Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 21,479 : : Positions : : 7,537 13,804 2,107 0 1,050 529 1,852 566 7,087 1,459 1,857 : : : : Changes from: June 11, 2019 : : 1,478 1,163 174 0 113 0 9 36 -412 88 -588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 64.3 9.8 0.0 4.9 2.5 8.6 2.6 33.0 6.8 8.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 14 5 0 4 . 4 . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 39,553 : : Positions : : 21,350 21,403 84 3,749 5,789 3,565 599 2,748 913 462 4,656 : : : : Changes from: June 11, 2019 : : 1,578 1,226 8 -46 226 -453 -3 337 44 -1 483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 54.1 0.2 9.5 14.6 9.0 1.5 6.9 2.3 1.2 11.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 . . . . 4 7 9 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 40,441 : : Positions : : 23,869 36,360 7,971 0 1,762 125 1,429 103 5,695 100 675 : : : : Changes from: June 11, 2019 : : -317 300 582 0 -50 25 -42 103 -15 5 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 89.9 19.7 0.0 4.4 0.3 3.5 0.3 14.1 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . 0 . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 29,260 : : Positions : : 23,567 25,815 1,000 1,050 1,404 59 0 91 2,100 0 900 : : : : Changes from: June 11, 2019 : : -100 300 175 175 -103 0 0 0 250 -125 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 88.2 3.4 3.6 4.8 0.2 0.0 0.3 7.2 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 149,875 : : Positions : : 120,922 111,818 63 15,786 9,638 10,069 983 5,426 992 3,711 2,485 : : : : Changes from: June 11, 2019 : : 1,562 1,627 63 -639 431 -300 215 115 195 349 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.6 0.0 10.5 6.4 6.7 0.7 3.6 0.7 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 30 . 4 5 . 4 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 64,271 : : Positions : : 53,071 45,525 5,441 8,672 3,290 647 4,355 1,048 275 875 500 : : : : Changes from: June 11, 2019 : : 1,278 2,792 253 -1,276 -11 -77 -323 779 -375 -100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 70.8 8.5 13.5 5.1 1.0 6.8 1.6 0.4 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 . . . . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 32,159 : : Positions : : 27,907 26,432 3,402 5,202 300 0 75 0 525 125 25 : : : : Changes from: June 11, 2019 : : 202 450 148 -75 288 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.2 10.6 16.2 0.9 0.0 0.2 0.0 1.6 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 16 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 65,939 : : Positions : : 40,152 41,317 1,014 11,304 5,932 16,289 350 626 600 5,022 1,288 : : : : Changes from: June 11, 2019 : : 47 -33 0 300 0 0 0 0 0 -198 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 62.7 1.5 17.1 9.0 24.7 0.5 0.9 0.9 7.6 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 86,596 : : Positions : : 49,252 43,504 1,343 30,649 4,088 27,561 1,540 1,490 600 3,334 1,838 : : : : Changes from: June 11, 2019 : : -515 -189 -40 -319 233 8 155 0 0 -170 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 50.2 1.6 35.4 4.7 31.8 1.8 1.7 0.7 3.9 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 75,193 : : Positions : : 56,355 54,047 13,341 18,478 995 1,800 75 25 737 0 1,320 : : : : Changes from: June 11, 2019 : : 706 658 -40 0 0 -25 75 25 152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 71.9 17.7 24.6 1.3 2.4 0.1 0.0 1.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 104,617 : : Positions : : 74,492 67,345 24,136 34,985 330 1,900 75 25 1,720 0 1,595 : : : : Changes from: June 11, 2019 : : 775 655 -140 0 0 -25 75 25 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 64.4 23.1 33.4 0.3 1.8 0.1 0.0 1.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 47,396 : : Positions : : 35,096 46,396 11,325 0 675 0 0 0 0 0 0 : : : : Changes from: June 11, 2019 : : 205 -160 -365 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 97.9 23.9 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 24,909 : : Positions : : 21,281 19,439 0 1,959 2,741 0 600 0 432 0 0 : : : : Changes from: June 11, 2019 : : 1,865 442 -855 163 650 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 78.0 0.0 7.9 11.0 0.0 2.4 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 13,060 : : Positions : : 7,865 10,860 3,930 0 100 250 2,100 0 825 0 0 : : : : Changes from: June 11, 2019 : : 300 250 150 0 0 0 300 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 83.2 30.1 0.0 0.8 1.9 16.1 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 77,483 : : Positions : : 56,174 43,289 1,447 14,694 7,264 2,514 100 1,102 5,869 8,024 2,839 : : : : Changes from: June 11, 2019 : : 2,552 691 -343 1,372 -274 227 -17 4 168 526 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 55.9 1.9 19.0 9.4 3.2 0.1 1.4 7.6 10.4 3.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 27 . . . 4 . 4 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 23,686 : : Positions : : 19,846 13,369 300 5,136 529 1,575 0 525 0 3,185 600 : : : : Changes from: June 11, 2019 : : 900 300 0 900 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 56.4 1.3 21.7 2.2 6.6 0.0 2.2 0.0 13.4 2.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 58,771 : : Positions : : 47,831 56,935 8,435 75 1,490 0 0 0 840 26 25 : : : : Changes from: June 11, 2019 : : -235 -106 -250 0 90 0 0 0 380 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 96.9 14.4 0.1 2.5 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 37,556 : : Positions : : 32,409 23,813 129 9,015 2,791 1,050 1,645 0 495 148 32 : : : : Changes from: June 11, 2019 : : 1,621 1,187 0 -285 940 0 170 0 -550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 63.4 0.3 24.0 7.4 2.8 4.4 0.0 1.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 66,518 : : Positions : : 54,141 62,268 5,395 315 3,555 100 0 0 2,944 200 0 : : : : Changes from: June 11, 2019 : : 100 242 50 0 0 100 0 0 -8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 93.6 8.1 0.5 5.3 0.2 0.0 0.0 4.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 74,089 : : Positions : : 60,443 64,764 6,457 3,015 2,450 100 0 0 3,841 3,800 60 : : : : Changes from: June 11, 2019 : : 785 1,045 50 0 0 100 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 87.4 8.7 4.1 3.3 0.1 0.0 0.0 5.2 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 91,364 : : Positions : : 73,262 82,483 11,568 3,015 2,617 1,315 0 5 1,691 2,390 819 : : : : Changes from: June 11, 2019 : : 819 419 -292 -140 120 150 0 -25 -63 335 -282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 90.3 12.7 3.3 2.9 1.4 0.0 0.0 1.9 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 26 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 116,684 : : Positions : : 93,622 98,661 12,499 3,236 4,627 340 1,585 736 2,884 6,043 1,768 : : : : Changes from: June 11, 2019 : : 953 585 -295 -440 240 40 147 -104 0 395 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 84.6 10.7 2.8 4.0 0.3 1.4 0.6 2.5 5.2 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 18 29 . . . 4 5 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 58,071 : : Positions : : 47,967 50,711 6,935 1,216 2,874 0 930 295 0 2,000 0 : : : : Changes from: June 11, 2019 : : 560 975 515 -50 110 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 87.3 11.9 2.1 4.9 0.0 1.6 0.5 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 46,700 : : Positions : : 40,780 44,305 4,875 0 1,045 0 0 0 0 1,350 0 : : : : Changes from: June 11, 2019 : : 3,000 2,700 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 94.9 10.4 0.0 2.2 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 56,087 : : Positions : : 43,440 52,609 7,746 0 2,596 700 0 350 921 493 4 : : : : Changes from: June 11, 2019 : : 154 694 512 0 -129 0 0 0 240 -10 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 93.8 13.8 0.0 4.6 1.2 0.0 0.6 1.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 52,193 : : Positions : : 33,332 48,197 6,751 375 1,646 7,525 0 1,165 944 133 523 : : : : Changes from: June 11, 2019 : : -97 170 125 0 -125 -60 0 10 162 25 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 92.3 12.9 0.7 3.2 14.4 0.0 2.2 1.8 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 34,818 : : Positions : : 17,605 33,904 14,758 0 60 0 278 80 1,800 0 420 : : : : Changes from: June 11, 2019 : : 47 110 85 0 0 0 28 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 97.4 42.4 0.0 0.2 0.0 0.8 0.2 5.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 31,630 : : Positions : : 16,903 30,820 12,411 0 50 0 320 0 1,775 0 420 : : : : Changes from: June 11, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 97.4 39.2 0.0 0.2 0.0 1.0 0.0 5.6 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 29,698 : : Positions : : 24,991 25,078 2,710 90 695 363 990 660 110 2,061 115 : : : : Changes from: June 11, 2019 : : 479 124 81 -100 0 -300 30 300 110 314 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 84.4 9.1 0.3 2.3 1.2 3.3 2.2 0.4 6.9 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,167 : : Positions : : 19,403 20,542 3,055 0 80 50 1,325 50 0 1,000 0 : : : : Changes from: June 11, 2019 : : -30 110 180 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 88.7 13.2 0.0 0.3 0.2 5.7 0.2 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 51,158 : : Positions : : 38,674 32,228 4,539 10,885 660 2,278 4,070 1,080 1,757 133 2,072 : : : : Changes from: June 11, 2019 : : 1,300 171 147 455 -104 -615 161 30 15 50 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 63.0 8.9 21.3 1.3 4.5 8.0 2.1 3.4 0.3 4.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 25 . . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 39,153 : : Positions : : 34,213 19,558 2,102 12,822 1,389 160 378 582 0 3,867 437 : : : : Changes from: June 11, 2019 : : 383 -337 30 0 -46 -725 0 200 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 50.0 5.4 32.7 3.5 0.4 1.0 1.5 0.0 9.9 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 17,984 : : Positions : : 10,121 15,782 5,540 0 1,793 0 134 200 150 0 75 : : : : Changes from: June 11, 2019 : : 100 99 -217 0 42 0 -16 50 150 -50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 87.8 30.8 0.0 10.0 0.0 0.7 1.1 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 13,570 : : Positions : : 10,161 12,505 1,779 440 0 0 100 0 1,170 125 400 : : : : Changes from: June 11, 2019 : : -200 250 0 0 0 0 0 0 450 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 92.2 13.1 3.2 0.0 0.0 0.7 0.0 8.6 0.9 2.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 16,033 : : Positions : : 12,919 12,945 1,611 240 148 0 1,850 0 570 125 725 : : : : Changes from: June 11, 2019 : : -200 250 0 0 0 0 0 0 450 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 80.7 10.0 1.5 0.9 0.0 11.5 0.0 3.6 0.8 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 22,309 : : Positions : : 12,084 15,823 7,930 4,613 125 0 0 0 1,480 1,300 405 : : : : Changes from: June 11, 2019 : : 681 1,130 -150 150 0 0 0 0 700 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 70.9 35.5 20.7 0.6 0.0 0.0 0.0 6.6 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 21,498 : : Positions : : 11,379 15,120 8,138 4,583 125 0 0 0 1,270 1,300 335 : : : : Changes from: June 11, 2019 : : 820 1,330 -50 150 0 0 0 0 650 0 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 70.3 37.9 21.3 0.6 0.0 0.0 0.0 5.9 6.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 55,638 : : Positions : : 35,393 51,593 10,118 0 2,440 600 50 0 5,730 325 1,230 : : : : Changes from: June 11, 2019 : : 710 810 50 0 -50 0 0 0 100 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 92.7 18.2 0.0 4.4 1.1 0.1 0.0 10.3 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 55,265 : : Positions : : 35,549 51,794 10,113 0 1,941 600 50 0 5,860 420 1,060 : : : : Changes from: June 11, 2019 : : 710 810 50 0 -50 0 0 0 -200 -250 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 93.7 18.3 0.0 3.5 1.1 0.1 0.0 10.6 0.8 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 126,609 : : Positions : : 105,872 88,031 14,315 22,056 1,352 875 1,175 335 3,155 13,035 625 : : : : Changes from: June 11, 2019 : : 2,365 960 0 569 184 0 0 0 -395 510 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 69.5 11.3 17.4 1.1 0.7 0.9 0.3 2.5 10.3 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 24 . 5 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 140,407 : : Positions : : 119,334 96,647 15,548 26,050 595 1,650 855 475 1,730 14,780 1,005 : : : : Changes from: June 11, 2019 : : 1,549 669 0 -185 65 0 0 0 -490 515 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 68.8 11.1 18.6 0.4 1.2 0.6 0.3 1.2 10.5 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 26 . 4 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 370,139 : : Positions : : 231,052 243,551 23,063 13,979 52,178 13,416 14,873 23,943 11,434 6,623 14,459 : : : : Changes from: June 11, 2019 : : 6,447 4,704 -1,380 1,770 3,169 2,318 360 -714 -385 -274 1,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 65.8 6.2 3.8 14.1 3.6 4.0 6.5 3.1 1.8 3.9 : : : : Number of Traders in Each Category Total Traders: 90 : : 37 36 . . 5 7 13 8 11 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 19,880 : : Positions : : 12,696 18,685 2,720 560 500 515 0 0 3,255 50 75 : : : : Changes from: June 11, 2019 : : 100 0 0 100 0 0 0 0 50 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 94.0 13.7 2.8 2.5 2.6 0.0 0.0 16.4 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 6 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 18,809 : : Positions : : 11,520 17,387 2,781 0 672 0 665 10 3,620 50 25 : : : : Changes from: June 11, 2019 : : 100 0 -100 0 100 0 0 0 50 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 92.4 14.8 0.0 3.6 0.0 3.5 0.1 19.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 40,851 : : Positions : : 30,981 28,901 2,430 3,665 865 0 915 1,590 0 0 0 : : : : Changes from: June 11, 2019 : : 1,105 1,175 -330 300 590 0 -700 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 70.7 5.9 9.0 2.1 0.0 2.2 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 36,897 : : Positions : : 29,640 27,505 2,240 3,370 335 0 1,130 735 0 0 0 : : : : Changes from: June 11, 2019 : : 1,390 1,425 -90 0 200 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 74.5 6.1 9.1 0.9 0.0 3.1 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 25,197 : : Positions : : 6,683 17,585 12,347 620 1,930 525 1,215 680 325 0 275 : : : : Changes from: June 11, 2019 : : 200 50 -250 0 0 0 -400 400 -300 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 69.8 49.0 2.5 7.7 2.1 4.8 2.7 1.3 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 24,282 : : Positions : : 13,309 9,506 1,437 5,750 2,928 1,140 630 4,370 0 0 0 : : : : Changes from: June 11, 2019 : : 130 800 0 480 -480 1,050 -100 -2,225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 39.1 5.9 23.7 12.1 4.7 2.6 18.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 75,378 : : Positions : : 24,598 29,428 19,868 24,685 1,260 12,055 4,705 1,350 2,670 0 1,305 : : : : Changes from: June 11, 2019 : : -90 890 1,520 1,200 0 0 0 0 660 0 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 39.0 26.4 32.7 1.7 16.0 6.2 1.8 3.5 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 73,491 : : Positions : : 25,400 25,499 18,995 25,615 1,310 10,700 4,855 1,455 1,330 0 2,455 : : : : Changes from: June 11, 2019 : : -500 1,275 2,315 1,200 0 0 0 0 660 0 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 34.7 25.8 34.9 1.8 14.6 6.6 2.0 1.8 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 26,192 : : Positions : : 13,343 7,102 3,365 2,291 1,506 1,410 8,350 65 900 1,805 1,715 : : : : Changes from: June 11, 2019 : : -100 1,000 0 -750 350 0 0 0 600 250 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 27.1 12.8 8.7 5.7 5.4 31.9 0.2 3.4 6.9 6.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 24,587 : : Positions : : 11,763 6,802 2,925 1,951 1,048 1,425 9,400 50 1,395 50 2,120 : : : : Changes from: June 11, 2019 : : -100 1,000 0 -1,300 250 0 1,650 0 795 -655 455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 27.7 11.9 7.9 4.3 5.8 38.2 0.2 5.7 0.2 8.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 47,408 : : Positions : : 13,698 32,373 2,227 9,180 503 18,725 0 0 7,205 0 0 : : : : Changes from: June 11, 2019 : : 170 795 0 0 0 625 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 68.3 4.7 19.4 1.1 39.5 0.0 0.0 15.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 47,393 : : Positions : : 14,184 30,270 1,410 10,880 580 18,225 0 0 7,205 0 0 : : : : Changes from: June 11, 2019 : : 0 765 0 0 0 525 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 63.9 3.0 23.0 1.2 38.5 0.0 0.0 15.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . . . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 53,570 : : Positions : : 18,120 44,280 1,820 500 1,945 5,635 0 2,125 19,530 450 25 : : : : Changes from: June 11, 2019 : : 1,465 3,990 1,300 -150 -955 0 0 0 1,075 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 82.7 3.4 0.9 3.6 10.5 0.0 4.0 36.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 8 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 52,280 : : Positions : : 17,735 42,550 1,015 500 1,965 4,585 0 2,575 19,475 100 100 : : : : Changes from: June 11, 2019 : : 1,465 3,290 770 -630 -465 0 0 0 425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 81.4 1.9 1.0 3.8 8.8 0.0 4.9 37.3 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 16,820 : : Positions : : 10,070 6,345 1,275 125 1,415 0 6,445 0 1,935 605 500 : : : : Changes from: June 11, 2019 : : 0 0 -25 125 -95 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 37.7 7.6 0.7 8.4 0.0 38.3 0.0 11.5 3.6 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 16,475 : : Positions : : 9,635 5,810 1,450 0 1,280 0 6,945 0 2,095 605 490 : : : : Changes from: June 11, 2019 : : 0 0 -150 0 60 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 35.3 8.8 0.0 7.8 0.0 42.2 0.0 12.7 3.7 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 55,710 : : Positions : : 29,480 22,330 0 1,900 2,885 2,230 19,735 2,320 13,075 1,250 860 : : : : Changes from: June 11, 2019 : : 1,045 4,825 -335 985 -160 900 0 0 4,200 0 -675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 40.1 0.0 3.4 5.2 4.0 35.4 4.2 23.5 2.2 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 55,190 : : Positions : : 29,995 21,595 980 1,135 2,790 1,745 19,485 2,695 10,315 1,250 1,500 : : : : Changes from: June 11, 2019 : : 1,045 3,625 430 250 -75 600 0 0 1,800 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 39.1 1.8 2.1 5.1 3.2 35.3 4.9 18.7 2.3 2.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 57,940 : : Positions : : 33,740 18,710 0 12,125 2,680 16,835 0 1,780 0 20,065 90 : : : : Changes from: June 11, 2019 : : 430 -1,250 0 350 -1 -550 0 200 0 780 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 32.3 0.0 20.9 4.6 29.1 0.0 3.1 0.0 34.6 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 7 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,850 : : Positions : : 28,650 18,940 0 11,715 1,758 12,585 0 1,780 0 10,925 330 : : : : Changes from: June 11, 2019 : : 530 -1,200 0 300 0 -550 0 200 0 880 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 40.4 0.0 25.0 3.8 26.9 0.0 3.8 0.0 23.3 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 8 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 145,877 : : Positions : : 86,632 88,192 19,541 345 6,653 0 14,911 6,289 1,725 4,570 4,120 : : : : Changes from: June 11, 2019 : : 6,973 1,018 310 345 -229 0 975 0 -2,395 2,550 1,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 60.5 13.4 0.2 4.6 0.0 10.2 4.3 1.2 3.1 2.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 25 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 136,492 : : Positions : : 80,908 84,761 23,309 0 5,089 0 7,346 7,304 1,375 13,605 1,200 : : : : Changes from: June 11, 2019 : : 5,045 1,115 -2,110 0 359 0 -1,075 750 0 2,895 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 62.1 17.1 0.0 3.7 0.0 5.4 5.4 1.0 10.0 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 37,465 : : Positions : : 15,480 18,255 13,190 9,320 935 2,880 2,075 2,240 0 1,900 0 : : : : Changes from: June 11, 2019 : : 330 -20 -100 0 0 -250 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 48.7 35.2 24.9 2.5 7.7 5.5 6.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 33,230 : : Positions : : 12,195 16,905 12,140 7,605 630 3,205 1,200 2,545 0 1,900 0 : : : : Changes from: June 11, 2019 : : 420 -630 -1,200 -100 280 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 50.9 36.5 22.9 1.9 9.6 3.6 7.7 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 26,565 : : Positions : : 8,570 13,895 0 8,610 1,925 13,820 0 905 0 0 0 : : : : Changes from: June 11, 2019 : : 340 320 0 170 -120 150 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 52.3 0.0 32.4 7.2 52.0 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 92,205 : : Positions : : 57,108 43,063 1,930 5,550 9,855 550 12,250 5,620 1,215 0 0 : : : : Changes from: June 11, 2019 : : 5,686 4,361 430 1,485 -60 -300 -30 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 46.7 2.1 6.0 10.7 0.6 13.3 6.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 78,619 : : Positions : : 46,170 32,459 950 14,021 5,989 375 2,705 9,710 1,115 0 0 : : : : Changes from: June 11, 2019 : : 2,810 -260 -100 2,900 -410 0 70 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 41.3 1.2 17.8 7.6 0.5 3.4 12.4 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 21, 2019