Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 21,068 : : Positions : : 7,216 14,393 1,890 24 581 309 1,597 543 8,536 1,555 1,048 : : : : Changes from: February 5, 2019 : : 349 884 122 0 13 0 -20 48 385 -5 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 68.3 9.0 0.1 2.8 1.5 7.6 2.6 40.5 7.4 5.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 11 11 4 . 4 . . . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 35,240 : : Positions : : 18,251 18,671 0 6,377 5,074 5,345 422 1,375 1,882 248 2,534 : : : : Changes from: February 5, 2019 : : 735 1,379 0 246 83 -181 3 381 570 -16 414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 53.0 0.0 18.1 14.4 15.2 1.2 3.9 5.3 0.7 7.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 22 0 . . 5 . 7 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 48,044 : : Positions : : 28,503 43,957 10,639 0 2,054 375 1,149 434 5,500 50 400 : : : : Changes from: February 5, 2019 : : 928 2,521 1,475 0 -111 25 407 153 500 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 91.5 22.1 0.0 4.3 0.8 2.4 0.9 11.4 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . 0 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 23,176 : : Positions : : 16,908 19,611 0 1,019 1,618 0 328 0 4,100 50 550 : : : : Changes from: February 5, 2019 : : 751 1,348 0 -1,250 175 0 103 0 -575 -25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.6 0.0 4.4 7.0 0.0 1.4 0.0 17.7 0.2 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 154,808 : : Positions : : 133,459 111,345 1,281 31,577 3,314 5,790 1,296 3,565 4,046 521 3,125 : : : : Changes from: February 5, 2019 : : 1,469 3,343 -306 54 163 2,600 5 -550 -365 0 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 71.9 0.8 20.4 2.1 3.7 0.8 2.3 2.6 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 33 . . . 5 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 54,479 : : Positions : : 46,664 37,395 5,090 8,472 2,274 75 4,898 151 25 1,200 75 : : : : Changes from: February 5, 2019 : : -1,356 -1,945 1,113 1,296 -1,140 -100 -270 -156 -125 425 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 68.6 9.3 15.6 4.2 0.1 9.0 0.3 0.0 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 63,943 : : Positions : : 38,870 48,293 7,338 7,200 2,195 14,350 550 25 0 4,543 1,027 : : : : Changes from: February 5, 2019 : : 1,789 1,659 -290 2,200 -1,705 3,975 0 0 0 1,500 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 75.5 11.5 11.3 3.4 22.4 0.9 0.0 0.0 7.1 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 83,762 : : Positions : : 47,210 49,862 2,315 19,547 7,003 22,974 1,075 935 0 2,321 2,955 : : : : Changes from: February 5, 2019 : : 1,283 41 -635 1,085 -440 1,233 100 35 0 300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 59.5 2.8 23.3 8.4 27.4 1.3 1.1 0.0 2.8 3.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 25 . . . 7 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 80,911 : : Positions : : 59,423 58,432 14,808 21,007 263 2,020 255 10 2,842 0 820 : : : : Changes from: February 5, 2019 : : 580 330 25 79 0 0 150 0 -50 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 72.2 18.3 26.0 0.3 2.5 0.3 0.0 3.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 114,361 : : Positions : : 81,008 74,575 24,895 38,026 611 2,480 65 175 3,546 0 820 : : : : Changes from: February 5, 2019 : : 631 381 25 75 0 -150 0 150 -50 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 65.2 21.8 33.3 0.5 2.2 0.1 0.2 3.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 24 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 43,943 : : Positions : : 32,073 42,123 10,200 0 1,455 0 0 0 75 50 0 : : : : Changes from: February 5, 2019 : : -1,215 -1,085 145 0 -350 0 0 0 0 -120 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 95.9 23.2 0.0 3.3 0.0 0.0 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 22,163 : : Positions : : 19,132 18,700 524 1,442 1,966 0 0 0 316 0 45 : : : : Changes from: February 5, 2019 : : -2,442 -1,378 524 -755 -479 0 0 0 -16 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 84.4 2.4 6.5 8.9 0.0 0.0 0.0 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 12,830 : : Positions : : 7,475 12,180 3,680 0 350 500 0 300 525 0 0 : : : : Changes from: February 5, 2019 : : -445 -470 0 0 0 500 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 94.9 28.7 0.0 2.7 3.9 0.0 2.3 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 67,403 : : Positions : : 47,192 39,195 4,018 11,159 8,090 737 124 1,215 3,642 5,339 2,270 : : : : Changes from: February 5, 2019 : : -1,048 -1,580 -423 -1,589 99 -75 -25 452 -207 1,407 -1,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 58.2 6.0 16.6 12.0 1.1 0.2 1.8 5.4 7.9 3.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 27 . . . 7 . 6 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 14,646 : : Positions : : 10,035 7,930 151 2,396 2,194 10 150 300 1,300 855 300 : : : : Changes from: February 5, 2019 : : -265 -2,010 -551 800 -450 0 150 0 -250 -205 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 54.1 1.0 16.4 15.0 0.1 1.0 2.0 8.9 5.8 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 56,567 : : Positions : : 43,995 53,419 9,286 0 2,725 50 0 0 365 50 120 : : : : Changes from: February 5, 2019 : : -2,687 -2,402 375 0 -670 0 0 0 -130 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 94.4 16.4 0.0 4.8 0.1 0.0 0.0 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 35,965 : : Positions : : 31,262 24,664 500 9,835 1,144 2,267 60 20 50 104 75 : : : : Changes from: February 5, 2019 : : -1,651 -462 -100 -1,388 670 -195 -30 10 -134 -150 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 68.6 1.4 27.3 3.2 6.3 0.2 0.1 0.1 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 22 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 67,607 : : Positions : : 55,053 60,632 6,450 4,590 1,790 200 0 0 3,619 250 7 : : : : Changes from: February 5, 2019 : : 605 960 425 -75 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 89.7 9.5 6.8 2.6 0.3 0.0 0.0 5.4 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 February 12, 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 72,589 : : Positions : : 58,246 62,501 6,896 6,068 2,260 200 0 0 4,104 1,750 10 : : : : Changes from: February 5, 2019 : : 1,130 1,860 250 -115 0 150 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 86.1 9.5 8.4 3.1 0.3 0.0 0.0 5.7 2.4 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 12, 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 87,280 : : Positions : : 70,807 80,453 13,283 3,183 2,798 0 422 150 25 173 100 : : : : Changes from: February 5, 2019 : : -5,743 -4,493 257 -1,079 41 0 45 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 92.2 15.2 3.6 3.2 0.0 0.5 0.2 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 110,905 : : Positions : : 90,389 98,395 15,081 4,093 3,642 300 3,094 0 638 1,005 650 : : : : Changes from: February 5, 2019 : : -7,643 -7,076 -50 -1,122 269 0 -116 0 32 121 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 88.7 13.6 3.7 3.3 0.3 2.8 0.0 0.6 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 27 . 4 . . 5 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 49,270 : : Positions : : 40,660 44,700 4,540 0 4,020 0 125 0 0 375 50 : : : : Changes from: February 5, 2019 : : -1,940 -585 -440 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 90.7 9.2 0.0 8.2 0.0 0.3 0.0 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 53,516 : : Positions : : 42,678 49,151 5,055 354 2,860 1,125 0 350 300 594 124 : : : : Changes from: February 5, 2019 : : 1,205 3,315 1,300 -1,075 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 91.8 9.4 0.7 5.3 2.1 0.0 0.7 0.6 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 57,004 : : Positions : : 29,320 52,456 2,993 137 3,438 20,226 0 0 0 668 77 : : : : Changes from: February 5, 2019 : : -608 1,523 1,430 -658 -80 0 0 0 0 -60 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 92.0 5.3 0.2 6.0 35.5 0.0 0.0 0.0 1.2 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 12, 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 33,525 : : Positions : : 19,622 32,835 13,012 0 293 185 50 280 0 0 0 : : : : Changes from: February 5, 2019 : : 152 -118 -220 0 50 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 97.9 38.8 0.0 0.9 0.6 0.1 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 29,960 : : Positions : : 19,740 29,618 9,803 0 212 0 0 0 0 0 0 : : : : Changes from: February 5, 2019 : : 40 -240 -280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 98.9 32.7 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 12, 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 30,155 : : Positions : : 26,564 27,750 2,194 325 737 95 678 0 427 650 0 : : : : Changes from: February 5, 2019 : : -120 -4 115 0 0 0 15 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 92.0 7.3 1.1 2.4 0.3 2.2 0.0 1.4 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 20 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 22,551 : : Positions : : 19,044 21,976 3,131 0 160 0 300 100 0 0 0 : : : : Changes from: February 5, 2019 : : 72 -5 103 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 97.5 13.9 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 : : 15 18 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 45,730 : : Positions : : 38,500 31,974 4,867 10,943 291 547 1,332 895 265 50 210 : : : : Changes from: February 5, 2019 : : 231 569 439 360 -135 94 25 0 30 -150 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 69.9 10.6 23.9 0.6 1.2 2.9 2.0 0.6 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 37,562 : : Positions : : 31,856 24,706 3,748 12,158 287 1,096 0 230 50 175 0 : : : : Changes from: February 5, 2019 : : -42 585 317 100 -217 310 -40 40 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 65.8 10.0 32.4 0.8 2.9 0.0 0.6 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 15,521 : : Positions : : 10,805 11,908 1,926 1,855 1,758 419 0 0 450 0 0 : : : : Changes from: February 5, 2019 : : 80 593 0 -575 305 63 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 76.7 12.4 12.0 11.3 2.7 0.0 0.0 2.9 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 12, 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 17,981 : : Positions : : 9,936 16,166 3,194 0 1,240 0 225 50 3,261 0 300 : : : : Changes from: February 5, 2019 : : 200 -300 0 0 0 0 100 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 89.9 17.8 0.0 6.9 0.0 1.3 0.3 18.1 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 12, 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 19,144 : : Positions : : 11,249 16,499 3,351 0 1,035 0 925 50 2,824 0 635 : : : : Changes from: February 5, 2019 : : 200 -500 0 0 0 0 100 0 -600 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 86.2 17.5 0.0 5.4 0.0 4.8 0.3 14.8 0.0 3.3 : : : : 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 12, 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 22,550 : : Positions : : 9,415 11,365 8,755 7,479 125 50 0 0 3,305 2,905 610 : : : : Changes from: February 5, 2019 : : 340 200 100 20 0 0 0 0 -240 0 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 50.4 38.8 33.2 0.6 0.2 0.0 0.0 14.7 12.9 2.7 : : : : 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 12, 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 21,340 : : Positions : : 8,236 10,350 8,468 7,449 125 50 0 0 3,640 2,855 525 : : : : Changes from: February 5, 2019 : : 220 200 100 20 0 0 0 0 -120 0 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 48.5 39.7 34.9 0.6 0.2 0.0 0.0 17.1 13.4 2.5 : : : : 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 12, 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 52,422 : : Positions : : 34,443 45,252 7,887 0 3,750 600 225 150 2,735 365 2,655 : : : : Changes from: February 5, 2019 : : 450 550 0 0 0 0 0 0 100 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 86.3 15.0 0.0 7.2 1.1 0.4 0.3 5.2 0.7 5.1 : : : : 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 12, 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 51,895 : : Positions : : 34,817 44,987 7,612 0 3,173 600 225 150 3,095 1,115 2,220 : : : : Changes from: February 5, 2019 : : 455 550 -5 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 86.7 14.7 0.0 6.1 1.2 0.4 0.3 6.0 2.1 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 12, 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 130,188 : : Positions : : 102,966 93,643 12,945 17,449 2,322 1,480 860 125 10,186 15,699 50 : : : : Changes from: February 5, 2019 : : 4,661 5,716 0 -435 325 75 -25 25 -100 -620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 71.9 9.9 13.4 1.8 1.1 0.7 0.1 7.8 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 22 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 134,342 : : Positions : : 107,080 91,034 15,600 22,260 1,881 20 1,570 870 7,963 15,930 737 : : : : Changes from: February 5, 2019 : : 4,567 5,882 -50 -450 327 0 300 100 400 -940 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.8 11.6 16.6 1.4 0.0 1.2 0.6 5.9 11.9 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . 4 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 293,091 : : Positions : : 185,361 199,145 40,480 26,512 18,873 10,079 15,239 17,821 11,011 6,444 8,866 : : : : Changes from: February 5, 2019 : : 1,490 2,697 597 -854 763 -453 -3,305 1,817 -2,728 531 2,089 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 67.9 13.8 9.0 6.4 3.4 5.2 6.1 3.8 2.2 3.0 : : : : Number of Traders in Each Category Total Traders: 82 : : 36 38 4 . 4 8 8 10 11 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 26,066 : : Positions : : 12,861 25,756 6,555 0 0 715 0 10 5,695 90 210 : : : : Changes from: February 5, 2019 : : 100 1,200 0 0 0 0 0 0 1,000 -100 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 98.8 25.1 0.0 0.0 2.7 0.0 0.0 21.8 0.3 0.8 : : : : 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 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 25,056 : : Positions : : 11,865 23,521 6,947 0 0 225 1,325 0 5,778 0 210 : : : : Changes from: February 5, 2019 : : 100 1,200 0 0 0 0 0 0 1,030 -70 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 93.9 27.7 0.0 0.0 0.9 5.3 0.0 23.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 0 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 18,501 : : Positions : : 5,160 9,511 10,401 4,205 445 500 2,295 200 225 275 0 : : : : Changes from: February 5, 2019 : : -535 -241 99 -150 0 25 -220 -25 -225 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 51.4 56.2 22.7 2.4 2.7 12.4 1.1 1.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 63,894 : : Positions : : 26,050 21,734 19,968 24,310 140 4,095 5,440 2,105 2,015 0 1,655 : : : : Changes from: February 5, 2019 : : 241 -1,447 -425 -425 0 355 -235 0 -2,320 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 34.0 31.3 38.0 0.2 6.4 8.5 3.3 3.2 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 63,216 : : Positions : : 26,227 21,056 19,425 24,905 175 4,775 5,440 2,160 1,440 0 1,645 : : : : Changes from: February 5, 2019 : : 450 -1,370 -245 -455 0 205 -235 0 -2,480 0 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 33.3 30.7 39.4 0.3 7.6 8.6 3.4 2.3 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 21,530 : : Positions : : 12,521 6,180 2,849 0 1,297 45 5,550 270 0 4,010 420 : : : : Changes from: February 5, 2019 : : -545 -405 -270 0 260 -105 -475 -80 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 28.7 13.2 0.0 6.0 0.2 25.8 1.3 0.0 18.6 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 21,310 : : Positions : : 12,016 6,190 3,044 0 1,302 45 5,550 270 0 3,685 420 : : : : Changes from: February 5, 2019 : : -410 -445 -470 0 360 -105 -475 -80 0 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 29.0 14.3 0.0 6.1 0.2 26.0 1.3 0.0 17.3 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 30,844 : : Positions : : 11,014 23,099 2,727 2,655 960 10,110 0 125 2,150 0 0 : : : : Changes from: February 5, 2019 : : 428 -82 -750 -750 575 -1,340 -655 125 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 74.9 8.8 8.6 3.1 32.8 0.0 0.4 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 14 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 29,752 : : Positions : : 10,717 19,478 2,675 5,135 1,010 9,120 0 125 2,100 0 0 : : : : Changes from: February 5, 2019 : : 35 90 -640 -725 600 -830 -655 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 65.5 9.0 17.3 3.4 30.7 0.0 0.4 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 12 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 31,315 : : Positions : : 11,685 26,165 6,540 0 155 4,300 165 115 3,935 350 1,245 : : : : Changes from: February 5, 2019 : : -930 -2,555 -1,370 0 0 475 -485 -40 -1,215 0 -470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 83.6 20.9 0.0 0.5 13.7 0.5 0.4 12.6 1.1 4.0 : : : : 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 12, 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 29,965 : : Positions : : 10,385 25,735 6,415 0 120 3,975 165 115 4,905 0 845 : : : : Changes from: February 5, 2019 : : -870 -2,415 -1,240 0 0 525 -485 -40 -1,315 0 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 85.9 21.4 0.0 0.4 13.3 0.6 0.4 16.4 0.0 2.8 : : : : 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 12, 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 13,910 : : Positions : : 9,920 3,975 1,250 4,230 25 0 3,625 45 400 45 495 : : : : Changes from: February 5, 2019 : : 850 325 25 -620 -25 -25 2,230 -20 400 -700 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 28.6 9.0 30.4 0.2 0.0 26.1 0.3 2.9 0.3 3.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 13,250 : : Positions : : 9,075 3,730 1,400 3,830 0 0 3,615 45 500 45 485 : : : : Changes from: February 5, 2019 : : 900 505 -125 -670 0 -25 2,240 -20 500 -840 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 28.2 10.6 28.9 0.0 0.0 27.3 0.3 3.8 0.3 3.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . 0 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 50,835 : : Positions : : 29,430 19,010 0 4,745 1,910 740 15,880 930 10,150 1,265 2,450 : : : : Changes from: February 5, 2019 : : -1,650 -215 0 -595 -530 -535 1,220 -40 2,610 -15 -1,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 37.4 0.0 9.3 3.8 1.5 31.2 1.8 20.0 2.5 4.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 50,700 : : Positions : : 29,480 18,365 0 5,255 1,835 190 15,880 1,105 10,555 1,265 2,205 : : : : Changes from: February 5, 2019 : : -1,585 -40 0 -835 -580 -635 1,220 -40 2,570 -15 -1,220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 36.2 0.0 10.4 3.6 0.4 31.3 2.2 20.8 2.5 4.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 56,415 : : Positions : : 32,315 19,855 0 17,640 1,117 15,180 250 1,125 3,965 13,945 460 : : : : Changes from: February 5, 2019 : : 3,830 5,070 0 -2,020 0 520 -75 805 -280 1,085 410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 35.2 0.0 31.3 2.0 26.9 0.4 2.0 7.0 24.7 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 51,941 : : Positions : : 29,025 20,890 0 15,280 907 14,730 250 1,150 3,495 11,060 570 : : : : Changes from: February 5, 2019 : : 3,820 4,765 0 -1,350 0 545 -75 785 -280 735 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 40.2 0.0 29.4 1.7 28.4 0.5 2.2 6.7 21.3 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 128,415 : : Positions : : 59,853 93,323 26,051 0 3,117 2,884 1,600 6,395 12,020 5,520 3,050 : : : : Changes from: February 5, 2019 : : 2,370 -1,430 -4,160 0 -959 -740 420 -1,440 1,740 840 -505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 72.7 20.3 0.0 2.4 2.2 1.2 5.0 9.4 4.3 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 121,336 : : Positions : : 54,880 88,480 29,263 0 3,065 3,173 560 6,341 6,295 4,292 4,475 : : : : Changes from: February 5, 2019 : : 4,455 2,605 -1,460 0 -1,370 -1,394 135 -811 1,345 840 -790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 72.9 24.1 0.0 2.5 2.6 0.5 5.2 5.2 3.5 3.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 33,740 : : Positions : : 12,545 15,955 15,370 7,440 720 1,720 4,930 1,850 0 1,440 0 : : : : Changes from: February 5, 2019 : : 1,270 -1,375 -155 635 70 0 1,990 -490 0 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 47.3 45.6 22.1 2.1 5.1 14.6 5.5 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 27,610 : : Positions : : 9,210 12,790 14,030 6,475 225 1,170 4,010 1,965 0 1,200 0 : : : : Changes from: February 5, 2019 : : 1,245 -735 90 1,080 60 100 1,140 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 46.3 50.8 23.5 0.8 4.2 14.5 7.1 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 24,180 : : Positions : : 6,570 13,245 0 8,555 1,680 15,105 0 0 0 0 0 : : : : Changes from: February 5, 2019 : : -810 655 0 455 -320 1,855 0 -255 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 54.8 0.0 35.4 6.9 62.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 0 . . 4 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 19,050 : : Positions : : 8,640 11,280 0 6,030 1,260 8,845 0 75 0 0 0 : : : : Changes from: February 5, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 59.2 0.0 31.7 6.6 46.4 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 62,553 : : Positions : : 38,018 27,533 3,450 4,900 8,925 0 9,820 525 595 0 0 : : : : Changes from: February 5, 2019 : : -1,710 -1,895 480 -40 965 0 115 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 44.0 5.5 7.8 14.3 0.0 15.7 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 12, 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 51,745 : : Positions : : 28,490 19,890 395 4,830 8,085 450 5,505 40 375 0 0 : : : : Changes from: February 5, 2019 : : 1,700 -225 -465 555 -280 -25 1,005 -140 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 38.4 0.8 9.3 15.6 0.9 10.6 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 26, 2019