Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 20,900 : : Positions : : 9,400 11,358 1,215 141 1,514 677 2,349 508 5,448 2,778 1,509 : : : : Changes from: July 30, 2019 : : 170 -410 1 130 16 0 165 0 -135 170 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 54.3 5.8 0.7 7.2 3.2 11.2 2.4 26.1 13.3 7.2 : : : : 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 August 6, 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 33,663 : : Positions : : 19,160 19,646 0 3,175 4,981 3,830 359 1,472 505 594 3,331 : : : : Changes from: July 30, 2019 : : -1,689 -1,026 -114 -384 74 -81 -294 -205 -217 -100 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 58.4 0.0 9.4 14.8 11.4 1.1 4.4 1.5 1.8 9.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 0 . . . . 4 6 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 38,389 : : Positions : : 22,919 34,497 6,846 0 2,321 48 1,000 0 5,860 200 370 : : : : Changes from: July 30, 2019 : : -1,136 -1,836 -1,055 0 285 3 -357 0 130 125 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 89.9 17.8 0.0 6.0 0.1 2.6 0.0 15.3 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 . 0 . . 5 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 28,919 : : Positions : : 24,442 25,255 320 647 1,322 0 50 50 2,050 950 625 : : : : Changes from: July 30, 2019 : : -1,275 -1,355 115 -82 50 -100 50 -25 150 275 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 87.3 1.1 2.2 4.6 0.0 0.2 0.2 7.1 3.3 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 140,347 : : Positions : : 115,792 95,043 678 23,844 6,123 8,205 1,733 5,472 1,704 6,205 1,919 : : : : Changes from: July 30, 2019 : : -6,115 -5,641 -10 -1,142 -22 -1,040 100 -35 16 -488 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 67.7 0.5 17.0 4.4 5.8 1.2 3.9 1.2 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 31 . 4 5 . 4 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 64,548 : : Positions : : 55,344 42,522 2,754 10,400 3,790 301 4,047 1,502 175 1,605 675 : : : : Changes from: July 30, 2019 : : -4,088 -2,081 -252 -497 -194 25 -1,380 69 175 -183 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 65.9 4.3 16.1 5.9 0.5 6.3 2.3 0.3 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 . . . . 6 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 32,465 : : Positions : : 29,427 24,326 1,966 6,587 872 0 25 0 0 425 200 : : : : Changes from: July 30, 2019 : : -500 -1,917 -317 765 0 0 0 0 -125 225 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.9 6.1 20.3 2.7 0.0 0.1 0.0 0.0 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 . . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 67,482 : : Positions : : 42,094 40,085 346 13,376 6,545 15,940 250 425 600 5,345 1,315 : : : : Changes from: July 30, 2019 : : 1,447 -597 -256 1,160 110 25 -50 -150 -158 653 -473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 59.4 0.5 19.8 9.7 23.6 0.4 0.6 0.9 7.9 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 85,013 : : Positions : : 51,748 40,162 259 29,820 4,765 25,055 1,680 1,380 1,092 6,798 310 : : : : Changes from: July 30, 2019 : : 2 -1,420 -295 943 62 0 -125 0 -48 246 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 47.2 0.3 35.1 5.6 29.5 2.0 1.6 1.3 8.0 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 August 6, 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 71,078 : : Positions : : 54,823 50,514 9,674 17,770 1,115 1,550 150 0 2,001 25 1,328 : : : : Changes from: July 30, 2019 : : -2,260 -2,224 -632 -829 120 -100 -50 0 -160 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 71.1 13.6 25.0 1.6 2.2 0.2 0.0 2.8 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 97,306 : : Positions : : 70,715 60,279 19,618 34,622 402 1,550 175 0 2,772 75 1,612 : : : : Changes from: July 30, 2019 : : -3,020 -3,104 -1,258 -1,460 120 -100 -50 0 -300 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 61.9 20.2 35.6 0.4 1.6 0.2 0.0 2.8 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 47,085 : : Positions : : 35,185 45,635 11,100 65 650 0 0 0 0 420 0 : : : : Changes from: July 30, 2019 : : 160 -140 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 96.9 23.6 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 August 6, 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 26,422 : : Positions : : 20,083 21,765 3,150 1,575 2,317 0 600 0 82 0 0 : : : : Changes from: July 30, 2019 : : -900 255 1,150 -5 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 82.4 11.9 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 : : 16 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 15,415 : : Positions : : 9,630 11,715 4,845 0 0 150 3,700 0 700 0 0 : : : : Changes from: July 30, 2019 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 76.0 31.4 0.0 0.0 1.0 24.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 80,670 : : Positions : : 50,980 47,739 105 14,888 8,568 5,927 162 827 8,425 2,630 5,554 : : : : Changes from: July 30, 2019 : : 530 2,437 -44 -616 331 533 -8 52 324 -510 455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 59.2 0.1 18.5 10.6 7.3 0.2 1.0 10.4 3.3 6.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 27 . . . 4 . . 10 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 7,975 : : Positions : : 7,175 5,375 150 0 100 0 300 0 400 1,800 150 : : : : Changes from: July 30, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 67.4 1.9 0.0 1.3 0.0 3.8 0.0 5.0 22.6 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 15 . 0 . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 29,545 : : Positions : : 20,092 19,759 0 5,985 429 3,125 0 475 2,990 430 2,125 : : : : Changes from: July 30, 2019 : : 0 20 0 0 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 66.9 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: 29 : : 16 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 57,248 : : Positions : : 46,974 55,087 8,064 100 1,415 0 0 0 450 240 180 : : : : Changes from: July 30, 2019 : : 35 -168 -240 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 96.2 14.1 0.2 2.5 0.0 0.0 0.0 0.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 39,892 : : Positions : : 32,421 25,533 0 6,394 5,586 900 2,000 0 185 115 200 : : : : Changes from: July 30, 2019 : : -1,805 625 0 -2,505 2,398 0 25 0 -75 -25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 64.0 0.0 16.0 14.0 2.3 5.0 0.0 0.5 0.3 0.5 : : : : 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 August 6, 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 62,652 : : Positions : : 51,045 58,532 5,142 1,195 2,560 150 0 0 3,337 200 0 : : : : Changes from: July 30, 2019 : : -2,574 -3,688 -236 610 -610 -50 0 0 -183 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 93.4 8.2 1.9 4.1 0.2 0.0 0.0 5.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 68,818 : : Positions : : 55,700 59,263 6,867 3,365 1,980 175 0 0 3,844 4,150 60 : : : : Changes from: July 30, 2019 : : -3,515 -4,375 -566 390 -390 -50 0 0 -344 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 86.1 10.0 4.9 2.9 0.3 0.0 0.0 5.6 6.0 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 August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 86,694 : : Positions : : 67,860 79,100 10,731 2,196 3,338 0 290 159 4,210 1,307 304 : : : : Changes from: July 30, 2019 : : -5,134 -4,685 -253 -273 85 0 278 -66 75 -599 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 91.2 12.4 2.5 3.9 0.0 0.3 0.2 4.9 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 25 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 110,377 : : Positions : : 85,647 92,574 11,637 4,309 4,917 0 2,539 546 6,009 4,023 1,459 : : : : Changes from: July 30, 2019 : : -6,142 -5,443 -766 -611 154 0 6 -235 -140 -946 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 83.9 10.5 3.9 4.5 0.0 2.3 0.5 5.4 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 28 . . 4 0 8 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 51,935 : : Positions : : 43,757 45,135 5,130 852 2,528 0 1,215 225 150 1,825 125 : : : : Changes from: July 30, 2019 : : -3,564 -4,036 -515 327 -252 0 45 -45 50 -350 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.9 9.9 1.6 4.9 0.0 2.3 0.4 0.3 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 47,760 : : Positions : : 40,370 45,000 6,285 0 1,080 0 0 0 25 1,680 0 : : : : Changes from: July 30, 2019 : : -2,050 -1,850 -325 0 -18 0 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 94.2 13.2 0.0 2.3 0.0 0.0 0.0 0.1 3.5 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 August 6, 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 60,815 : : Positions : : 47,957 56,747 6,395 0 3,244 700 150 250 1,768 0 201 : : : : Changes from: July 30, 2019 : : 226 415 -119 0 -119 0 0 -50 310 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 93.3 10.5 0.0 5.3 1.2 0.2 0.4 2.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 59,507 : : Positions : : 41,795 52,916 6,823 641 1,853 2,630 75 3,660 2,279 0 122 : : : : Changes from: July 30, 2019 : : 655 -909 1,339 0 -574 -3,205 0 2,065 314 0 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 88.9 11.5 1.1 3.1 4.4 0.1 6.2 3.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 30,323 : : Positions : : 15,844 29,859 13,978 0 60 0 258 80 205 0 0 : : : : Changes from: July 30, 2019 : : -1,499 -1,762 -199 0 0 0 -10 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 98.5 46.1 0.0 0.2 0.0 0.9 0.3 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 28,627 : : Positions : : 15,653 28,332 12,693 0 50 0 200 0 30 45 0 : : : : Changes from: July 30, 2019 : : -785 -1,017 63 0 0 0 -60 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 99.0 44.3 0.0 0.2 0.0 0.7 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 32,714 : : Positions : : 27,314 24,263 2,475 1,210 982 0 3,665 879 209 911 780 : : : : Changes from: July 30, 2019 : : -1,496 -1,788 -197 -230 198 0 -55 0 -6 59 -324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 74.2 7.6 3.7 3.0 0.0 11.2 2.7 0.6 2.8 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 21,348 : : Positions : : 17,190 18,530 2,359 0 178 0 785 590 213 615 437 : : : : Changes from: July 30, 2019 : : -1,135 -1,401 -452 0 100 0 -155 130 157 -10 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 86.8 11.1 0.0 0.8 0.0 3.7 2.8 1.0 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 53,501 : : Positions : : 40,818 34,631 3,824 11,029 1,564 4,781 3,740 925 755 846 751 : : : : Changes from: July 30, 2019 : : -1,187 -327 -769 -600 681 25 -281 -360 227 -487 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 64.7 7.1 20.6 2.9 8.9 7.0 1.7 1.4 1.6 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 36,166 : : Positions : : 31,845 18,677 1,557 13,209 1,640 0 375 480 45 1,342 313 : : : : Changes from: July 30, 2019 : : -551 -704 -683 -16 250 0 -225 100 0 -305 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 51.6 4.3 36.5 4.5 0.0 1.0 1.3 0.1 3.7 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 19,992 : : Positions : : 10,801 17,237 5,556 0 2,415 625 225 0 300 0 100 : : : : Changes from: July 30, 2019 : : 10 -454 -858 0 165 334 75 -209 50 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 86.2 27.8 0.0 12.1 3.1 1.1 0.0 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,212 : : Positions : : 10,627 11,660 753 400 577 0 75 25 770 75 400 : : : : Changes from: July 30, 2019 : : -724 -915 39 5 0 0 -25 25 -300 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.3 5.7 3.0 4.4 0.0 0.6 0.2 5.8 0.6 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 14,437 : : Positions : : 12,135 11,880 715 300 507 0 925 25 270 75 725 : : : : Changes from: July 30, 2019 : : -1,290 -940 105 55 -60 0 -450 25 -200 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.3 5.0 2.1 3.5 0.0 6.4 0.2 1.9 0.5 5.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 19,995 : : Positions : : 10,030 15,175 7,695 3,255 135 25 0 0 1,780 1,100 305 : : : : Changes from: July 30, 2019 : : -1,455 -925 -309 -779 0 0 0 0 -85 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 75.9 38.5 16.3 0.7 0.1 0.0 0.0 8.9 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 19,206 : : Positions : : 8,832 14,485 8,135 3,230 146 25 0 0 1,825 1,100 220 : : : : Changes from: July 30, 2019 : : -1,319 -740 -297 -774 0 0 0 0 -45 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.4 42.4 16.8 0.8 0.1 0.0 0.0 9.5 5.7 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 46,761 : : Positions : : 30,481 40,431 9,309 1,700 1,870 850 0 0 1,725 425 2,335 : : : : Changes from: July 30, 2019 : : -2,461 -2,996 148 0 -735 0 0 0 -840 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 86.5 19.9 3.6 4.0 1.8 0.0 0.0 3.7 0.9 5.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 12 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 46,479 : : Positions : : 30,480 40,422 9,260 1,769 1,663 835 0 15 1,915 500 2,110 : : : : Changes from: July 30, 2019 : : -2,455 -3,031 -10 6 -441 0 0 0 -650 -10 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 87.0 19.9 3.8 3.6 1.8 0.0 0.0 4.1 1.1 4.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 125,260 : : Positions : : 101,039 86,055 18,000 23,517 2,108 515 1,490 310 2,461 11,075 705 : : : : Changes from: July 30, 2019 : : -3,714 -4,097 -1,156 -456 41 -105 50 -25 -485 -1,169 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 68.7 14.4 18.8 1.7 0.4 1.2 0.2 2.0 8.8 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 25 . . 4 . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 134,463 : : Positions : : 108,932 92,223 19,999 26,372 1,220 1,050 1,320 450 1,525 11,661 1,162 : : : : Changes from: July 30, 2019 : : -6,682 -6,004 -1,299 -940 400 -225 30 -65 -260 -1,482 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 68.6 14.9 19.6 0.9 0.8 1.0 0.3 1.1 8.7 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . . 4 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 467,626 : : Positions : : 280,280 288,784 23,256 11,111 85,037 8,962 14,478 33,405 9,899 8,223 25,979 : : : : Changes from: July 30, 2019 : : -10,878 -11,701 -3,981 -3,024 -142 -836 254 -83 422 -1,000 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 61.8 5.0 2.4 18.2 1.9 3.1 7.1 2.1 1.8 5.6 : : : : Number of Traders in Each Category Total Traders: 88 : : 37 34 . . 6 6 12 5 14 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 18,181 : : Positions : : 11,191 17,141 2,650 495 435 635 0 0 3,095 25 75 : : : : Changes from: July 30, 2019 : : -583 -755 -60 30 -10 -65 0 0 -30 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 94.3 14.6 2.7 2.4 3.5 0.0 0.0 17.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 17,144 : : Positions : : 10,246 16,027 2,766 0 557 0 490 10 3,390 25 35 : : : : Changes from: July 30, 2019 : : -445 -403 -95 0 35 0 -100 0 35 -25 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 93.5 16.1 0.0 3.2 0.0 2.9 0.1 19.8 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 6 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 7,035 : : Positions : : 5,475 4,970 110 70 155 0 60 65 285 1,100 105 : : : : Changes from: July 30, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 70.6 1.6 1.0 2.2 0.0 0.9 0.9 4.1 15.6 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . . . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 46,706 : : Positions : : 33,311 31,033 3,960 5,400 600 0 888 1,475 0 0 0 : : : : Changes from: July 30, 2019 : : -1,943 -1,381 960 -320 -20 0 708 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 66.4 8.5 11.6 1.3 0.0 1.9 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 August 6, 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 41,462 : : Positions : : 30,481 28,665 4,330 3,960 255 0 2,255 370 0 0 0 : : : : Changes from: July 30, 2019 : : -2,667 -1,655 1,615 -440 15 0 1,015 -290 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 69.1 10.4 9.6 0.6 0.0 5.4 0.9 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 August 6, 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 25,545 : : Positions : : 6,205 18,650 13,410 460 2,050 750 1,350 265 325 0 175 : : : : Changes from: July 30, 2019 : : -584 60 594 -245 120 -50 230 -265 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 73.0 52.5 1.8 8.0 2.9 5.3 1.0 1.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 21,090 : : Positions : : 3,880 16,175 12,300 0 1,935 825 950 250 300 0 0 : : : : Changes from: July 30, 2019 : : -160 605 995 0 -180 -100 130 -130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 76.7 58.3 0.0 9.2 3.9 4.5 1.2 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 August 6, 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 32,566 : : Positions : : 14,296 14,123 1,988 11,231 900 10,160 155 2,895 0 1,150 0 : : : : Changes from: July 30, 2019 : : 480 -477 -287 1,410 -80 500 -240 -500 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 43.4 6.1 34.5 2.8 31.2 0.5 8.9 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 August 6, 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 22,109 : : Positions : : 7,860 11,028 2,518 5,420 570 6,580 195 3,420 0 425 0 : : : : Changes from: July 30, 2019 : : 966 -91 -217 1,470 -1,500 390 -250 -390 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 49.9 11.4 24.5 2.6 29.8 0.9 15.5 0.0 1.9 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 August 6, 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 77,797 : : Positions : : 28,730 29,587 17,943 25,505 1,260 7,085 3,475 2,600 5,180 0 1,690 : : : : Changes from: July 30, 2019 : : 638 -2,595 -70 1,220 0 -1,355 -15 -60 -620 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 38.0 23.1 32.8 1.6 9.1 4.5 3.3 6.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 73,043 : : Positions : : 27,652 26,491 18,965 25,200 1,260 7,460 3,235 1,885 1,265 0 2,060 : : : : Changes from: July 30, 2019 : : -106 -2,101 -355 885 0 -1,040 -90 -75 175 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 36.3 26.0 34.5 1.7 10.2 4.4 2.6 1.7 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 August 6, 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 23,940 : : Positions : : 11,112 8,153 2,800 1,554 1,506 1,415 6,450 335 1,000 725 2,065 : : : : Changes from: July 30, 2019 : : -1,315 -529 -320 -281 0 -120 -650 70 -25 -340 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 34.1 11.7 6.5 6.3 5.9 26.9 1.4 4.2 3.0 8.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 23,085 : : Positions : : 10,152 8,128 2,500 1,349 1,048 1,375 7,650 325 2,400 25 1,515 : : : : Changes from: July 30, 2019 : : -1,130 -404 -250 -231 0 -75 -650 75 190 0 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 35.2 10.8 5.8 4.5 6.0 33.1 1.4 10.4 0.1 6.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 43,542 : : Positions : : 13,379 30,327 2,147 8,055 465 15,475 0 0 7,505 0 0 : : : : Changes from: July 30, 2019 : : -475 -2,462 -275 -495 0 -1,615 0 0 -590 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 69.6 4.9 18.5 1.1 35.5 0.0 0.0 17.2 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 August 6, 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 44,010 : : Positions : : 14,371 28,827 1,370 9,840 485 15,275 0 0 7,355 0 0 : : : : Changes from: July 30, 2019 : : -265 -1,895 -240 -395 0 -1,190 0 0 -590 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 65.5 3.1 22.4 1.1 34.7 0.0 0.0 16.7 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 August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 55,500 : : Positions : : 20,285 47,455 2,275 500 1,620 5,180 0 1,765 20,515 400 0 : : : : Changes from: July 30, 2019 : : -500 -1,645 -560 -50 150 -95 0 -260 -530 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 85.5 4.1 0.9 2.9 9.3 0.0 3.2 37.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 54,860 : : Positions : : 20,240 46,435 1,720 500 1,815 4,540 0 2,165 20,485 150 50 : : : : Changes from: July 30, 2019 : : -305 -1,220 -485 -50 150 -5 0 -310 -415 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 84.6 3.1 0.9 3.3 8.3 0.0 3.9 37.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 15,880 : : Positions : : 9,665 6,305 1,385 0 1,400 0 5,795 0 1,095 485 645 : : : : Changes from: July 30, 2019 : : 35 310 185 -35 -15 0 -305 0 -290 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 39.7 8.7 0.0 8.8 0.0 36.5 0.0 6.9 3.1 4.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 15,380 : : Positions : : 9,210 6,020 1,745 0 1,085 0 6,095 0 1,495 485 490 : : : : Changes from: July 30, 2019 : : 25 435 250 0 -75 0 -480 0 -365 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 39.1 11.3 0.0 7.1 0.0 39.6 0.0 9.7 3.2 3.2 : : : : 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 August 6, 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 64,155 : : Positions : : 31,530 30,310 1,700 2,625 2,465 3,130 20,905 1,475 18,595 1,275 745 : : : : Changes from: July 30, 2019 : : -1,120 -590 0 -165 -110 110 460 -660 540 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 47.2 2.6 4.1 3.8 4.9 32.6 2.3 29.0 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 63,080 : : Positions : : 31,295 29,370 2,175 1,485 2,850 2,830 20,780 1,625 15,940 1,275 1,150 : : : : Changes from: July 30, 2019 : : -1,180 -815 -500 -425 200 145 585 -760 725 -25 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 46.6 3.4 2.4 4.5 4.5 32.9 2.6 25.3 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 55,781 : : Positions : : 33,592 18,275 0 11,742 2,430 15,525 50 1,755 125 19,345 65 : : : : Changes from: July 30, 2019 : : -1,011 165 0 -736 0 -505 0 -100 -25 -980 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 32.8 0.0 21.1 4.4 27.8 0.1 3.1 0.2 34.7 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 August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 45,807 : : Positions : : 28,811 18,460 0 11,931 1,758 11,800 0 1,655 125 10,650 300 : : : : Changes from: July 30, 2019 : : -498 85 0 -643 0 -480 0 -100 -25 -465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 40.3 0.0 26.0 3.8 25.8 0.0 3.6 0.3 23.2 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 145,464 : : Positions : : 90,832 84,523 15,917 270 7,696 449 12,835 6,960 1,675 11,235 2,190 : : : : Changes from: July 30, 2019 : : -2,694 -3,777 -1,393 -75 95 449 -1,171 -514 0 1,385 -410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 58.1 10.9 0.2 5.3 0.3 8.8 4.8 1.2 7.7 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 135,374 : : Positions : : 82,936 79,047 20,812 0 5,664 2,274 8,345 5,840 1,425 20,055 1,115 : : : : Changes from: July 30, 2019 : : -2,328 -3,477 -1,344 0 125 615 -435 -615 50 925 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 58.4 15.4 0.0 4.2 1.7 6.2 4.3 1.1 14.8 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 27 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 40,495 : : Positions : : 18,380 19,290 14,770 9,640 450 1,270 625 2,280 0 4,870 0 : : : : Changes from: July 30, 2019 : : -865 -1,275 135 160 -800 -310 -125 145 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 47.6 36.5 23.8 1.1 3.1 1.5 5.6 0.0 12.0 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 August 6, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 36,710 : : Positions : : 15,550 16,585 12,850 7,615 1,010 670 0 3,700 0 4,920 0 : : : : Changes from: July 30, 2019 : : 285 -1,165 -830 110 -245 -300 0 260 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 45.2 35.0 20.7 2.8 1.8 0.0 10.1 0.0 13.4 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 August 6, 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 33,460 : : Positions : : 14,595 18,225 0 11,130 1,960 11,755 0 795 2,700 0 300 : : : : Changes from: July 30, 2019 : : 2,540 -415 0 2,425 30 -535 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 54.5 0.0 33.3 5.9 35.1 0.0 2.4 8.1 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 August 6, 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 102,227 : : Positions : : 62,753 50,388 1,555 8,395 9,470 1,075 11,290 4,730 4,630 0 0 : : : : Changes from: July 30, 2019 : : -2,752 -2,367 -315 -580 -1,090 450 305 -605 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 49.3 1.5 8.2 9.3 1.1 11.0 4.6 4.5 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 August 6, 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 85,128 : : Positions : : 50,405 35,745 0 18,175 4,973 350 1,880 9,250 4,660 0 0 : : : : Changes from: July 30, 2019 : : -3,670 -1,625 0 -2,250 75 -25 55 -415 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 42.0 0.0 21.4 5.8 0.4 2.2 10.9 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 09, 2019