Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 18,919 : : Positions : : 6,327 11,600 2,279 0 523 464 1,572 433 6,312 1,967 1,745 : : : : Changes from: May 7, 2019 : : 488 -32 59 0 -31 0 30 0 -189 345 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 61.3 12.0 0.0 2.8 2.5 8.3 2.3 33.4 10.4 9.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 12 5 0 4 . 4 . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 35,983 : : Positions : : 19,146 19,987 15 3,228 5,776 4,690 816 1,976 581 556 3,303 : : : : Changes from: May 7, 2019 : : 55 353 -25 -88 254 150 -21 -36 -46 -87 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 55.5 0.0 9.0 16.1 13.0 2.3 5.5 1.6 1.5 9.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 23 . . . . 5 7 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 41,924 : : Positions : : 26,199 37,517 7,357 0 2,392 420 1,300 0 5,125 285 430 : : : : Changes from: May 7, 2019 : : 98 -189 -384 0 25 0 38 0 295 160 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 89.5 17.5 0.0 5.7 1.0 3.1 0.0 12.2 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . 0 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 28,626 : : Positions : : 20,963 25,196 1,755 941 1,694 123 0 52 3,175 0 725 : : : : Changes from: May 7, 2019 : : 250 150 -150 -55 -50 98 -222 52 -325 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 88.0 6.1 3.3 5.9 0.4 0.0 0.2 11.1 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . . 0 . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 149,158 : : Positions : : 120,751 111,521 1,015 16,781 10,688 8,230 480 5,159 300 1,938 2,532 : : : : Changes from: May 7, 2019 : : 2,278 1,083 -702 877 1,118 277 -545 220 -50 380 238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.8 0.7 11.3 7.2 5.5 0.3 3.5 0.2 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 31 . . 4 5 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 58,914 : : Positions : : 47,299 39,109 5,301 8,674 4,898 913 4,321 327 75 1,450 100 : : : : Changes from: May 7, 2019 : : 965 472 -309 100 326 188 173 27 0 100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 66.4 9.0 14.7 8.3 1.5 7.3 0.6 0.1 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 . . . 4 . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 30,136 : : Positions : : 26,318 24,620 3,719 5,067 24 0 75 0 75 350 0 : : : : Changes from: May 7, 2019 : : 920 705 -175 -110 24 0 75 0 75 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 81.7 12.3 16.8 0.1 0.0 0.2 0.0 0.2 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 68,437 : : Positions : : 41,855 44,124 956 10,771 6,695 17,163 400 225 600 5,322 798 : : : : Changes from: May 7, 2019 : : 805 110 -520 -485 -445 -660 0 185 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 64.5 1.4 15.7 9.8 25.1 0.6 0.3 0.9 7.8 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 90,242 : : Positions : : 51,622 48,652 1,516 31,823 3,283 31,142 950 250 800 3,667 1,528 : : : : Changes from: May 7, 2019 : : 1,555 -127 -83 402 -1,145 -950 110 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 53.9 1.7 35.3 3.6 34.5 1.1 0.3 0.9 4.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 75,154 : : Positions : : 56,337 54,618 14,273 18,782 205 1,855 25 0 645 0 1,345 : : : : Changes from: May 7, 2019 : : 1,187 290 10 -590 0 0 0 0 -1,497 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 72.7 19.0 25.0 0.3 2.5 0.0 0.0 0.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 107,922 : : Positions : : 76,833 69,434 24,945 36,288 263 2,055 125 0 1,710 0 1,702 : : : : Changes from: May 7, 2019 : : 1,386 1,190 517 -808 0 0 0 0 -1,521 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 64.3 23.1 33.6 0.2 1.9 0.1 0.0 1.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 48,055 : : Positions : : 35,695 46,615 10,930 0 1,105 0 0 0 25 0 0 : : : : Changes from: May 7, 2019 : : 850 1,725 615 0 -60 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 97.0 22.7 0.0 2.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 24,989 : : Positions : : 21,508 20,467 520 1,826 2,356 0 300 0 50 0 0 : : : : Changes from: May 7, 2019 : : 1,755 525 -899 53 822 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 81.9 2.1 7.3 9.4 0.0 1.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 12,010 : : Positions : : 6,815 11,910 3,980 0 100 250 0 0 775 0 0 : : : : Changes from: May 7, 2019 : : -320 -170 50 0 -100 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 99.2 33.1 0.0 0.8 2.1 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 74,190 : : Positions : : 53,163 39,848 3,511 14,155 7,225 1,324 861 567 5,670 8,981 2,420 : : : : Changes from: May 7, 2019 : : -883 -1,372 0 -60 41 -275 159 -48 -178 -194 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 53.7 4.7 19.1 9.7 1.8 1.2 0.8 7.6 12.1 3.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 29 . . . 5 . 5 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 7,050 : : Positions : : 6,950 4,150 0 650 0 0 150 0 0 1,950 100 : : : : Changes from: May 7, 2019 : : -900 -1,400 0 -50 0 0 0 0 -200 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 58.9 0.0 9.2 0.0 0.0 2.1 0.0 0.0 27.7 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 0 . 0 0 . 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 18,891 : : Positions : : 17,166 11,244 50 4,006 609 150 525 0 0 1,565 600 : : : : Changes from: May 7, 2019 : : 1,895 1,810 50 129 -210 100 0 0 0 170 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 59.5 0.3 21.2 3.2 0.8 2.8 0.0 0.0 8.3 3.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 60,258 : : Positions : : 48,978 58,013 8,710 0 2,025 0 0 0 405 0 0 : : : : Changes from: May 7, 2019 : : 627 835 160 0 -470 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 96.3 14.5 0.0 3.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 36,482 : : Positions : : 31,233 23,197 229 10,052 2,053 1,300 895 80 812 0 135 : : : : Changes from: May 7, 2019 : : -2,089 -2,132 -100 -191 501 -150 315 0 305 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 63.6 0.6 27.6 5.6 3.6 2.5 0.2 2.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 68,827 : : Positions : : 57,107 64,247 4,648 535 3,545 25 0 0 3,034 200 0 : : : : Changes from: May 7, 2019 : : 2,181 2,216 20 0 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 93.3 6.8 0.8 5.2 0.0 0.0 0.0 4.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 75,684 : : Positions : : 62,377 66,039 6,368 3,210 2,490 25 0 0 3,541 3,800 60 : : : : Changes from: May 7, 2019 : : 2,463 2,133 -25 50 0 0 0 0 -55 200 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 87.3 8.4 4.2 3.3 0.0 0.0 0.0 4.7 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 93,709 : : Positions : : 76,575 85,706 10,846 3,319 2,462 513 0 647 2,255 1,175 345 : : : : Changes from: May 7, 2019 : : 1,119 1,154 0 0 0 -20 0 20 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 91.5 11.6 3.5 2.6 0.5 0.0 0.7 2.4 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 118,124 : : Positions : : 96,700 103,906 11,444 3,962 4,274 231 909 979 2,585 2,338 1,740 : : : : Changes from: May 7, 2019 : : 1,823 2,007 11 -18 20 -54 -15 4 -205 -385 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 88.0 9.7 3.4 3.6 0.2 0.8 0.8 2.2 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 29 . . . . 5 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 53,435 : : Positions : : 44,855 48,860 6,105 930 2,475 0 650 0 0 475 0 : : : : Changes from: May 7, 2019 : : 2,475 3,175 200 -750 -1,165 0 200 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 91.4 11.4 1.7 4.6 0.0 1.2 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 40,095 : : Positions : : 33,660 37,805 4,520 0 1,915 0 0 0 0 375 0 : : : : Changes from: May 7, 2019 : : 225 225 75 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 94.3 11.3 0.0 4.8 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 56,078 : : Positions : : 44,547 53,053 7,343 0 2,048 800 60 350 638 497 70 : : : : Changes from: May 7, 2019 : : -850 -999 -135 0 -168 0 0 0 -14 -25 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 94.6 13.1 0.0 3.7 1.4 0.1 0.6 1.1 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 55,003 : : Positions : : 34,653 51,627 7,920 365 1,473 8,645 0 710 714 0 635 : : : : Changes from: May 7, 2019 : : 19 -364 -376 5 -15 0 0 0 -33 -61 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 93.9 14.4 0.7 2.7 15.7 0.0 1.3 1.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 33,781 : : Positions : : 18,344 32,745 14,838 0 263 0 620 80 130 0 0 : : : : Changes from: May 7, 2019 : : 217 402 555 0 185 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 96.9 43.9 0.0 0.8 0.0 1.8 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 30,435 : : Positions : : 17,915 29,410 11,915 0 265 0 740 0 35 0 0 : : : : Changes from: May 7, 2019 : : 120 120 360 0 180 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 96.6 39.1 0.0 0.9 0.0 2.4 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 28,066 : : Positions : : 23,309 25,470 2,664 170 882 703 890 75 0 215 125 : : : : Changes from: May 7, 2019 : : 296 455 -30 0 -10 0 0 0 0 25 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 90.8 9.5 0.6 3.1 2.5 3.2 0.3 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 21,134 : : Positions : : 17,515 19,869 2,845 0 75 125 800 0 0 250 0 : : : : Changes from: May 7, 2019 : : 30 55 50 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 94.0 13.5 0.0 0.4 0.6 3.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 16 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 47,098 : : Positions : : 39,388 33,205 3,294 9,255 632 2,578 2,729 623 480 650 0 : : : : Changes from: May 7, 2019 : : 212 -906 142 274 52 321 978 53 60 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 70.5 7.0 19.7 1.3 5.5 5.8 1.3 1.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 24 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 38,063 : : Positions : : 33,088 23,720 2,130 12,888 965 1,240 160 180 0 0 0 : : : : Changes from: May 7, 2019 : : -230 -440 -300 50 185 150 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 62.3 5.6 33.9 2.5 3.3 0.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 18,386 : : Positions : : 11,031 15,935 4,744 0 2,326 125 0 25 0 100 0 : : : : Changes from: May 7, 2019 : : 400 550 0 0 25 125 0 25 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 86.7 25.8 0.0 12.7 0.7 0.0 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 14,442 : : Positions : : 10,898 12,717 1,294 205 570 0 100 0 930 100 750 : : : : Changes from: May 7, 2019 : : 906 0 0 0 0 0 0 0 -906 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.1 9.0 1.4 3.9 0.0 0.7 0.0 6.4 0.7 5.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 16,905 : : Positions : : 13,632 13,283 1,126 5 742 0 1,800 0 430 100 975 : : : : Changes from: May 7, 2019 : : 954 0 0 0 0 0 0 0 -954 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 78.6 6.7 0.0 4.4 0.0 10.6 0.0 2.5 0.6 5.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 23,263 : : Positions : : 12,326 15,585 8,910 5,142 125 0 25 0 1,025 1,635 705 : : : : Changes from: May 7, 2019 : : 2,430 1,430 -900 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 67.0 38.3 22.1 0.5 0.0 0.1 0.0 4.4 7.0 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 22,147 : : Positions : : 11,357 14,610 8,948 5,112 125 0 25 0 880 1,585 650 : : : : Changes from: May 7, 2019 : : 2,630 1,430 -925 0 0 0 0 0 -275 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 66.0 40.4 23.1 0.6 0.0 0.1 0.0 4.0 7.2 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 57,789 : : Positions : : 37,058 53,684 10,945 0 2,285 675 0 0 5,115 375 1,445 : : : : Changes from: May 7, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 92.9 18.9 0.0 4.0 1.2 0.0 0.0 8.9 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 56,825 : : Positions : : 36,668 53,150 10,834 0 1,845 675 0 0 5,565 865 955 : : : : Changes from: May 7, 2019 : : 0 0 0 0 17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 93.5 19.1 0.0 3.2 1.2 0.0 0.0 9.8 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 122,958 : : Positions : : 106,239 85,266 8,960 20,880 1,548 955 1,250 310 4,340 13,455 210 : : : : Changes from: May 7, 2019 : : 3,975 863 0 -515 375 0 0 0 -3,370 265 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 69.3 7.3 17.0 1.3 0.8 1.0 0.3 3.5 10.9 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 25 . 4 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 134,520 : : Positions : : 117,474 91,354 10,450 25,895 916 1,525 940 800 2,880 13,955 335 : : : : Changes from: May 7, 2019 : : 4,346 1,036 0 -450 150 0 -250 0 -3,445 565 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 67.9 7.8 19.2 0.7 1.1 0.7 0.6 2.1 10.4 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 25 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 337,832 : : Positions : : 210,128 228,463 27,186 9,934 44,232 10,674 13,173 26,003 9,142 6,191 9,752 : : : : Changes from: May 7, 2019 : : 3,377 4,579 -1,986 -329 2,267 896 -362 339 2,247 637 -1,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 67.6 8.0 2.9 13.1 3.2 3.9 7.7 2.7 1.8 2.9 : : : : Number of Traders in Each Category Total Traders: 84 : : 39 38 . . 4 8 10 11 10 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 21,420 : : Positions : : 13,934 20,230 2,525 695 245 530 0 0 3,845 0 230 : : : : Changes from: May 7, 2019 : : 1,165 635 0 0 0 0 0 0 -585 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 94.4 11.8 3.2 1.1 2.5 0.0 0.0 18.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 8 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 20,247 : : Positions : : 12,511 18,722 2,427 0 520 0 790 10 4,375 0 195 : : : : Changes from: May 7, 2019 : : 1,138 620 0 0 0 0 0 0 -253 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 92.5 12.0 0.0 2.6 0.0 3.9 0.0 21.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 38,504 : : Positions : : 31,006 27,354 2,180 3,095 60 0 2,925 775 0 0 0 : : : : Changes from: May 7, 2019 : : 1,520 1,950 130 0 -20 0 -200 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 71.0 5.7 8.0 0.2 0.0 7.6 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 35,397 : : Positions : : 29,202 26,580 1,930 2,980 120 0 1,740 575 0 0 0 : : : : Changes from: May 7, 2019 : : 1,210 1,440 130 0 -10 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 75.1 5.5 8.4 0.3 0.0 4.9 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 23,828 : : Positions : : 7,018 16,246 11,733 1,710 1,365 525 1,660 330 600 0 200 : : : : Changes from: May 7, 2019 : : 875 875 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 68.2 49.2 7.2 5.7 2.2 7.0 1.4 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 23,579 : : Positions : : 12,041 9,620 829 2,280 3,885 0 970 6,000 0 0 0 : : : : Changes from: May 7, 2019 : : 940 0 225 780 -121 -225 160 275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 40.8 3.5 9.7 16.5 0.0 4.1 25.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 20,754 : : Positions : : 7,445 9,094 1,494 480 3,188 1,715 1,080 6,155 0 0 0 : : : : Changes from: May 7, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 43.8 7.2 2.3 15.4 8.3 5.2 29.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 71,493 : : Positions : : 23,938 25,778 20,788 25,780 35 12,575 4,550 1,755 0 710 1,295 : : : : Changes from: May 7, 2019 : : 70 255 695 0 0 -600 120 -50 0 -215 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 36.1 29.1 36.1 0.0 17.6 6.4 2.5 0.0 1.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 69,048 : : Positions : : 24,707 21,606 19,280 26,625 295 11,615 4,700 1,860 0 2,100 1,145 : : : : Changes from: May 7, 2019 : : 388 228 520 0 0 -600 120 -50 0 -40 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 31.3 27.9 38.6 0.4 16.8 6.8 2.7 0.0 3.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 24,432 : : Positions : : 13,035 5,615 3,650 1,631 2,046 595 8,505 705 0 2,130 815 : : : : Changes from: May 7, 2019 : : 100 0 0 300 -300 -5 110 5 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 23.0 14.9 6.7 8.4 2.4 34.8 2.9 0.0 8.7 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 22,727 : : Positions : : 11,931 5,315 3,450 2,041 1,611 600 7,895 700 0 1,280 1,015 : : : : Changes from: May 7, 2019 : : 0 0 0 300 -300 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 23.4 15.2 9.0 7.1 2.6 34.7 3.1 0.0 5.6 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 5 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 37,583 : : Positions : : 13,743 24,678 1,922 7,780 465 12,335 0 25 4,805 0 0 : : : : Changes from: May 7, 2019 : : 0 2,570 0 0 0 2,170 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 65.7 5.1 20.7 1.2 32.8 0.0 0.1 12.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 37,805 : : Positions : : 14,421 22,957 1,205 9,335 495 11,975 0 25 4,805 0 0 : : : : Changes from: May 7, 2019 : : 0 2,570 0 0 0 2,170 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 60.7 3.2 24.7 1.3 31.7 0.0 0.1 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 48,685 : : Positions : : 15,605 40,225 2,370 0 2,255 4,220 0 2,135 18,205 400 50 : : : : Changes from: May 7, 2019 : : 760 1,425 -210 0 325 150 0 -25 720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 82.6 4.9 0.0 4.6 8.7 0.0 4.4 37.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . 0 . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 48,390 : : Positions : : 15,375 39,390 1,585 0 2,170 3,345 50 2,585 18,965 50 150 : : : : Changes from: May 7, 2019 : : 860 1,675 -460 0 295 150 0 -75 1,125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 81.4 3.3 0.0 4.5 6.9 0.1 5.3 39.2 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 8 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 15,885 : : Positions : : 10,740 4,675 1,275 995 1,070 0 6,495 0 80 185 1,185 : : : : Changes from: May 7, 2019 : : 325 0 0 -275 300 0 125 -80 -475 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 29.4 8.0 6.3 6.7 0.0 40.9 0.0 0.5 1.2 7.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 15,425 : : Positions : : 10,180 4,085 1,275 645 1,045 0 6,995 0 260 185 1,155 : : : : Changes from: May 7, 2019 : : 325 0 0 -275 300 0 125 0 -475 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 26.5 8.3 4.2 6.8 0.0 45.3 0.0 1.7 1.2 7.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 50,345 : : Positions : : 29,165 18,510 105 930 3,085 1,295 18,055 2,370 7,575 1,275 1,370 : : : : Changes from: May 7, 2019 : : 275 -45 -270 0 70 150 0 -30 -200 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 36.8 0.2 1.8 6.1 2.6 35.9 4.7 15.0 2.5 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 51,475 : : Positions : : 29,790 19,630 165 1,010 3,060 930 18,115 2,510 8,550 1,300 1,055 : : : : Changes from: May 7, 2019 : : 200 0 -150 0 0 185 35 -40 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 38.1 0.3 2.0 5.9 1.8 35.2 4.9 16.6 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 59,100 : : Positions : : 34,480 20,050 0 12,725 2,431 17,365 175 1,405 0 19,240 70 : : : : Changes from: May 7, 2019 : : 4,165 -245 0 375 133 1,700 0 50 -3,810 1,925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 33.9 0.0 21.5 4.1 29.4 0.3 2.4 0.0 32.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 49,005 : : Positions : : 29,060 20,710 0 12,430 1,648 14,440 150 1,455 0 10,580 350 : : : : Changes from: May 7, 2019 : : 3,490 -375 0 175 250 0 0 50 -3,340 350 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 42.3 0.0 25.4 3.4 29.5 0.3 3.0 0.0 21.6 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 138,342 : : Positions : : 72,372 91,457 19,101 520 6,614 3,764 8,455 6,975 6,110 1,035 2,435 : : : : Changes from: May 7, 2019 : : 2,850 5,555 595 0 -120 -1,350 1,885 1,325 2,005 -3,340 -975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 66.1 13.8 0.4 4.8 2.7 6.1 5.0 4.4 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 27 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 129,513 : : Positions : : 67,737 85,080 25,049 0 5,075 3,914 4,710 6,980 1,350 8,380 1,365 : : : : Changes from: May 7, 2019 : : 3,015 4,392 625 0 88 -1,450 200 1,340 0 -2,402 -505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 65.7 19.3 0.0 3.9 3.0 3.6 5.4 1.0 6.5 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 26 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 37,575 : : Positions : : 15,650 19,740 14,485 7,130 1,580 1,775 2,940 1,890 0 2,100 0 : : : : Changes from: May 7, 2019 : : -310 270 0 -720 70 -120 20 -195 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 52.5 38.5 19.0 4.2 4.7 7.8 5.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 33,500 : : Positions : : 11,175 18,245 14,895 5,905 845 1,720 1,705 2,840 0 2,000 0 : : : : Changes from: May 7, 2019 : : -495 265 0 -720 50 -120 20 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 54.5 44.5 17.6 2.5 5.1 5.1 8.5 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 27,035 : : Positions : : 5,320 17,325 0 6,205 2,105 18,070 0 340 0 0 0 : : : : Changes from: May 7, 2019 : : 290 -1,460 0 70 -50 -1,680 0 275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 64.1 0.0 23.0 7.8 66.8 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 31,595 : : Positions : : 6,890 22,275 0 5,210 2,145 20,635 0 725 0 0 0 : : : : Changes from: May 7, 2019 : : 630 -1,120 0 120 -20 -1,630 0 360 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 70.5 0.0 16.5 6.8 65.3 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 79,873 : : Positions : : 46,646 30,671 1,995 5,585 9,230 275 14,095 4,340 1,365 0 30 : : : : Changes from: May 7, 2019 : : -807 153 0 1,120 -130 125 -1,550 375 465 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 38.4 2.5 7.0 11.6 0.3 17.6 5.4 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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 73,785 : : Positions : : 40,741 28,405 140 10,411 8,219 400 4,215 7,855 1,215 35 0 : : : : Changes from: May 7, 2019 : : 985 2,480 -70 1,260 -100 0 -2,450 1,750 415 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 38.5 0.2 14.1 11.1 0.5 5.7 10.6 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 14, 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.DEOK_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064GAA Open Interest is 11,013 : : Positions : : 6,813 1,245 135 3,513 0 1,190 5,820 175 2,285 0 0 : : : : Changes from: May 7, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 11.3 1.2 31.9 0.0 10.8 52.8 1.6 20.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . 0 . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 17, 2019