Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 21,353 : : Positions : : 8,402 12,538 1,630 231 1,137 594 2,149 492 6,307 1,714 2,094 : : : : Changes from: June 25, 2019 : : 457 -1,409 -419 231 -139 65 162 -74 -740 223 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 58.7 7.6 1.1 5.3 2.8 10.1 2.3 29.5 8.0 9.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 14 4 . 4 . 4 . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 39,236 : : Positions : : 21,828 21,258 203 3,771 5,367 3,429 807 2,614 1,065 769 4,281 : : : : Changes from: June 25, 2019 : : -252 -692 74 99 -549 -88 93 -181 78 93 -706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 54.2 0.5 9.6 13.7 8.7 2.1 6.7 2.7 2.0 10.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 23 . . . . 4 6 7 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 36,328 : : Positions : : 21,101 33,303 7,731 0 1,069 0 1,345 127 5,555 5 480 : : : : Changes from: June 25, 2019 : : -2,956 -2,784 210 0 -1,101 -75 -76 25 -195 -120 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 91.7 21.3 0.0 2.9 0.0 3.7 0.3 15.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . 0 . 0 4 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 28,783 : : Positions : : 23,382 25,785 675 619 1,549 75 0 75 2,175 0 725 : : : : Changes from: June 25, 2019 : : -696 -836 -325 -431 70 16 0 -16 -225 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 89.6 2.3 2.2 5.4 0.3 0.0 0.3 7.6 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 152,315 : : Positions : : 120,528 109,624 88 16,897 9,304 9,931 1,398 5,641 1,247 4,611 2,230 : : : : Changes from: June 25, 2019 : : -105 -961 -30 347 -10 -253 210 130 260 740 -249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 72.0 0.1 11.1 6.1 6.5 0.9 3.7 0.8 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 31 . 4 5 . 4 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 66,306 : : Positions : : 56,026 46,782 3,419 7,329 4,371 662 5,418 936 510 1,095 375 : : : : Changes from: June 25, 2019 : : 2,065 927 -2,033 -989 1,141 -28 473 -40 235 -155 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 70.6 5.2 11.1 6.6 1.0 8.2 1.4 0.8 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 22 . . . . 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 34,171 : : Positions : : 30,222 26,557 3,212 6,827 312 0 75 0 275 250 150 : : : : Changes from: June 25, 2019 : : -770 105 1,200 125 -1,188 0 0 0 -75 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 77.7 9.4 20.0 0.9 0.0 0.2 0.0 0.8 0.7 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 July 2, 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 67,823 : : Positions : : 41,783 41,159 1,006 13,469 5,467 16,089 350 826 600 4,392 1,918 : : : : Changes from: June 25, 2019 : : 2,221 342 2 2,385 -535 0 0 0 0 -550 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 60.7 1.5 19.9 8.1 23.7 0.5 1.2 0.9 6.5 2.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 89,504 : : Positions : : 51,917 43,411 1,237 32,961 4,106 27,741 1,840 1,490 600 3,476 1,878 : : : : Changes from: June 25, 2019 : : 1,943 -1,136 -101 2,810 -225 192 235 0 0 35 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 48.5 1.4 36.8 4.6 31.0 2.1 1.7 0.7 3.9 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 75,859 : : Positions : : 56,481 54,191 12,666 18,380 995 1,800 75 25 1,357 0 1,320 : : : : Changes from: June 25, 2019 : : -574 -676 -675 2 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 71.4 16.7 24.2 1.3 2.4 0.1 0.0 1.8 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 July 2, 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 106,531 : : Positions : : 75,499 68,580 23,536 34,999 330 1,900 75 25 2,320 0 1,595 : : : : Changes from: June 25, 2019 : : -708 -420 -300 14 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 64.4 22.1 32.9 0.3 1.8 0.1 0.0 2.2 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 July 2, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 48,075 : : Positions : : 36,175 47,070 10,920 0 680 0 0 0 0 0 0 : : : : Changes from: June 25, 2019 : : 410 335 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 97.9 22.7 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 July 2, 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 25,144 : : Positions : : 20,906 19,644 90 1,269 3,461 0 600 0 232 0 0 : : : : Changes from: June 25, 2019 : : -200 -370 -195 -75 195 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 78.1 0.4 5.0 13.8 0.0 2.4 0.0 0.9 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 July 2, 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 14,060 : : Positions : : 8,865 10,560 3,930 0 100 250 3,400 0 825 0 0 : : : : Changes from: June 25, 2019 : : 600 0 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 75.1 28.0 0.0 0.7 1.8 24.2 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 80,189 : : Positions : : 54,944 44,649 1,251 15,331 8,008 4,243 260 794 7,018 7,389 3,621 : : : : Changes from: June 25, 2019 : : -922 -51 767 413 -22 734 160 -241 -13 69 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.7 1.6 19.1 10.0 5.3 0.3 1.0 8.8 9.2 4.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 27 . . . 4 . . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 25,857 : : Positions : : 19,815 15,246 176 5,306 653 2,775 0 525 0 2,185 1,600 : : : : Changes from: June 25, 2019 : : 0 602 0 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 59.0 0.7 20.5 2.5 10.7 0.0 2.0 0.0 8.5 6.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 59,191 : : Positions : : 48,586 57,405 8,135 75 1,440 0 0 0 840 26 25 : : : : Changes from: June 25, 2019 : : 170 35 -150 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 97.0 13.7 0.1 2.4 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 38,042 : : Positions : : 32,425 23,343 129 8,670 3,391 1,050 2,125 0 325 368 32 : : : : Changes from: June 25, 2019 : : 105 35 0 -360 470 0 240 0 0 220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 61.4 0.3 22.8 8.9 2.8 5.6 0.0 0.9 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 67,489 : : Positions : : 53,589 63,239 5,745 190 3,680 100 0 0 2,947 200 0 : : : : Changes from: June 25, 2019 : : -736 786 350 -125 125 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 93.7 8.5 0.3 5.5 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 July 2, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 75,564 : : Positions : : 60,103 65,579 7,057 3,075 2,450 100 0 0 3,931 4,400 60 : : : : Changes from: June 25, 2019 : : -660 395 600 60 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 86.8 9.3 4.1 3.2 0.1 0.0 0.0 5.2 5.8 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 July 2, 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 91,982 : : Positions : : 74,810 83,712 11,368 3,185 2,587 755 0 30 1,868 1,970 463 : : : : Changes from: June 25, 2019 : : 641 436 5 225 -30 -185 0 25 6 -190 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 91.0 12.4 3.5 2.8 0.8 0.0 0.0 2.0 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 27 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 116,917 : : Positions : : 94,283 98,684 12,417 3,850 4,573 353 1,960 893 2,517 5,321 1,621 : : : : Changes from: June 25, 2019 : : -226 -834 103 228 -72 -39 347 12 5 145 -589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 84.4 10.6 3.3 3.9 0.3 1.7 0.8 2.2 4.6 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 19 32 . . . 4 5 4 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 58,496 : : Positions : : 49,241 50,776 5,830 695 3,130 0 1,105 270 0 2,450 25 : : : : Changes from: June 25, 2019 : : 150 -605 -855 -625 60 0 175 -25 0 350 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.8 10.0 1.2 5.4 0.0 1.9 0.5 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 48,283 : : Positions : : 42,090 45,505 5,265 0 928 0 0 0 0 1,850 0 : : : : Changes from: June 25, 2019 : : 675 750 450 0 0 0 0 0 0 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 94.2 10.9 0.0 1.9 0.0 0.0 0.0 0.0 3.8 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 July 2, 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 58,121 : : Positions : : 45,416 53,987 6,464 0 3,260 650 0 350 1,062 463 2 : : : : Changes from: June 25, 2019 : : 879 84 -1,455 0 649 -50 0 0 147 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 92.9 11.1 0.0 5.6 1.1 0.0 0.6 1.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 53,207 : : Positions : : 34,329 48,493 6,386 476 2,056 6,902 0 1,415 1,089 58 517 : : : : Changes from: June 25, 2019 : : 14 -949 -655 100 410 -503 0 200 150 -15 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 91.1 12.0 0.9 3.9 13.0 0.0 2.7 2.0 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 22 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 33,333 : : Positions : : 17,040 32,119 14,638 0 60 0 268 80 275 0 420 : : : : Changes from: June 25, 2019 : : -650 -140 -15 0 0 0 -10 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 96.4 43.9 0.0 0.2 0.0 0.8 0.2 0.8 0.0 1.3 : : : : 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 July 2, 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 30,047 : : Positions : : 16,175 28,962 12,411 0 50 0 260 0 95 0 420 : : : : Changes from: June 25, 2019 : : -788 -243 0 0 0 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 96.4 41.3 0.0 0.2 0.0 0.9 0.0 0.3 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 30,810 : : Positions : : 25,503 25,672 2,936 65 682 195 850 545 80 2,342 181 : : : : Changes from: June 25, 2019 : : -342 -290 106 0 -13 -348 -160 60 -30 57 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 83.3 9.5 0.2 2.2 0.6 2.8 1.8 0.3 7.6 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 24,007 : : Positions : : 19,770 20,271 2,882 0 80 50 1,360 40 0 1,124 0 : : : : Changes from: June 25, 2019 : : -478 -931 -148 0 0 0 -25 0 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 84.4 12.0 0.0 0.3 0.2 5.7 0.2 0.0 4.7 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 July 2, 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 51,236 : : Positions : : 38,258 33,359 4,849 10,432 715 1,608 4,239 1,440 3,593 306 534 : : : : Changes from: June 25, 2019 : : 9 -62 -63 -325 60 5 87 -55 -110 97 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 65.1 9.5 20.4 1.4 3.1 8.3 2.8 7.0 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 37,054 : : Positions : : 31,392 18,613 2,492 12,752 1,365 370 390 570 4 2,466 447 : : : : Changes from: June 25, 2019 : : -736 -831 5 -130 0 0 12 -12 4 34 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 50.2 6.7 34.4 3.7 1.0 1.1 1.5 0.0 6.7 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 17,642 : : Positions : : 9,781 15,217 5,095 0 1,951 291 150 209 225 100 0 : : : : Changes from: June 25, 2019 : : -390 -515 -260 0 -17 225 50 0 75 100 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 86.3 28.9 0.0 11.1 1.6 0.9 1.2 1.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 14,950 : : Positions : : 11,396 13,405 1,479 440 300 0 100 0 1,270 125 400 : : : : Changes from: June 25, 2019 : : 435 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 89.7 9.9 2.9 2.0 0.0 0.7 0.0 8.5 0.8 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 17,293 : : Positions : : 14,109 13,080 1,311 240 448 0 1,850 0 570 125 725 : : : : Changes from: June 25, 2019 : : 290 -465 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 75.6 7.6 1.4 2.6 0.0 10.7 0.0 3.3 0.7 4.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 22,609 : : Positions : : 12,107 15,698 7,880 4,314 125 0 0 0 1,680 1,300 455 : : : : Changes from: June 25, 2019 : : -77 -225 -50 -399 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 69.4 34.9 19.1 0.6 0.0 0.0 0.0 7.4 5.7 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 : : 11,460 15,245 8,088 4,284 125 0 0 0 1,670 1,300 295 : : : : Changes from: June 25, 2019 : : -69 -225 -50 -399 0 0 0 0 100 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 69.4 36.8 19.5 0.6 0.0 0.0 0.0 7.6 5.9 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 55,978 : : Positions : : 34,986 51,343 9,818 0 2,740 600 50 0 6,330 425 1,005 : : : : Changes from: June 25, 2019 : : -372 185 0 0 0 0 0 0 600 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 91.7 17.5 0.0 4.9 1.1 0.1 0.0 11.3 0.8 1.8 : : : : 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 July 2, 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 55,595 : : Positions : : 35,094 51,644 9,913 0 2,141 600 50 0 6,460 520 835 : : : : Changes from: June 25, 2019 : : -410 195 0 0 0 0 0 0 600 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 92.9 17.8 0.0 3.9 1.1 0.1 0.0 11.6 0.9 1.5 : : : : 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 July 2, 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 129,250 : : Positions : : 101,944 88,342 20,226 21,641 1,630 875 1,175 335 3,085 14,339 760 : : : : Changes from: June 25, 2019 : : -5,415 -937 5,900 5 95 0 0 0 -100 604 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 68.3 15.6 16.7 1.3 0.7 0.9 0.3 2.4 11.1 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 26 . 4 . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 142,599 : : Positions : : 113,064 93,371 22,573 25,560 795 1,650 745 475 1,780 15,815 825 : : : : Changes from: June 25, 2019 : : -7,828 -4,998 7,025 160 250 0 -110 0 -100 399 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.5 15.8 17.9 0.6 1.2 0.5 0.3 1.2 11.1 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 27 . . 4 . . . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 414,789 : : Positions : : 267,310 272,407 21,472 20,584 58,004 12,528 13,502 24,456 11,409 8,082 17,034 : : : : Changes from: June 25, 2019 : : 22,948 17,625 -1,658 4,783 4,058 -330 -1,664 70 -686 897 2,109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.7 5.2 5.0 14.0 3.0 3.3 5.9 2.8 1.9 4.1 : : : : Number of Traders in Each Category Total Traders: 89 : : 38 34 . . 5 6 14 7 10 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 : : 12,372 17,646 2,720 410 500 515 0 0 3,205 50 75 : : : : Changes from: June 25, 2019 : : -324 -1,139 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 89.0 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 July 2, 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 : : 11,381 16,480 2,931 0 522 0 665 10 3,470 50 45 : : : : Changes from: June 25, 2019 : : -139 -907 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 88.2 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 July 2, 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 43,391 : : Positions : : 32,286 28,166 2,305 5,615 825 0 880 1,475 0 0 0 : : : : Changes from: June 25, 2019 : : 570 270 110 445 0 0 -35 -115 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 64.9 5.3 12.9 1.9 0.0 2.0 3.4 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 July 2, 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 38,182 : : Positions : : 29,910 26,205 1,845 4,295 335 0 1,380 660 0 0 0 : : : : Changes from: June 25, 2019 : : 425 -150 20 445 0 0 150 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 68.6 4.8 11.2 0.9 0.0 3.6 1.7 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 July 2, 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 25,087 : : Positions : : 6,633 17,535 12,247 620 1,930 650 1,190 605 325 0 275 : : : : Changes from: June 25, 2019 : : -50 0 0 0 0 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 69.9 48.8 2.5 7.7 2.6 4.7 2.4 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 July 2, 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 31,984 : : Positions : : 13,589 16,390 1,887 8,126 1,026 9,700 655 3,970 0 125 0 : : : : Changes from: June 25, 2019 : : 1,229 3,889 550 0 -1,080 1,960 0 200 0 -150 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 51.2 5.9 25.4 3.2 30.3 2.0 12.4 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 23,190 : : Positions : : 7,242 10,464 2,427 4,010 2,288 5,910 625 4,360 0 125 0 : : : : Changes from: June 25, 2019 : : -255 15 300 0 0 0 0 0 0 -150 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 45.1 10.5 17.3 9.9 25.5 2.7 18.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 75,118 : : Positions : : 24,798 29,758 19,778 24,885 1,260 11,305 3,505 1,700 2,670 0 1,305 : : : : Changes from: June 25, 2019 : : 100 220 150 600 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 39.6 26.3 33.1 1.7 15.0 4.7 2.3 3.6 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 74,021 : : Positions : : 25,730 26,134 19,355 26,435 1,310 9,950 3,390 1,945 1,380 0 2,405 : : : : Changes from: June 25, 2019 : : 90 635 150 520 0 0 -915 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 35.3 26.1 35.7 1.8 13.4 4.6 2.6 1.9 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 26,767 : : Positions : : 13,418 8,127 3,315 2,291 1,506 1,560 7,750 265 1,100 1,755 1,715 : : : : Changes from: June 25, 2019 : : 0 200 0 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 30.4 12.4 8.6 5.6 5.8 29.0 1.0 4.1 6.6 6.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 25,287 : : Positions : : 12,063 7,902 2,875 1,951 1,048 1,475 8,800 250 1,595 50 2,120 : : : : Changes from: June 25, 2019 : : 0 200 0 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 31.2 11.4 7.7 4.1 5.8 34.8 1.0 6.3 0.2 8.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 47,648 : : Positions : : 13,678 33,218 2,667 8,580 465 18,225 0 0 7,530 0 0 : : : : Changes from: June 25, 2019 : : -20 305 0 -600 0 -600 0 0 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 69.7 5.6 18.0 1.0 38.2 0.0 0.0 15.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 47,468 : : Positions : : 14,159 30,945 1,785 10,280 485 17,625 0 0 7,530 0 0 : : : : Changes from: June 25, 2019 : : -25 300 0 -600 0 -600 0 0 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 65.2 3.8 21.7 1.0 37.1 0.0 0.0 15.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 56,830 : : Positions : : 20,995 47,435 3,120 600 1,645 5,515 0 2,125 18,730 450 105 : : : : Changes from: June 25, 2019 : : -430 550 -100 -100 0 -120 0 0 1,100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 83.5 5.5 1.1 2.9 9.7 0.0 3.7 33.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 55,600 : : Positions : : 20,720 45,715 2,315 600 1,795 4,585 0 2,575 18,675 100 230 : : : : Changes from: June 25, 2019 : : -550 550 -100 -100 100 0 0 0 1,100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 82.2 4.2 1.1 3.2 8.2 0.0 4.6 33.6 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 July 2, 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 25, 2019 : : 0 0 0 0 0 0 0 0 0 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 July 2, 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 25, 2019 : : 0 0 0 0 0 0 0 0 0 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 July 2, 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 63,055 : : Positions : : 32,215 28,165 0 2,875 2,795 2,155 20,360 2,395 17,850 1,250 810 : : : : Changes from: June 25, 2019 : : 100 2,400 0 -25 0 -75 625 75 2,975 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 44.7 0.0 4.6 4.4 3.4 32.3 3.8 28.3 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 62,490 : : Positions : : 32,735 27,635 1,280 2,310 2,590 1,745 20,085 2,695 15,090 1,250 1,270 : : : : Changes from: June 25, 2019 : : 0 2,400 0 -25 0 0 600 0 2,975 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 44.2 2.0 3.7 4.1 2.8 32.1 4.3 24.1 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 57,911 : : Positions : : 33,840 18,860 0 12,425 2,680 16,685 0 1,780 150 19,715 65 : : : : Changes from: June 25, 2019 : : 50 150 0 0 0 -150 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 32.6 0.0 21.5 4.6 28.8 0.0 3.1 0.3 34.0 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 July 2, 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 19,040 0 12,015 1,758 12,585 0 1,780 150 10,675 355 : : : : Changes from: June 25, 2019 : : 0 150 0 0 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 40.6 0.0 25.6 3.8 26.8 0.0 3.8 0.3 22.8 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 July 2, 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 148,135 : : Positions : : 90,900 87,680 19,081 245 6,903 0 15,416 5,869 1,725 8,485 3,045 : : : : Changes from: June 25, 2019 : : 3,590 -80 -175 100 -50 0 -470 180 0 3,865 -950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 59.2 12.9 0.2 4.7 0.0 10.4 4.0 1.2 5.7 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 26 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 139,997 : : Positions : : 85,778 85,001 23,044 0 5,139 0 7,896 6,704 1,375 17,420 990 : : : : Changes from: June 25, 2019 : : 4,415 175 -475 0 100 0 0 0 0 3,765 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 60.7 16.5 0.0 3.7 0.0 5.6 4.8 1.0 12.4 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 July 2, 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 41,105 : : Positions : : 19,120 21,265 12,490 9,070 1,655 2,150 875 2,290 0 2,550 0 : : : : Changes from: June 25, 2019 : : 3,645 2,690 -600 125 0 -180 -600 50 0 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 51.7 30.4 22.1 4.0 5.2 2.1 5.6 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 35,695 : : Positions : : 15,170 18,905 11,840 7,970 565 2,345 0 2,565 0 2,550 0 : : : : Changes from: June 25, 2019 : : 2,850 2,045 -600 305 -5 150 -600 20 0 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 53.0 33.2 22.3 1.6 6.6 0.0 7.2 0.0 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,050 : : Positions : : 9,700 15,170 0 7,635 1,950 12,810 0 1,085 0 0 0 : : : : Changes from: June 25, 2019 : : 900 1,200 0 -720 0 -420 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 56.1 0.0 28.2 7.2 47.4 0.0 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 99,040 : : Positions : : 60,593 46,528 1,935 6,590 11,015 575 12,035 5,535 1,990 0 0 : : : : Changes from: June 25, 2019 : : 2,005 1,740 125 990 -215 0 -100 100 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 47.0 2.0 6.7 11.1 0.6 12.2 5.6 2.0 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 July 2, 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 82,064 : : Positions : : 49,130 34,694 870 15,006 5,004 400 2,985 9,150 1,890 0 0 : : : : Changes from: June 25, 2019 : : 1,560 1,585 0 -55 60 0 530 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 42.3 1.1 18.3 6.1 0.5 3.6 11.1 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 21 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2019