Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 20,721 : : Positions : : 9,230 11,768 1,214 11 1,498 677 2,184 508 5,583 2,608 1,401 : : : : Changes from: July 23, 2019 : : -718 -863 -323 11 44 31 -5 -37 -318 -490 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 56.8 5.9 0.1 7.2 3.3 10.5 2.5 26.9 12.6 6.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 14 4 . 4 . 4 . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 36,076 : : Positions : : 20,848 20,672 114 3,559 4,906 3,911 653 1,677 723 693 3,424 : : : : Changes from: July 23, 2019 : : -803 -1,366 -7 15 -572 -16 6 -337 -78 123 -918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 57.3 0.3 9.9 13.6 10.8 1.8 4.6 2.0 1.9 9.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 . . . . . 4 7 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,301 : : Positions : : 24,055 36,333 7,901 0 2,036 44 1,357 0 5,730 75 500 : : : : Changes from: July 23, 2019 : : 941 346 -340 0 388 -31 -96 0 -145 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 90.2 19.6 0.0 5.1 0.1 3.4 0.0 14.2 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . 0 . . 5 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 30,241 : : Positions : : 25,717 26,610 205 729 1,272 100 0 75 1,900 675 850 : : : : Changes from: July 23, 2019 : : 175 250 205 -345 -32 0 0 0 0 475 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 88.0 0.7 2.4 4.2 0.3 0.0 0.2 6.3 2.2 2.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 147,638 : : Positions : : 121,907 100,684 688 24,986 6,145 9,245 1,633 5,507 1,688 6,693 1,982 : : : : Changes from: July 23, 2019 : : 254 3,080 -4 165 34 715 -230 -545 445 -1,605 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 68.2 0.5 16.9 4.2 6.3 1.1 3.7 1.1 4.5 1.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 31 . 4 5 . 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 68,939 : : Positions : : 59,432 44,603 3,006 10,898 3,983 276 5,427 1,433 0 1,788 800 : : : : Changes from: July 23, 2019 : : 908 -314 0 59 374 -11 443 4 -75 628 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 64.7 4.4 15.8 5.8 0.4 7.9 2.1 0.0 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 22 . . . . 6 . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 33,457 : : Positions : : 29,927 26,243 2,283 5,822 872 0 25 0 125 200 250 : : : : Changes from: July 23, 2019 : : 190 271 1 -30 100 0 0 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 78.4 6.8 17.4 2.6 0.0 0.1 0.0 0.4 0.6 0.7 : : : : 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 30, 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 66,720 : : Positions : : 40,647 40,682 602 12,216 6,435 15,915 300 575 758 4,692 1,788 : : : : Changes from: July 23, 2019 : : -346 -21 59 -745 405 -300 0 0 21 200 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 61.0 0.9 18.3 9.6 23.9 0.4 0.9 1.1 7.0 2.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 21 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 85,322 : : Positions : : 51,746 41,582 554 28,877 4,703 25,055 1,805 1,380 1,140 6,552 310 : : : : Changes from: July 23, 2019 : : -203 714 15 -1,416 524 -24 10 0 144 800 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 48.7 0.6 33.8 5.5 29.4 2.1 1.6 1.3 7.7 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 74,111 : : Positions : : 57,083 52,738 10,306 18,599 995 1,650 200 0 2,161 25 1,330 : : : : Changes from: July 23, 2019 : : 584 649 -1,230 -770 0 0 100 0 650 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 71.2 13.9 25.1 1.3 2.2 0.3 0.0 2.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 101,871 : : Positions : : 73,735 63,383 20,876 36,082 282 1,650 225 0 3,072 75 1,617 : : : : Changes from: July 23, 2019 : : 550 1,711 172 -514 0 0 100 0 650 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 62.2 20.5 35.4 0.3 1.6 0.2 0.0 3.0 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 45,775 11,400 65 650 0 0 0 0 420 0 : : : : Changes from: July 23, 2019 : : 0 -15 0 15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 96.9 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 30, 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 26,167 : : Positions : : 20,983 21,510 2,000 1,580 2,312 0 600 0 82 0 0 : : : : Changes from: July 23, 2019 : : -40 20 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 82.2 7.6 6.0 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 30, 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 14,815 : : Positions : : 9,030 11,115 4,845 0 0 150 3,700 0 700 0 0 : : : : Changes from: July 23, 2019 : : 800 500 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 75.0 32.7 0.0 0.0 1.0 25.0 0.0 4.7 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 30, 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 78,539 : : Positions : : 50,450 45,302 149 15,503 8,237 5,393 170 775 8,101 3,140 5,099 : : : : Changes from: July 23, 2019 : : 998 1,635 -143 178 -317 1,002 35 -108 227 222 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 57.7 0.2 19.7 10.5 6.9 0.2 1.0 10.3 4.0 6.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 27 . . . 4 . . 9 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 29,530 : : Positions : : 20,092 19,739 0 5,985 429 3,125 0 475 2,975 430 2,125 : : : : Changes from: July 23, 2019 : : 1,160 1,505 0 0 0 350 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 66.8 0.0 20.3 1.5 10.6 0.0 1.6 10.1 1.5 7.2 : : : : 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 30, 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 57,428 : : Positions : : 46,939 55,255 8,304 100 1,390 0 0 0 450 240 180 : : : : Changes from: July 23, 2019 : : 669 830 199 50 -25 0 0 0 0 -26 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 96.2 14.5 0.2 2.4 0.0 0.0 0.0 0.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 39,299 : : Positions : : 34,226 24,908 0 8,899 3,188 900 1,975 0 260 140 125 : : : : Changes from: July 23, 2019 : : 307 -313 0 645 -278 0 10 0 0 -35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 63.4 0.0 22.6 8.1 2.3 5.0 0.0 0.7 0.4 0.3 : : : : 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 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 66,350 : : Positions : : 53,619 62,220 5,378 585 3,170 200 0 0 3,520 200 0 : : : : Changes from: July 23, 2019 : : 121 595 210 0 0 100 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 93.8 8.1 0.9 4.8 0.3 0.0 0.0 5.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 73,643 : : Positions : : 59,215 63,638 7,433 2,975 2,370 225 0 0 4,188 4,600 60 : : : : Changes from: July 23, 2019 : : 480 1,450 650 0 0 125 0 0 190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 86.4 10.1 4.0 3.2 0.3 0.0 0.0 5.7 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 91,960 : : Positions : : 72,994 83,785 10,984 2,469 3,253 0 12 225 4,135 1,906 310 : : : : Changes from: July 23, 2019 : : 1,366 575 -185 -360 360 -355 12 180 -370 229 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 91.1 11.9 2.7 3.5 0.0 0.0 0.2 4.5 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 25 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 117,293 : : Positions : : 91,789 98,017 12,403 4,920 4,763 0 2,532 782 6,149 4,969 1,309 : : : : Changes from: July 23, 2019 : : 1,405 306 18 -21 105 0 646 -304 -445 51 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 83.6 10.6 4.2 4.1 0.0 2.2 0.7 5.2 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 30 . . 4 0 8 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 56,186 : : Positions : : 47,321 49,171 5,645 525 2,780 0 1,170 270 100 2,175 50 : : : : Changes from: July 23, 2019 : : 210 375 -175 -230 50 0 15 0 100 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 87.5 10.0 0.9 4.9 0.0 2.1 0.5 0.2 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 50,153 : : Positions : : 42,420 46,850 6,610 0 1,098 0 0 0 25 2,205 0 : : : : Changes from: July 23, 2019 : : 825 450 -375 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 93.4 13.2 0.0 2.2 0.0 0.0 0.0 0.0 4.4 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 30, 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 60,622 : : Positions : : 47,731 56,332 6,514 0 3,363 700 150 300 1,458 0 226 : : : : Changes from: July 23, 2019 : : 169 696 750 0 103 0 150 0 -60 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 92.9 10.7 0.0 5.5 1.2 0.2 0.5 2.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 58,982 : : Positions : : 41,140 53,825 5,484 641 2,427 5,835 75 1,595 1,965 0 183 : : : : Changes from: July 23, 2019 : : 418 -500 -301 0 401 -490 75 120 -74 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 91.3 9.3 1.1 4.1 9.9 0.1 2.7 3.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 32,115 : : Positions : : 17,343 31,621 14,177 0 60 0 268 80 275 0 0 : : : : Changes from: July 23, 2019 : : 170 0 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 98.5 44.1 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 30, 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 29,704 : : Positions : : 16,438 29,349 12,630 0 50 0 260 0 60 45 0 : : : : Changes from: July 23, 2019 : : 305 905 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 98.8 42.5 0.0 0.2 0.0 0.9 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 34,839 : : Positions : : 28,810 26,051 2,672 1,440 784 0 3,720 879 215 852 1,104 : : : : Changes from: July 23, 2019 : : 4,757 1,815 -312 600 122 -240 2,570 394 140 -637 635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 74.8 7.7 4.1 2.3 0.0 10.7 2.5 0.6 2.4 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 22,773 : : Positions : : 18,325 19,931 2,811 0 78 0 940 460 56 625 594 : : : : Changes from: July 23, 2019 : : -775 -481 -76 0 3 0 0 0 56 -294 594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 87.5 12.3 0.0 0.3 0.0 4.1 2.0 0.2 2.7 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 54,541 : : Positions : : 42,005 34,958 4,593 11,629 883 4,756 4,021 1,285 528 1,333 407 : : : : Changes from: July 23, 2019 : : 1,722 2,931 36 1,310 35 4,066 76 -60 -428 1,076 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 64.1 8.4 21.3 1.6 8.7 7.4 2.4 1.0 2.4 0.7 : : : : 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 30, 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 36,774 : : Positions : : 32,396 19,381 2,240 13,225 1,390 0 600 380 45 1,647 21 : : : : Changes from: July 23, 2019 : : 1,408 -737 165 644 -54 -150 210 -190 -4 1,302 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 52.7 6.1 36.0 3.8 0.0 1.6 1.0 0.1 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 20,490 : : Positions : : 10,791 17,691 6,414 0 2,250 291 150 209 250 100 75 : : : : Changes from: July 23, 2019 : : 335 340 -70 0 176 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 86.3 31.3 0.0 11.0 1.4 0.7 1.0 1.2 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 14,172 : : Positions : : 11,351 12,575 714 395 577 0 100 0 1,070 125 400 : : : : Changes from: July 23, 2019 : : 0 0 25 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 88.7 5.0 2.8 4.1 0.0 0.7 0.0 7.6 0.9 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 15,857 : : Positions : : 13,425 12,820 610 245 567 0 1,375 0 470 125 725 : : : : Changes from: July 23, 2019 : : 0 0 25 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 80.8 3.8 1.5 3.6 0.0 8.7 0.0 3.0 0.8 4.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 21,854 : : Positions : : 11,485 16,100 8,004 4,034 135 25 0 0 1,865 1,250 305 : : : : Changes from: July 23, 2019 : : 50 25 -45 0 3 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 73.7 36.6 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 30, 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 20,875 : : Positions : : 10,151 15,225 8,432 4,004 146 25 0 0 1,870 1,250 220 : : : : Changes from: July 23, 2019 : : 50 25 -45 0 3 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 72.9 40.4 19.2 0.7 0.1 0.0 0.0 9.0 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 30, 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 50,567 : : Positions : : 32,942 43,427 9,161 1,700 2,605 850 0 0 2,565 500 2,335 : : : : Changes from: July 23, 2019 : : 210 -390 -25 0 55 0 0 0 -575 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 85.9 18.1 3.4 5.2 1.7 0.0 0.0 5.1 1.0 4.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 50,020 : : Positions : : 32,935 43,453 9,270 1,763 2,104 835 0 15 2,565 510 2,175 : : : : Changes from: July 23, 2019 : : 260 -390 -55 -30 65 0 0 0 -625 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 86.9 18.5 3.5 4.2 1.7 0.0 0.0 5.1 1.0 4.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 131,003 : : Positions : : 104,753 90,152 19,156 23,973 2,067 620 1,440 335 2,946 12,244 770 : : : : Changes from: July 23, 2019 : : -1,468 -711 -100 -145 115 0 0 0 36 -380 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 68.8 14.6 18.3 1.6 0.5 1.1 0.3 2.2 9.3 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 24 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 142,567 : : Positions : : 115,614 98,227 21,298 27,312 820 1,275 1,290 515 1,785 13,143 1,195 : : : : Changes from: July 23, 2019 : : -684 -539 -100 440 93 0 25 0 0 -712 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.9 14.9 19.2 0.6 0.9 0.9 0.4 1.3 9.2 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 26 . . . . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 483,360 : : Positions : : 291,158 300,486 27,237 14,135 85,179 9,798 14,224 33,487 9,478 9,223 26,191 : : : : Changes from: July 23, 2019 : : 2,049 5,677 990 647 -126 1,109 216 19 2,560 151 -1,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 62.2 5.6 2.9 17.6 2.0 2.9 6.9 2.0 1.9 5.4 : : : : Number of Traders in Each Category Total Traders: 90 : : 37 34 . . 6 6 13 8 12 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 18,941 : : Positions : : 11,774 17,896 2,710 465 445 700 0 0 3,125 50 75 : : : : Changes from: July 23, 2019 : : 0 50 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 94.5 14.3 2.5 2.3 3.7 0.0 0.0 16.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 23, 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 30, 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 47,359 : : Positions : : 35,254 32,414 3,000 5,720 620 0 180 1,475 0 0 0 : : : : Changes from: July 23, 2019 : : 2,015 2,500 125 -360 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 68.4 6.3 12.1 1.3 0.0 0.4 3.1 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 30, 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 42,827 : : Positions : : 33,148 30,320 2,715 4,400 240 0 1,240 660 0 0 0 : : : : Changes from: July 23, 2019 : : 1,950 2,170 100 -360 -15 0 240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 70.8 6.3 10.3 0.6 0.0 2.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 25,816 : : Positions : : 6,789 18,590 12,816 705 1,930 800 1,120 530 250 0 250 : : : : Changes from: July 23, 2019 : : 175 150 -50 0 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 72.0 49.6 2.7 7.5 3.1 4.3 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 30, 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 20,715 : : Positions : : 4,040 15,570 11,305 0 2,115 925 820 380 300 0 0 : : : : Changes from: July 23, 2019 : : 0 175 150 0 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 75.2 54.6 0.0 10.2 4.5 4.0 1.8 1.4 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 30, 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 32,707 : : Positions : : 13,816 14,600 2,275 9,821 980 9,660 395 3,395 0 1,150 0 : : : : Changes from: July 23, 2019 : : 290 -45 250 0 -78 45 0 -45 0 725 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 44.6 7.0 30.0 3.0 29.5 1.2 10.4 0.0 3.5 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 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 23,075 : : Positions : : 6,894 11,119 2,735 3,950 2,070 6,190 445 3,810 0 425 0 : : : : Changes from: July 23, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 48.2 11.9 17.1 9.0 26.8 1.9 16.5 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 79,652 : : Positions : : 28,092 32,182 18,013 24,285 1,260 8,440 3,490 2,660 5,800 0 1,090 : : : : Changes from: July 23, 2019 : : 1,353 1,078 -1,535 -1,420 0 170 50 0 -280 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 40.4 22.6 30.5 1.6 10.6 4.4 3.3 7.3 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 75,389 : : Positions : : 27,758 28,592 19,320 24,315 1,260 8,500 3,325 1,960 1,090 0 2,235 : : : : Changes from: July 23, 2019 : : 1,210 1,135 -335 -1,620 0 170 50 0 -1,480 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 37.9 25.6 32.3 1.7 11.3 4.4 2.6 1.4 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 25,911 : : Positions : : 12,427 8,682 3,120 1,835 1,506 1,535 7,100 265 1,025 1,065 2,065 : : : : Changes from: July 23, 2019 : : 0 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 33.5 12.0 7.1 5.8 5.9 27.4 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 30, 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 24,691 : : Positions : : 11,282 8,532 2,750 1,580 1,048 1,450 8,300 250 2,210 25 1,755 : : : : Changes from: July 23, 2019 : : 0 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 34.6 11.1 6.4 4.2 5.9 33.6 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 30, 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 46,852 : : Positions : : 13,854 32,789 2,422 8,550 465 17,090 0 0 8,095 0 0 : : : : Changes from: July 23, 2019 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 70.0 5.2 18.2 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 30, 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 23, 2019 : : 0 0 0 0 0 0 0 0 0 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 30, 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 57,670 : : Positions : : 20,785 49,100 2,835 550 1,470 5,275 0 2,025 21,045 400 25 : : : : Changes from: July 23, 2019 : : 260 760 -650 0 155 0 0 0 1,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 85.1 4.9 1.0 2.5 9.1 0.0 3.5 36.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 56,620 : : Positions : : 20,545 47,655 2,205 550 1,665 4,545 0 2,475 20,900 100 100 : : : : Changes from: July 23, 2019 : : 260 760 -650 0 145 0 0 0 1,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 84.2 3.9 1.0 2.9 8.0 0.0 4.4 36.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,050 : : Positions : : 9,630 5,995 1,200 35 1,415 0 6,100 0 1,385 545 645 : : : : Changes from: July 23, 2019 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 37.4 7.5 0.2 8.8 0.0 38.0 0.0 8.6 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 30, 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 15,630 : : Positions : : 9,185 5,585 1,495 0 1,160 0 6,575 0 1,860 545 490 : : : : Changes from: July 23, 2019 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 35.7 9.6 0.0 7.4 0.0 42.1 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 30, 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 65,350 : : Positions : : 32,650 30,900 1,700 2,790 2,575 3,020 20,445 2,135 18,055 1,300 745 : : : : Changes from: July 23, 2019 : : 1,040 155 0 110 -25 -75 0 0 -130 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 47.3 2.6 4.3 3.9 4.6 31.3 3.3 27.6 2.0 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 64,720 : : Positions : : 32,475 30,185 2,675 1,910 2,650 2,685 20,195 2,385 15,215 1,300 1,330 : : : : Changes from: July 23, 2019 : : 365 155 -110 0 60 -75 0 0 -105 50 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 46.6 4.1 3.0 4.1 4.1 31.2 3.7 23.5 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 57,656 : : Positions : : 34,603 18,110 0 12,478 2,430 16,030 50 1,855 150 20,325 65 : : : : Changes from: July 23, 2019 : : 1,110 165 0 245 -250 0 50 0 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 31.4 0.0 21.6 4.2 27.8 0.1 3.2 0.3 35.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 46,977 : : Positions : : 29,309 18,375 0 12,574 1,758 12,280 0 1,755 150 11,115 300 : : : : Changes from: July 23, 2019 : : 840 50 0 525 0 0 0 0 0 265 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 39.1 0.0 26.8 3.7 26.1 0.0 3.7 0.3 23.7 0.6 : : : : 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 30, 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 151,254 : : Positions : : 93,526 88,300 17,310 345 7,601 0 14,006 7,474 1,675 9,850 2,600 : : : : Changes from: July 23, 2019 : : -335 1,830 -10 -1,135 -25 0 -195 60 0 -855 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 58.4 11.4 0.2 5.0 0.0 9.3 4.9 1.1 6.5 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 139,909 : : Positions : : 85,264 82,524 22,156 0 5,539 1,659 8,780 6,455 1,375 19,130 1,215 : : : : Changes from: July 23, 2019 : : -505 1,610 1,415 0 -300 0 -125 0 0 -595 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 59.0 15.8 0.0 4.0 1.2 6.3 4.6 1.0 13.7 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 42,140 : : Positions : : 19,245 20,565 14,635 9,480 1,250 1,580 750 2,135 0 4,670 0 : : : : Changes from: July 23, 2019 : : -50 -100 210 120 -100 -45 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 48.8 34.7 22.5 3.0 3.7 1.8 5.1 0.0 11.1 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 30, 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 37,850 : : Positions : : 15,265 17,750 13,680 7,505 1,255 970 0 3,440 0 4,720 0 : : : : Changes from: July 23, 2019 : : 0 -450 120 -930 690 -1,050 0 925 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 46.9 36.1 19.8 3.3 2.6 0.0 9.1 0.0 12.5 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 30, 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 31,595 : : Positions : : 12,055 18,640 0 8,705 1,930 12,290 0 895 2,700 0 300 : : : : Changes from: July 23, 2019 : : 485 -85 0 50 0 -220 0 95 -300 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 59.0 0.0 27.6 6.1 38.9 0.0 2.8 8.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 106,992 : : Positions : : 65,505 52,755 1,870 8,975 10,560 625 10,985 5,335 4,655 0 0 : : : : Changes from: July 23, 2019 : : 1,142 797 95 1,360 -150 0 -220 0 700 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 49.3 1.7 8.4 9.9 0.6 10.3 5.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 89,378 : : Positions : : 54,075 37,370 0 20,425 4,898 375 1,825 9,665 4,785 0 0 : : : : Changes from: July 23, 2019 : : 870 585 0 2,455 -90 0 -670 735 1,500 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 41.8 0.0 22.9 5.5 0.4 2.0 10.8 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 02, 2019