Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 22,449 : : Positions : : 7,945 13,947 2,049 0 1,276 529 1,987 566 7,047 1,491 2,279 : : : : Changes from: June 18, 2019 : : 408 143 -58 0 226 0 135 0 -40 32 422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 62.1 9.1 0.0 5.7 2.4 8.9 2.5 31.4 6.6 10.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 14 5 0 4 . 4 . 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 40,859 : : Positions : : 22,080 21,950 129 3,672 5,917 3,517 714 2,795 986 676 4,987 : : : : Changes from: June 18, 2019 : : 730 547 45 -77 128 -48 116 47 73 214 331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 53.7 0.3 9.0 14.5 8.6 1.7 6.8 2.4 1.7 12.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 . . . . 4 6 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 40,567 : : Positions : : 24,058 36,087 7,521 0 2,170 75 1,421 102 5,750 125 650 : : : : Changes from: June 18, 2019 : : 189 -273 -450 0 408 -50 -9 -1 55 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 89.0 18.5 0.0 5.3 0.2 3.5 0.3 14.2 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . 0 . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 30,041 : : Positions : : 24,078 26,621 1,000 1,050 1,479 59 0 91 2,400 0 800 : : : : Changes from: June 18, 2019 : : 511 806 0 0 75 0 0 0 300 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 88.6 3.3 3.5 4.9 0.2 0.0 0.3 8.0 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 149,506 : : Positions : : 120,633 110,585 118 16,550 9,314 10,184 1,188 5,511 987 3,871 2,479 : : : : Changes from: June 18, 2019 : : -289 -1,233 55 764 -324 115 205 85 -5 160 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.0 0.1 11.1 6.2 6.8 0.8 3.7 0.7 2.6 1.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 30 . 4 5 . 4 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 65,135 : : Positions : : 53,961 45,855 5,452 8,318 3,229 690 4,945 976 275 1,250 550 : : : : Changes from: June 18, 2019 : : 891 330 11 -354 -60 43 591 -72 0 375 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 70.4 8.4 12.8 5.0 1.1 7.6 1.5 0.4 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 22 . . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 35,004 : : Positions : : 30,992 26,452 2,012 6,702 1,500 0 75 0 350 125 150 : : : : Changes from: June 18, 2019 : : 3,085 20 -1,390 1,500 1,200 0 0 0 -175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 75.6 5.7 19.1 4.3 0.0 0.2 0.0 1.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 65,489 : : Positions : : 39,562 40,817 1,004 11,084 6,002 16,089 350 826 600 4,942 1,368 : : : : Changes from: June 18, 2019 : : -590 -500 -10 -220 70 -200 0 200 0 -80 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 62.3 1.5 16.9 9.2 24.6 0.5 1.3 0.9 7.5 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 87,552 : : Positions : : 49,974 44,547 1,338 30,151 4,331 27,549 1,605 1,490 600 3,441 1,839 : : : : Changes from: June 18, 2019 : : 722 1,043 -5 -498 243 -12 65 0 0 107 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 50.9 1.5 34.4 4.9 31.5 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 25, 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 75,913 : : Positions : : 57,055 54,867 13,341 18,378 995 1,800 75 25 757 0 1,320 : : : : Changes from: June 18, 2019 : : 700 820 0 -100 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 72.3 17.6 24.2 1.3 2.4 0.1 0.0 1.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 106,272 : : Positions : : 76,207 69,000 23,836 34,985 330 1,900 75 25 1,720 0 1,595 : : : : Changes from: June 18, 2019 : : 1,715 1,655 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 64.9 22.4 32.9 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 25, 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 47,740 : : Positions : : 35,765 46,735 10,995 0 680 0 0 0 0 0 0 : : : : Changes from: June 18, 2019 : : 669 339 -330 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 97.9 23.0 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 25, 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 25,394 : : Positions : : 21,106 20,014 285 1,344 3,266 0 600 0 282 0 0 : : : : Changes from: June 18, 2019 : : -175 575 285 -615 525 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 78.8 1.1 5.3 12.9 0.0 2.4 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 13,460 : : Positions : : 8,265 10,560 3,930 0 100 250 2,800 0 825 0 0 : : : : Changes from: June 18, 2019 : : 400 -300 0 0 0 0 700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 78.5 29.2 0.0 0.7 1.9 20.8 0.0 6.1 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 25, 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 79,882 : : Positions : : 55,865 44,700 484 14,917 8,030 3,509 100 1,035 7,031 7,320 3,630 : : : : Changes from: June 18, 2019 : : -309 1,411 -964 223 766 995 0 -67 1,161 -704 791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 56.0 0.6 18.7 10.1 4.4 0.1 1.3 8.8 9.2 4.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 27 . . . 4 . . 9 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 11,300 : : Positions : : 10,450 3,750 250 0 0 0 0 0 500 7,450 100 : : : : Changes from: June 18, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 33.2 2.2 0.0 0.0 0.0 0.0 0.0 4.4 65.9 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 9 . 0 0 0 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 25,255 : : Positions : : 19,815 14,644 176 5,306 653 2,175 0 525 0 2,185 1,600 : : : : Changes from: June 18, 2019 : : -31 1,275 -124 170 124 600 0 0 0 -1,000 1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 58.0 0.7 21.0 2.6 8.6 0.0 2.1 0.0 8.7 6.3 : : : : 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 25, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 59,206 : : Positions : : 48,416 57,370 8,285 75 1,490 0 0 0 840 26 25 : : : : Changes from: June 18, 2019 : : 585 435 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 96.9 14.0 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 25, 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 37,437 : : Positions : : 32,320 23,308 129 9,030 2,921 1,050 1,885 0 325 148 32 : : : : Changes from: June 18, 2019 : : -89 -505 0 15 130 0 240 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 62.3 0.3 24.1 7.8 2.8 5.0 0.0 0.9 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 25, 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 66,703 : : Positions : : 54,325 62,453 5,395 315 3,555 100 0 0 2,945 200 0 : : : : Changes from: June 18, 2019 : : 184 185 0 0 0 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 93.6 8.1 0.5 5.3 0.1 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 25, 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 74,509 : : Positions : : 60,763 65,184 6,457 3,015 2,450 100 0 0 3,931 3,800 60 : : : : Changes from: June 18, 2019 : : 320 420 0 0 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 87.5 8.7 4.0 3.3 0.1 0.0 0.0 5.3 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 25, 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 91,563 : : Positions : : 74,169 83,276 11,363 2,960 2,617 940 0 5 1,862 2,160 510 : : : : Changes from: June 18, 2019 : : 907 793 -205 -55 0 -375 0 0 171 -230 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 90.9 12.4 3.2 2.9 1.0 0.0 0.0 2.0 2.4 0.6 : : : : 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 25, 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 117,670 : : Positions : : 94,509 99,519 12,314 3,622 4,645 392 1,614 881 2,512 5,175 2,210 : : : : Changes from: June 18, 2019 : : 887 858 -185 386 18 52 28 145 -372 -867 442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 84.6 10.5 3.1 3.9 0.3 1.4 0.7 2.1 4.4 1.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 19 31 . . . . 5 4 . 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 59,141 : : Positions : : 49,091 51,381 6,685 1,320 3,070 0 930 295 0 2,100 0 : : : : Changes from: June 18, 2019 : : 1,124 670 -250 104 196 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 86.9 11.3 2.2 5.2 0.0 1.6 0.5 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 47,158 : : Positions : : 41,415 44,755 4,815 0 928 0 0 0 0 1,475 0 : : : : Changes from: June 18, 2019 : : 635 450 -60 0 -117 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 94.9 10.2 0.0 2.0 0.0 0.0 0.0 0.0 3.1 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 25, 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 57,364 : : Positions : : 44,537 53,903 7,919 0 2,611 700 0 350 915 463 2 : : : : Changes from: June 18, 2019 : : 1,097 1,294 173 0 15 0 0 0 -6 -30 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 94.0 13.8 0.0 4.6 1.2 0.0 0.6 1.6 0.8 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 25, 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 53,407 : : Positions : : 34,315 49,442 7,041 376 1,646 7,405 0 1,215 939 73 523 : : : : Changes from: June 18, 2019 : : 983 1,245 290 1 0 -120 0 50 -5 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 92.6 13.2 0.7 3.1 13.9 0.0 2.3 1.8 0.1 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 25, 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 33,173 : : Positions : : 17,690 32,259 14,653 0 60 0 278 80 170 0 420 : : : : Changes from: June 18, 2019 : : 85 -1,645 -105 0 0 0 0 0 -1,630 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 97.2 44.2 0.0 0.2 0.0 0.8 0.2 0.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 30,015 : : Positions : : 16,963 29,205 12,411 0 50 0 320 0 95 0 420 : : : : Changes from: June 18, 2019 : : 60 -1,615 0 0 0 0 0 0 -1,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 97.3 41.3 0.0 0.2 0.0 1.1 0.0 0.3 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 4 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 30,687 : : Positions : : 25,845 25,962 2,830 65 695 543 1,010 485 110 2,285 166 : : : : Changes from: June 18, 2019 : : 854 884 120 -25 0 180 20 -175 0 224 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 84.6 9.2 0.2 2.3 1.8 3.3 1.6 0.4 7.4 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 23,977 : : Positions : : 20,248 21,202 3,030 0 80 50 1,385 40 0 1,100 0 : : : : Changes from: June 18, 2019 : : 845 660 -25 0 0 0 60 -10 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 88.4 12.6 0.0 0.3 0.2 5.8 0.2 0.0 4.6 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 25, 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 51,094 : : Positions : : 38,249 33,421 4,912 10,757 655 1,603 4,152 1,495 3,703 209 378 : : : : Changes from: June 18, 2019 : : -425 1,193 373 -128 -5 -675 82 415 1,946 76 -1,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 65.4 9.6 21.1 1.3 3.1 8.1 2.9 7.2 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 25 . . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 37,640 : : Positions : : 32,128 19,444 2,487 12,882 1,365 370 378 582 0 2,432 437 : : : : Changes from: June 18, 2019 : : -2,085 -114 385 60 -24 210 0 0 0 -1,435 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 51.7 6.6 34.2 3.6 1.0 1.0 1.5 0.0 6.5 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 18,099 : : Positions : : 10,171 15,732 5,355 0 1,968 66 100 209 150 0 75 : : : : Changes from: June 18, 2019 : : 50 -50 -185 0 175 66 -34 9 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 86.9 29.6 0.0 10.9 0.4 0.6 1.2 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 14,470 : : Positions : : 10,961 13,105 1,479 440 300 0 100 0 1,270 125 400 : : : : Changes from: June 18, 2019 : : 800 600 -300 0 300 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 90.6 10.2 3.0 2.1 0.0 0.7 0.0 8.8 0.9 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 16,933 : : Positions : : 13,819 13,545 1,311 240 448 0 1,850 0 570 125 725 : : : : Changes from: June 18, 2019 : : 900 600 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 80.0 7.7 1.4 2.6 0.0 10.9 0.0 3.4 0.7 4.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 22,559 : : Positions : : 12,184 15,923 7,930 4,713 125 0 0 0 1,580 1,300 455 : : : : Changes from: June 18, 2019 : : 100 100 0 100 0 0 0 0 100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 70.6 35.2 20.9 0.6 0.0 0.0 0.0 7.0 5.8 2.0 : : : : 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 25, 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 21,958 : : Positions : : 11,529 15,470 8,138 4,683 125 0 0 0 1,570 1,300 345 : : : : Changes from: June 18, 2019 : : 150 350 0 100 0 0 0 0 300 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 70.5 37.1 21.3 0.6 0.0 0.0 0.0 7.2 5.9 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 55,603 : : Positions : : 35,358 51,158 9,818 0 2,740 600 50 0 5,730 425 1,230 : : : : Changes from: June 18, 2019 : : -35 -435 -300 0 300 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 92.0 17.7 0.0 4.9 1.1 0.1 0.0 10.3 0.8 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 55,220 : : Positions : : 35,504 51,449 9,913 0 2,141 600 50 0 5,860 520 1,060 : : : : Changes from: June 18, 2019 : : -45 -345 -200 0 200 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 93.2 18.0 0.0 3.9 1.1 0.1 0.0 10.6 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 128,355 : : Positions : : 107,359 89,279 14,326 21,636 1,535 875 1,175 335 3,185 13,735 660 : : : : Changes from: June 18, 2019 : : 1,487 1,248 11 -420 183 0 0 0 30 700 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 69.6 11.2 16.9 1.2 0.7 0.9 0.3 2.5 10.7 0.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 26 . 4 . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 141,995 : : Positions : : 120,892 98,369 15,548 25,400 545 1,650 855 475 1,880 15,416 935 : : : : Changes from: June 18, 2019 : : 1,558 1,722 0 -650 -50 0 0 0 150 636 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 69.3 10.9 17.9 0.4 1.2 0.6 0.3 1.3 10.9 0.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 26 . 4 4 . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 386,713 : : Positions : : 244,362 254,782 23,131 15,801 53,946 12,858 15,166 24,387 12,095 7,185 14,926 : : : : Changes from: June 18, 2019 : : 13,309 11,231 68 1,822 1,768 -558 293 444 660 562 466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 65.9 6.0 4.1 13.9 3.3 3.9 6.3 3.1 1.9 3.9 : : : : Number of Traders in Each Category Total Traders: 91 : : 37 34 . . 5 7 14 7 12 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 19,830 : : Positions : : 12,696 18,785 2,720 410 500 515 0 0 3,205 50 75 : : : : Changes from: June 18, 2019 : : 0 100 0 -150 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 94.7 13.7 2.1 2.5 2.6 0.0 0.0 16.2 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 25, 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 18,679 : : Positions : : 11,520 17,387 2,931 0 522 0 665 10 3,470 50 45 : : : : Changes from: June 18, 2019 : : 0 0 150 0 -150 0 0 0 -150 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 93.1 15.7 0.0 2.8 0.0 3.6 0.1 18.6 0.3 0.2 : : : : 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 25, 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 42,856 : : Positions : : 31,716 27,896 2,195 5,170 825 0 915 1,590 0 0 0 : : : : Changes from: June 18, 2019 : : 735 -1,005 -235 1,505 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 65.1 5.1 12.1 1.9 0.0 2.1 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 37,817 : : Positions : : 29,485 26,355 1,825 3,850 335 0 1,230 735 0 0 0 : : : : Changes from: June 18, 2019 : : -155 -1,150 -415 480 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 69.7 4.8 10.2 0.9 0.0 3.3 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 25,137 : : Positions : : 6,683 17,535 12,247 620 1,930 600 1,190 655 325 0 275 : : : : Changes from: June 18, 2019 : : 0 -50 -100 0 0 75 -25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 69.8 48.7 2.5 7.7 2.4 4.7 2.6 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 25, 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 28,598 : : Positions : : 12,360 12,501 1,337 8,126 2,106 7,740 655 3,770 0 275 25 : : : : Changes from: June 18, 2019 : : -949 2,995 -100 2,376 -822 6,600 25 -600 0 275 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 43.7 4.7 28.4 7.4 27.1 2.3 13.2 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 23,059 : : Positions : : 7,497 10,449 2,127 4,010 2,288 5,910 625 4,360 0 275 25 : : : : Changes from: June 18, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 45.3 9.2 17.4 9.9 25.6 2.7 18.9 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 74,928 : : Positions : : 24,698 29,538 19,628 24,285 1,260 11,305 4,105 1,700 2,670 0 1,305 : : : : Changes from: June 18, 2019 : : 100 110 -240 -400 0 -750 -600 350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 39.4 26.2 32.4 1.7 15.1 5.5 2.3 3.6 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 25, 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 73,741 : : Positions : : 25,640 25,499 19,205 25,915 1,310 9,950 4,305 1,805 1,380 0 2,405 : : : : Changes from: June 18, 2019 : : 240 0 210 300 0 -750 -550 350 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 34.6 26.0 35.1 1.8 13.5 5.8 2.4 1.9 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 25, 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 26,567 : : Positions : : 13,418 7,927 3,315 2,291 1,506 1,560 7,750 265 900 1,755 1,715 : : : : Changes from: June 18, 2019 : : 75 825 -50 0 0 150 -600 200 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 29.8 12.5 8.6 5.7 5.9 29.2 1.0 3.4 6.6 6.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 25,087 : : Positions : : 12,063 7,702 2,875 1,951 1,048 1,475 8,800 250 1,395 50 2,120 : : : : Changes from: June 18, 2019 : : 300 900 -50 0 0 50 -600 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 30.7 11.5 7.8 4.2 5.9 35.1 1.0 5.6 0.2 8.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 47,948 : : Positions : : 13,698 32,913 2,667 9,180 465 18,825 0 0 7,205 0 0 : : : : Changes from: June 18, 2019 : : 0 540 440 0 -38 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 68.6 5.6 19.1 1.0 39.3 0.0 0.0 15.0 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 25, 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 47,768 : : Positions : : 14,184 30,645 1,785 10,880 485 18,225 0 0 7,205 0 0 : : : : Changes from: June 18, 2019 : : 0 375 375 0 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 64.2 3.7 22.8 1.0 38.2 0.0 0.0 15.1 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 25, 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 56,280 : : Positions : : 21,425 46,885 3,220 700 1,645 5,635 0 2,125 17,630 450 105 : : : : Changes from: June 18, 2019 : : 3,305 2,605 1,400 200 -300 0 0 0 -1,900 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 83.3 5.7 1.2 2.9 10.0 0.0 3.8 31.3 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 55,050 : : Positions : : 21,270 45,165 2,415 700 1,695 4,585 0 2,575 17,575 100 230 : : : : Changes from: June 18, 2019 : : 3,535 2,615 1,400 200 -270 0 0 0 -1,900 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 82.0 4.4 1.3 3.1 8.3 0.0 4.7 31.9 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 16,620 : : Positions : : 10,070 6,195 1,325 125 1,415 0 6,395 0 1,685 605 500 : : : : Changes from: June 18, 2019 : : 0 -150 50 0 0 0 -50 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 37.3 8.0 0.8 8.5 0.0 38.5 0.0 10.1 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 25, 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 16,375 : : Positions : : 9,635 5,660 1,500 0 1,280 0 6,995 0 1,945 605 490 : : : : Changes from: June 18, 2019 : : 0 -150 50 0 0 0 50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 34.6 9.2 0.0 7.8 0.0 42.7 0.0 11.9 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 25, 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 59,980 : : Positions : : 32,115 25,765 0 2,900 2,795 2,230 19,735 2,320 14,875 1,250 810 : : : : Changes from: June 18, 2019 : : 2,635 3,435 0 1,000 -90 0 0 0 1,800 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 43.0 0.0 4.8 4.7 3.7 32.9 3.9 24.8 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 59,515 : : Positions : : 32,735 25,235 1,280 2,335 2,590 1,745 19,485 2,695 12,115 1,250 1,270 : : : : Changes from: June 18, 2019 : : 2,740 3,640 300 1,200 -200 0 0 0 1,800 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 42.4 2.2 3.9 4.4 2.9 32.7 4.5 20.4 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 57,961 : : Positions : : 33,790 18,710 0 12,425 2,680 16,835 0 1,780 150 19,965 65 : : : : Changes from: June 18, 2019 : : 50 0 0 300 0 0 0 0 150 -100 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 32.3 0.0 21.4 4.6 29.0 0.0 3.1 0.3 34.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 7 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 46,877 : : Positions : : 28,650 18,890 0 12,015 1,758 12,585 0 1,780 150 10,825 355 : : : : Changes from: June 18, 2019 : : 0 -50 0 300 0 0 0 0 150 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 40.3 0.0 25.6 3.8 26.8 0.0 3.8 0.3 23.1 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 145,540 : : Positions : : 87,310 87,760 19,256 145 6,953 0 15,886 5,689 1,725 4,620 3,995 : : : : Changes from: June 18, 2019 : : 678 -432 -285 -200 300 0 975 -600 0 50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 60.3 13.2 0.1 4.8 0.0 10.9 3.9 1.2 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 135,947 : : Positions : : 81,363 84,826 23,519 0 5,039 0 7,896 6,704 1,375 13,655 990 : : : : Changes from: June 18, 2019 : : 455 65 210 0 -50 0 550 -600 0 50 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 62.4 17.3 0.0 3.7 0.0 5.8 4.9 1.0 10.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 25 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 37,665 : : Positions : : 15,475 18,575 13,090 8,945 1,655 2,330 1,475 2,240 0 1,900 0 : : : : Changes from: June 18, 2019 : : -5 320 -100 -375 720 -550 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 49.3 34.8 23.7 4.4 6.2 3.9 5.9 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 32,695 : : Positions : : 12,320 16,860 12,440 7,665 570 2,195 600 2,545 0 1,900 0 : : : : Changes from: June 18, 2019 : : 125 -45 300 60 -60 -1,010 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 51.6 38.0 23.4 1.7 6.7 1.8 7.8 0.0 5.8 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 25, 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 26,540 : : Positions : : 8,800 13,970 0 8,355 1,950 13,230 0 1,055 0 0 0 : : : : Changes from: June 18, 2019 : : 230 75 0 -255 25 -590 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 52.6 0.0 31.5 7.3 49.8 0.0 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 95,295 : : Positions : : 58,588 44,788 1,810 5,600 11,230 575 12,135 5,435 1,490 0 0 : : : : Changes from: June 18, 2019 : : 1,480 1,725 -120 50 1,375 25 -115 -185 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 47.0 1.9 5.9 11.8 0.6 12.7 5.7 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 78,749 : : Positions : : 47,570 33,109 870 15,061 4,944 400 2,455 9,150 1,390 0 0 : : : : Changes from: June 18, 2019 : : 1,400 650 -80 1,040 -1,045 25 -250 -560 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 42.0 1.1 19.1 6.3 0.5 3.1 11.6 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 28, 2019