Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 22,091 : : Positions : : 9,948 12,631 1,537 0 1,454 646 2,189 545 5,901 3,098 1,346 : : : : Changes from: July 16, 2019 : : -201 -653 -77 0 24 15 -17 0 -223 213 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 57.2 7.0 0.0 6.6 2.9 9.9 2.5 26.7 14.0 6.1 : : : : 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 23, 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 38,761 : : Positions : : 21,651 22,038 121 3,544 5,478 3,927 647 2,014 800 571 4,341 : : : : Changes from: July 16, 2019 : : 583 262 -49 -353 125 -39 20 77 -145 420 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 56.9 0.3 9.1 14.1 10.1 1.7 5.2 2.1 1.5 11.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 25 . . . . 4 6 7 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 39,663 : : Positions : : 23,114 35,987 8,241 0 1,648 75 1,453 0 5,875 25 550 : : : : Changes from: July 16, 2019 : : 574 754 125 0 5 50 -49 -52 -55 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 90.7 20.8 0.0 4.2 0.2 3.7 0.0 14.8 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . 0 . . 5 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 30,018 : : Positions : : 25,542 26,360 0 1,074 1,304 100 0 75 1,900 200 975 : : : : Changes from: July 16, 2019 : : 120 65 0 25 -50 25 0 0 -25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 87.8 0.0 3.6 4.3 0.3 0.0 0.2 6.3 0.7 3.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 146,914 : : Positions : : 121,653 97,604 692 24,821 6,111 8,530 1,863 6,052 1,243 8,298 2,157 : : : : Changes from: July 16, 2019 : : 3,603 -4,070 99 5,680 -1,881 -1,270 290 445 -600 -55 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 66.4 0.5 16.9 4.2 5.8 1.3 4.1 0.8 5.6 1.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 31 . 4 5 . 5 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 67,714 : : Positions : : 58,525 44,917 3,006 10,839 3,610 287 4,984 1,429 75 1,160 775 : : : : Changes from: July 16, 2019 : : -93 13 0 193 -463 34 -285 375 -50 -35 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 66.3 4.4 16.0 5.3 0.4 7.4 2.1 0.1 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 22 . . . . 6 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 33,141 : : Positions : : 29,737 25,972 2,282 5,852 772 0 25 0 100 225 250 : : : : Changes from: July 16, 2019 : : 200 -175 -75 100 0 0 25 0 -75 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 78.4 6.9 17.7 2.3 0.0 0.1 0.0 0.3 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 67,081 : : Positions : : 40,993 40,703 543 12,961 6,030 16,215 300 575 737 4,492 1,988 : : : : Changes from: July 16, 2019 : : 119 92 -100 -180 250 0 0 0 137 50 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 60.7 0.8 19.3 9.0 24.2 0.4 0.9 1.1 6.7 3.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 85,110 : : Positions : : 51,949 40,868 539 30,293 4,179 25,079 1,795 1,380 996 5,752 730 : : : : Changes from: July 16, 2019 : : 532 -1,320 0 -777 -3 -2,280 60 -10 8 296 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 48.0 0.6 35.6 4.9 29.5 2.1 1.6 1.2 6.8 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 74,107 : : Positions : : 56,499 52,089 11,536 19,369 995 1,650 100 0 1,511 0 1,330 : : : : Changes from: July 16, 2019 : : -55 -55 -300 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 70.3 15.6 26.1 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 23, 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 100,499 : : Positions : : 73,185 61,672 20,704 36,596 282 1,650 125 0 2,422 0 1,617 : : : : Changes from: July 16, 2019 : : -275 -1,305 -1,500 -375 20 0 25 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 61.4 20.6 36.4 0.3 1.6 0.1 0.0 2.4 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 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 47,225 : : Positions : : 35,025 45,790 11,400 50 650 0 0 0 0 420 0 : : : : Changes from: July 16, 2019 : : 440 440 50 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 97.0 24.1 0.1 1.4 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 26,207 : : Positions : : 21,023 21,490 2,000 1,640 2,312 0 600 0 82 0 0 : : : : Changes from: July 16, 2019 : : -117 983 1,200 0 -240 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 82.0 7.6 6.3 8.8 0.0 2.3 0.0 0.3 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 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 14,015 : : Positions : : 8,230 10,615 4,845 0 0 150 3,400 0 700 0 0 : : : : Changes from: July 16, 2019 : : 10 310 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 75.7 34.6 0.0 0.0 1.1 24.3 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 76,847 : : Positions : : 49,452 43,667 292 15,325 8,554 4,392 135 883 7,874 2,918 5,059 : : : : Changes from: July 16, 2019 : : 153 518 -608 464 357 266 35 -10 21 -1,167 1,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 56.8 0.4 19.9 11.1 5.7 0.2 1.1 10.2 3.8 6.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 27 . . . 4 . 4 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 6,200 : : Positions : : 3,250 2,700 2,300 0 0 0 0 0 600 3,350 50 : : : : Changes from: July 16, 2019 : : -1,750 -50 2,050 0 -150 0 0 0 -250 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 43.5 37.1 0.0 0.0 0.0 0.0 0.0 9.7 54.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . 0 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 28,070 : : Positions : : 18,932 18,234 0 5,985 429 2,775 0 525 2,975 430 2,125 : : : : Changes from: July 16, 2019 : : 1,157 3,007 0 300 0 0 0 0 2,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 65.0 0.0 21.3 1.5 9.9 0.0 1.9 10.6 1.5 7.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 56,595 : : Positions : : 46,270 54,425 8,105 50 1,415 0 0 0 450 266 205 : : : : Changes from: July 16, 2019 : : -660 -655 55 50 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 96.2 14.3 0.1 2.5 0.0 0.0 0.0 0.8 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 39,285 : : Positions : : 33,919 25,221 0 8,254 3,466 900 1,965 0 260 175 140 : : : : Changes from: July 16, 2019 : : 2,648 1,928 0 900 -870 0 0 0 0 -187 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 64.2 0.0 21.0 8.8 2.3 5.0 0.0 0.7 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 65,755 : : Positions : : 53,498 61,625 5,168 585 3,170 100 0 0 3,396 200 0 : : : : Changes from: July 16, 2019 : : 1,195 1,805 300 300 -475 0 0 0 610 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 93.7 7.9 0.9 4.8 0.2 0.0 0.0 5.2 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 23, 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 72,193 : : Positions : : 58,735 62,188 6,783 2,975 2,370 100 0 0 3,998 4,600 60 : : : : Changes from: July 16, 2019 : : -235 370 305 300 -200 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 86.1 9.4 4.1 3.3 0.1 0.0 0.0 5.5 6.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 91,084 : : Positions : : 71,628 83,210 11,169 2,829 2,893 355 0 45 4,505 1,677 430 : : : : Changes from: July 16, 2019 : : 2,011 3,517 151 44 251 -50 0 10 930 -519 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 91.4 12.3 3.1 3.2 0.4 0.0 0.0 4.9 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 26 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 116,350 : : Positions : : 90,384 97,711 12,385 4,941 4,658 0 1,887 1,085 6,594 4,917 1,145 : : : : Changes from: July 16, 2019 : : 2,179 3,330 405 -354 192 -20 -205 222 525 268 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 84.0 10.6 4.2 4.0 0.0 1.6 0.9 5.7 4.2 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 30 . . 4 0 7 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 56,051 : : Positions : : 47,111 48,796 5,820 755 2,730 0 1,155 270 0 2,200 100 : : : : Changes from: July 16, 2019 : : 595 245 -325 -355 55 0 450 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 87.1 10.4 1.3 4.9 0.0 2.1 0.5 0.0 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 49,403 : : Positions : : 41,595 46,400 6,985 0 798 0 0 0 25 2,205 0 : : : : Changes from: July 16, 2019 : : 375 975 450 0 0 0 0 0 25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 93.9 14.1 0.0 1.6 0.0 0.0 0.0 0.1 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 0 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 59,659 : : Positions : : 47,562 55,636 5,764 0 3,260 700 0 300 1,518 0 225 : : : : Changes from: July 16, 2019 : : 629 434 327 0 0 0 0 0 -334 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 93.3 9.7 0.0 5.5 1.2 0.0 0.5 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 58,876 : : Positions : : 40,722 54,325 5,785 641 2,026 6,325 0 1,475 2,039 0 158 : : : : Changes from: July 16, 2019 : : 1,560 620 -61 0 5 -472 0 60 -251 0 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 92.3 9.8 1.1 3.4 10.7 0.0 2.5 3.5 0.0 0.3 : : : : 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 23, 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 32,095 : : Positions : : 17,173 31,621 14,327 0 60 0 268 80 275 0 0 : : : : Changes from: July 16, 2019 : : 671 780 103 0 0 0 0 0 0 0 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 98.5 44.6 0.0 0.2 0.0 0.8 0.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 28,799 : : Positions : : 16,133 28,444 12,030 0 50 0 260 0 60 45 0 : : : : Changes from: July 16, 2019 : : 660 737 94 0 0 0 0 0 0 45 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 98.8 41.8 0.0 0.2 0.0 0.9 0.0 0.2 0.2 0.0 : : : : 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 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 29,345 : : Positions : : 24,053 24,236 2,984 840 662 240 1,150 485 75 1,489 469 : : : : Changes from: July 16, 2019 : : 685 340 -15 600 0 0 0 0 25 -224 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 82.6 10.2 2.9 2.3 0.8 3.9 1.7 0.3 5.1 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 22,971 : : Positions : : 19,100 20,412 2,887 0 75 0 940 460 0 919 0 : : : : Changes from: July 16, 2019 : : 0 1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 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 23, 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 49,186 : : Positions : : 40,283 32,027 4,557 10,319 848 690 3,945 1,345 956 257 424 : : : : Changes from: July 16, 2019 : : 943 -1,042 -164 -370 167 100 233 -90 -2,057 23 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 65.1 9.3 21.0 1.7 1.4 8.0 2.7 1.9 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 35,715 : : Positions : : 30,988 20,118 2,075 12,581 1,444 150 390 570 49 345 137 : : : : Changes from: July 16, 2019 : : 184 1,909 -91 -215 79 -220 0 0 45 -1,805 -430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 56.3 5.8 35.2 4.0 0.4 1.1 1.6 0.1 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 19,974 : : Positions : : 10,456 17,351 6,484 0 2,074 291 150 209 175 100 75 : : : : Changes from: July 16, 2019 : : 0 675 555 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 86.9 32.5 0.0 10.4 1.5 0.8 1.0 0.9 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 16, 2019 : : 0 0 0 0 0 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 23, 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 16, 2019 : : 0 0 0 0 0 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 23, 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 16, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 23, 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 20,847 : : Positions : : 10,101 15,200 8,477 4,004 143 25 0 0 1,850 1,250 220 : : : : Changes from: July 16, 2019 : : -650 -400 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 72.9 40.7 19.2 0.7 0.1 0.0 0.0 8.9 6.0 1.1 : : : : 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 23, 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 50,552 : : Positions : : 32,732 43,817 9,186 1,700 2,550 850 0 0 3,140 500 1,985 : : : : Changes from: July 16, 2019 : : -475 -1,475 0 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 86.7 18.2 3.4 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 23, 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 50,025 : : Positions : : 32,675 43,843 9,325 1,793 2,039 835 0 15 3,190 510 1,825 : : : : Changes from: July 16, 2019 : : -475 -1,475 0 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.6 18.6 3.6 4.1 1.7 0.0 0.0 6.4 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 23, 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 132,124 : : Positions : : 106,221 90,863 19,256 24,118 1,952 620 1,440 335 2,910 12,624 770 : : : : Changes from: July 16, 2019 : : 7,397 4,607 0 2,790 201 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 68.8 14.6 18.3 1.5 0.5 1.1 0.3 2.2 9.6 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 24 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 143,212 : : Positions : : 116,298 98,766 21,398 26,872 727 1,275 1,265 515 1,785 13,855 1,145 : : : : Changes from: July 16, 2019 : : 7,237 4,430 0 2,525 50 0 275 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 69.0 14.9 18.8 0.5 0.9 0.9 0.4 1.2 9.7 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 23, 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 477,829 : : Positions : : 289,109 294,809 26,246 13,488 85,305 8,690 14,007 33,468 6,918 9,072 27,251 : : : : Changes from: July 16, 2019 : : 9,873 5,316 -5,666 672 6,160 696 -2,791 1,100 -2,026 -170 7,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 61.7 5.5 2.8 17.9 1.8 2.9 7.0 1.4 1.9 5.7 : : : : Number of Traders in Each Category Total Traders: 90 : : 39 36 . . 6 5 14 8 12 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 18,891 : : Positions : : 11,774 17,846 2,710 465 445 700 0 0 3,075 50 75 : : : : Changes from: July 16, 2019 : : 0 300 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 94.5 14.3 2.5 2.4 3.7 0.0 0.0 16.3 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 23, 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 16, 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 23, 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 45,424 : : Positions : : 33,239 29,914 2,875 6,080 680 0 180 1,475 0 0 0 : : : : Changes from: July 16, 2019 : : 95 270 640 465 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 65.9 6.3 13.4 1.5 0.0 0.4 3.2 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 23, 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 40,922 : : Positions : : 31,198 28,150 2,615 4,760 255 0 1,000 660 0 0 0 : : : : Changes from: July 16, 2019 : : 400 625 590 465 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 68.8 6.4 11.6 0.6 0.0 2.4 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 25,666 : : Positions : : 6,614 18,440 12,866 705 1,930 775 1,120 530 250 0 250 : : : : Changes from: July 16, 2019 : : 50 175 175 100 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 71.8 50.1 2.7 7.5 3.0 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 23, 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 20,540 : : Positions : : 4,040 15,395 11,155 0 2,115 900 820 380 300 0 0 : : : : Changes from: July 16, 2019 : : 50 200 125 0 75 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 75.0 54.3 0.0 10.3 4.4 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 23, 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 31,877 : : Positions : : 13,526 14,645 2,025 9,821 1,058 9,615 395 3,440 0 425 0 : : : : Changes from: July 16, 2019 : : 630 120 120 700 0 300 -70 -300 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 45.9 6.4 30.8 3.3 30.2 1.2 10.8 0.0 1.3 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 23, 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 78,412 : : Positions : : 26,739 31,104 19,548 25,705 1,260 8,270 3,440 2,660 6,080 0 985 : : : : Changes from: July 16, 2019 : : 2,162 1,732 845 1,660 0 -1,700 0 970 2,085 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 39.7 24.9 32.8 1.6 10.5 4.4 3.4 7.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 74,704 : : Positions : : 26,548 27,457 19,655 25,935 1,260 8,330 3,275 1,960 2,570 0 2,080 : : : : Changes from: July 16, 2019 : : 1,270 1,290 1,295 460 -125 -500 0 90 -315 0 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 36.8 26.3 34.7 1.7 11.2 4.4 2.6 3.4 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 23, 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 25,851 : : Positions : : 12,427 8,622 3,120 1,835 1,506 1,535 7,100 265 1,025 1,065 2,065 : : : : Changes from: July 16, 2019 : : 0 800 0 -200 0 0 0 0 0 -600 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 33.4 12.1 7.1 5.8 5.9 27.5 1.0 4.0 4.1 8.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 24,631 : : Positions : : 11,282 8,472 2,750 1,580 1,048 1,450 8,300 250 2,210 25 1,755 : : : : Changes from: July 16, 2019 : : 0 800 0 -200 0 0 0 0 600 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 34.4 11.2 6.4 4.3 5.9 33.7 1.0 9.0 0.1 7.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 46,842 : : Positions : : 13,844 32,779 2,422 8,550 465 17,090 0 0 8,095 0 0 : : : : Changes from: July 16, 2019 : : 195 510 -180 0 0 60 0 0 255 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 70.0 5.2 18.3 1.0 36.5 0.0 0.0 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 46,701 : : Positions : : 14,636 30,722 1,610 10,235 485 16,465 0 0 7,945 0 0 : : : : Changes from: July 16, 2019 : : 300 465 -180 0 0 60 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 65.8 3.4 21.9 1.0 35.3 0.0 0.0 17.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 56,810 : : Positions : : 20,525 48,340 3,485 550 1,315 5,275 0 2,025 19,895 400 25 : : : : Changes from: July 16, 2019 : : 200 2,300 900 0 -495 0 0 0 1,200 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 85.1 6.1 1.0 2.3 9.3 0.0 3.6 35.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 55,760 : : Positions : : 20,285 46,895 2,855 550 1,520 4,545 0 2,475 19,750 100 100 : : : : Changes from: July 16, 2019 : : 200 2,250 900 0 -480 0 0 0 1,150 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 84.1 5.1 1.0 2.7 8.2 0.0 4.4 35.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 15,990 : : Positions : : 9,570 5,935 1,200 35 1,415 0 6,100 0 1,385 545 645 : : : : Changes from: July 16, 2019 : : 0 0 0 0 0 0 0 0 -240 0 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 37.1 7.5 0.2 8.8 0.0 38.1 0.0 8.7 3.4 4.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 16, 2019 : : 0 0 0 0 0 0 0 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 23, 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 65,095 : : Positions : : 31,610 30,745 1,700 2,680 2,600 3,095 20,445 2,135 18,185 1,250 745 : : : : Changes from: July 16, 2019 : : 80 1,195 1,000 5 -5 480 0 0 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 47.2 2.6 4.1 4.0 4.8 31.4 3.3 27.9 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 64,465 : : Positions : : 32,110 30,030 2,785 1,910 2,590 2,760 20,195 2,385 15,320 1,250 1,300 : : : : Changes from: July 16, 2019 : : 80 1,075 995 0 0 480 0 0 -480 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 46.6 4.3 3.0 4.0 4.3 31.3 3.7 23.8 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 56,736 : : Positions : : 33,493 17,945 0 12,233 2,680 16,030 0 1,855 150 19,825 65 : : : : Changes from: July 16, 2019 : : 1,380 -600 0 900 0 0 0 0 0 1,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 31.6 0.0 21.6 4.7 28.3 0.0 3.3 0.3 34.9 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 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,142 : : Positions : : 28,469 18,325 0 12,049 1,758 12,280 0 1,755 150 10,850 355 : : : : Changes from: July 16, 2019 : : 1,020 -600 0 900 0 0 0 0 0 720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 39.7 0.0 26.1 3.8 26.6 0.0 3.8 0.3 23.5 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 23, 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 151,292 : : Positions : : 93,861 86,470 17,320 1,480 7,626 0 14,201 7,414 1,675 10,705 2,685 : : : : Changes from: July 16, 2019 : : 1,870 985 45 450 13 0 540 480 0 -60 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 57.2 11.4 1.0 5.0 0.0 9.4 4.9 1.1 7.1 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 139,164 : : Positions : : 85,769 80,914 20,741 0 5,839 1,659 8,905 6,455 1,375 19,725 1,165 : : : : Changes from: July 16, 2019 : : 1,435 -210 -555 0 -50 480 1,020 0 0 550 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 58.1 14.9 0.0 4.2 1.2 6.4 4.6 1.0 14.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 42,120 : : Positions : : 19,295 20,665 14,425 9,360 1,350 1,625 750 2,135 0 4,570 0 : : : : Changes from: July 16, 2019 : : 800 -280 -100 300 -305 -480 0 30 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 49.1 34.2 22.2 3.2 3.9 1.8 5.1 0.0 10.8 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 23, 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 37,005 : : Positions : : 15,265 18,200 13,560 8,435 565 2,020 0 2,515 0 4,270 0 : : : : Changes from: July 16, 2019 : : 750 -430 -200 300 0 -480 0 100 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 49.2 36.6 22.8 1.5 5.5 0.0 6.8 0.0 11.5 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 23, 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 31,235 : : Positions : : 11,570 18,725 0 8,655 1,930 12,510 0 800 3,000 0 0 : : : : Changes from: July 16, 2019 : : 1,200 0 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 59.9 0.0 27.7 6.2 40.1 0.0 2.6 9.6 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 23, 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 105,285 : : Positions : : 64,363 51,958 1,775 7,615 10,710 625 11,205 5,335 3,955 0 40 : : : : Changes from: July 16, 2019 : : 3,380 4,360 100 450 -25 0 -780 140 550 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 49.3 1.7 7.2 10.2 0.6 10.6 5.1 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 86,463 : : Positions : : 53,205 36,785 0 17,970 4,988 375 2,495 8,930 3,285 0 150 : : : : Changes from: July 16, 2019 : : 1,975 2,475 0 180 238 0 -480 150 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 42.5 0.0 20.8 5.8 0.4 2.9 10.3 3.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 26, 2019