,352 : : : : Changes from: January 8, 2019 : : -1,881 -1,021 181 -1,109 65 253 -50 4 -390 192 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 60.7 4.2 15.3 14.6 0.9 0.1 0.7 6.6 2.8 5.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 28 . . . . . . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 11,054 : : Positions : : 5,510 8,660 3,146 600 150 0 0 0 1,650 960 300 : : : : Changes from: January 8, 2019 : : -393 -153 -225 0 -50 0 -50 0 400 0 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 78.3 28.5 5.4 1.4 0.0 0.0 0.0 14.9 8.7 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 57,449 : : Positions : : 43,889 53,899 9,795 0 3,145 0 0 0 490 100 120 : : : : Changes from: January 8, 2019 : : 627 -978 -1,030 0 -385 -85 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 93.8 17.0 0.0 5.5 0.0 0.0 0.0 0.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 38,615 : : Positions : : 34,835 25,306 600 12,699 40 2,346 90 0 229 335 145 : : : : Changes from: January 8, 2019 : : 157 -924 0 1,084 -50 36 -170 0 35 50 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 65.5 1.6 32.9 0.1 6.1 0.2 0.0 0.6 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 22 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 68,324 : : Positions : : 55,048 61,014 6,536 4,850 1,790 600 0 0 3,920 300 7 : : : : Changes from: January 8, 2019 : : 565 1,135 -60 -600 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 89.3 9.6 7.1 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 15, 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 74,146 : : Positions : : 59,825 63,863 7,049 6,113 2,330 0 0 0 4,259 1,800 10 : : : : Changes from: January 8, 2019 : : 750 1,405 -60 -600 50 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.1 9.5 8.2 3.1 0.0 0.0 0.0 5.7 2.4 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 15, 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 92,404 : : Positions : : 80,661 84,090 9,027 5,795 2,319 0 0 0 75 13 186 : : : : Changes from: January 8, 2019 : : 1,657 2,328 705 185 -79 0 0 0 25 -130 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 91.0 9.8 6.3 2.5 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 118,708 : : Positions : : 102,737 106,355 10,493 6,462 2,836 0 1,855 75 1,359 352 733 : : : : Changes from: January 8, 2019 : : 1,190 2,419 431 59 6 0 63 -40 478 -413 -289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.6 8.8 5.4 2.4 0.0 1.6 0.1 1.1 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 27 . 5 . 0 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 49,400 : : Positions : : 41,900 45,405 3,930 0 3,495 0 75 0 75 425 0 : : : : Changes from: January 8, 2019 : : 200 425 175 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 91.9 8.0 0.0 7.1 0.0 0.2 0.0 0.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 51,498 : : Positions : : 41,573 45,700 3,790 1,851 2,782 1,275 0 350 300 523 195 : : : : Changes from: January 8, 2019 : : 1,483 5,794 450 -2,600 591 675 -600 100 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 88.7 7.4 3.6 5.4 2.5 0.0 0.7 0.6 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 59,066 : : Positions : : 30,368 53,143 2,245 1,512 3,548 22,046 0 0 0 756 69 : : : : Changes from: January 8, 2019 : : 1,247 6,046 1,350 -2,270 625 1,211 0 0 -430 0 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 90.0 3.8 2.6 6.0 37.3 0.0 0.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . . 5 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 34,752 : : Positions : : 19,845 34,264 14,131 0 150 200 0 280 0 0 0 : : : : Changes from: January 8, 2019 : : 0 10 10 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 98.6 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 15, 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: January 8, 2019 : : 0 0 0 0 0 0 0 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 15, 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 32,464 : : Positions : : 29,242 29,551 1,697 370 933 120 565 0 0 721 300 : : : : Changes from: January 8, 2019 : : -95 94 283 0 -118 0 40 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 91.0 5.2 1.1 2.9 0.4 1.7 0.0 0.0 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 19 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 22,720 : : Positions : : 19,122 21,970 2,793 0 160 0 195 205 180 65 120 : : : : Changes from: January 8, 2019 : : -385 80 550 0 0 0 125 0 5 -35 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 96.7 12.3 0.0 0.7 0.0 0.9 0.9 0.8 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 45,609 : : Positions : : 38,793 31,645 4,347 10,910 391 0 870 1,355 371 190 200 : : : : Changes from: January 8, 2019 : : 450 269 111 450 3 0 -232 127 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 69.4 9.5 23.9 0.9 0.0 1.9 3.0 0.8 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 38,149 : : Positions : : 33,103 24,924 3,227 12,330 527 1,172 0 90 0 230 10 : : : : Changes from: January 8, 2019 : : 20 -10 15 135 -15 165 0 -35 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 65.3 8.5 32.3 1.4 3.1 0.0 0.2 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 15,807 : : Positions : : 11,049 11,799 1,956 2,579 1,429 597 0 0 600 0 0 : : : : Changes from: January 8, 2019 : : -30 -60 100 155 -30 -225 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 74.6 12.4 16.3 9.0 3.8 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 16,931 : : Positions : : 9,526 15,111 3,154 0 1,290 0 300 50 2,731 0 180 : : : : Changes from: January 8, 2019 : : 325 150 0 0 0 0 0 0 -175 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 89.3 18.6 0.0 7.6 0.0 1.8 0.3 16.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 18,104 : : Positions : : 10,924 15,369 3,236 0 1,060 0 1,000 50 2,209 0 625 : : : : Changes from: January 8, 2019 : : 325 150 0 0 0 0 0 0 -175 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 84.9 17.9 0.0 5.9 0.0 5.5 0.3 12.2 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 23,632 : : Positions : : 9,662 11,815 9,150 8,313 125 100 0 0 3,685 2,905 390 : : : : Changes from: January 8, 2019 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 50.0 38.7 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 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 22,149 : : Positions : : 8,534 10,375 8,733 8,283 125 100 0 0 3,715 2,855 440 : : : : Changes from: January 8, 2019 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 46.8 39.4 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 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 47,880 : : Positions : : 32,200 41,440 8,642 0 3,175 1,200 575 150 0 215 2,295 : : : : Changes from: January 8, 2019 : : 220 2,020 220 0 0 1,200 0 0 0 -380 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 86.5 18.0 0.0 6.6 2.5 1.2 0.3 0.0 0.4 4.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 4 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 47,920 : : Positions : : 32,781 41,263 8,396 0 2,642 1,200 575 150 145 900 2,360 : : : : Changes from: January 8, 2019 : : 270 2,070 220 0 0 1,200 0 0 145 -235 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 86.1 17.5 0.0 5.5 2.5 1.2 0.3 0.3 1.9 4.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 121,433 : : Positions : : 92,955 93,317 14,440 13,184 3,295 1,810 1,565 125 8,520 9,737 160 : : : : Changes from: January 8, 2019 : : 2,933 1,803 0 -355 -25 0 1,205 0 0 280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 76.8 11.9 10.9 2.7 1.5 1.3 0.1 7.0 8.0 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 23 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 129,628 : : Positions : : 100,617 93,779 17,350 18,845 3,166 350 1,685 755 6,545 10,620 645 : : : : Changes from: January 8, 2019 : : 3,486 3,386 400 -995 475 0 1,255 -50 60 280 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 72.3 13.4 14.5 2.4 0.3 1.3 0.6 5.0 8.2 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 25 . 5 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 282,859 : : Positions : : 172,337 195,823 47,716 29,565 17,323 11,149 17,690 11,947 15,942 4,336 5,758 : : : : Changes from: January 8, 2019 : : 4,778 8,203 1,021 836 500 1,804 -32 647 1,968 175 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 69.2 16.9 10.5 6.1 3.9 6.3 4.2 5.6 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 38 39 . 4 4 10 5 10 9 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 26,263 : : Positions : : 13,178 25,858 7,195 0 0 930 0 20 4,735 205 180 : : : : Changes from: January 8, 2019 : : 0 110 50 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 98.5 27.4 0.0 0.0 3.5 0.0 0.1 18.0 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 15, 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 25,223 : : Positions : : 12,096 23,413 7,544 0 0 450 1,500 0 4,841 55 255 : : : : Changes from: January 8, 2019 : : 0 110 50 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 92.8 29.9 0.0 0.0 1.8 5.9 0.0 19.2 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 15, 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 18,612 : : Positions : : 5,895 10,027 10,877 4,330 270 25 2,590 0 450 300 0 : : : : Changes from: January 8, 2019 : : 1,050 1,860 3,175 2,365 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 53.9 58.4 23.3 1.5 0.1 13.9 0.0 2.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 63,871 : : Positions : : 25,084 20,826 18,423 24,755 140 1,060 5,140 3,285 6,785 0 1,505 : : : : Changes from: January 8, 2019 : : -960 750 2,985 300 0 -1,375 625 1,360 1,025 0 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 32.6 28.8 38.8 0.2 1.7 8.0 5.1 10.6 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 63,046 : : Positions : : 25,182 20,476 17,700 25,115 175 1,890 5,140 3,285 6,370 0 1,335 : : : : Changes from: January 8, 2019 : : -1,015 695 2,985 300 0 -1,375 625 1,360 1,025 0 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 32.5 28.1 39.8 0.3 3.0 8.2 5.2 10.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,040 : : Positions : : 13,066 5,200 3,724 0 785 150 6,150 350 0 5,910 0 : : : : Changes from: January 8, 2019 : : 15 0 -15 0 5 25 -50 50 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 23.6 16.9 0.0 3.6 0.7 27.9 1.6 0.0 26.8 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 15, 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 21,790 : : Positions : : 12,426 5,250 4,114 0 678 150 6,150 350 0 5,610 0 : : : : Changes from: January 8, 2019 : : 15 0 -15 0 0 25 -50 50 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 24.1 18.9 0.0 3.1 0.7 28.2 1.6 0.0 25.7 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 15, 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 30,256 : : Positions : : 10,501 22,571 3,552 2,955 385 10,250 730 0 2,200 0 0 : : : : Changes from: January 8, 2019 : : 420 420 -600 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 74.6 11.7 9.8 1.3 33.9 2.4 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 28,997 : : Positions : : 10,757 18,878 3,390 5,410 410 8,750 730 0 2,100 0 0 : : : : Changes from: January 8, 2019 : : 420 420 -600 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 65.1 11.7 18.7 1.4 30.2 2.5 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 : : 12,565 28,435 8,160 0 155 3,450 725 80 5,115 350 1,790 : : : : Changes from: January 8, 2019 : : -220 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 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 15, 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 : : 11,170 27,560 7,905 0 120 3,000 725 80 5,990 0 1,090 : : : : Changes from: January 8, 2019 : : -220 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 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 15, 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 11,905 : : Positions : : 8,230 3,515 1,225 4,300 50 25 1,445 65 0 535 775 : : : : Changes from: January 8, 2019 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 29.5 10.3 36.1 0.4 0.2 12.1 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 15, 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 11,365 : : Positions : : 7,670 3,125 1,525 4,250 0 25 1,425 65 0 675 575 : : : : Changes from: January 8, 2019 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 27.5 13.4 37.4 0.0 0.2 12.5 0.6 0.0 5.9 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 15, 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 47,085 : : Positions : : 31,155 17,575 0 7,415 2,915 1,275 12,740 455 4,770 80 3,940 : : : : Changes from: January 8, 2019 : : 650 150 0 250 0 0 0 0 -250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 37.3 0.0 15.7 6.2 2.7 27.1 1.0 10.1 0.2 8.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 46,980 : : Positions : : 31,235 16,675 0 8,165 2,915 825 12,740 630 4,960 80 3,705 : : : : Changes from: January 8, 2019 : : 615 65 0 300 0 150 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 35.5 0.0 17.4 6.2 1.8 27.1 1.3 10.6 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 15, 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 43,155 : : Positions : : 22,580 12,175 0 16,660 635 14,710 275 320 1,980 10,400 50 : : : : Changes from: January 8, 2019 : : -40 -220 0 35 0 75 75 45 25 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 28.2 0.0 38.6 1.5 34.1 0.6 0.7 4.6 24.1 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 15, 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 38,885 : : Positions : : 19,510 13,515 0 13,965 315 14,385 275 365 1,860 8,240 50 : : : : Changes from: January 8, 2019 : : -40 -220 0 35 0 25 75 50 25 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 34.8 0.0 35.9 0.8 37.0 0.7 0.9 4.8 21.2 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 15, 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 109,507 : : Positions : : 45,807 80,367 24,841 0 4,345 2,554 830 7,435 10,310 1,930 2,395 : : : : Changes from: January 8, 2019 : : 180 1,260 290 0 100 -1,300 -25 990 2,065 0 -410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 73.4 22.7 0.0 4.0 2.3 0.8 6.8 9.4 1.8 2.2 : : : : 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 15, 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 101,016 : : Positions : : 43,590 72,775 21,991 0 4,675 3,722 375 6,552 5,950 1,800 3,750 : : : : Changes from: January 8, 2019 : : -53 877 340 0 0 -1,400 -25 990 1,965 0 -640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 72.0 21.8 0.0 4.6 3.7 0.4 6.5 5.9 1.8 3.7 : : : : 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 15, 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 29,725 : : Positions : : 9,725 17,510 13,905 5,170 775 3,250 2,700 900 0 1,630 0 : : : : Changes from: January 8, 2019 : : 150 -1,375 0 900 0 -625 0 900 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 58.9 46.8 17.4 2.6 10.9 9.1 3.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 23,945 : : Positions : : 6,995 13,680 13,320 5,135 250 1,320 1,750 1,105 0 1,200 0 : : : : Changes from: January 8, 2019 : : 35 -1,190 0 600 0 -75 550 650 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 57.1 55.6 21.4 1.0 5.5 7.3 4.6 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 21,005 : : Positions : : 7,680 11,150 0 6,470 1,880 10,300 520 130 0 0 0 : : : : Changes from: January 8, 2019 : : 0 1,225 0 0 0 1,200 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 53.1 0.0 30.8 9.0 49.0 2.5 0.6 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 15, 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 59,130 : : Positions : : 33,730 30,830 3,920 955 8,815 0 7,130 475 1,075 0 0 : : : : Changes from: January 8, 2019 : : 240 755 790 150 -1,000 0 125 475 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 52.1 6.6 1.6 14.9 0.0 12.1 0.8 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 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 46,730 : : Positions : : 23,355 21,070 825 1,385 7,300 475 3,025 180 525 0 0 : : : : Changes from: January 8, 2019 : : 660 500 0 -390 -50 0 575 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 45.1 1.8 3.0 15.6 1.0 6.5 0.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 12, 2019