Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 22,239 : : Positions : : 9,705 13,372 1,544 0 1,415 594 2,039 492 6,178 2,285 1,609 : : : : Changes from: July 2, 2019 : : 1,303 834 -86 -231 278 0 -110 0 -129 571 -485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 60.1 6.9 0.0 6.4 2.7 9.2 2.2 27.8 10.3 7.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 14 5 0 4 . 4 . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 37,327 : : Positions : : 20,526 21,335 115 3,995 5,232 3,945 544 1,930 1,084 95 4,067 : : : : Changes from: July 2, 2019 : : -1,302 77 -88 224 -135 516 -263 -683 19 -674 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 57.2 0.3 10.7 14.0 10.6 1.5 5.2 2.9 0.3 10.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 24 . . . . 4 6 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 38,327 : : Positions : : 21,706 34,887 8,611 0 1,423 0 1,455 127 5,880 5 430 : : : : Changes from: July 2, 2019 : : 605 1,585 880 0 354 0 110 0 325 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 91.0 22.5 0.0 3.7 0.0 3.8 0.3 15.3 0.0 1.1 : : : : 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 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 29,403 : : Positions : : 24,407 26,015 280 619 1,599 75 0 75 1,875 125 950 : : : : Changes from: July 2, 2019 : : 1,025 230 -395 0 50 0 0 0 -300 125 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 88.5 1.0 2.1 5.4 0.3 0.0 0.3 6.4 0.4 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 145,234 : : Positions : : 118,578 101,505 113 20,598 7,298 10,520 1,608 5,022 1,298 7,248 1,947 : : : : Changes from: July 2, 2019 : : -1,950 -8,119 25 3,701 -2,006 589 210 -619 51 2,637 -283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.9 0.1 14.2 5.0 7.2 1.1 3.5 0.9 5.0 1.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 31 . 4 5 . 4 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 66,797 : : Positions : : 57,496 44,333 3,006 10,538 4,313 340 5,193 924 285 1,070 425 : : : : Changes from: July 2, 2019 : : 1,470 -2,449 -413 3,210 -58 -322 -225 -12 -225 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 66.4 4.5 15.8 6.5 0.5 7.8 1.4 0.4 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 22 . . . . 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 32,906 : : Positions : : 29,267 25,722 2,757 6,357 457 0 0 0 275 175 150 : : : : Changes from: July 2, 2019 : : -955 -835 -455 -470 145 0 -75 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 78.2 8.4 19.3 1.4 0.0 0.0 0.0 0.8 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 66,494 : : Positions : : 40,759 40,376 763 13,441 5,470 16,215 300 575 600 4,382 1,918 : : : : Changes from: July 2, 2019 : : -1,024 -783 -243 -28 3 126 -50 -251 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 60.7 1.1 20.2 8.2 24.4 0.5 0.9 0.9 6.6 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 87,053 : : Positions : : 49,919 42,004 966 32,430 3,927 27,777 1,785 1,440 600 3,476 1,878 : : : : Changes from: July 2, 2019 : : -1,998 -1,407 -271 -531 -179 36 -55 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 48.3 1.1 37.3 4.5 31.9 2.1 1.7 0.7 4.0 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . . 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 74,372 : : Positions : : 56,694 51,944 11,896 19,769 995 1,650 100 0 1,217 0 1,320 : : : : Changes from: July 2, 2019 : : 213 -2,247 -770 1,389 0 -150 25 -25 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.8 16.0 26.6 1.3 2.2 0.1 0.0 1.6 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 103,153 : : Positions : : 74,694 65,146 22,264 35,796 262 1,650 100 0 2,045 0 1,595 : : : : Changes from: July 2, 2019 : : -805 -3,434 -1,272 797 -68 -250 25 -25 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 63.2 21.6 34.7 0.3 1.6 0.1 0.0 2.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 46,020 : : Positions : : 34,290 45,055 10,750 0 650 0 0 0 0 0 0 : : : : Changes from: July 2, 2019 : : -1,885 -2,015 -170 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 97.9 23.4 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 25,427 : : Positions : : 21,530 19,957 0 1,440 3,265 0 600 0 182 0 0 : : : : Changes from: July 2, 2019 : : 624 313 -90 171 -196 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 78.5 0.0 5.7 12.8 0.0 2.4 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 13,105 : : Positions : : 8,220 9,705 3,945 0 0 150 3,400 0 700 0 0 : : : : Changes from: July 2, 2019 : : -645 -855 15 0 -100 -100 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 74.1 30.1 0.0 0.0 1.1 25.9 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 75,008 : : Positions : : 49,940 42,769 1,659 14,878 7,707 3,980 260 805 7,301 5,138 3,321 : : : : Changes from: July 2, 2019 : : -5,004 -1,881 408 -452 -301 -262 0 11 283 -2,252 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 57.0 2.2 19.8 10.3 5.3 0.3 1.1 9.7 6.8 4.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 27 . . . 4 . . 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 7,400 : : Positions : : 5,900 4,200 0 550 200 0 0 0 1,000 1,650 300 : : : : Changes from: July 2, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 56.8 0.0 7.4 2.7 0.0 0.0 0.0 13.5 22.3 4.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 9 0 . . 0 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 24,827 : : Positions : : 18,890 14,741 0 5,660 729 2,775 0 525 0 1,230 1,600 : : : : Changes from: July 2, 2019 : : -925 -505 -176 354 76 0 0 0 0 -955 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 59.4 0.0 22.8 2.9 11.2 0.0 2.1 0.0 5.0 6.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 55,615 : : Positions : : 45,490 53,890 7,700 0 1,440 0 0 0 810 26 25 : : : : Changes from: July 2, 2019 : : -3,096 -3,515 -435 -75 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 96.9 13.8 0.0 2.6 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 37,869 : : Positions : : 32,931 23,492 0 8,694 3,146 900 2,085 0 260 363 32 : : : : Changes from: July 2, 2019 : : 506 149 -129 24 -245 -150 -40 0 -65 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 62.0 0.0 23.0 8.3 2.4 5.5 0.0 0.7 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 63,650 : : Positions : : 51,943 59,460 4,808 165 3,645 100 0 0 2,786 200 0 : : : : Changes from: July 2, 2019 : : -1,646 -3,779 -937 -25 -35 0 0 0 -161 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 93.4 7.6 0.3 5.7 0.2 0.0 0.0 4.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 71,198 : : Positions : : 58,055 61,533 6,418 2,855 2,450 100 0 0 3,392 4,300 60 : : : : Changes from: July 2, 2019 : : -2,048 -4,046 -639 -220 0 0 0 0 -539 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 86.4 9.0 4.0 3.4 0.1 0.0 0.0 4.8 6.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 86,253 : : Positions : : 69,317 78,326 10,743 2,989 2,587 785 0 0 2,143 1,753 568 : : : : Changes from: July 2, 2019 : : -5,493 -5,386 -625 -196 0 30 0 -30 275 -217 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 90.8 12.5 3.5 3.0 0.9 0.0 0.0 2.5 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 27 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 109,259 : : Positions : : 86,866 92,292 11,486 4,264 4,488 217 1,856 801 3,893 4,217 1,293 : : : : Changes from: July 2, 2019 : : -7,417 -6,392 -931 414 -85 -136 -105 -92 1,376 -1,104 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 84.5 10.5 3.9 4.1 0.2 1.7 0.7 3.6 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 30 . . . . 5 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 55,560 : : Positions : : 46,445 48,530 6,170 1,135 2,650 0 705 270 0 2,200 25 : : : : Changes from: July 2, 2019 : : -2,796 -2,246 340 440 -480 0 -400 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 87.3 11.1 2.0 4.8 0.0 1.3 0.5 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 47,353 : : Positions : : 40,020 44,705 6,535 0 798 0 0 0 0 1,850 0 : : : : Changes from: July 2, 2019 : : -2,070 -800 1,270 0 -130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 94.4 13.8 0.0 1.7 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 57,929 : : Positions : : 46,310 53,889 6,007 0 3,260 700 0 300 1,051 459 1 : : : : Changes from: July 2, 2019 : : 894 -98 -457 0 0 50 0 -50 -11 -4 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 93.0 10.4 0.0 5.6 1.2 0.0 0.5 1.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 56,355 : : Positions : : 37,803 51,740 6,399 476 2,036 6,802 0 1,415 1,084 55 517 : : : : Changes from: July 2, 2019 : : 3,474 3,247 13 0 -20 -100 0 0 -5 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 91.8 11.4 0.8 3.6 12.1 0.0 2.5 1.9 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 31,592 : : Positions : : 16,584 30,698 14,074 0 60 0 268 80 275 0 420 : : : : Changes from: July 2, 2019 : : -456 -1,421 -564 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 97.2 44.5 0.0 0.2 0.0 0.8 0.3 0.9 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 July 9, 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 28,437 : : Positions : : 15,453 27,687 11,936 0 50 0 260 0 60 0 420 : : : : Changes from: July 2, 2019 : : -722 -1,275 -475 0 0 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 97.4 42.0 0.0 0.2 0.0 0.9 0.0 0.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,329 : : Positions : : 23,057 23,773 2,999 205 662 240 850 485 80 1,871 450 : : : : Changes from: July 2, 2019 : : -2,446 -1,899 63 140 -20 45 0 -60 0 -471 269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 83.9 10.6 0.7 2.3 0.8 3.0 1.7 0.3 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,970 : : Positions : : 19,100 20,411 2,887 0 75 0 940 460 0 919 0 : : : : Changes from: July 2, 2019 : : -670 140 5 0 -5 -50 -420 420 0 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 88.9 12.6 0.0 0.3 0.0 4.1 2.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 16 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 49,656 : : Positions : : 38,638 32,163 4,659 10,831 695 970 3,963 1,265 2,927 286 431 : : : : Changes from: July 2, 2019 : : 380 -1,196 -190 399 -20 -638 -276 -175 -666 -20 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 64.8 9.4 21.8 1.4 2.0 8.0 2.5 5.9 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . . 4 . 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 35,982 : : Positions : : 30,640 17,870 2,205 12,901 1,365 370 390 570 4 2,199 567 : : : : Changes from: July 2, 2019 : : -752 -743 -287 149 0 0 0 0 0 -267 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 49.7 6.1 35.9 3.8 1.0 1.1 1.6 0.0 6.1 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 18,342 : : Positions : : 9,856 15,917 5,720 0 1,951 291 150 209 225 100 0 : : : : Changes from: July 2, 2019 : : 75 700 625 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 86.8 31.2 0.0 10.6 1.6 0.8 1.1 1.2 0.5 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 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,870 : : Positions : : 10,751 12,575 1,289 395 300 0 100 0 1,070 100 400 : : : : Changes from: July 2, 2019 : : -645 -830 -190 -45 0 0 0 0 -200 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 90.7 9.3 2.8 2.2 0.0 0.7 0.0 7.7 0.7 2.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 15,708 : : Positions : : 12,825 12,820 1,185 245 443 0 1,375 0 470 100 725 : : : : Changes from: July 2, 2019 : : -1,284 -260 -126 5 -5 0 -475 0 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 81.6 7.5 1.6 2.8 0.0 8.8 0.0 3.0 0.6 4.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 20,672 : : Positions : : 11,023 14,770 7,225 4,034 125 0 0 0 1,570 1,250 455 : : : : Changes from: July 2, 2019 : : -1,084 -928 -655 -280 0 0 0 0 -110 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 71.4 35.0 19.5 0.6 0.0 0.0 0.0 7.6 6.0 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 19,999 : : Positions : : 10,346 14,295 7,418 4,004 125 0 0 0 1,575 1,250 295 : : : : Changes from: July 2, 2019 : : -1,114 -950 -670 -280 0 0 0 0 -95 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 71.5 37.1 20.0 0.6 0.0 0.0 0.0 7.9 6.3 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 51,412 : : Positions : : 33,122 47,557 9,786 0 2,285 600 0 0 4,340 400 1,170 : : : : Changes from: July 2, 2019 : : -1,864 -3,786 -32 0 -455 0 -50 0 -1,990 -25 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 92.5 19.0 0.0 4.4 1.2 0.0 0.0 8.4 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 50,940 : : Positions : : 33,195 47,833 9,867 0 1,712 600 0 0 4,460 410 985 : : : : Changes from: July 2, 2019 : : -1,899 -3,811 -46 0 -429 0 -50 0 -2,000 -110 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 93.9 19.4 0.0 3.4 1.2 0.0 0.0 8.8 0.8 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 123,656 : : Positions : : 98,169 85,121 19,256 21,173 1,601 770 1,200 310 2,785 13,524 705 : : : : Changes from: July 2, 2019 : : -3,775 -3,221 -970 -468 -29 -105 25 -25 -300 -815 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 68.8 15.6 17.1 1.3 0.6 1.0 0.3 2.3 10.9 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 24 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 133,815 : : Positions : : 107,468 92,013 21,448 24,507 550 1,425 770 450 1,665 14,725 740 : : : : Changes from: July 2, 2019 : : -5,596 -1,358 -1,125 -1,053 -245 -225 25 -25 -115 -1,090 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 68.8 16.0 18.3 0.4 1.1 0.6 0.3 1.2 11.0 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 26 . . 4 . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 441,990 : : Positions : : 273,624 279,496 28,245 16,008 71,994 8,585 16,352 31,797 10,530 9,310 16,378 : : : : Changes from: July 2, 2019 : : 6,314 7,089 6,773 -4,576 13,990 -3,943 2,850 7,340 -879 1,228 -657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 63.2 6.4 3.6 16.3 1.9 3.7 7.2 2.4 2.1 3.7 : : : : Number of Traders in Each Category Total Traders: 86 : : 37 34 . . 5 5 14 7 10 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 18,591 : : Positions : : 11,774 17,546 2,710 465 445 400 0 0 3,075 50 75 : : : : Changes from: July 2, 2019 : : -598 -100 -10 55 -55 -115 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 94.4 14.6 2.5 2.4 2.2 0.0 0.0 16.5 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 9, 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 17,647 : : Positions : : 10,691 16,430 2,861 0 522 0 590 10 3,355 50 45 : : : : Changes from: July 2, 2019 : : -690 -50 -70 0 0 0 -75 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 93.1 16.2 0.0 3.0 0.0 3.3 0.1 19.0 0.3 0.3 : : : : 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 9, 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 42,728 : : Positions : : 31,778 27,448 2,510 5,615 680 0 580 1,475 0 0 0 : : : : Changes from: July 2, 2019 : : -508 -718 205 0 -145 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 64.2 5.9 13.1 1.6 0.0 1.4 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 37,442 : : Positions : : 29,308 25,245 1,940 4,295 240 0 1,100 660 0 0 0 : : : : Changes from: July 2, 2019 : : -602 -960 95 0 -95 0 -280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 67.4 5.2 11.5 0.6 0.0 2.9 1.8 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 9, 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 24,686 : : Positions : : 6,489 17,290 12,041 605 1,930 725 1,120 530 250 0 250 : : : : Changes from: July 2, 2019 : : -144 -245 -206 -15 0 75 -70 -75 -75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 70.0 48.8 2.5 7.8 2.9 4.5 2.1 1.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 31,372 : : Positions : : 13,536 14,925 1,905 9,116 1,008 9,170 565 3,970 0 125 0 : : : : Changes from: July 2, 2019 : : -53 -1,465 18 990 -18 -530 -90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 47.6 6.1 29.1 3.2 29.2 1.8 12.7 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 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 71,577 : : Positions : : 24,267 28,147 18,943 24,045 1,260 9,970 3,490 1,640 2,890 0 1,085 : : : : Changes from: July 2, 2019 : : -531 -1,611 -835 -840 0 -1,335 -15 -60 220 0 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 39.3 26.5 33.6 1.8 13.9 4.9 2.3 4.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 70,594 : : Positions : : 24,968 24,942 18,600 25,475 1,310 8,830 3,325 1,870 1,780 0 2,005 : : : : Changes from: July 2, 2019 : : -762 -1,192 -755 -960 0 -1,120 -65 -75 400 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 35.3 26.3 36.1 1.9 12.5 4.7 2.6 2.5 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 25,251 : : Positions : : 12,402 7,822 3,045 2,035 1,506 1,535 7,100 265 1,075 1,615 1,715 : : : : Changes from: July 2, 2019 : : -1,016 -305 -270 -256 0 -25 -650 0 -25 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 31.0 12.1 8.1 6.0 6.1 28.1 1.0 4.3 6.4 6.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,031 : : Positions : : 11,257 7,672 2,675 1,780 1,048 1,450 8,300 250 1,710 25 1,955 : : : : Changes from: July 2, 2019 : : -806 -230 -200 -171 0 -25 -500 0 115 -25 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 31.9 11.1 7.4 4.4 6.0 34.5 1.0 7.1 0.1 8.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 45,337 : : Positions : : 13,694 31,969 2,542 7,935 465 17,030 0 0 6,940 0 0 : : : : Changes from: July 2, 2019 : : 16 -1,249 -125 -645 0 -1,195 0 0 -590 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 70.5 5.6 17.5 1.0 37.6 0.0 0.0 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 45,276 : : Positions : : 14,336 29,897 1,730 9,635 485 16,405 0 0 6,940 0 0 : : : : Changes from: July 2, 2019 : : 177 -1,048 -55 -645 0 -1,220 0 0 -590 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 66.0 3.8 21.3 1.1 36.2 0.0 0.0 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 53,895 : : Positions : : 20,125 45,010 2,835 550 1,645 5,275 0 2,025 17,615 400 105 : : : : Changes from: July 2, 2019 : : -870 -2,425 -285 -50 0 -240 0 -100 -1,115 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 83.5 5.3 1.0 3.1 9.8 0.0 3.8 32.7 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 52,980 : : Positions : : 19,885 43,615 2,205 550 1,775 4,545 0 2,475 17,520 100 230 : : : : Changes from: July 2, 2019 : : -835 -2,100 -110 -50 -20 -40 0 -100 -1,155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 82.3 4.2 1.0 3.4 8.6 0.0 4.7 33.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,895 : : Positions : : 9,620 5,910 1,200 35 1,415 0 6,175 0 1,625 545 500 : : : : Changes from: July 2, 2019 : : -450 -285 -125 -90 0 0 -220 0 -60 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 37.2 7.5 0.2 8.9 0.0 38.8 0.0 10.2 3.4 3.1 : : : : 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 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,620 : : Positions : : 9,175 5,500 1,495 0 1,160 0 6,650 0 1,860 545 490 : : : : Changes from: July 2, 2019 : : -460 -160 -5 0 -120 0 -345 0 -85 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 35.2 9.6 0.0 7.4 0.0 42.6 0.0 11.9 3.5 3.1 : : : : 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 9, 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 61,145 : : Positions : : 31,180 27,100 0 2,675 2,605 2,165 20,445 2,160 17,715 1,250 745 : : : : Changes from: July 2, 2019 : : -1,035 -1,065 0 -200 -190 10 85 -235 -135 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 44.3 0.0 4.4 4.3 3.5 33.4 3.5 29.0 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 60,440 : : Positions : : 31,680 26,505 1,090 1,910 2,590 1,830 20,195 2,410 14,850 1,250 1,225 : : : : Changes from: July 2, 2019 : : -1,055 -1,130 -190 -400 0 85 110 -285 -240 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 43.9 1.8 3.2 4.3 3.0 33.4 4.0 24.6 2.1 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 55,406 : : Positions : : 32,113 18,695 0 11,183 2,680 16,030 0 1,755 150 18,745 65 : : : : Changes from: July 2, 2019 : : -1,727 -165 0 -1,242 0 -655 0 -25 0 -970 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 33.7 0.0 20.2 4.8 28.9 0.0 3.2 0.3 33.8 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 8 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 45,272 : : Positions : : 27,449 19,075 0 10,999 1,758 12,280 0 1,755 150 10,130 355 : : : : Changes from: July 2, 2019 : : -1,201 35 0 -1,016 0 -305 0 -25 0 -545 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 42.1 0.0 24.3 3.9 27.1 0.0 3.9 0.3 22.4 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 144,692 : : Positions : : 89,718 85,637 17,640 320 6,678 0 14,311 5,684 1,675 8,885 2,920 : : : : Changes from: July 2, 2019 : : -1,182 -2,043 -1,441 75 -225 0 -1,105 -185 -50 400 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 59.2 12.2 0.2 4.6 0.0 9.9 3.9 1.2 6.1 2.0 : : : : 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 9, 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 133,852 : : Positions : : 82,670 80,900 21,361 0 5,139 0 7,331 6,434 1,375 17,295 985 : : : : Changes from: July 2, 2019 : : -3,108 -4,101 -1,683 0 0 0 -565 -270 0 -125 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 60.4 16.0 0.0 3.8 0.0 5.5 4.8 1.0 12.9 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 39,820 : : Positions : : 18,465 20,865 12,305 8,890 1,655 2,185 750 1,925 0 2,450 0 : : : : Changes from: July 2, 2019 : : -655 -400 -185 -180 0 35 -125 -365 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 52.4 30.9 22.3 4.2 5.5 1.9 4.8 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 9, 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 34,555 : : Positions : : 14,465 18,480 11,690 7,815 565 2,530 0 2,235 0 2,450 0 : : : : Changes from: July 2, 2019 : : -705 -425 -150 -155 0 185 0 -330 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 53.5 33.8 22.6 1.6 7.3 0.0 6.5 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 9, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,035 : : Positions : : 10,220 15,725 0 7,455 1,930 12,510 0 800 0 0 0 : : : : Changes from: July 2, 2019 : : 520 555 0 -180 -20 -300 0 -285 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 58.2 0.0 27.6 7.1 46.3 0.0 3.0 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 9, 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 98,305 : : Positions : : 61,758 47,383 1,725 6,505 10,895 625 11,765 5,295 1,485 0 50 : : : : Changes from: July 2, 2019 : : 1,165 855 -210 -85 -120 50 -270 -240 -505 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 48.2 1.8 6.6 11.1 0.6 12.0 5.4 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 9, 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 79,815 : : Positions : : 48,330 33,785 1,065 15,205 4,610 375 2,930 8,870 1,465 0 150 : : : : Changes from: July 2, 2019 : : -800 -909 195 199 -394 -25 -55 -280 -425 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 42.3 1.3 19.1 5.8 0.5 3.7 11.1 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 . . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 12, 2019