Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 22,461 : : Positions : : 10,298 11,772 1,116 400 1,685 677 2,904 508 5,962 2,959 1,586 : : : : Changes from: August 20, 2019 : : 185 323 14 13 340 0 205 0 263 9 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 52.4 5.0 1.8 7.5 3.0 12.9 2.3 26.5 13.2 7.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 14 4 . 4 . 4 . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 34,674 : : Positions : : 19,633 20,416 0 2,911 5,232 3,875 368 1,527 529 620 3,494 : : : : Changes from: August 20, 2019 : : 283 238 0 -47 26 60 -27 17 -65 113 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 58.9 0.0 8.4 15.1 11.2 1.1 4.4 1.5 1.8 10.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 0 . . . . 4 8 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,187 : : Positions : : 24,704 35,352 5,810 0 2,721 0 852 306 5,855 200 620 : : : : Changes from: August 20, 2019 : : 403 5 -158 0 84 -28 -58 79 -200 75 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 88.0 14.5 0.0 6.8 0.0 2.1 0.8 14.6 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . 0 . 0 5 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 30,291 : : Positions : : 25,192 26,680 120 447 1,519 0 50 50 2,225 450 1,075 : : : : Changes from: August 20, 2019 : : 225 325 -50 -100 120 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 88.1 0.4 1.5 5.0 0.0 0.2 0.2 7.3 1.5 3.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 144,006 : : Positions : : 118,621 98,188 2,820 23,027 6,444 7,169 2,648 6,223 882 5,968 1,408 : : : : Changes from: August 20, 2019 : : -161 -186 -4 -424 415 34 215 1 -182 74 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 68.2 2.0 16.0 4.5 5.0 1.8 4.3 0.6 4.1 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 31 . . 5 . 4 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 69,315 : : Positions : : 59,951 46,499 2,754 12,161 2,876 325 3,658 2,076 325 1,040 1,000 : : : : Changes from: August 20, 2019 : : 2,419 2,221 0 1,521 -416 0 -621 149 -75 -775 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 67.1 4.0 17.5 4.1 0.5 5.3 3.0 0.5 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 22 . . . . 7 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 33,473 : : Positions : : 30,142 24,616 2,116 6,937 1,140 0 25 0 0 650 75 : : : : Changes from: August 20, 2019 : : 50 -125 -100 25 -25 0 0 0 0 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 73.5 6.3 20.7 3.4 0.0 0.1 0.0 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 15 . . . 0 . 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 69,391 : : Positions : : 42,298 39,696 468 16,765 6,936 15,940 250 425 420 2,777 2,533 : : : : Changes from: August 20, 2019 : : -342 201 -7 2,870 190 0 0 0 -180 -3,550 1,608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 57.2 0.7 24.2 10.0 23.0 0.4 0.6 0.6 4.0 3.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 21 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 86,940 : : Positions : : 53,284 39,331 0 33,738 4,500 25,832 2,410 1,380 420 4,713 680 : : : : Changes from: August 20, 2019 : : -158 168 0 2,981 -56 0 100 0 -721 -3,535 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 45.2 0.0 38.8 5.2 29.7 2.8 1.6 0.5 5.4 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 0 4 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 72,030 : : Positions : : 54,519 51,122 10,889 17,993 1,210 1,550 200 0 2,011 25 1,328 : : : : Changes from: August 20, 2019 : : -89 198 290 -37 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 71.0 15.1 25.0 1.7 2.2 0.3 0.0 2.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 99,285 : : Positions : : 68,833 61,879 23,433 34,875 452 1,550 250 0 2,727 75 1,672 : : : : Changes from: August 20, 2019 : : 158 448 290 45 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 62.3 23.6 35.1 0.5 1.6 0.3 0.0 2.7 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 45,090 : : Positions : : 34,695 42,445 8,100 65 1,860 0 0 0 300 420 0 : : : : Changes from: August 20, 2019 : : -210 -1,680 -1,770 0 1,150 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 94.1 18.0 0.1 4.1 0.0 0.0 0.0 0.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 25,466 : : Positions : : 21,079 20,002 588 1,631 3,078 0 600 0 335 0 25 : : : : Changes from: August 20, 2019 : : 452 -328 -850 50 678 0 0 0 335 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 78.5 2.3 6.4 12.1 0.0 2.4 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 14,995 : : Positions : : 9,570 10,920 4,560 0 0 200 3,950 0 450 0 125 : : : : Changes from: August 20, 2019 : : 125 0 0 0 0 0 0 0 -125 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 72.8 30.4 0.0 0.0 1.3 26.3 0.0 3.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . 0 0 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 74,469 : : Positions : : 44,426 50,314 239 11,051 8,011 7,393 0 682 9,140 240 4,098 : : : : Changes from: August 20, 2019 : : 204 669 -74 99 23 222 0 40 260 -6 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 67.6 0.3 14.8 10.8 9.9 0.0 0.9 12.3 0.3 5.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 30 . . . 5 0 . 12 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 27,585 : : Positions : : 17,864 19,937 0 5,227 704 3,600 100 300 4,165 325 650 : : : : Changes from: August 20, 2019 : : -163 0 0 -263 275 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 72.3 0.0 18.9 2.6 13.1 0.4 1.1 15.1 1.2 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 55,515 : : Positions : : 46,811 52,053 5,042 100 2,727 0 0 0 650 280 140 : : : : Changes from: August 20, 2019 : : 340 -1,280 -1,920 0 1,215 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 93.8 9.1 0.2 4.9 0.0 0.0 0.0 1.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 42,310 : : Positions : : 36,642 28,274 0 7,836 3,968 750 1,950 0 325 0 235 : : : : Changes from: August 20, 2019 : : 1,747 1,812 0 30 -130 0 0 0 275 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 66.8 0.0 18.5 9.4 1.8 4.6 0.0 0.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 65,210 : : Positions : : 52,184 61,090 6,352 995 2,760 150 0 0 3,346 200 0 : : : : Changes from: August 20, 2019 : : 363 573 0 -200 200 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 93.7 9.7 1.5 4.2 0.2 0.0 0.0 5.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 72,425 : : Positions : : 58,597 62,860 7,264 3,365 1,980 175 0 0 4,214 4,150 60 : : : : Changes from: August 20, 2019 : : 775 1,035 0 0 0 0 0 0 230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 86.8 10.0 4.6 2.7 0.2 0.0 0.0 5.8 5.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 16 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 87,938 : : Positions : : 65,786 80,358 14,261 2,304 3,268 0 449 4 4,212 1,256 299 : : : : Changes from: August 20, 2019 : : 328 380 -30 30 -30 0 45 4 12 -145 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 91.4 16.2 2.6 3.7 0.0 0.5 0.0 4.8 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 26 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 112,787 : : Positions : : 82,563 94,595 17,315 4,337 4,951 0 2,734 678 6,494 4,866 611 : : : : Changes from: August 20, 2019 : : 1,249 707 7 56 5 0 -68 -37 -75 476 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 83.9 15.4 3.8 4.4 0.0 2.4 0.6 5.8 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 22 29 4 . 4 0 8 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 53,040 : : Positions : : 44,551 45,735 5,191 0 2,903 0 1,322 225 0 2,675 150 : : : : Changes from: August 20, 2019 : : 269 -25 -189 -525 375 0 80 0 -150 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 86.2 9.8 0.0 5.5 0.0 2.5 0.4 0.0 5.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 48,885 : : Positions : : 41,518 46,475 6,562 0 780 0 0 0 25 1,630 0 : : : : Changes from: August 20, 2019 : : 1,175 1,100 25 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 95.1 13.4 0.0 1.6 0.0 0.0 0.0 0.1 3.3 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 27, 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 64,161 : : Positions : : 47,235 58,789 12,015 0 2,336 650 150 250 417 1,437 1,005 : : : : Changes from: August 20, 2019 : : 347 -141 3,140 0 -874 -50 0 0 -2,168 1,437 782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 91.6 18.7 0.0 3.6 1.0 0.2 0.4 0.6 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 63,843 : : Positions : : 43,507 55,643 12,694 641 720 850 75 4,020 525 1,443 1,141 : : : : Changes from: August 20, 2019 : : 678 294 3,445 0 -1,052 0 0 0 -2,382 1,443 1,019 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 87.2 19.9 1.0 1.1 1.3 0.1 6.3 0.8 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 30,968 : : Positions : : 16,103 30,416 13,781 0 95 0 318 80 725 0 0 : : : : Changes from: August 20, 2019 : : -285 -333 -96 0 35 0 60 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 98.2 44.5 0.0 0.3 0.0 1.0 0.3 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 29,090 : : Positions : : 15,423 28,782 12,764 0 73 0 200 0 550 35 0 : : : : Changes from: August 20, 2019 : : -310 -290 -73 0 23 0 0 0 80 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 98.9 43.9 0.0 0.3 0.0 0.7 0.0 1.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,281 : : Positions : : 27,671 26,327 3,589 1,210 1,002 0 3,183 939 209 776 795 : : : : Changes from: August 20, 2019 : : 510 1,119 -81 0 26 0 -627 60 0 -87 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 76.8 10.5 3.5 2.9 0.0 9.3 2.7 0.6 2.3 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,141 : : Positions : : 17,864 19,275 2,349 0 198 50 725 650 217 628 437 : : : : Changes from: August 20, 2019 : : 450 385 -70 0 20 10 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 87.1 10.6 0.0 0.9 0.2 3.3 2.9 1.0 2.8 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 55,398 : : Positions : : 42,962 35,861 5,623 12,213 897 3,556 3,692 1,095 328 770 850 : : : : Changes from: August 20, 2019 : : 1,852 -73 917 1,336 -441 -1,275 -63 120 -361 -69 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 64.7 10.2 22.0 1.6 6.4 6.7 2.0 0.6 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 4 . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 36,333 : : Positions : : 31,244 19,048 3,315 13,942 754 0 520 315 35 1,241 383 : : : : Changes from: August 20, 2019 : : -30 -169 775 935 -494 0 45 -65 -10 -76 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 52.4 9.1 38.4 2.1 0.0 1.4 0.9 0.1 3.4 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 21,227 : : Positions : : 11,441 18,327 5,831 0 2,485 800 225 0 300 0 175 : : : : Changes from: August 20, 2019 : : 485 1,235 775 0 50 25 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 86.3 27.5 0.0 11.7 3.8 1.1 0.0 1.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 13,562 : : Positions : : 10,917 11,450 993 800 637 0 75 25 470 175 400 : : : : Changes from: August 20, 2019 : : 100 0 150 0 0 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 84.4 7.3 5.9 4.7 0.0 0.6 0.2 3.5 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 14,787 : : Positions : : 12,425 11,670 955 700 567 0 925 25 50 255 645 : : : : Changes from: August 20, 2019 : : 100 0 150 0 0 0 0 0 -170 80 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 78.9 6.5 4.7 3.8 0.0 6.3 0.2 0.3 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 19,757 : : Positions : : 10,850 14,820 6,460 3,255 125 25 0 0 1,605 1,100 405 : : : : Changes from: August 20, 2019 : : 480 -90 -675 0 -7 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 75.0 32.7 16.5 0.6 0.1 0.0 0.0 8.1 5.6 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 18,968 : : Positions : : 9,652 14,130 6,915 3,230 125 25 0 0 1,650 1,100 320 : : : : Changes from: August 20, 2019 : : 480 -90 -660 0 -18 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 74.5 36.5 17.0 0.7 0.1 0.0 0.0 8.7 5.8 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 48,316 : : Positions : : 31,266 41,976 10,144 1,700 1,755 750 0 100 1,750 425 2,360 : : : : Changes from: August 20, 2019 : : 205 600 420 0 -35 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 86.9 21.0 3.5 3.6 1.6 0.0 0.2 3.6 0.9 4.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 47,689 : : Positions : : 31,015 41,867 10,176 1,700 1,372 735 0 115 1,940 500 2,135 : : : : Changes from: August 20, 2019 : : 205 600 420 0 -105 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 87.8 21.3 3.6 2.9 1.5 0.0 0.2 4.1 1.0 4.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 126,519 : : Positions : : 94,725 88,354 26,410 23,011 1,805 515 1,340 410 1,554 10,840 735 : : : : Changes from: August 20, 2019 : : 29 546 -100 169 80 0 -50 0 67 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 69.8 20.9 18.2 1.4 0.4 1.1 0.3 1.2 8.6 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 24 . . . . . . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 136,426 : : Positions : : 101,303 94,772 28,739 25,899 2,110 1,050 1,345 400 1,672 10,780 1,065 : : : : Changes from: August 20, 2019 : : 584 813 0 221 -15 0 -75 0 122 -221 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 69.5 21.1 19.0 1.5 0.8 1.0 0.3 1.2 7.9 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 26 . . 4 . . . 5 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 495,019 : : Positions : : 289,252 307,461 28,947 12,570 88,987 12,759 15,929 37,294 10,996 6,199 26,024 : : : : Changes from: August 20, 2019 : : 780 2,650 1,158 848 108 2,355 379 413 -270 178 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 62.1 5.8 2.5 18.0 2.6 3.2 7.5 2.2 1.3 5.3 : : : : Number of Traders in Each Category Total Traders: 93 : : 38 35 . . 7 7 12 4 17 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 18,419 : : Positions : : 11,058 17,364 2,870 520 430 635 0 0 3,310 25 75 : : : : Changes from: August 20, 2019 : : 120 120 -30 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 94.3 15.6 2.8 2.3 3.4 0.0 0.0 18.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 17,372 : : Positions : : 10,116 16,247 2,961 0 565 0 490 10 3,545 25 35 : : : : Changes from: August 20, 2019 : : 120 120 -30 0 0 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 93.5 17.0 0.0 3.3 0.0 2.8 0.1 20.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 : : 4,440 4,035 370 0 140 85 380 95 1,295 1,820 245 : : : : Changes from: August 20, 2019 : : -2,190 -2,125 115 -155 130 -30 30 -5 -235 -440 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 57.4 5.3 0.0 2.0 1.2 5.4 1.4 18.4 25.9 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . 0 . . . . 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 51,436 : : Positions : : 36,361 34,318 4,895 6,165 265 0 823 1,680 0 0 0 : : : : Changes from: August 20, 2019 : : 1,050 545 75 720 -10 0 -140 130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 66.7 9.5 12.0 0.5 0.0 1.6 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 44,970 : : Positions : : 32,494 30,378 5,125 4,845 240 0 2,465 625 0 0 0 : : : : Changes from: August 20, 2019 : : 655 175 75 720 0 0 -165 195 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 67.6 11.4 10.8 0.5 0.0 5.5 1.4 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 27, 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 26,270 : : Positions : : 6,695 18,790 12,960 560 1,750 225 1,525 440 1,225 0 175 : : : : Changes from: August 20, 2019 : : 540 90 -450 200 -300 -525 175 175 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 71.5 49.3 2.1 6.7 0.9 5.8 1.7 4.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 21,990 : : Positions : : 4,830 16,625 11,550 0 1,685 275 1,050 500 1,200 0 0 : : : : Changes from: August 20, 2019 : : 915 165 -1,000 0 0 -550 100 250 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 75.6 52.5 0.0 7.7 1.3 4.8 2.3 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 36,221 : : Positions : : 14,544 15,061 3,113 13,841 827 12,030 0 3,245 0 1,000 0 : : : : Changes from: August 20, 2019 : : 80 180 475 2,460 -73 1,780 -155 350 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 41.6 8.6 38.2 2.3 33.2 0.0 9.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 24,629 : : Positions : : 8,211 11,194 3,118 7,380 570 7,465 195 3,720 0 375 0 : : : : Changes from: August 20, 2019 : : 20 -155 0 960 0 735 0 300 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 45.5 12.7 30.0 2.3 30.3 0.8 15.1 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 82,112 : : Positions : : 32,080 31,087 18,243 28,125 1,260 6,690 3,035 2,760 5,730 125 1,430 : : : : Changes from: August 20, 2019 : : 1,115 65 240 1,270 0 -395 0 0 450 75 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 37.9 22.2 34.3 1.5 8.1 3.7 3.4 7.0 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 76,218 : : Positions : : 30,302 27,696 19,350 27,625 1,260 7,065 2,795 2,100 1,815 0 1,510 : : : : Changes from: August 20, 2019 : : 1,200 355 300 1,200 0 -395 0 -50 450 0 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 36.3 25.4 36.2 1.7 9.3 3.7 2.8 2.4 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 23,960 : : Positions : : 11,472 8,103 2,850 1,214 1,704 1,315 6,450 335 1,100 1,585 1,550 : : : : Changes from: August 20, 2019 : : 210 0 150 0 0 -150 0 0 0 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 33.8 11.9 5.1 7.1 5.5 26.9 1.4 4.6 6.6 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 27, 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 23,005 : : Positions : : 10,512 8,078 2,550 1,009 1,246 1,275 7,650 325 1,640 25 1,760 : : : : Changes from: August 20, 2019 : : 210 0 150 0 0 -150 0 0 -210 0 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 35.1 11.1 4.4 5.4 5.5 33.3 1.4 7.1 0.1 7.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 49,297 : : Positions : : 14,394 33,682 3,887 10,455 35 15,575 0 0 10,405 0 0 : : : : Changes from: August 20, 2019 : : -160 955 840 0 -130 100 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 68.3 7.9 21.2 0.1 31.6 0.0 0.0 21.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 49,730 : : Positions : : 15,571 31,852 3,235 12,240 35 15,475 0 0 10,055 0 0 : : : : Changes from: August 20, 2019 : : 60 585 965 0 -130 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 64.0 6.5 24.6 0.1 31.1 0.0 0.0 20.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 56,275 : : Positions : : 21,625 47,740 1,915 790 2,085 5,575 0 1,765 19,815 400 0 : : : : Changes from: August 20, 2019 : : 640 285 -150 -150 150 -80 0 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 84.8 3.4 1.4 3.7 9.9 0.0 3.1 35.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . 5 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 55,655 : : Positions : : 21,570 46,710 1,350 790 2,280 4,935 0 2,165 19,785 150 50 : : : : Changes from: August 20, 2019 : : 630 275 -150 -150 150 -80 0 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 83.9 2.4 1.4 4.1 8.9 0.0 3.9 35.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,495 : : Positions : : 9,640 7,105 1,435 0 1,390 0 5,795 0 1,795 410 535 : : : : Changes from: August 20, 2019 : : -25 800 50 0 -10 0 0 0 700 -75 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 43.1 8.7 0.0 8.4 0.0 35.1 0.0 10.9 2.5 3.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 15,980 : : Positions : : 9,185 6,770 1,745 0 1,085 0 6,095 0 2,195 410 415 : : : : Changes from: August 20, 2019 : : -25 750 0 0 0 0 0 0 700 -75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 42.4 10.9 0.0 6.8 0.0 38.1 0.0 13.7 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 66,275 : : Positions : : 32,825 31,575 1,700 2,480 3,010 2,730 21,580 1,330 19,505 1,275 745 : : : : Changes from: August 20, 2019 : : 1,085 890 0 320 -30 50 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 47.6 2.6 3.7 4.5 4.1 32.6 2.0 29.4 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 64,555 : : Positions : : 31,495 30,620 2,650 1,035 3,095 2,730 21,455 1,440 16,850 1,275 1,150 : : : : Changes from: August 20, 2019 : : 350 875 400 0 -270 50 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 47.4 4.1 1.6 4.8 4.2 33.2 2.2 26.1 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 56,506 : : Positions : : 33,617 21,030 0 13,157 2,402 15,925 125 1,755 125 15,525 65 : : : : Changes from: August 20, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 37.2 0.0 23.3 4.3 28.2 0.2 3.1 0.2 27.5 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 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,037 : : Positions : : 28,706 18,705 0 10,186 2,483 10,925 0 1,730 150 11,195 470 : : : : Changes from: August 20, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 40.6 0.0 22.1 5.4 23.7 0.0 3.8 0.3 24.3 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 27, 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 152,549 : : Positions : : 95,737 88,178 18,107 960 7,247 1,874 13,025 6,460 1,650 15,205 1,280 : : : : Changes from: August 20, 2019 : : 1,622 2,087 445 525 -175 750 -110 50 0 315 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 57.8 11.9 0.6 4.8 1.2 8.5 4.2 1.1 10.0 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 29 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 137,824 : : Positions : : 85,371 81,677 18,477 0 6,495 3,699 7,735 5,505 1,400 19,535 1,115 : : : : Changes from: August 20, 2019 : : 1,415 1,510 -550 0 350 750 -110 50 0 215 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 59.3 13.4 0.0 4.7 2.7 5.6 4.0 1.0 14.2 0.8 : : : : 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 27, 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 41,745 : : Positions : : 19,160 21,600 14,670 7,795 880 1,270 625 2,280 0 5,145 0 : : : : Changes from: August 20, 2019 : : 600 1,140 -100 -555 70 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 51.7 35.1 18.7 2.1 3.0 1.5 5.5 0.0 12.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 37,855 : : Positions : : 15,550 18,980 13,250 5,830 1,385 820 0 3,700 0 4,920 0 : : : : Changes from: August 20, 2019 : : -35 1,255 400 -680 90 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 50.1 35.0 15.4 3.7 2.2 0.0 9.8 0.0 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 32,950 : : Positions : : 14,135 18,145 0 10,720 1,960 11,725 0 775 2,700 0 300 : : : : Changes from: August 20, 2019 : : 260 -80 0 310 0 -30 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 55.1 0.0 32.5 5.9 35.6 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 27, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 105,682 : : Positions : : 66,718 52,078 1,330 10,375 9,025 1,075 11,585 4,745 4,855 0 40 : : : : Changes from: August 20, 2019 : : 265 515 75 -70 180 0 -180 55 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 49.3 1.3 9.8 8.5 1.0 11.0 4.5 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 87,352 : : Positions : : 52,754 36,339 0 20,240 4,748 350 1,550 9,515 4,610 0 0 : : : : Changes from: August 20, 2019 : : -295 200 0 -165 60 0 -380 315 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 41.6 0.0 23.2 5.4 0.4 1.8 10.9 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 30, 2019