Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 23,278 : : Positions : : 9,902 9,755 2,225 0 404 309 9,007 495 7,979 1,399 1,002 : : : : Changes from: January 22, 2019 : : -453 -845 -431 -1 -128 10 -910 -45 -1,262 -357 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 41.9 9.6 0.0 1.7 1.3 38.7 2.1 34.3 6.0 4.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 11 5 0 . . . . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 40,609 : : Positions : : 20,943 20,028 0 7,216 6,030 5,984 191 1,817 1,380 330 4,017 : : : : Changes from: January 22, 2019 : : 796 1,353 0 231 132 42 150 175 867 -15 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 49.3 0.0 17.8 14.8 14.7 0.5 4.5 3.4 0.8 9.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 0 4 . 6 . 7 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 45,722 : : Positions : : 28,606 41,444 8,236 0 2,301 325 758 245 5,025 50 925 : : : : Changes from: January 22, 2019 : : 772 885 348 0 153 0 215 23 -25 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 90.6 18.0 0.0 5.0 0.7 1.7 0.5 11.0 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 23,640 : : Positions : : 17,078 19,183 0 2,545 1,162 0 200 25 4,925 75 450 : : : : Changes from: January 22, 2019 : : 334 240 0 -275 138 -25 200 25 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 81.1 0.0 10.8 4.9 0.0 0.8 0.1 20.8 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 155,026 : : Positions : : 135,510 109,919 1,361 31,643 4,025 1,395 2,377 3,860 6,187 558 2,453 : : : : Changes from: January 22, 2019 : : 3,531 4,339 110 1,905 349 795 -540 615 1,265 20 -590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 70.9 0.9 20.4 2.6 0.9 1.5 2.5 4.0 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 35 . . 4 4 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 55,693 : : Positions : : 47,006 39,348 4,002 5,978 3,678 150 5,067 457 125 1,000 150 : : : : Changes from: January 22, 2019 : : 1,972 1,526 459 672 53 -25 183 -42 50 75 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 70.7 7.2 10.7 6.6 0.3 9.1 0.8 0.2 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 57,419 : : Positions : : 37,456 44,464 8,334 6,860 2,405 8,550 650 0 0 2,428 502 : : : : Changes from: January 22, 2019 : : 1,942 1,076 -310 -255 555 1,350 0 0 0 2,170 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 77.4 14.5 11.9 4.2 14.9 1.1 0.0 0.0 4.2 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 79,439 : : Positions : : 45,776 48,019 4,478 21,317 5,648 20,965 1,310 210 0 1,418 1,472 : : : : Changes from: January 22, 2019 : : 1,643 1,025 -254 -245 335 1,555 120 0 -752 1,418 527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 60.4 5.6 26.8 7.1 26.4 1.6 0.3 0.0 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . . . 5 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 84,443 : : Positions : : 61,812 61,245 15,578 21,858 268 2,075 100 0 3,102 0 840 : : : : Changes from: January 22, 2019 : : 2,717 5,841 2,400 829 43 1,200 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 72.5 18.4 25.9 0.3 2.5 0.1 0.0 3.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 6,100 : : Positions : : 4,750 4,350 750 1,400 0 600 0 0 0 0 0 : : : : Changes from: January 22, 2019 : : -2,650 -2,350 550 900 -50 450 -50 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 71.3 12.3 23.0 0.0 9.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 118,472 : : Positions : : 84,063 77,497 25,739 39,371 611 2,345 100 0 4,056 0 800 : : : : Changes from: January 22, 2019 : : 2,882 5,931 2,400 740 -210 1,200 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 65.4 21.7 33.2 0.5 2.0 0.1 0.0 3.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 24 . . 4 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 43,320 : : Positions : : 31,245 41,115 9,945 0 1,850 0 0 0 75 170 65 : : : : Changes from: January 22, 2019 : : 165 400 325 0 -25 0 0 0 -20 70 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 94.9 23.0 0.0 4.3 0.0 0.0 0.0 0.2 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 25,866 : : Positions : : 22,629 21,117 0 2,197 2,445 0 0 0 332 30 45 : : : : Changes from: January 22, 2019 : : -85 -162 0 170 -50 0 0 0 5 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 81.6 0.0 8.5 9.5 0.0 0.0 0.0 1.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 8,775 : : Positions : : 7,285 8,175 390 0 300 0 300 0 800 0 0 : : : : Changes from: January 22, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 93.2 4.4 0.0 3.4 0.0 3.4 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 62,712 : : Positions : : 41,624 38,445 3,822 8,789 8,469 880 122 438 3,736 3,211 3,229 : : : : Changes from: January 22, 2019 : : 742 876 623 -86 -237 376 -4 22 -206 790 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 61.3 6.1 14.0 13.5 1.4 0.2 0.7 6.0 5.1 5.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 28 . . . 5 . . 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 11,561 : : Positions : : 5,655 9,155 3,196 600 150 300 0 0 1,650 960 300 : : : : Changes from: January 22, 2019 : : 240 540 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 79.2 27.6 5.2 1.3 2.6 0.0 0.0 14.3 8.3 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 58,213 : : Positions : : 44,168 54,555 10,175 0 3,245 0 0 0 495 100 120 : : : : Changes from: January 22, 2019 : : 338 598 250 0 50 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 93.7 17.5 0.0 5.6 0.0 0.0 0.0 0.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 39,027 : : Positions : : 34,587 25,484 600 12,695 294 2,735 90 0 184 254 205 : : : : Changes from: January 22, 2019 : : 54 619 0 -135 240 389 0 0 -19 -75 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 65.3 1.5 32.5 0.8 7.0 0.2 0.0 0.5 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 23 . . . 5 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 70,554 : : Positions : : 57,438 63,269 6,636 4,850 1,790 300 0 0 3,925 300 7 : : : : Changes from: January 22, 2019 : : 1,630 1,440 50 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 89.7 9.4 6.9 2.5 0.4 0.0 0.0 5.6 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 29, 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 75,063 : : Positions : : 60,557 64,805 7,169 6,113 2,330 0 0 0 4,269 1,800 10 : : : : Changes from: January 22, 2019 : : 872 1,072 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.3 9.6 8.1 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 29, 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 93,846 : : Positions : : 76,801 86,473 13,921 4,101 2,768 0 30 100 25 272 101 : : : : Changes from: January 22, 2019 : : -4,279 2,119 4,874 -1,694 419 0 30 100 -40 94 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 92.1 14.8 4.4 2.9 0.0 0.0 0.1 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 121,052 : : Positions : : 99,028 107,646 15,632 5,040 3,388 0 2,780 91 847 464 1,619 : : : : Changes from: January 22, 2019 : : -4,307 1,460 5,280 -1,499 517 0 573 20 -413 -3 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 88.9 12.9 4.2 2.8 0.0 2.3 0.1 0.7 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 27 . 4 4 0 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 50,500 : : Positions : : 41,775 46,505 5,255 0 3,420 0 150 0 0 375 50 : : : : Changes from: January 22, 2019 : : 0 450 525 0 -75 0 75 0 -50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 92.1 10.4 0.0 6.8 0.0 0.3 0.0 0.0 0.7 0.1 : : : : 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 29, 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 51,893 : : Positions : : 41,843 46,199 3,700 1,516 2,997 1,275 0 350 300 523 195 : : : : Changes from: January 22, 2019 : : 196 370 -165 -352 198 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 89.0 7.1 2.9 5.8 2.5 0.0 0.7 0.6 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 60,314 : : Positions : : 31,449 55,009 1,700 592 3,969 22,246 0 0 0 606 75 : : : : Changes from: January 22, 2019 : : 425 1,020 -715 -891 426 200 0 0 0 -150 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 91.2 2.8 1.0 6.6 36.9 0.0 0.0 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 . . . 5 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 34,886 : : Positions : : 20,007 34,304 13,993 0 235 225 0 280 0 0 0 : : : : Changes from: January 22, 2019 : : 112 10 -118 0 85 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 98.3 40.1 0.0 0.7 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 29, 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 31,405 : : Positions : : 20,370 31,073 10,833 0 192 0 0 0 0 0 0 : : : : Changes from: January 22, 2019 : : 115 -112 -167 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 98.9 34.5 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,064 : : Positions : : 29,922 30,006 1,918 370 937 120 605 0 0 1,121 0 : : : : Changes from: January 22, 2019 : : 187 -63 176 0 4 0 0 0 0 425 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 90.8 5.8 1.1 2.8 0.4 1.8 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 20 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 23,540 : : Positions : : 19,692 22,810 3,162 0 160 0 195 205 80 65 100 : : : : Changes from: January 22, 2019 : : 580 840 369 0 0 0 0 0 -110 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 96.9 13.4 0.0 0.7 0.0 0.8 0.9 0.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 46,395 : : Positions : : 39,233 31,998 4,447 10,967 394 125 1,051 1,475 356 230 200 : : : : Changes from: January 22, 2019 : : 497 254 15 49 3 125 277 61 0 50 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 69.0 9.6 23.6 0.8 0.3 2.3 3.2 0.8 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 38,526 : : Positions : : 33,448 25,201 3,264 12,320 527 1,072 40 190 0 195 5 : : : : Changes from: January 22, 2019 : : 305 172 17 -10 0 -100 40 100 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 65.4 8.5 32.0 1.4 2.8 0.1 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 16,477 : : Positions : : 11,525 12,150 2,031 2,804 1,523 597 0 0 625 0 0 : : : : Changes from: January 22, 2019 : : 465 140 50 375 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 73.7 12.3 17.0 9.2 3.6 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 19,331 : : Positions : : 10,626 17,391 3,254 0 1,290 0 300 50 3,811 0 300 : : : : Changes from: January 22, 2019 : : 600 1,300 100 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 90.0 16.8 0.0 6.7 0.0 1.6 0.3 19.7 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 20,604 : : Positions : : 12,024 17,749 3,436 0 1,060 0 1,000 50 3,289 0 745 : : : : Changes from: January 22, 2019 : : 600 1,400 200 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 86.1 16.7 0.0 5.1 0.0 4.9 0.2 16.0 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 23,907 : : Positions : : 10,003 12,040 9,150 8,313 125 100 0 0 3,760 2,905 440 : : : : Changes from: January 22, 2019 : : 191 -100 0 0 0 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 50.4 38.3 34.8 0.5 0.4 0.0 0.0 15.7 12.2 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 22,474 : : Positions : : 8,858 10,700 8,733 8,283 125 100 0 0 3,890 2,855 440 : : : : Changes from: January 22, 2019 : : 199 -25 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 47.6 38.9 36.9 0.6 0.4 0.0 0.0 17.3 12.7 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 54,380 : : Positions : : 36,150 46,915 8,167 0 3,775 600 575 150 2,735 350 2,575 : : : : Changes from: January 22, 2019 : : 3,350 975 -465 0 600 0 0 0 -1,860 50 825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 86.3 15.0 0.0 6.9 1.1 1.1 0.3 5.0 0.6 4.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 54,207 : : Positions : : 36,851 46,738 7,741 0 3,279 600 575 150 3,005 1,100 2,325 : : : : Changes from: January 22, 2019 : : 3,350 975 -525 0 587 0 0 0 -1,800 50 575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 86.2 14.3 0.0 6.0 1.1 1.1 0.3 5.5 2.0 4.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 132,248 : : Positions : : 103,754 96,847 14,440 14,064 3,080 1,810 965 125 8,816 17,022 95 : : : : Changes from: January 22, 2019 : : 4,294 3,780 0 860 -95 0 0 0 136 -210 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 73.2 10.9 10.6 2.3 1.4 0.7 0.1 6.7 12.9 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 22 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 137,331 : : Positions : : 108,570 94,610 17,350 19,600 2,846 345 1,085 760 6,765 17,865 495 : : : : Changes from: January 22, 2019 : : 3,734 3,265 0 785 -210 -5 0 5 50 -200 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 68.9 12.6 14.3 2.1 0.3 0.8 0.6 4.9 13.0 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 26 . 5 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 297,162 : : Positions : : 183,857 205,986 46,465 29,271 18,327 11,077 16,525 14,892 15,586 5,404 6,320 : : : : Changes from: January 22, 2019 : : 5,913 5,763 -1,578 -817 1,095 984 146 111 944 1,076 419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 69.3 15.6 9.9 6.2 3.7 5.6 5.0 5.2 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 80 : : 38 38 . . 4 9 5 12 9 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 27,223 : : Positions : : 13,238 26,918 7,495 0 0 930 0 20 5,435 205 80 : : : : Changes from: January 22, 2019 : : 0 950 300 0 0 0 0 0 650 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 98.9 27.5 0.0 0.0 3.4 0.0 0.1 20.0 0.8 0.3 : : : : 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 29, 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 26,183 : : Positions : : 12,156 24,473 7,844 0 0 450 1,500 0 5,541 55 155 : : : : Changes from: January 22, 2019 : : 0 950 300 0 0 0 0 0 650 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 93.5 30.0 0.0 0.0 1.7 5.7 0.0 21.2 0.2 0.6 : : : : 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 29, 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 18,787 : : Positions : : 5,720 9,752 10,577 4,655 245 475 2,515 225 450 300 0 : : : : Changes from: January 22, 2019 : : -250 -350 0 -25 0 0 125 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 51.9 56.3 24.8 1.3 2.5 13.4 1.2 2.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 65,581 : : Positions : : 25,814 23,126 20,343 24,820 140 3,680 5,675 2,140 4,435 0 1,455 : : : : Changes from: January 22, 2019 : : 540 1,460 1,765 765 0 2,320 0 -305 -2,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 35.3 31.0 37.8 0.2 5.6 8.7 3.3 6.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 64,661 : : Positions : : 25,787 22,376 19,620 25,415 175 4,510 5,675 2,195 4,020 0 1,285 : : : : Changes from: January 22, 2019 : : 505 1,420 1,760 765 0 2,320 0 -310 -2,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 34.6 30.3 39.3 0.3 7.0 8.8 3.4 6.2 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 22,465 : : Positions : : 13,066 6,585 3,119 0 1,037 150 6,025 350 0 4,050 420 : : : : Changes from: January 22, 2019 : : 0 1,225 -600 0 252 0 -25 0 0 -1,800 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 29.3 13.9 0.0 4.6 0.7 26.8 1.6 0.0 18.0 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 22,210 : : Positions : : 12,426 6,635 3,514 0 942 150 6,025 350 0 3,750 420 : : : : Changes from: January 22, 2019 : : 0 1,225 -600 0 264 0 -25 0 0 -1,800 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 29.9 15.8 0.0 4.2 0.7 27.1 1.6 0.0 16.9 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 31,441 : : Positions : : 10,486 23,081 3,477 3,630 385 11,450 655 0 2,200 0 0 : : : : Changes from: January 22, 2019 : : 0 0 0 75 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 73.4 11.1 11.5 1.2 36.4 2.1 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 30,182 : : Positions : : 10,682 19,388 3,315 6,085 410 9,950 655 0 2,100 0 0 : : : : Changes from: January 22, 2019 : : 0 0 0 75 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 64.2 11.0 20.2 1.4 33.0 2.2 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 34,705 : : Positions : : 12,540 28,610 7,985 0 155 3,450 650 155 5,415 350 1,690 : : : : Changes from: January 22, 2019 : : -25 150 0 0 0 0 -75 75 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 82.4 23.0 0.0 0.4 9.9 1.9 0.4 15.6 1.0 4.9 : : : : 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 29, 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 32,705 : : Positions : : 11,145 27,735 7,730 0 120 3,000 650 155 6,290 0 990 : : : : Changes from: January 22, 2019 : : -25 150 0 0 0 0 -75 75 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 84.8 23.6 0.0 0.4 9.2 2.0 0.5 19.2 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 8 . 0 . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 11,955 : : Positions : : 8,335 3,565 1,225 4,300 50 25 1,445 65 0 595 715 : : : : Changes from: January 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 29.8 10.2 36.0 0.4 0.2 12.1 0.5 0.0 5.0 6.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 11,415 : : Positions : : 7,775 3,175 1,525 4,250 0 25 1,425 65 0 735 515 : : : : Changes from: January 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 27.8 13.4 37.2 0.0 0.2 12.5 0.6 0.0 6.4 4.5 : : : : 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 29, 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 48,870 : : Positions : : 31,640 18,810 0 7,190 2,265 1,275 13,910 1,000 6,465 80 3,600 : : : : Changes from: January 22, 2019 : : 175 970 0 -650 -50 0 200 0 345 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 38.5 0.0 14.7 4.6 2.6 28.5 2.0 13.2 0.2 7.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 48,730 : : Positions : : 31,615 17,830 0 7,940 2,265 825 13,910 1,175 6,680 80 3,410 : : : : Changes from: January 22, 2019 : : 175 995 0 -650 -50 0 200 0 370 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 36.6 0.0 16.3 4.6 1.7 28.5 2.4 13.7 0.2 7.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 47,350 : : Positions : : 25,830 13,835 0 16,050 365 14,710 325 320 1,980 12,550 50 : : : : Changes from: January 22, 2019 : : 510 1,710 0 -2,100 190 0 0 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 29.2 0.0 33.9 0.8 31.1 0.7 0.7 4.2 26.5 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 29, 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 42,875 : : Positions : : 22,560 15,175 0 13,355 175 14,385 325 365 1,860 10,190 50 : : : : Changes from: January 22, 2019 : : 510 1,710 0 -2,100 0 0 0 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 35.4 0.0 31.1 0.4 33.6 0.8 0.9 4.3 23.8 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 29, 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 116,397 : : Positions : : 50,353 86,203 27,251 0 2,900 3,674 930 7,735 8,170 1,930 3,230 : : : : Changes from: January 22, 2019 : : 3,676 2,126 -410 0 -125 200 100 -25 -1,240 0 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 74.1 23.4 0.0 2.5 3.2 0.8 6.6 7.0 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 . 0 . . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 108,011 : : Positions : : 48,195 78,515 24,396 0 3,230 4,717 350 6,927 3,660 1,800 4,930 : : : : Changes from: January 22, 2019 : : 3,535 2,035 -410 0 -125 175 75 0 -1,190 0 620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 72.7 22.6 0.0 3.0 4.4 0.3 6.4 3.4 1.7 4.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 25 . 0 . . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 30,945 : : Positions : : 10,025 17,030 14,525 5,500 735 2,180 2,700 2,270 0 1,630 0 : : : : Changes from: January 22, 2019 : : -120 120 495 30 -40 -225 0 350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 55.0 46.9 17.8 2.4 7.0 8.7 7.3 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 25,450 : : Positions : : 7,365 13,225 13,940 5,440 165 1,070 2,570 1,955 0 1,200 0 : : : : Changes from: January 22, 2019 : : -50 145 495 5 0 -175 50 550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 52.0 54.8 21.4 0.6 4.2 10.1 7.7 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 23,650 : : Positions : : 7,980 12,590 0 7,800 2,000 12,520 270 105 0 0 0 : : : : Changes from: January 22, 2019 : : 0 120 0 705 120 650 -175 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 53.2 0.0 33.0 8.5 52.9 1.1 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 61,058 : : Positions : : 36,548 30,548 4,250 2,455 8,055 0 8,980 525 995 0 0 : : : : Changes from: January 22, 2019 : : 2,118 68 30 1,450 -160 0 600 50 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 50.0 7.0 4.0 13.2 0.0 14.7 0.9 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 29, 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 49,325 : : Positions : : 23,520 19,545 2,125 2,925 7,465 475 4,375 180 425 0 0 : : : : Changes from: January 22, 2019 : : -185 -1,525 1,250 2,090 115 0 500 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 39.6 4.3 5.9 15.1 1.0 8.9 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 19, 2019