Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 21,811 : : Positions : : 7,547 14,858 1,942 24 592 309 1,700 543 8,601 1,475 1,329 : : : : Changes from: February 12, 2019 : : 331 465 52 0 11 0 103 0 65 -80 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 68.1 8.9 0.1 2.7 1.4 7.8 2.5 39.4 6.8 6.1 : : : : 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 19, 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 35,673 : : Positions : : 18,656 18,451 0 6,546 5,160 5,331 432 1,276 2,248 298 2,534 : : : : Changes from: February 12, 2019 : : 405 -219 0 169 86 -14 10 -99 367 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 51.7 0.0 18.4 14.5 14.9 1.2 3.6 6.3 0.8 7.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 21 0 . . 5 . 6 7 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 48,640 : : Positions : : 28,691 44,598 10,913 0 2,049 400 1,095 497 5,600 50 350 : : : : Changes from: February 12, 2019 : : 188 641 274 0 -4 25 -54 63 100 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 91.7 22.4 0.0 4.2 0.8 2.3 1.0 11.5 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 24,001 : : Positions : : 17,983 20,036 0 1,244 1,468 0 428 0 3,850 125 700 : : : : Changes from: February 12, 2019 : : 1,075 425 0 225 -150 0 100 0 -250 75 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 83.5 0.0 5.2 6.1 0.0 1.8 0.0 16.0 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 151,865 : : Positions : : 129,835 106,706 961 32,932 3,575 7,805 1,056 3,580 2,841 911 3,040 : : : : Changes from: February 12, 2019 : : -3,624 -4,639 -320 1,355 261 2,015 -240 15 -1,205 390 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 70.3 0.6 21.7 2.4 5.1 0.7 2.4 1.9 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 34 . . 4 5 . 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 54,725 : : Positions : : 47,164 37,667 4,840 8,764 2,384 0 4,483 87 75 1,275 50 : : : : Changes from: February 12, 2019 : : 499 273 -250 292 111 -75 -415 -64 50 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 68.8 8.8 16.0 4.4 0.0 8.2 0.2 0.1 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . . 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 65,542 : : Positions : : 39,435 48,057 6,952 7,500 2,795 15,290 550 0 0 5,598 932 : : : : Changes from: February 12, 2019 : : 565 -236 -386 300 600 940 0 -25 0 1,055 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 73.3 10.6 11.4 4.3 23.3 0.8 0.0 0.0 8.5 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 84,254 : : Positions : : 47,532 49,569 2,148 20,415 6,765 24,274 1,050 935 0 3,221 2,235 : : : : Changes from: February 12, 2019 : : 322 -293 -167 868 -238 1,300 -25 0 0 900 -720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 58.8 2.5 24.2 8.0 28.8 1.2 1.1 0.0 3.8 2.7 : : : : 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 19, 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 80,756 : : Positions : : 59,318 58,277 14,758 21,007 263 2,020 255 10 2,842 0 820 : : : : Changes from: February 12, 2019 : : -105 -155 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 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 19, 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 114,189 : : Positions : : 80,886 74,383 24,845 38,016 611 2,470 80 185 3,546 0 820 : : : : Changes from: February 12, 2019 : : -122 -192 -50 -10 0 -10 15 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 65.1 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 19, 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 45,178 : : Positions : : 33,548 43,358 9,975 0 1,455 0 0 0 75 50 0 : : : : Changes from: February 12, 2019 : : 1,475 1,235 -225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 96.0 22.1 0.0 3.2 0.0 0.0 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 22,478 : : Positions : : 19,287 18,705 524 1,767 1,941 0 0 0 316 0 45 : : : : Changes from: February 12, 2019 : : 155 5 0 325 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.2 2.3 7.9 8.6 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 19, 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 13,130 : : Positions : : 7,775 12,480 3,680 0 350 500 0 300 525 0 0 : : : : Changes from: February 12, 2019 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 95.0 28.0 0.0 2.7 3.8 0.0 2.3 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 69,935 : : Positions : : 49,189 41,138 3,731 11,271 8,378 760 126 1,207 3,997 5,387 2,410 : : : : Changes from: February 12, 2019 : : 1,998 1,943 -287 111 289 23 2 -8 355 49 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 58.8 5.3 16.1 12.0 1.1 0.2 1.7 5.7 7.7 3.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 27 . . . 7 . 6 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 16,446 : : Positions : : 11,885 9,675 0 2,545 2,345 10 150 300 1,300 855 300 : : : : Changes from: February 12, 2019 : : 1,850 1,745 -151 149 151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 58.8 0.0 15.5 14.3 0.1 0.9 1.8 7.9 5.2 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 57,737 : : Positions : : 45,180 54,354 9,036 0 2,960 50 0 0 365 50 120 : : : : Changes from: February 12, 2019 : : 1,185 935 -250 0 235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 94.1 15.7 0.0 5.1 0.1 0.0 0.0 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 36,408 : : Positions : : 31,340 24,742 500 10,090 1,269 2,252 60 35 50 74 75 : : : : Changes from: February 12, 2019 : : 78 78 0 255 125 -15 0 15 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 68.0 1.4 27.7 3.5 6.2 0.2 0.1 0.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 68,322 : : Positions : : 55,743 61,847 6,450 4,090 1,790 225 0 0 3,619 250 7 : : : : Changes from: February 12, 2019 : : 690 1,215 0 -500 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 90.5 9.4 6.0 2.6 0.3 0.0 0.0 5.3 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 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 73,385 : : Positions : : 58,917 63,697 6,896 5,568 2,360 225 0 0 4,104 1,750 10 : : : : Changes from: February 12, 2019 : : 671 1,196 0 -500 100 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 86.8 9.4 7.6 3.2 0.3 0.0 0.0 5.6 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 19, 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 88,605 : : Positions : : 71,746 81,564 13,473 3,233 2,798 0 247 335 0 302 125 : : : : Changes from: February 12, 2019 : : 939 1,111 190 50 0 0 -175 185 -25 129 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 92.1 15.2 3.6 3.2 0.0 0.3 0.4 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 111,735 : : Positions : : 91,059 98,785 15,054 4,015 3,753 290 3,302 10 550 1,045 808 : : : : Changes from: February 12, 2019 : : 670 390 -27 -78 111 -10 208 10 -88 40 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 88.4 13.5 3.6 3.4 0.3 3.0 0.0 0.5 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 . . . . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 12, 2019 : : 0 0 0 0 0 0 0 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 19, 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 54,382 : : Positions : : 43,428 50,831 5,655 4 2,396 1,100 0 350 300 589 129 : : : : Changes from: February 12, 2019 : : 750 1,680 600 -350 -464 -25 0 0 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 93.5 10.4 0.0 4.4 2.0 0.0 0.6 0.6 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 57,305 : : Positions : : 29,631 53,635 3,780 0 2,700 20,166 0 0 0 668 77 : : : : Changes from: February 12, 2019 : : 311 1,179 787 -137 -738 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 93.6 6.6 0.0 4.7 35.2 0.0 0.0 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 22 . 0 . 4 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 33,906 : : Positions : : 19,998 33,206 13,012 0 293 185 50 280 0 0 0 : : : : Changes from: February 12, 2019 : : 376 371 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 97.9 38.4 0.0 0.9 0.5 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 19, 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 30,055 : : Positions : : 20,010 29,733 9,768 0 192 0 0 0 0 0 0 : : : : Changes from: February 12, 2019 : : 270 115 -35 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 98.9 32.5 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 30,162 : : Positions : : 26,401 27,712 2,356 325 732 95 678 0 427 700 0 : : : : Changes from: February 12, 2019 : : -163 -38 162 0 -5 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 91.9 7.8 1.1 2.4 0.3 2.2 0.0 1.4 2.3 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 19, 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 22,897 : : Positions : : 19,509 22,347 3,011 0 160 0 275 100 0 0 0 : : : : Changes from: February 12, 2019 : : 465 371 -120 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 97.6 13.2 0.0 0.7 0.0 1.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 46,705 : : Positions : : 39,355 32,907 4,877 11,068 271 457 1,291 895 490 50 210 : : : : Changes from: February 12, 2019 : : 855 933 10 125 -20 -90 -41 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 70.5 10.4 23.7 0.6 1.0 2.8 1.9 1.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,633 : : Positions : : 32,731 25,746 3,818 12,253 163 1,061 0 290 275 175 0 : : : : Changes from: February 12, 2019 : : 875 1,040 70 95 -124 -35 0 60 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 66.6 9.9 31.7 0.4 2.7 0.0 0.8 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 15,646 : : Positions : : 10,855 11,958 1,926 1,930 1,758 469 0 0 475 0 0 : : : : Changes from: February 12, 2019 : : 50 50 0 75 0 50 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 76.4 12.3 12.3 11.2 3.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 18,451 : : Positions : : 9,806 16,636 3,194 0 1,240 0 225 50 3,861 0 300 : : : : Changes from: February 12, 2019 : : -130 470 0 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 90.2 17.3 0.0 6.7 0.0 1.2 0.3 20.9 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 19,564 : : Positions : : 11,119 16,969 3,351 0 1,035 0 925 50 3,424 0 585 : : : : Changes from: February 12, 2019 : : -130 470 0 0 0 0 0 0 600 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 86.7 17.1 0.0 5.3 0.0 4.7 0.3 17.5 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 19, 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 22,054 : : Positions : : 9,440 11,090 8,625 7,379 125 50 0 0 2,905 2,805 610 : : : : Changes from: February 12, 2019 : : 25 -275 -130 -100 0 0 0 0 -400 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 50.3 39.1 33.5 0.6 0.2 0.0 0.0 13.2 12.7 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 20,865 : : Positions : : 8,261 10,075 8,368 7,349 125 50 0 0 3,240 2,755 525 : : : : Changes from: February 12, 2019 : : 25 -275 -100 -100 0 0 0 0 -400 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 48.3 40.1 35.2 0.6 0.2 0.0 0.0 15.5 13.2 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 53,517 : : Positions : : 35,438 45,952 7,887 0 3,750 600 225 150 2,735 670 2,755 : : : : Changes from: February 12, 2019 : : 995 700 0 0 0 0 0 0 0 305 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 85.9 14.7 0.0 7.0 1.1 0.4 0.3 5.1 1.3 5.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 52,990 : : Positions : : 35,812 45,687 7,612 0 3,173 600 225 150 3,095 1,420 2,320 : : : : Changes from: February 12, 2019 : : 995 700 0 0 0 0 0 0 0 305 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 86.2 14.4 0.0 6.0 1.1 0.4 0.3 5.8 2.7 4.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 131,458 : : Positions : : 103,626 94,108 12,945 17,464 2,437 1,480 860 425 10,381 16,074 50 : : : : Changes from: February 12, 2019 : : 660 465 0 15 115 0 0 300 195 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 71.6 9.8 13.3 1.9 1.1 0.7 0.3 7.9 12.2 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 19, 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 136,495 : : Positions : : 108,640 92,429 15,600 22,245 1,979 20 1,570 1,170 8,158 16,305 737 : : : : Changes from: February 12, 2019 : : 1,560 1,395 0 -15 98 0 0 300 195 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 67.7 11.4 16.3 1.4 0.0 1.2 0.9 6.0 11.9 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . 4 . . 4 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 296,873 : : Positions : : 191,357 199,711 36,536 26,424 19,765 10,257 13,478 20,008 9,398 8,344 8,952 : : : : Changes from: February 12, 2019 : : 5,996 566 -3,944 -88 892 178 -1,761 2,187 -1,613 1,900 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 67.3 12.3 8.9 6.7 3.5 4.5 6.7 3.2 2.8 3.0 : : : : Number of Traders in Each Category Total Traders: 82 : : 36 39 . . 4 8 9 10 10 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 26,866 : : Positions : : 13,161 26,556 6,855 0 0 715 0 10 5,895 90 210 : : : : Changes from: February 12, 2019 : : 300 800 300 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 98.8 25.5 0.0 0.0 2.7 0.0 0.0 21.9 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 19, 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 25,891 : : Positions : : 12,200 24,356 7,247 0 0 225 1,325 0 5,978 0 210 : : : : Changes from: February 12, 2019 : : 335 835 300 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 94.1 28.0 0.0 0.0 0.9 5.1 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 19, 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 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 63,379 : : Positions : : 25,960 21,579 20,863 23,860 140 4,095 5,440 2,105 365 0 2,015 : : : : Changes from: February 12, 2019 : : -90 -155 895 -450 0 0 0 0 -1,650 0 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 34.0 32.9 37.6 0.2 6.5 8.6 3.3 0.6 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 63,036 : : Positions : : 26,157 20,681 20,320 24,455 175 4,775 5,440 2,160 0 210 2,155 : : : : Changes from: February 12, 2019 : : -70 -375 895 -450 0 0 0 0 -1,440 210 510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 32.8 32.2 38.8 0.3 7.6 8.6 3.4 0.0 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 22,540 : : Positions : : 12,581 6,135 3,100 161 1,736 0 6,555 265 0 3,155 670 : : : : Changes from: February 12, 2019 : : 60 -45 251 161 439 -45 1,005 -5 0 -855 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 27.2 13.8 0.7 7.7 0.0 29.1 1.2 0.0 14.0 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 22,320 : : Positions : : 12,076 6,145 3,134 0 1,902 0 6,555 265 0 2,830 670 : : : : Changes from: February 12, 2019 : : 60 -45 90 0 600 -45 1,005 -5 0 -855 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 27.5 14.0 0.0 8.5 0.0 29.4 1.2 0.0 12.7 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 0 . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 31,599 : : Positions : : 11,049 23,854 2,727 2,655 960 10,830 0 125 2,150 0 0 : : : : Changes from: February 12, 2019 : : 35 755 0 0 0 720 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 75.5 8.6 8.4 3.0 34.3 0.0 0.4 6.8 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 19, 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 30,507 : : Positions : : 10,752 20,233 2,675 5,135 1,010 9,840 0 125 2,100 0 0 : : : : Changes from: February 12, 2019 : : 35 755 0 0 0 720 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 66.3 8.8 16.8 3.3 32.3 0.0 0.4 6.9 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 19, 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 31,365 : : Positions : : 11,735 26,215 6,540 0 155 4,300 165 115 3,910 325 1,270 : : : : Changes from: February 12, 2019 : : 50 50 0 0 0 0 0 0 -25 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 83.6 20.9 0.0 0.5 13.7 0.5 0.4 12.5 1.0 4.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 30,015 : : Positions : : 10,435 25,785 6,415 0 120 3,975 165 115 4,905 0 845 : : : : Changes from: February 12, 2019 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 85.9 21.4 0.0 0.4 13.2 0.5 0.4 16.3 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 8 . 0 . 4 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 14,660 : : Positions : : 10,690 3,925 1,250 4,280 25 0 4,395 45 400 45 495 : : : : Changes from: February 12, 2019 : : 770 -50 0 50 0 0 770 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 26.8 8.5 29.2 0.2 0.0 30.0 0.3 2.7 0.3 3.4 : : : : 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 19, 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 14,000 : : Positions : : 9,845 3,680 1,400 3,880 0 0 4,385 45 500 45 485 : : : : Changes from: February 12, 2019 : : 770 -50 0 50 0 0 770 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 26.3 10.0 27.7 0.0 0.0 31.3 0.3 3.6 0.3 3.5 : : : : 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 19, 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 51,430 : : Positions : : 29,480 18,985 0 5,745 1,745 740 16,105 930 11,300 1,265 2,450 : : : : Changes from: February 12, 2019 : : 50 -25 0 1,000 -165 0 225 0 1,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 36.9 0.0 11.2 3.4 1.4 31.3 1.8 22.0 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 19, 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 51,275 : : Positions : : 29,510 18,320 0 6,255 1,745 190 16,105 1,105 11,705 1,265 2,205 : : : : Changes from: February 12, 2019 : : 30 -45 0 1,000 -90 0 225 0 1,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 35.7 0.0 12.2 3.4 0.4 31.4 2.2 22.8 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 19, 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 56,470 : : Positions : : 32,445 19,685 0 17,490 1,117 14,805 50 1,325 3,965 14,220 460 : : : : Changes from: February 12, 2019 : : 130 -170 0 -150 0 -375 -200 200 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 34.9 0.0 31.0 2.0 26.2 0.1 2.3 7.0 25.2 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 19, 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 52,056 : : Positions : : 29,025 20,890 0 15,130 907 14,655 50 1,350 3,495 11,335 460 : : : : Changes from: February 12, 2019 : : 0 0 0 -150 0 -75 -200 200 0 275 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 40.1 0.0 29.1 1.7 28.2 0.1 2.6 6.7 21.8 0.9 : : : : 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 19, 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 129,145 : : Positions : : 59,483 93,673 25,706 0 3,342 4,029 1,175 6,050 11,840 5,845 3,250 : : : : Changes from: February 12, 2019 : : -370 350 -345 0 225 1,145 -425 -345 -180 325 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 72.5 19.9 0.0 2.6 3.1 0.9 4.7 9.2 4.5 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 121,946 : : Positions : : 54,705 88,775 28,968 0 3,095 4,168 285 5,976 6,115 4,617 4,675 : : : : Changes from: February 12, 2019 : : -175 295 -295 0 30 995 -275 -365 -180 325 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 72.8 23.8 0.0 2.5 3.4 0.2 4.9 5.0 3.8 3.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 34,940 : : Positions : : 12,545 16,855 16,570 7,740 720 1,720 4,930 1,850 0 1,440 0 : : : : Changes from: February 12, 2019 : : 0 900 1,200 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 48.2 47.4 22.2 2.1 4.9 14.1 5.3 0.0 4.1 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 19, 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 29,195 : : Positions : : 10,060 13,740 14,030 7,075 225 1,170 3,275 2,700 0 1,200 0 : : : : Changes from: February 12, 2019 : : 850 950 0 600 0 0 -735 735 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 47.1 48.1 24.2 0.8 4.0 11.2 9.2 0.0 4.1 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 19, 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 27,180 : : Positions : : 6,570 16,245 0 8,555 1,680 18,105 0 0 0 0 0 : : : : Changes from: February 12, 2019 : : 0 3,000 0 0 0 3,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 59.8 0.0 31.5 6.2 66.6 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 19, 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 22,050 : : Positions : : 8,640 14,280 0 6,030 1,260 11,845 0 75 0 0 0 : : : : Changes from: February 12, 2019 : : 0 3,000 0 0 0 3,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 64.8 0.0 27.3 5.7 53.7 0.0 0.3 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 19, 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 65,893 : : Positions : : 41,548 27,213 3,210 6,410 7,675 0 11,920 825 595 0 0 : : : : Changes from: February 12, 2019 : : 3,530 -320 -240 1,510 -1,250 0 2,100 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 41.3 4.9 9.7 11.6 0.0 18.1 1.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 19, 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 54,540 : : Positions : : 31,670 19,335 0 5,035 7,580 450 8,640 40 375 0 0 : : : : Changes from: February 12, 2019 : : 3,180 -555 -395 205 -505 0 3,135 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 35.5 0.0 9.2 13.9 0.8 15.8 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 01, 2019