Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 22,558 : : Positions : : 10,149 13,284 1,614 0 1,430 631 2,206 545 6,124 2,885 1,363 : : : : Changes from: July 9, 2019 : : 444 -88 70 0 15 37 167 53 -54 600 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 58.9 7.2 0.0 6.3 2.8 9.8 2.4 27.1 12.8 6.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 14 5 0 4 . 4 . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 38,076 : : Positions : : 21,067 21,776 170 3,897 5,353 3,966 627 1,936 946 151 4,208 : : : : Changes from: July 9, 2019 : : 542 440 56 -98 121 21 83 6 -138 56 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 57.2 0.4 10.2 14.1 10.4 1.6 5.1 2.5 0.4 11.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 . . . . 4 6 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 38,910 : : Positions : : 22,539 35,233 8,116 0 1,643 25 1,502 52 5,930 25 455 : : : : Changes from: July 9, 2019 : : 833 346 -495 0 220 25 47 -75 50 20 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 90.5 20.9 0.0 4.2 0.1 3.9 0.1 15.2 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . 0 . . 4 . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 29,953 : : Positions : : 25,422 26,295 0 1,049 1,354 75 0 75 1,925 175 975 : : : : Changes from: July 9, 2019 : : 1,015 280 -280 430 -245 0 0 0 50 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 87.8 0.0 3.5 4.5 0.3 0.0 0.3 6.4 0.6 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 146,400 : : Positions : : 118,050 101,674 593 19,141 7,992 9,800 1,573 5,607 1,843 8,353 2,052 : : : : Changes from: July 9, 2019 : : -528 169 480 -1,457 694 -720 -35 585 545 1,105 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 69.4 0.4 13.1 5.5 6.7 1.1 3.8 1.3 5.7 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 31 . 4 5 . 4 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 67,816 : : Positions : : 58,618 44,904 3,006 10,646 4,073 253 5,269 1,054 125 1,195 675 : : : : Changes from: July 9, 2019 : : 1,122 571 0 108 -240 -88 75 130 -160 125 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 66.2 4.4 15.7 6.0 0.4 7.8 1.6 0.2 1.8 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 . . . . 5 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 33,091 : : Positions : : 29,537 26,147 2,357 5,752 772 0 0 0 175 125 250 : : : : Changes from: July 9, 2019 : : 270 425 -400 -605 315 0 0 0 -100 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 79.0 7.1 17.4 2.3 0.0 0.0 0.0 0.5 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 66,799 : : Positions : : 40,874 40,611 643 13,141 5,780 16,215 300 575 600 4,442 1,918 : : : : Changes from: July 9, 2019 : : 115 235 -120 -300 310 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 60.8 1.0 19.7 8.7 24.3 0.4 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 16, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 86,854 : : Positions : : 51,417 42,188 539 31,070 4,182 27,359 1,735 1,390 988 5,456 720 : : : : Changes from: July 9, 2019 : : 1,498 184 -427 -1,360 255 -418 -50 -50 388 1,980 -1,158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 48.6 0.6 35.8 4.8 31.5 2.0 1.6 1.1 6.3 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 74,462 : : Positions : : 56,554 52,144 11,836 19,669 995 1,650 100 0 1,511 0 1,330 : : : : Changes from: July 9, 2019 : : -140 200 -60 -100 0 0 0 0 294 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 70.0 15.9 26.4 1.3 2.2 0.1 0.0 2.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,750 : : Positions : : 6,300 6,050 0 1,300 0 900 0 0 400 0 0 : : : : Changes from: July 9, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 78.1 0.0 16.8 0.0 11.6 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 102,134 : : Positions : : 73,460 62,977 22,204 36,971 262 1,650 100 0 2,302 0 1,617 : : : : Changes from: July 9, 2019 : : -1,234 -2,169 -60 1,175 0 0 0 0 257 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 61.7 21.7 36.2 0.3 1.6 0.1 0.0 2.3 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 46,735 : : Positions : : 34,585 45,350 11,350 0 650 0 0 0 0 420 0 : : : : Changes from: July 9, 2019 : : 295 295 600 0 0 0 0 0 0 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 97.0 24.3 0.0 1.4 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 25,464 : : Positions : : 21,140 20,507 800 1,640 2,552 0 600 0 182 0 0 : : : : Changes from: July 9, 2019 : : -390 550 800 200 -713 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 80.5 3.1 6.4 10.0 0.0 2.4 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 13,705 : : Positions : : 8,220 10,305 4,545 0 0 150 3,400 0 700 0 0 : : : : Changes from: July 9, 2019 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 75.2 33.2 0.0 0.0 1.1 24.8 0.0 5.1 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 16, 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 75,577 : : Positions : : 49,299 43,149 900 14,861 8,197 4,126 100 893 7,853 4,085 4,012 : : : : Changes from: July 9, 2019 : : -641 380 -759 -17 490 145 -160 88 551 -1,053 691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 57.1 1.2 19.7 10.8 5.5 0.1 1.2 10.4 5.4 5.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 27 . . . 4 . 4 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 7,050 : : Positions : : 5,000 2,750 250 0 150 0 0 0 850 3,350 800 : : : : Changes from: July 9, 2019 : : -900 -1,450 250 -550 -50 0 0 0 -150 1,700 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 39.0 3.5 0.0 2.1 0.0 0.0 0.0 12.1 47.5 11.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 12 . 0 . 0 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 24,763 : : Positions : : 17,775 15,227 0 5,685 429 2,775 0 525 825 430 2,125 : : : : Changes from: July 9, 2019 : : -1,115 486 0 25 -300 0 0 0 825 -800 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 61.5 0.0 23.0 1.7 11.2 0.0 2.1 3.3 1.7 8.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 57,225 : : Positions : : 46,930 55,080 8,050 0 1,440 0 0 0 450 266 205 : : : : Changes from: July 9, 2019 : : 1,440 1,190 350 0 0 0 0 0 -360 240 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 96.3 14.1 0.0 2.5 0.0 0.0 0.0 0.8 0.5 0.4 : : : : 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 16, 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 37,399 : : Positions : : 31,271 23,293 0 7,354 4,336 900 1,965 0 260 362 32 : : : : Changes from: July 9, 2019 : : -1,659 -198 0 -1,340 1,190 0 -120 0 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 62.3 0.0 19.7 11.6 2.4 5.3 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 16, 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 64,125 : : Positions : : 52,303 59,820 4,868 285 3,645 100 0 0 2,786 200 0 : : : : Changes from: July 9, 2019 : : 360 360 60 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 93.3 7.6 0.4 5.7 0.2 0.0 0.0 4.3 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 16, 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 71,723 : : Positions : : 58,970 61,818 6,478 2,675 2,570 100 0 0 3,398 4,600 60 : : : : Changes from: July 9, 2019 : : 915 285 60 -180 120 0 0 0 6 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 86.2 9.0 3.7 3.6 0.1 0.0 0.0 4.7 6.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 87,676 : : Positions : : 69,617 79,693 11,018 2,785 2,642 405 0 35 3,575 2,196 325 : : : : Changes from: July 9, 2019 : : 300 1,367 275 -204 55 -380 0 35 1,432 443 -243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 90.9 12.6 3.2 3.0 0.5 0.0 0.0 4.1 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 26 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 112,972 : : Positions : : 88,206 94,381 11,980 5,295 4,466 20 2,092 863 6,069 4,650 1,220 : : : : Changes from: July 9, 2019 : : 1,339 2,089 494 1,030 -22 -197 236 62 2,176 433 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 83.5 10.6 4.7 4.0 0.0 1.9 0.8 5.4 4.1 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 31 . . 4 . 6 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 55,706 : : Positions : : 46,516 48,551 6,145 1,110 2,675 0 705 270 0 2,250 100 : : : : Changes from: July 9, 2019 : : 71 21 -25 -25 25 0 0 0 0 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 87.2 11.0 2.0 4.8 0.0 1.3 0.5 0.0 4.0 0.2 : : : : 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 16, 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 48,553 : : Positions : : 41,220 45,425 6,535 0 798 0 0 0 0 2,330 0 : : : : Changes from: July 9, 2019 : : 1,200 720 0 0 0 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 93.6 13.5 0.0 1.6 0.0 0.0 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 59,122 : : Positions : : 46,933 55,202 5,437 0 3,260 700 0 300 1,852 0 340 : : : : Changes from: July 9, 2019 : : 623 1,313 -570 0 0 0 0 0 801 -459 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 93.4 9.2 0.0 5.5 1.2 0.0 0.5 3.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 58,122 : : Positions : : 39,162 53,705 5,846 641 2,021 6,797 0 1,415 2,290 0 226 : : : : Changes from: July 9, 2019 : : 1,359 1,965 -553 165 -15 -5 0 0 1,206 -55 -291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 92.4 10.1 1.1 3.5 11.7 0.0 2.4 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 31,735 : : Positions : : 16,502 30,841 14,224 0 60 0 268 80 275 0 420 : : : : Changes from: July 9, 2019 : : -82 143 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 97.2 44.8 0.0 0.2 0.0 0.8 0.3 0.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 28,457 : : Positions : : 15,473 27,707 11,936 0 50 0 260 0 60 0 420 : : : : Changes from: July 9, 2019 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 97.4 41.9 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 16, 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 28,650 : : Positions : : 23,368 23,896 2,999 240 662 240 1,150 485 50 1,713 490 : : : : Changes from: July 9, 2019 : : 311 123 0 35 0 0 300 0 -30 -158 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 83.4 10.5 0.8 2.3 0.8 4.0 1.7 0.2 6.0 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 9, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 50,337 : : Positions : : 39,340 33,069 4,721 10,689 681 590 3,712 1,435 3,013 234 475 : : : : Changes from: July 9, 2019 : : 702 906 62 -142 -14 -380 -251 170 86 -52 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 65.7 9.4 21.2 1.4 1.2 7.4 2.9 6.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 36,167 : : Positions : : 30,804 18,209 2,166 12,796 1,365 370 390 570 4 2,150 567 : : : : Changes from: July 9, 2019 : : 164 339 -39 -105 0 0 0 0 0 -49 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 50.3 6.0 35.4 3.8 1.0 1.1 1.6 0.0 5.9 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 16, 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 19,239 : : Positions : : 10,456 16,676 5,929 0 2,014 291 150 209 175 100 75 : : : : Changes from: July 9, 2019 : : 600 759 209 0 63 0 0 0 -50 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 86.7 30.8 0.0 10.5 1.5 0.8 1.1 0.9 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 14,147 : : Positions : : 11,351 12,575 689 395 577 0 100 0 1,070 100 400 : : : : Changes from: July 9, 2019 : : 600 0 -600 0 277 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 88.9 4.9 2.8 4.1 0.0 0.7 0.0 7.6 0.7 2.8 : : : : 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 16, 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 15,832 : : Positions : : 13,425 12,820 585 245 567 0 1,375 0 470 100 725 : : : : Changes from: July 9, 2019 : : 600 0 -600 0 124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 81.0 3.7 1.5 3.6 0.0 8.7 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 16, 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 21,826 : : Positions : : 11,435 16,075 8,049 4,034 132 25 0 0 1,845 1,250 305 : : : : Changes from: July 9, 2019 : : 412 1,305 824 0 7 25 0 0 275 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 73.7 36.9 18.5 0.6 0.1 0.0 0.0 8.5 5.7 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 21,247 : : Positions : : 10,751 15,600 8,227 4,004 143 25 0 0 1,850 1,250 220 : : : : Changes from: July 9, 2019 : : 405 1,305 809 0 18 25 0 0 275 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 73.4 38.7 18.8 0.7 0.1 0.0 0.0 8.7 5.9 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 51,027 : : Positions : : 33,207 45,292 9,186 700 2,550 850 0 0 3,140 500 1,985 : : : : Changes from: July 9, 2019 : : 85 -2,265 -600 700 265 250 0 0 -1,200 100 815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 88.8 18.0 1.4 5.0 1.7 0.0 0.0 6.2 1.0 3.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 50,500 : : Positions : : 33,150 45,318 9,325 793 2,039 835 0 15 3,190 510 1,825 : : : : Changes from: July 9, 2019 : : -45 -2,515 -542 793 327 235 0 15 -1,270 100 840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 89.7 18.5 1.6 4.0 1.7 0.0 0.0 6.3 1.0 3.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 124,526 : : Positions : : 98,824 86,256 19,256 21,328 1,751 620 1,440 335 2,910 12,624 770 : : : : Changes from: July 9, 2019 : : 655 1,135 0 155 150 -150 240 25 125 -900 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 69.3 15.5 17.1 1.4 0.5 1.2 0.3 2.3 10.1 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 16, 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 135,925 : : Positions : : 109,061 94,336 21,398 24,347 677 1,275 990 515 1,785 13,850 1,145 : : : : Changes from: July 9, 2019 : : 1,593 2,323 -50 -160 127 -150 220 65 120 -875 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 69.4 15.7 17.9 0.5 0.9 0.7 0.4 1.3 10.2 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 26 . . 4 . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 460,570 : : Positions : : 279,236 289,494 31,913 12,816 79,145 7,994 16,798 32,368 8,944 9,242 20,075 : : : : Changes from: July 9, 2019 : : 5,612 9,997 3,668 -3,192 7,151 -591 446 571 -1,586 -68 3,698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 62.9 6.9 2.8 17.2 1.7 3.6 7.0 1.9 2.0 4.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 38 35 . . 5 5 14 7 11 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 9, 2019 : : 0 0 0 0 0 0 0 0 0 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 16, 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 9, 2019 : : 0 0 0 0 0 0 0 0 0 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 16, 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 44,029 : : Positions : : 33,144 29,644 2,235 5,615 780 0 180 1,475 0 0 0 : : : : Changes from: July 9, 2019 : : 1,366 2,196 -275 0 100 0 -400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 67.3 5.1 12.8 1.8 0.0 0.4 3.4 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 16, 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 39,217 : : Positions : : 30,798 27,525 2,025 4,295 255 0 1,100 660 0 0 0 : : : : Changes from: July 9, 2019 : : 1,490 2,280 85 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 70.2 5.2 11.0 0.7 0.0 2.8 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 16, 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 25,391 : : Positions : : 6,564 18,265 12,691 605 1,930 725 1,120 530 250 0 250 : : : : Changes from: July 9, 2019 : : 75 975 650 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 71.9 50.0 2.4 7.6 2.9 4.4 2.1 1.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 20,265 : : Positions : : 3,990 15,195 11,030 0 2,040 875 820 380 300 0 0 : : : : Changes from: July 9, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 75.0 54.4 0.0 10.1 4.3 4.0 1.9 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 31,127 : : Positions : : 12,896 14,525 1,905 9,121 1,058 9,315 465 3,740 0 125 0 : : : : Changes from: July 9, 2019 : : -640 -400 0 5 50 145 -100 -230 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 46.7 6.1 29.3 3.4 29.9 1.5 12.0 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 16, 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 73,007 : : Positions : : 24,577 29,372 18,703 24,045 1,260 9,970 3,440 1,690 3,995 0 810 : : : : Changes from: July 9, 2019 : : 310 1,225 -240 0 0 0 -50 50 1,105 0 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 40.2 25.6 32.9 1.7 13.7 4.7 2.3 5.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 72,059 : : Positions : : 25,278 26,167 18,360 25,475 1,385 8,830 3,275 1,870 2,885 0 1,705 : : : : Changes from: July 9, 2019 : : 310 1,225 -240 0 75 0 -50 0 1,105 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 36.3 25.5 35.4 1.9 12.3 4.5 2.6 4.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 25,301 : : Positions : : 12,427 7,822 3,120 2,035 1,506 1,535 7,100 265 1,025 1,665 1,715 : : : : Changes from: July 9, 2019 : : 25 0 75 0 0 0 0 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 30.9 12.3 8.0 6.0 6.1 28.1 1.0 4.1 6.6 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 16, 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 24,081 : : Positions : : 11,282 7,672 2,750 1,780 1,048 1,450 8,300 250 1,610 25 2,005 : : : : Changes from: July 9, 2019 : : 25 0 75 0 0 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 31.9 11.4 7.4 4.4 6.0 34.5 1.0 6.7 0.1 8.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 46,252 : : Positions : : 13,649 32,269 2,602 8,550 465 17,030 0 0 7,840 0 0 : : : : Changes from: July 9, 2019 : : -45 300 60 615 0 0 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 69.8 5.6 18.5 1.0 36.8 0.0 0.0 17.0 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 16, 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 46,236 : : Positions : : 14,336 30,257 1,790 10,235 485 16,405 0 0 7,840 0 0 : : : : Changes from: July 9, 2019 : : 0 360 60 600 0 0 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 65.4 3.9 22.1 1.0 35.5 0.0 0.0 17.0 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 16, 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 55,080 : : Positions : : 20,325 46,040 2,585 550 1,810 5,275 0 2,025 18,695 400 55 : : : : Changes from: July 9, 2019 : : 200 1,030 -250 0 165 0 0 0 1,080 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 83.6 4.7 1.0 3.3 9.6 0.0 3.7 33.9 0.7 0.1 : : : : 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 16, 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 54,160 : : Positions : : 20,085 44,645 1,955 550 2,000 4,545 0 2,475 18,600 100 180 : : : : Changes from: July 9, 2019 : : 200 1,030 -250 0 225 0 0 0 1,080 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 82.4 3.6 1.0 3.7 8.4 0.0 4.6 34.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 15,845 : : Positions : : 9,570 5,935 1,200 35 1,415 0 6,100 0 1,625 545 500 : : : : Changes from: July 9, 2019 : : -50 25 0 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 37.5 7.6 0.2 8.9 0.0 38.5 0.0 10.3 3.4 3.2 : : : : 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 16, 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 15,570 : : Positions : : 9,125 5,525 1,495 0 1,160 0 6,575 0 1,860 545 490 : : : : Changes from: July 9, 2019 : : -50 25 0 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 35.5 9.6 0.0 7.5 0.0 42.2 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 16, 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 63,595 : : Positions : : 31,530 29,550 700 2,675 2,605 2,615 20,445 2,135 18,665 1,250 745 : : : : Changes from: July 9, 2019 : : 350 2,450 700 0 0 450 0 -25 950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 46.5 1.1 4.2 4.1 4.1 32.1 3.4 29.3 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 62,890 : : Positions : : 32,030 28,955 1,790 1,910 2,590 2,280 20,195 2,385 15,800 1,250 1,225 : : : : Changes from: July 9, 2019 : : 350 2,450 700 0 0 450 0 -25 950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 46.0 2.8 3.0 4.1 3.6 32.1 3.8 25.1 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 55,506 : : Positions : : 32,113 18,545 0 11,333 2,680 16,030 0 1,855 150 18,745 65 : : : : Changes from: July 9, 2019 : : 0 -150 0 150 0 0 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 33.4 0.0 20.4 4.8 28.9 0.0 3.3 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 16, 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 18,925 0 11,149 1,758 12,280 0 1,755 150 10,130 355 : : : : Changes from: July 9, 2019 : : 0 -150 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 41.8 0.0 24.6 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 16, 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 148,467 : : Positions : : 91,991 85,485 17,275 1,030 7,613 0 13,661 6,934 1,675 10,765 2,635 : : : : Changes from: July 9, 2019 : : 2,273 -152 -365 710 935 0 -650 1,250 0 1,880 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 57.6 11.6 0.7 5.1 0.0 9.2 4.7 1.1 7.3 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 137,267 : : Positions : : 84,334 81,124 21,296 0 5,889 1,179 7,885 6,455 1,375 19,175 985 : : : : Changes from: July 9, 2019 : : 1,664 224 -65 0 750 1,179 554 21 0 1,880 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 59.1 15.5 0.0 4.3 0.9 5.7 4.7 1.0 14.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 42,150 : : Positions : : 18,495 20,945 14,525 9,060 1,655 2,105 750 2,105 0 4,370 0 : : : : Changes from: July 9, 2019 : : 30 80 2,220 170 0 -80 0 180 0 1,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 49.7 34.5 21.5 3.9 5.0 1.8 5.0 0.0 10.4 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 16, 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 36,810 : : Positions : : 14,515 18,630 13,760 8,135 565 2,500 0 2,415 0 4,070 0 : : : : Changes from: July 9, 2019 : : 50 150 2,070 320 0 -30 0 180 0 1,620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 50.6 37.4 22.1 1.5 6.8 0.0 6.6 0.0 11.1 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 16, 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 30,035 : : Positions : : 10,370 18,725 0 7,455 1,930 12,510 0 800 3,000 0 0 : : : : Changes from: July 9, 2019 : : 150 3,000 0 0 0 0 0 0 3,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 62.3 0.0 24.8 6.4 41.7 0.0 2.7 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 100,430 : : Positions : : 60,983 47,598 1,675 7,165 10,735 625 11,985 5,195 3,405 0 50 : : : : Changes from: July 9, 2019 : : -775 215 -50 660 -160 0 220 -100 1,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 47.4 1.7 7.1 10.7 0.6 11.9 5.2 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 83,785 : : Positions : : 51,230 34,310 0 17,790 4,750 375 2,975 8,780 3,085 0 150 : : : : Changes from: July 9, 2019 : : 2,900 525 -1,065 2,585 140 0 45 -90 1,620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 41.0 0.0 21.2 5.7 0.4 3.6 10.5 3.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 19, 2019