Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 21,138 : : Positions : : 9,532 11,120 1,153 364 1,455 677 2,534 508 5,626 2,870 1,546 : : : : Changes from: August 6, 2019 : : 132 -238 -62 223 -59 0 185 0 178 92 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 52.6 5.5 1.7 6.9 3.2 12.0 2.4 26.6 13.6 7.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 14 4 . 4 . 4 . 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 34,215 : : Positions : : 19,325 20,115 0 2,935 5,212 3,803 407 1,518 531 482 3,441 : : : : Changes from: August 6, 2019 : : 166 469 0 -241 231 -26 48 46 26 -112 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 58.8 0.0 8.6 15.2 11.1 1.2 4.4 1.6 1.4 10.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 0 . . . . 4 7 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 39,000 : : Positions : : 23,436 34,763 6,613 0 2,598 48 1,094 0 5,910 175 370 : : : : Changes from: August 6, 2019 : : 517 266 -232 0 276 0 94 0 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 89.1 17.0 0.0 6.7 0.1 2.8 0.0 15.2 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 . 0 . . 5 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 29,496 : : Positions : : 24,592 25,905 170 622 1,399 0 50 50 2,150 425 1,025 : : : : Changes from: August 6, 2019 : : 150 650 -150 -25 77 0 0 0 100 -525 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 87.8 0.6 2.1 4.7 0.0 0.2 0.2 7.3 1.4 3.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 141,758 : : Positions : : 117,155 96,003 2,396 24,427 5,768 8,405 2,323 5,372 969 6,603 1,254 : : : : Changes from: August 6, 2019 : : 1,363 960 1,718 583 -355 200 590 -100 -735 398 -665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 67.7 1.7 17.2 4.1 5.9 1.6 3.8 0.7 4.7 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 31 . . 5 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 65,374 : : Positions : : 56,146 43,295 2,754 10,721 3,502 301 3,785 1,789 150 1,550 725 : : : : Changes from: August 6, 2019 : : 802 773 0 321 -288 0 -262 287 -25 -55 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 66.2 4.2 16.4 5.4 0.5 5.8 2.7 0.2 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 . . . . 6 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 32,943 : : Positions : : 29,727 24,326 2,241 7,137 800 0 25 0 0 450 175 : : : : Changes from: August 6, 2019 : : 300 0 275 550 -72 0 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 73.8 6.8 21.7 2.4 0.0 0.1 0.0 0.0 1.4 0.5 : : : : 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 13, 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 67,595 : : Positions : : 42,287 39,848 226 13,386 6,585 15,940 250 425 600 5,645 1,315 : : : : Changes from: August 6, 2019 : : 193 -237 -120 10 40 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 59.0 0.3 19.8 9.7 23.6 0.4 0.6 0.9 8.4 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 13, 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 85,904 : : Positions : : 52,233 39,693 159 30,403 4,562 25,832 2,170 1,380 1,092 7,293 295 : : : : Changes from: August 6, 2019 : : 485 -469 -100 583 -203 777 490 0 0 495 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 46.2 0.2 35.4 5.3 30.1 2.5 1.6 1.3 8.5 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 22 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 71,663 : : Positions : : 55,233 51,039 9,849 17,830 1,115 1,550 150 0 2,001 25 1,328 : : : : Changes from: August 6, 2019 : : 410 525 175 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 71.2 13.7 24.9 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 13, 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 97,534 : : Positions : : 70,943 60,439 19,618 34,630 402 1,550 175 0 2,712 75 1,672 : : : : Changes from: August 6, 2019 : : 228 160 0 8 0 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 62.0 20.1 35.5 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 13, 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 45,315 : : Positions : : 34,710 43,820 9,760 65 710 0 0 0 0 420 0 : : : : Changes from: August 6, 2019 : : -475 -1,815 -1,340 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 96.7 21.5 0.1 1.6 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,023 : : Positions : : 20,126 20,401 2,070 1,641 2,226 0 600 0 0 0 0 : : : : Changes from: August 6, 2019 : : 43 -1,364 -1,080 66 -91 0 0 0 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 81.5 8.3 6.6 8.9 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 17 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 14,860 : : Positions : : 9,435 10,910 4,560 0 0 200 3,950 0 575 0 0 : : : : Changes from: August 6, 2019 : : -195 -805 -285 0 0 50 250 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 73.4 30.7 0.0 0.0 1.3 26.6 0.0 3.9 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 13, 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 74,453 : : Positions : : 44,735 47,895 341 12,688 8,271 6,633 75 758 9,428 494 3,968 : : : : Changes from: August 6, 2019 : : -6,245 156 236 -2,200 -297 706 -87 -69 1,003 -2,136 -1,586 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 64.3 0.5 17.0 11.1 8.9 0.1 1.0 12.7 0.7 5.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 29 . . . 4 . 4 11 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 28,218 : : Positions : : 18,472 19,482 0 5,490 429 3,600 0 300 3,265 325 1,850 : : : : Changes from: August 6, 2019 : : -1,620 -277 0 -495 0 475 0 -175 275 -105 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 69.0 0.0 19.5 1.5 12.8 0.0 1.1 11.6 1.2 6.6 : : : : 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 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 55,210 : : Positions : : 46,301 52,963 6,887 100 1,512 0 0 0 225 280 140 : : : : Changes from: August 6, 2019 : : -673 -2,124 -1,177 0 97 0 0 0 -225 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 95.9 12.5 0.2 2.7 0.0 0.0 0.0 0.4 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 39,063 : : Positions : : 32,255 25,022 0 6,776 5,078 775 1,950 0 200 0 185 : : : : Changes from: August 6, 2019 : : -166 -511 0 382 -508 -125 -50 0 15 -115 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 64.1 0.0 17.3 13.0 2.0 5.0 0.0 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 64,327 : : Positions : : 52,710 60,207 5,152 1,195 2,560 150 0 0 3,337 200 0 : : : : Changes from: August 6, 2019 : : 1,665 1,675 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 93.6 8.0 1.9 4.0 0.2 0.0 0.0 5.2 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 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 71,048 : : Positions : : 57,865 61,493 6,867 3,365 1,980 175 0 0 3,969 4,150 60 : : : : Changes from: August 6, 2019 : : 2,165 2,230 0 0 0 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 86.6 9.7 4.7 2.8 0.2 0.0 0.0 5.6 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 17 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 86,187 : : Positions : : 67,481 78,447 10,676 2,232 3,323 0 295 159 4,200 1,477 254 : : : : Changes from: August 6, 2019 : : -379 -653 -55 36 -15 0 5 0 -10 170 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 91.0 12.4 2.6 3.9 0.0 0.3 0.2 4.9 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 26 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 110,066 : : Positions : : 85,423 92,023 11,633 4,307 4,934 0 2,624 601 6,124 4,377 1,184 : : : : Changes from: August 6, 2019 : : -224 -551 -4 -2 18 0 86 54 115 354 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 83.6 10.6 3.9 4.5 0.0 2.4 0.5 5.6 4.0 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 29 . . 4 0 8 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 52,035 : : Positions : : 43,882 45,135 5,105 852 2,528 0 1,215 225 125 1,900 150 : : : : Changes from: August 6, 2019 : : 125 0 -25 0 0 0 0 0 -25 75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.7 9.8 1.6 4.9 0.0 2.3 0.4 0.2 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 47,385 : : Positions : : 40,145 44,925 6,435 0 780 0 0 0 25 1,680 0 : : : : Changes from: August 6, 2019 : : -225 -75 150 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 94.8 13.6 0.0 1.6 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 13, 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 62,533 : : Positions : : 47,964 58,442 7,270 0 3,242 700 150 250 2,581 0 226 : : : : Changes from: August 6, 2019 : : 7 1,695 875 0 -2 0 0 0 813 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 93.5 11.6 0.0 5.2 1.1 0.2 0.4 4.1 0.0 0.4 : : : : 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 13, 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 61,007 : : Positions : : 42,515 54,172 7,799 641 1,927 1,700 75 3,870 2,694 0 122 : : : : Changes from: August 6, 2019 : : 720 1,256 976 0 74 -930 0 210 415 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 88.8 12.8 1.1 3.2 2.8 0.1 6.3 4.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 . . . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 : : 15,799 29,859 13,803 0 60 0 258 80 425 0 0 : : : : Changes from: August 6, 2019 : : -45 0 -175 0 0 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 98.5 45.5 0.0 0.2 0.0 0.9 0.3 1.4 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 13, 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 : : 15,593 28,332 12,473 0 50 0 200 0 250 45 0 : : : : Changes from: August 6, 2019 : : -60 0 -220 0 0 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 99.0 43.6 0.0 0.2 0.0 0.7 0.0 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 32,705 : : Positions : : 27,309 24,223 2,470 1,210 977 0 3,690 879 209 916 785 : : : : Changes from: August 6, 2019 : : -5 -40 -5 0 -5 0 25 0 0 5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 74.1 7.6 3.7 3.0 0.0 11.3 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 13, 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 21,363 : : Positions : : 17,115 18,530 2,359 0 178 40 725 650 213 615 437 : : : : Changes from: August 6, 2019 : : -75 0 0 0 0 40 -60 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 86.7 11.0 0.0 0.8 0.2 3.4 3.0 1.0 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 54,224 : : Positions : : 41,435 35,416 3,796 10,859 1,622 4,831 3,705 975 775 936 696 : : : : Changes from: August 6, 2019 : : 617 785 -28 -170 58 50 -35 50 20 90 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 65.3 7.0 20.0 3.0 8.9 6.8 1.8 1.4 1.7 1.3 : : : : 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 13, 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 36,291 : : Positions : : 32,110 18,652 1,511 13,359 1,640 0 475 380 45 1,337 318 : : : : Changes from: August 6, 2019 : : 265 -25 -46 150 0 0 100 -100 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 51.4 4.2 36.8 4.5 0.0 1.3 1.0 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 13, 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 20,122 : : Positions : : 10,856 17,342 5,556 0 2,415 625 225 0 350 0 125 : : : : Changes from: August 6, 2019 : : 55 105 0 0 0 0 0 0 50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 86.2 27.6 0.0 12.0 3.1 1.1 0.0 1.7 0.0 0.6 : : : : 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 13, 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 13,502 : : Positions : : 10,817 11,450 903 800 577 0 75 25 720 175 400 : : : : Changes from: August 6, 2019 : : 190 -210 150 400 0 0 0 0 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 84.8 6.7 5.9 4.3 0.0 0.6 0.2 5.3 1.3 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 14,727 : : Positions : : 12,325 11,670 865 700 507 0 925 25 220 175 725 : : : : Changes from: August 6, 2019 : : 190 -210 150 400 0 0 0 0 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 79.2 5.9 4.8 3.4 0.0 6.3 0.2 1.5 1.2 4.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 19,730 : : Positions : : 10,150 14,910 7,335 3,255 135 25 0 0 1,755 1,100 305 : : : : Changes from: August 6, 2019 : : 120 -265 -360 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 75.6 37.2 16.5 0.7 0.1 0.0 0.0 8.9 5.6 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 13, 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 18,941 : : Positions : : 8,952 14,220 7,775 3,230 146 25 0 0 1,800 1,100 220 : : : : Changes from: August 6, 2019 : : 120 -265 -360 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 75.1 41.0 17.1 0.8 0.1 0.0 0.0 9.5 5.8 1.2 : : : : 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 13, 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 47,356 : : Positions : : 30,761 41,231 9,779 1,700 1,665 850 0 0 1,775 425 2,335 : : : : Changes from: August 6, 2019 : : 280 800 470 0 -205 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 87.1 20.6 3.6 3.5 1.8 0.0 0.0 3.7 0.9 4.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 12 4 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 47,074 : : Positions : : 30,760 41,222 9,661 1,700 1,527 835 0 15 1,965 500 2,110 : : : : Changes from: August 6, 2019 : : 280 800 401 -69 -136 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.6 20.5 3.6 3.2 1.8 0.0 0.0 4.2 1.1 4.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 4 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 125,461 : : Positions : : 101,573 86,920 19,000 23,102 1,739 515 1,490 310 1,487 11,185 715 : : : : Changes from: August 6, 2019 : : 534 865 1,000 -415 -369 0 0 0 -974 110 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 69.3 15.1 18.4 1.4 0.4 1.2 0.2 1.2 8.9 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 25 . . . . . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 134,813 : : Positions : : 109,277 92,867 18,999 25,778 2,200 1,050 1,320 450 1,550 10,961 1,162 : : : : Changes from: August 6, 2019 : : 345 644 -1,000 -594 980 0 0 0 25 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.9 14.1 19.1 1.6 0.8 1.0 0.3 1.1 8.1 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 26 . . 4 . . . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 477,204 : : Positions : : 287,196 293,442 23,509 13,079 86,940 7,722 15,913 35,481 9,833 6,028 25,713 : : : : Changes from: August 6, 2019 : : 6,917 4,658 253 1,968 1,903 -1,240 1,436 2,076 -66 -2,195 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 61.5 4.9 2.7 18.2 1.6 3.3 7.4 2.1 1.3 5.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 37 34 . . 6 5 13 5 14 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 18,279 : : Positions : : 11,188 17,244 2,650 495 435 635 0 0 3,195 25 75 : : : : Changes from: August 6, 2019 : : -3 103 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 94.3 14.5 2.7 2.4 3.5 0.0 0.0 17.5 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 13, 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 17,244 : : Positions : : 10,246 16,127 2,766 0 557 0 490 10 3,490 25 35 : : : : Changes from: August 6, 2019 : : 0 100 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 93.5 16.0 0.0 3.2 0.0 2.8 0.1 20.2 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 13, 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 7,845 : : Positions : : 5,620 5,540 235 210 70 0 95 80 575 1,480 225 : : : : Changes from: August 6, 2019 : : 145 570 125 140 -85 0 35 15 290 380 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 70.6 3.0 2.7 0.9 0.0 1.2 1.0 7.3 18.9 2.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . . . 0 . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 48,601 : : Positions : : 34,241 32,038 4,605 5,445 395 0 1,463 1,350 0 0 0 : : : : Changes from: August 6, 2019 : : 930 1,005 645 45 -205 0 575 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 65.9 9.5 11.2 0.8 0.0 3.0 2.8 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 13, 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 43,415 : : Positions : : 31,309 29,588 5,065 4,125 240 0 2,680 430 0 0 0 : : : : Changes from: August 6, 2019 : : 828 923 735 165 -15 0 425 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 68.2 11.7 9.5 0.6 0.0 6.2 1.0 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 13, 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 : : 6,105 18,650 13,410 360 2,050 750 1,350 265 325 0 175 : : : : Changes from: August 6, 2019 : : -100 0 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 73.0 52.5 1.4 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 13, 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 : : 3,840 16,385 12,550 0 1,685 825 950 250 300 0 0 : : : : Changes from: August 6, 2019 : : -40 210 250 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 77.7 59.5 0.0 8.0 3.9 4.5 1.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 32,851 : : Positions : : 14,404 14,281 2,038 11,231 900 10,160 155 2,895 0 1,150 0 : : : : Changes from: August 6, 2019 : : 108 158 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 43.5 6.2 34.2 2.7 30.9 0.5 8.8 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 22,299 : : Positions : : 7,990 10,458 2,518 6,120 570 6,580 195 3,420 0 425 0 : : : : Changes from: August 6, 2019 : : 130 -570 0 700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 46.9 11.3 27.4 2.6 29.5 0.9 15.3 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 13, 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 79,322 : : Positions : : 29,720 30,702 17,678 25,655 1,260 7,085 3,035 2,760 5,280 0 1,590 : : : : Changes from: August 6, 2019 : : 990 1,115 -265 150 0 0 -440 160 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 38.7 22.3 32.3 1.6 8.9 3.8 3.5 6.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 73,743 : : Positions : : 27,977 27,116 18,750 25,225 1,260 7,460 2,795 2,150 1,365 0 1,960 : : : : Changes from: August 6, 2019 : : 325 625 -215 25 0 0 -440 265 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 36.8 25.4 34.2 1.7 10.1 3.8 2.9 1.9 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 23,750 : : Positions : : 11,262 8,103 2,700 1,154 1,764 1,465 6,450 335 1,100 1,375 1,550 : : : : Changes from: August 6, 2019 : : 150 -50 -100 -400 258 50 0 0 100 650 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 34.1 11.4 4.9 7.4 6.2 27.2 1.4 4.6 5.8 6.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 22,795 : : Positions : : 10,302 8,078 2,400 949 1,306 1,425 7,650 325 1,850 25 1,550 : : : : Changes from: August 6, 2019 : : 150 -50 -100 -400 258 50 0 0 -550 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 35.4 10.5 4.2 5.7 6.3 33.6 1.4 8.1 0.1 6.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 48,342 : : Positions : : 14,579 32,727 3,047 10,455 165 15,475 0 0 10,205 0 0 : : : : Changes from: August 6, 2019 : : 1,200 2,400 900 2,400 -300 0 0 0 2,700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 67.7 6.3 21.6 0.3 32.0 0.0 0.0 21.1 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 13, 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 48,810 : : Positions : : 15,571 31,227 2,270 12,240 165 15,275 0 0 10,055 0 0 : : : : Changes from: August 6, 2019 : : 1,200 2,400 900 2,400 -320 0 0 0 2,700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 64.0 4.7 25.1 0.3 31.3 0.0 0.0 20.6 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 13, 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 55,675 : : Positions : : 20,935 47,455 2,115 640 1,885 5,455 0 1,765 19,990 400 0 : : : : Changes from: August 6, 2019 : : 650 0 -160 140 265 275 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 85.2 3.8 1.1 3.4 9.8 0.0 3.2 35.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . . 5 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 55,025 : : Positions : : 20,890 46,435 1,550 640 2,080 4,815 0 2,165 19,960 150 50 : : : : Changes from: August 6, 2019 : : 650 0 -170 140 265 275 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 84.4 2.8 1.2 3.8 8.8 0.0 3.9 36.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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: August 6, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 13, 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: August 6, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 13, 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 64,645 : : Positions : : 31,665 30,660 1,700 2,685 2,455 2,680 21,130 1,330 19,545 1,275 745 : : : : Changes from: August 6, 2019 : : 135 350 0 60 -10 -450 225 -145 950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 47.4 2.6 4.2 3.8 4.1 32.7 2.1 30.2 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 63,470 : : Positions : : 31,070 29,720 2,175 1,485 2,850 2,680 21,005 1,440 16,890 1,275 1,150 : : : : Changes from: August 6, 2019 : : -225 350 0 0 0 -150 225 -185 950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 46.8 3.4 2.3 4.5 4.2 33.1 2.3 26.6 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 56,681 : : Positions : : 33,517 20,575 0 12,442 2,872 16,125 125 1,755 125 16,795 65 : : : : Changes from: August 6, 2019 : : -75 2,300 0 700 442 600 75 0 0 -2,550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 36.3 0.0 22.0 5.1 28.4 0.2 3.1 0.2 29.6 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 13, 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 45,792 : : Positions : : 28,686 18,810 0 10,281 2,063 11,125 0 1,730 150 11,175 470 : : : : Changes from: August 6, 2019 : : -125 350 0 -1,650 305 -675 0 75 25 525 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 41.1 0.0 22.5 4.5 24.3 0.0 3.8 0.3 24.4 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 148,899 : : Positions : : 93,565 85,606 16,817 270 8,222 674 13,135 6,735 1,650 13,685 1,805 : : : : Changes from: August 6, 2019 : : 2,733 1,083 900 0 526 225 300 -225 -25 2,450 -385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 57.5 11.3 0.2 5.5 0.5 8.8 4.5 1.1 9.2 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 29 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 135,234 : : Positions : : 83,766 79,587 19,082 0 6,040 2,499 7,745 5,615 1,400 19,415 1,215 : : : : Changes from: August 6, 2019 : : 830 540 -1,730 0 376 225 -600 -225 -25 -640 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 58.9 14.1 0.0 4.5 1.8 5.7 4.2 1.0 14.4 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 27 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 13, 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 40,375 : : Positions : : 18,260 19,260 14,770 9,550 450 1,270 625 2,280 0 4,870 0 : : : : Changes from: August 6, 2019 : : -120 -30 0 -90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 47.7 36.6 23.7 1.1 3.1 1.5 5.6 0.0 12.1 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 August 13, 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 36,610 : : Positions : : 15,525 16,465 12,850 7,710 935 670 0 3,700 0 4,920 0 : : : : Changes from: August 6, 2019 : : -25 -120 0 95 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 45.0 35.1 21.1 2.6 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 13, 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 32,740 : : Positions : : 13,995 18,225 0 10,410 1,960 11,635 0 795 2,700 0 300 : : : : Changes from: August 6, 2019 : : -600 0 0 -720 0 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 55.7 0.0 31.8 6.0 35.5 0.0 2.4 8.2 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 13, 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 103,412 : : Positions : : 64,613 49,313 1,255 11,075 8,965 1,075 11,245 4,730 4,630 0 0 : : : : Changes from: August 6, 2019 : : 1,860 -1,075 -300 2,680 -505 0 -45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 47.7 1.2 10.7 8.7 1.0 10.9 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 13, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 86,722 : : Positions : : 52,359 35,089 0 20,905 4,758 350 1,760 9,250 4,660 0 0 : : : : Changes from: August 6, 2019 : : 1,954 -656 0 2,730 -215 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 40.5 0.0 24.1 5.5 0.4 2.0 10.7 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 16, 2019