Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 20,135 : : Positions : : 6,867 13,509 1,768 24 568 309 1,617 495 8,151 1,560 1,059 : : : : Changes from: January 29, 2019 : : -3,035 3,754 -457 24 164 0 -7,390 0 172 161 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 67.1 8.8 0.1 2.8 1.5 8.0 2.5 40.5 7.7 5.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 11 11 4 . . . . . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 33,239 : : Positions : : 17,516 17,292 0 6,131 4,991 5,526 418 994 1,311 264 2,120 : : : : Changes from: January 29, 2019 : : -3,427 -2,736 0 -1,085 -1,038 -458 227 -823 -69 -66 -1,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 52.0 0.0 18.4 15.0 16.6 1.3 3.0 3.9 0.8 6.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 21 0 . . . 4 7 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 45,425 : : Positions : : 27,574 41,437 9,164 0 2,165 350 742 281 5,000 50 750 : : : : Changes from: January 29, 2019 : : -1,032 -7 929 0 -136 25 -16 36 -25 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 91.2 20.2 0.0 4.8 0.8 1.6 0.6 11.0 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 22,750 : : Positions : : 16,157 18,263 0 2,269 1,443 0 225 0 4,675 75 475 : : : : Changes from: January 29, 2019 : : -921 -920 0 -276 281 0 25 -25 -250 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 80.3 0.0 10.0 6.3 0.0 1.0 0.0 20.5 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 151,678 : : Positions : : 131,990 108,002 1,587 31,523 3,151 3,190 1,291 4,115 4,411 521 3,010 : : : : Changes from: January 29, 2019 : : -3,520 -1,917 226 -120 -874 1,795 -1,086 255 -1,776 -37 557 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 71.2 1.0 20.8 2.1 2.1 0.9 2.7 2.9 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 33 . . 4 5 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 56,468 : : Positions : : 48,021 39,340 3,977 7,175 3,413 175 5,168 307 150 775 225 : : : : Changes from: January 29, 2019 : : 1,015 -8 -25 1,197 -265 25 100 -150 25 -225 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 69.7 7.0 12.7 6.0 0.3 9.2 0.5 0.3 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 59,994 : : Positions : : 37,081 46,634 7,628 5,000 3,900 10,375 550 25 0 3,043 727 : : : : Changes from: January 29, 2019 : : -375 2,170 -706 -1,860 1,495 1,825 -100 25 0 615 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 77.7 12.7 8.3 6.5 17.3 0.9 0.0 0.0 5.1 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 82,348 : : Positions : : 45,927 49,821 2,950 18,462 7,443 21,741 975 900 0 2,021 2,655 : : : : Changes from: January 29, 2019 : : 151 1,802 -1,528 -2,855 1,795 776 -335 690 0 603 1,183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 60.5 3.6 22.4 9.0 26.4 1.2 1.1 0.0 2.5 3.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . . . 6 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 80,372 : : Positions : : 58,843 58,102 14,783 20,928 263 2,020 105 10 2,892 0 840 : : : : Changes from: January 29, 2019 : : -2,969 -3,143 -795 -930 -5 -55 5 10 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 72.3 18.4 26.0 0.3 2.5 0.1 0.0 3.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 113,735 : : Positions : : 80,377 74,194 24,870 37,951 611 2,630 65 25 3,596 0 800 : : : : Changes from: January 29, 2019 : : -3,686 -3,303 -869 -1,420 0 285 -35 25 -460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 65.2 21.9 33.4 0.5 2.3 0.1 0.0 3.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 24 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 45,428 : : Positions : : 33,288 43,208 10,055 0 1,805 0 0 0 75 170 65 : : : : Changes from: January 29, 2019 : : 2,043 2,093 110 0 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.1 22.1 0.0 4.0 0.0 0.0 0.0 0.2 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 24,811 : : Positions : : 21,574 20,078 0 2,197 2,445 0 0 0 332 30 45 : : : : Changes from: January 29, 2019 : : -1,055 -1,039 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 80.9 0.0 8.9 9.9 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 February 5, 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 13,300 : : Positions : : 7,920 12,650 3,680 0 350 0 0 300 1,050 0 0 : : : : Changes from: January 29, 2019 : : 635 4,475 3,290 0 50 0 -300 300 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 95.1 27.7 0.0 2.6 0.0 0.0 2.3 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 . 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 69,713 : : Positions : : 48,240 40,776 4,441 12,748 7,991 812 149 763 3,849 3,931 3,349 : : : : Changes from: January 29, 2019 : : 6,616 2,330 619 3,959 -478 -68 27 325 113 720 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 58.5 6.4 18.3 11.5 1.2 0.2 1.1 5.5 5.6 4.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 . . . 6 . 5 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 16,166 : : Positions : : 10,300 9,940 702 1,596 2,644 10 0 300 1,550 1,060 350 : : : : Changes from: January 29, 2019 : : 4,645 785 -2,494 996 2,494 -290 0 300 -100 100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 61.5 4.3 9.9 16.4 0.1 0.0 1.9 9.6 6.6 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 59,694 : : Positions : : 46,682 55,821 8,911 0 3,395 50 0 0 495 100 120 : : : : Changes from: January 29, 2019 : : 2,514 1,266 -1,264 0 150 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 93.5 14.9 0.0 5.7 0.1 0.0 0.0 0.8 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 37,390 : : Positions : : 32,913 25,126 600 11,223 474 2,462 90 10 184 254 205 : : : : Changes from: January 29, 2019 : : -1,674 -358 0 -1,472 180 -273 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 67.2 1.6 30.0 1.3 6.6 0.2 0.0 0.5 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 66,722 : : Positions : : 54,448 59,672 6,025 4,665 1,790 350 0 0 3,619 250 7 : : : : Changes from: January 29, 2019 : : -2,990 -3,597 -611 -185 0 50 0 0 -306 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 89.4 9.0 7.0 2.7 0.5 0.0 0.0 5.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 70,849 : : Positions : : 57,116 60,641 6,646 6,183 2,260 50 0 0 4,014 1,750 10 : : : : Changes from: January 29, 2019 : : -3,441 -4,164 -523 70 -70 50 0 0 -255 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.6 9.4 8.7 3.2 0.1 0.0 0.0 5.7 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 93,570 : : Positions : : 76,550 84,946 13,026 4,262 2,757 0 377 150 25 273 100 : : : : Changes from: January 29, 2019 : : -251 -1,527 -895 161 -11 0 347 50 0 1 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 90.8 13.9 4.6 2.9 0.0 0.4 0.2 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 119,243 : : Positions : : 98,032 105,471 15,131 5,216 3,374 300 3,210 0 606 884 916 : : : : Changes from: January 29, 2019 : : -996 -2,175 -501 176 -15 300 430 -91 -241 421 -703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 88.5 12.7 4.4 2.8 0.3 2.7 0.0 0.5 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 27 . 4 4 . 5 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 52,100 : : Positions : : 42,600 45,285 4,980 0 4,020 0 175 0 0 375 50 : : : : Changes from: January 29, 2019 : : 825 -1,220 -275 0 600 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.9 9.6 0.0 7.7 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 February 5, 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 51,436 : : Positions : : 41,473 45,836 3,755 1,429 2,995 1,125 0 350 300 594 124 : : : : Changes from: January 29, 2019 : : -370 -363 55 -87 -2 -150 0 0 0 71 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 89.1 7.3 2.8 5.8 2.2 0.0 0.7 0.6 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 56,236 : : Positions : : 29,928 50,933 1,563 795 3,518 20,226 0 0 0 728 52 : : : : Changes from: January 29, 2019 : : -1,521 -4,076 -137 203 -451 -2,020 0 0 0 122 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 90.6 2.8 1.4 6.3 36.0 0.0 0.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . . . 5 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 33,543 : : Positions : : 19,470 32,953 13,232 0 243 185 0 280 0 0 0 : : : : Changes from: January 29, 2019 : : -537 -1,351 -761 0 8 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 98.2 39.4 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 : : 14 12 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 30,200 : : Positions : : 19,700 29,858 10,083 0 212 0 0 0 0 0 0 : : : : Changes from: January 29, 2019 : : -670 -1,215 -750 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 98.9 33.4 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 30,164 : : Positions : : 26,684 27,754 2,079 325 737 95 663 0 427 660 0 : : : : Changes from: January 29, 2019 : : -3,238 -2,252 161 -45 -200 -25 58 0 427 -461 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 92.0 6.9 1.1 2.4 0.3 2.2 0.0 1.4 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 22,556 : : Positions : : 18,972 21,981 3,028 0 160 0 300 100 0 0 0 : : : : Changes from: January 29, 2019 : : -720 -829 -134 0 0 0 105 -105 -80 -65 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 97.5 13.4 0.0 0.7 0.0 1.3 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 45,041 : : Positions : : 38,269 31,405 4,428 10,583 426 453 1,307 895 235 200 200 : : : : Changes from: January 29, 2019 : : -964 -593 -19 -384 32 328 256 -580 -121 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 69.7 9.8 23.5 0.9 1.0 2.9 2.0 0.5 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 37,104 : : Positions : : 31,898 24,121 3,431 12,058 504 786 40 190 0 175 0 : : : : Changes from: January 29, 2019 : : -1,550 -1,080 167 -262 -23 -286 0 0 0 -20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 65.0 9.2 32.5 1.4 2.1 0.1 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 15,198 : : Positions : : 10,725 11,315 1,926 2,430 1,453 356 0 0 575 0 0 : : : : Changes from: January 29, 2019 : : -800 -835 -105 -374 -70 -241 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 74.5 12.7 16.0 9.6 2.3 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 February 5, 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 18,181 : : Positions : : 9,736 16,466 3,194 0 1,240 0 125 50 3,661 0 300 : : : : Changes from: January 29, 2019 : : -890 -925 -60 0 -50 0 -175 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 90.6 17.6 0.0 6.8 0.0 0.7 0.3 20.1 0.0 1.7 : : : : 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 February 5, 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 19,494 : : Positions : : 11,049 16,999 3,351 0 1,035 0 825 50 3,424 0 585 : : : : Changes from: January 29, 2019 : : -975 -750 -85 0 -25 0 -175 0 135 0 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 87.2 17.2 0.0 5.3 0.0 4.2 0.3 17.6 0.0 3.0 : : : : 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 February 5, 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 22,177 : : Positions : : 9,075 11,165 8,655 7,459 125 50 0 0 3,545 2,905 440 : : : : Changes from: January 29, 2019 : : -928 -875 -495 -854 0 -50 0 0 -215 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 50.3 39.0 33.6 0.6 0.2 0.0 0.0 16.0 13.1 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 21,050 : : Positions : : 8,016 10,150 8,368 7,429 125 50 0 0 3,760 2,855 440 : : : : Changes from: January 29, 2019 : : -842 -550 -365 -854 0 -50 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 48.2 39.8 35.3 0.6 0.2 0.0 0.0 17.9 13.6 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 51,912 : : Positions : : 33,993 44,702 7,887 0 3,750 600 225 150 2,635 365 2,695 : : : : Changes from: January 29, 2019 : : -2,157 -2,213 -280 0 -25 0 -350 0 -100 15 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 86.1 15.2 0.0 7.2 1.2 0.4 0.3 5.1 0.7 5.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 51,345 : : Positions : : 34,362 44,437 7,617 0 3,173 600 225 150 2,995 1,115 2,220 : : : : Changes from: January 29, 2019 : : -2,489 -2,301 -124 0 -106 0 -350 0 -10 15 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 86.5 14.8 0.0 6.2 1.2 0.4 0.3 5.8 2.2 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 February 5, 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 125,202 : : Positions : : 98,305 87,927 12,945 17,884 1,997 1,405 885 100 10,286 16,319 50 : : : : Changes from: January 29, 2019 : : -5,449 -8,920 -1,495 3,820 -1,083 -405 -80 -25 1,470 -703 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 70.2 10.3 14.3 1.6 1.1 0.7 0.1 8.2 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 22 . 4 . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 129,123 : : Positions : : 102,513 85,152 15,650 22,710 1,554 20 1,270 770 7,563 16,870 737 : : : : Changes from: January 29, 2019 : : -6,057 -9,458 -1,700 3,110 -1,292 -325 185 10 798 -995 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 65.9 12.1 17.6 1.2 0.0 1.0 0.6 5.9 13.1 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 25 . 4 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 289,663 : : Positions : : 183,871 196,448 39,883 27,367 18,110 10,532 18,544 16,004 13,739 5,913 6,777 : : : : Changes from: January 29, 2019 : : 13 -9,538 -6,582 -1,904 -217 -545 2,019 1,112 -1,847 509 457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 67.8 13.8 9.4 6.3 3.6 6.4 5.5 4.7 2.0 2.3 : : : : Number of Traders in Each Category Total Traders: 80 : : 36 38 . . 4 8 9 11 9 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 24,836 : : Positions : : 12,761 24,556 6,555 0 0 715 0 10 4,695 190 80 : : : : Changes from: January 29, 2019 : : -477 -2,362 -940 0 0 -215 0 -10 -740 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 98.9 26.4 0.0 0.0 2.9 0.0 0.0 18.9 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 23,856 : : Positions : : 11,765 22,321 6,947 0 0 225 1,325 0 4,748 70 140 : : : : Changes from: January 29, 2019 : : -391 -2,152 -897 0 0 -225 -175 0 -793 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 93.6 29.1 0.0 0.0 0.9 5.6 0.0 19.9 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 19,202 : : Positions : : 5,695 9,752 10,302 4,355 445 475 2,515 225 450 300 0 : : : : Changes from: January 29, 2019 : : -25 0 -275 -300 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 50.8 53.7 22.7 2.3 2.5 13.1 1.2 2.3 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 February 5, 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 65,606 : : Positions : : 25,809 23,181 20,393 24,735 140 3,740 5,675 2,105 4,335 0 1,455 : : : : Changes from: January 29, 2019 : : -5 55 50 -85 0 60 0 -35 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 35.3 31.1 37.7 0.2 5.7 8.7 3.2 6.6 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 February 5, 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 64,706 : : Positions : : 25,777 22,426 19,670 25,360 175 4,570 5,675 2,160 3,920 0 1,285 : : : : Changes from: January 29, 2019 : : -10 50 50 -55 0 60 0 -35 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 34.7 30.4 39.2 0.3 7.1 8.8 3.3 6.1 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 February 5, 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 22,490 : : Positions : : 13,066 6,585 3,119 0 1,037 150 6,025 350 0 4,050 420 : : : : Changes from: January 29, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 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 February 5, 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 22,235 : : Positions : : 12,426 6,635 3,514 0 942 150 6,025 350 0 3,750 420 : : : : Changes from: January 29, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 29.8 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 February 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 27,865 : : Positions : : 13,940 4,985 0 15,470 105 2,575 600 1,425 3,675 320 760 : : : : Changes from: January 29, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 17.9 0.0 55.5 0.4 9.2 2.2 5.1 13.2 1.1 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 31,591 : : Positions : : 10,586 23,181 3,477 3,405 385 11,450 655 0 2,200 0 0 : : : : Changes from: January 29, 2019 : : 100 100 0 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 73.4 11.0 10.8 1.2 36.2 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 February 5, 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 5,860 410 9,950 655 0 2,100 0 0 : : : : Changes from: January 29, 2019 : : 0 0 0 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 64.2 11.0 19.4 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 February 5, 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 35,110 : : Positions : : 12,615 28,720 7,910 0 155 3,825 650 155 5,150 350 1,715 : : : : Changes from: January 29, 2019 : : 75 110 -75 0 0 375 0 0 -265 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 81.8 22.5 0.0 0.4 10.9 1.9 0.4 14.7 1.0 4.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 33,315 : : Positions : : 11,255 28,150 7,655 0 120 3,450 650 155 6,220 0 1,015 : : : : Changes from: January 29, 2019 : : 110 415 -75 0 0 450 0 0 -70 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 84.5 23.0 0.0 0.4 10.4 2.0 0.5 18.7 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 8 . 0 . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 12,735 : : Positions : : 9,070 3,650 1,225 4,850 50 25 1,395 65 0 745 760 : : : : Changes from: January 29, 2019 : : 735 85 0 550 0 0 -50 0 0 150 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 28.7 9.6 38.1 0.4 0.2 11.0 0.5 0.0 5.9 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 February 5, 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 11,875 : : Positions : : 8,175 3,225 1,525 4,500 0 25 1,375 65 0 885 575 : : : : Changes from: January 29, 2019 : : 400 50 0 250 0 0 -50 0 0 150 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 27.2 12.8 37.9 0.0 0.2 11.6 0.5 0.0 7.5 4.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 50,710 : : Positions : : 31,080 19,225 0 5,340 2,440 1,275 14,660 970 7,540 1,280 3,530 : : : : Changes from: January 29, 2019 : : -560 415 0 -1,850 175 0 750 -30 1,075 1,200 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 37.9 0.0 10.5 4.8 2.5 28.9 1.9 14.9 2.5 7.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 50,795 : : Positions : : 31,065 18,405 0 6,090 2,415 825 14,660 1,145 7,985 1,280 3,425 : : : : Changes from: January 29, 2019 : : -550 575 0 -1,850 150 0 750 -30 1,305 1,200 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 36.2 0.0 12.0 4.8 1.6 28.9 2.3 15.7 2.5 6.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 51,018 : : Positions : : 28,485 14,785 0 19,660 1,117 14,660 325 320 4,245 12,860 50 : : : : Changes from: January 29, 2019 : : 2,655 950 0 3,610 752 -50 0 0 2,265 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 29.0 0.0 38.5 2.2 28.7 0.6 0.6 8.3 25.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,687 : : Positions : : 25,205 16,125 0 16,630 907 14,185 325 365 3,775 10,325 50 : : : : Changes from: January 29, 2019 : : 2,645 950 0 3,275 732 -200 0 0 1,915 135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 34.5 0.0 35.6 1.9 30.4 0.7 0.8 8.1 22.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 130,822 : : Positions : : 57,483 94,753 30,211 0 4,076 3,624 1,180 7,835 10,280 4,680 3,555 : : : : Changes from: January 29, 2019 : : 7,130 8,550 2,960 0 1,176 -50 250 100 2,110 2,750 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 72.4 23.1 0.0 3.1 2.8 0.9 6.0 7.9 3.6 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 120,237 : : Positions : : 50,425 85,875 30,723 0 4,435 4,567 425 7,152 4,950 3,452 5,265 : : : : Changes from: January 29, 2019 : : 2,230 7,360 6,327 0 1,205 -150 75 225 1,290 1,652 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 71.4 25.6 0.0 3.7 3.8 0.4 5.9 4.1 2.9 4.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 32,775 : : Positions : : 11,275 17,330 15,525 6,805 650 1,720 2,940 2,340 0 1,630 0 : : : : Changes from: January 29, 2019 : : 1,250 300 1,000 1,305 -85 -460 240 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 52.9 47.4 20.8 2.0 5.2 9.0 7.1 0.0 5.0 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 February 5, 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 26,050 : : Positions : : 7,965 13,525 13,940 5,395 165 1,070 2,870 1,955 0 1,200 0 : : : : Changes from: January 29, 2019 : : 600 300 0 -45 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 51.9 53.5 20.7 0.6 4.1 11.0 7.5 0.0 4.6 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 February 5, 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 23,930 : : Positions : : 7,380 12,590 0 8,100 2,000 13,250 0 255 0 0 0 : : : : Changes from: January 29, 2019 : : -600 0 0 300 0 730 -270 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 52.6 0.0 33.8 8.4 55.4 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 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 63,668 : : Positions : : 39,728 29,428 2,970 4,940 7,960 0 9,705 525 995 0 0 : : : : Changes from: January 29, 2019 : : 3,180 -1,120 -1,280 2,485 -95 0 725 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 46.2 4.7 7.8 12.5 0.0 15.2 0.8 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 February 5, 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 52,825 : : Positions : : 26,790 20,115 860 4,275 8,365 475 4,500 180 525 0 0 : : : : Changes from: January 29, 2019 : : 3,270 570 -1,265 1,350 900 0 125 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 38.1 1.6 8.1 15.8 0.9 8.5 0.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 22, 2019