Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 21,855 : : Positions : : 11,221 12,048 749 499 1,510 711 2,331 480 5,257 2,885 1,331 : : : : Changes from: September 10, 2019 : : 415 741 90 169 -435 -12 -971 24 -58 435 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 55.1 3.4 2.3 6.9 3.3 10.7 2.2 24.1 13.2 6.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 14 4 . 5 . 4 . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 33,193 : : Positions : : 16,663 18,965 4 2,569 5,836 3,775 173 1,616 1,222 117 3,476 : : : : Changes from: September 10, 2019 : : 405 348 -1 -109 612 -26 173 89 32 1 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 57.1 0.0 7.7 17.6 11.4 0.5 4.9 3.7 0.4 10.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 . . . . . 4 9 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 40,372 : : Positions : : 25,063 35,032 5,078 1,016 2,567 449 540 250 6,280 150 675 : : : : Changes from: September 10, 2019 : : 684 177 -99 475 -200 34 -75 50 5 30 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 86.8 12.6 2.5 6.4 1.1 1.3 0.6 15.6 0.4 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 29,166 : : Positions : : 23,853 25,621 135 395 1,515 150 0 75 2,500 700 850 : : : : Changes from: September 10, 2019 : : 125 -25 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 87.8 0.5 1.4 5.2 0.5 0.0 0.3 8.6 2.4 2.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 138,825 : : Positions : : 113,045 89,971 2,442 24,351 7,183 5,816 1,260 6,947 917 7,061 1,936 : : : : Changes from: September 10, 2019 : : -687 897 -77 -1,420 1,177 -278 -360 167 -15 -184 387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 64.8 1.8 17.5 5.2 4.2 0.9 5.0 0.7 5.1 1.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 . . 4 4 . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 70,744 : : Positions : : 60,205 51,885 2,502 9,268 3,620 350 1,927 2,182 875 850 1,010 : : : : Changes from: September 10, 2019 : : 1,868 3,127 0 -1,046 437 25 171 -134 425 65 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 73.3 3.5 13.1 5.1 0.5 2.7 3.1 1.2 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 21 . . . . 6 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 32,148 : : Positions : : 28,763 23,131 1,620 7,237 1,340 0 0 0 375 375 50 : : : : Changes from: September 10, 2019 : : 475 250 -100 200 100 0 0 0 100 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 72.0 5.0 22.5 4.2 0.0 0.0 0.0 1.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 68,320 : : Positions : : 39,111 37,640 606 17,137 7,390 15,565 200 635 420 1,092 4,218 : : : : Changes from: September 10, 2019 : : -329 -79 -10 45 174 100 0 -50 0 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 55.1 0.9 25.1 10.8 22.8 0.3 0.9 0.6 1.6 6.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 87,945 : : Positions : : 50,648 39,292 13 34,057 5,665 25,452 1,460 1,860 420 2,447 2,920 : : : : Changes from: September 10, 2019 : : -287 252 -10 -58 133 -2 -275 2 0 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.7 0.0 38.7 6.4 28.9 1.7 2.1 0.5 2.8 3.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . . 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 71,711 : : Positions : : 54,918 50,765 10,557 18,262 1,150 1,450 50 0 1,762 0 1,347 : : : : Changes from: September 10, 2019 : : 758 873 75 105 0 100 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 70.8 14.7 25.5 1.6 2.0 0.1 0.0 2.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 4 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 95,953 : : Positions : : 66,783 60,262 22,392 33,134 502 1,450 125 0 2,336 0 1,848 : : : : Changes from: September 10, 2019 : : 770 995 50 -50 0 100 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 62.8 23.3 34.5 0.5 1.5 0.1 0.0 2.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 43,435 : : Positions : : 33,080 41,070 8,180 0 1,655 0 0 0 400 420 0 : : : : Changes from: September 10, 2019 : : 265 315 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 94.6 18.8 0.0 3.8 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 26,435 : : Positions : : 23,262 20,228 0 2,849 2,613 0 600 0 340 0 20 : : : : Changes from: September 10, 2019 : : 514 504 0 10 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 76.5 0.0 10.8 9.9 0.0 2.3 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 14,090 : : Positions : : 8,975 10,065 4,375 0 0 200 3,900 0 325 0 125 : : : : Changes from: September 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 71.4 31.1 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . 0 0 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 72,585 : : Positions : : 41,777 53,266 1,235 8,760 7,421 7,741 0 625 11,058 207 2,182 : : : : Changes from: September 10, 2019 : : 1,807 2,221 -32 -583 -38 -105 0 110 112 122 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 73.4 1.7 12.1 10.2 10.7 0.0 0.9 15.2 0.3 3.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 29 . . . 5 0 . 10 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 26,314 : : Positions : : 16,999 19,421 314 4,766 590 4,075 0 175 3,065 220 800 : : : : Changes from: September 10, 2019 : : 680 155 -25 0 0 -200 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 73.8 1.2 18.1 2.2 15.5 0.0 0.7 11.6 0.8 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 52,810 : : Positions : : 44,360 49,473 4,993 0 2,697 0 0 0 525 320 100 : : : : Changes from: September 10, 2019 : : 550 560 20 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 93.7 9.5 0.0 5.1 0.0 0.0 0.0 1.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 42,664 : : Positions : : 35,573 28,736 0 7,046 5,043 600 1,520 0 320 0 230 : : : : Changes from: September 10, 2019 : : -791 -121 0 -720 670 0 -130 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 67.4 0.0 16.5 11.8 1.4 3.6 0.0 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 62,574 : : Positions : : 50,426 59,734 6,990 905 1,560 0 0 0 3,165 200 0 : : : : Changes from: September 10, 2019 : : 445 495 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 95.5 11.2 1.4 2.5 0.0 0.0 0.0 5.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 68,572 : : Positions : : 55,993 59,987 6,484 2,755 2,060 0 0 0 3,855 3,700 60 : : : : Changes from: September 10, 2019 : : 625 675 -5 0 0 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 87.5 9.5 4.0 3.0 0.0 0.0 0.0 5.6 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 82,968 : : Positions : : 64,650 76,532 13,501 1,586 3,724 0 239 34 856 783 70 : : : : Changes from: September 10, 2019 : : 3,518 564 -107 -310 490 0 -22 0 -3,272 -35 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 92.2 16.3 1.9 4.5 0.0 0.3 0.0 1.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 26 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 105,713 : : Positions : : 81,043 89,728 16,812 3,874 4,880 140 1,911 394 1,516 4,136 694 : : : : Changes from: September 10, 2019 : : 5,406 946 107 -449 272 0 -239 -117 -4,915 378 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 84.9 15.9 3.7 4.6 0.1 1.8 0.4 1.4 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 29 5 . . . 7 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 51,422 : : Positions : : 43,351 44,495 5,739 0 1,862 0 1,725 225 100 2,975 125 : : : : Changes from: September 10, 2019 : : 1,125 2,250 1,336 -289 -599 0 25 0 50 525 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.5 11.2 0.0 3.6 0.0 3.4 0.4 0.2 5.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 48,025 : : Positions : : 41,358 45,200 5,272 0 1,380 0 0 0 0 1,430 15 : : : : Changes from: September 10, 2019 : : 500 0 -625 0 600 0 0 0 0 -125 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 94.1 11.0 0.0 2.9 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 63,317 : : Positions : : 47,728 57,625 10,538 0 2,330 650 50 200 431 1,648 1,325 : : : : Changes from: September 10, 2019 : : 1,316 -379 -1,705 0 44 0 50 0 -50 -80 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 91.0 16.6 0.0 3.7 1.0 0.1 0.3 0.7 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 67,604 : : Positions : : 46,655 59,347 12,379 431 730 919 440 3,440 833 790 2,279 : : : : Changes from: September 10, 2019 : : -41 1,694 1,069 95 -60 -1 -110 -5 -53 -685 901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 87.8 18.3 0.6 1.1 1.4 0.7 5.1 1.2 1.2 3.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 28,629 : : Positions : : 15,032 27,960 12,441 0 159 0 333 80 820 0 0 : : : : Changes from: September 10, 2019 : : -37 38 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 97.7 43.5 0.0 0.6 0.0 1.2 0.3 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 27,328 : : Positions : : 14,450 26,995 11,901 0 113 0 140 0 665 0 0 : : : : Changes from: September 10, 2019 : : -45 15 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 98.8 43.5 0.0 0.4 0.0 0.5 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 34,851 : : Positions : : 27,382 26,978 3,616 1,380 760 0 1,736 2,208 0 933 853 : : : : Changes from: September 10, 2019 : : 1,434 615 -40 0 60 0 235 10 -61 499 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 77.4 10.4 4.0 2.2 0.0 5.0 6.3 0.0 2.7 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . . . 0 . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 22,731 : : Positions : : 18,319 19,505 1,953 0 258 190 700 850 344 978 310 : : : : Changes from: September 10, 2019 : : 1,255 380 -60 0 60 -410 0 0 -10 410 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.8 8.6 0.0 1.1 0.8 3.1 3.7 1.5 4.3 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 55,309 : : Positions : : 44,104 36,113 5,238 13,241 565 2,819 3,299 945 839 426 705 : : : : Changes from: September 10, 2019 : : 652 229 -76 500 -170 -31 66 85 145 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 65.3 9.5 23.9 1.0 5.1 6.0 1.7 1.5 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 4 . 4 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 36,053 : : Positions : : 31,025 18,358 3,072 14,185 799 0 722 325 0 1,076 414 : : : : Changes from: September 10, 2019 : : 755 30 -13 450 0 0 322 5 0 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 50.9 8.5 39.3 2.2 0.0 2.0 0.9 0.0 3.0 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 21,191 : : Positions : : 11,441 18,137 5,401 0 2,489 755 225 0 600 0 325 : : : : Changes from: September 10, 2019 : : 60 210 -55 0 -158 30 0 0 175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 85.6 25.5 0.0 11.7 3.6 1.1 0.0 2.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 13,359 : : Positions : : 11,219 10,860 731 755 844 0 150 0 50 355 395 : : : : Changes from: September 10, 2019 : : 600 0 -250 0 207 0 0 0 -120 230 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 81.3 5.5 5.7 6.3 0.0 1.1 0.0 0.4 2.7 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 14,181 : : Positions : : 12,087 11,130 908 705 696 0 575 0 50 755 320 : : : : Changes from: September 10, 2019 : : 600 0 -250 0 207 0 0 0 0 350 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 78.5 6.4 5.0 4.9 0.0 4.1 0.0 0.4 5.3 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 18,852 : : Positions : : 10,108 14,810 6,105 2,651 125 25 0 0 1,855 850 355 : : : : Changes from: September 10, 2019 : : 0 350 -50 0 0 0 0 0 385 -50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 78.6 32.4 14.1 0.7 0.1 0.0 0.0 9.8 4.5 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 18,299 : : Positions : : 9,146 14,380 6,522 2,631 125 25 0 0 1,940 850 270 : : : : Changes from: September 10, 2019 : : 0 375 -312 0 -3 0 0 0 385 -50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 78.6 35.6 14.4 0.7 0.1 0.0 0.0 10.6 4.6 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 45,230 : : Positions : : 29,875 39,910 9,806 800 1,515 605 0 245 760 500 2,260 : : : : Changes from: September 10, 2019 : : 125 0 20 0 0 -145 0 145 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 88.2 21.7 1.8 3.3 1.3 0.0 0.5 1.7 1.1 5.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 45,053 : : Positions : : 29,575 40,066 9,700 800 1,322 605 0 245 1,455 640 1,980 : : : : Changes from: September 10, 2019 : : 125 0 20 0 0 -145 0 145 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 88.9 21.5 1.8 2.9 1.3 0.0 0.5 3.2 1.4 4.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 119,415 : : Positions : : 89,573 84,152 25,305 21,560 1,390 410 1,210 600 1,318 9,753 750 : : : : Changes from: September 10, 2019 : : 1,058 785 0 -85 -404 0 -45 145 -40 85 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 70.5 21.2 18.1 1.2 0.3 1.0 0.5 1.1 8.2 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 24 . 4 . . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 130,358 : : Positions : : 96,461 93,786 27,430 22,406 2,152 670 1,130 595 1,705 9,019 1,270 : : : : Changes from: September 10, 2019 : : 1,165 1,713 0 -633 38 70 0 100 -120 35 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 71.9 21.0 17.2 1.7 0.5 0.9 0.5 1.3 6.9 1.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 27 . 4 5 . . . 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 487,250 : : Positions : : 282,140 300,485 23,989 3,444 95,233 13,923 20,049 34,785 10,347 5,984 26,373 : : : : Changes from: September 10, 2019 : : -1,293 338 837 -522 -474 -1,354 -2,414 -20 -837 -440 549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.7 4.9 0.7 19.5 2.9 4.1 7.1 2.1 1.2 5.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 37 34 4 . 7 7 9 6 16 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 17,964 : : Positions : : 10,615 16,404 2,510 850 605 570 25 0 3,355 0 75 : : : : Changes from: September 10, 2019 : : 275 75 -125 50 125 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 91.3 14.0 4.7 3.4 3.2 0.1 0.0 18.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 17,122 : : Positions : : 9,819 15,622 2,366 0 1,075 0 390 10 3,505 0 25 : : : : Changes from: September 10, 2019 : : 300 125 -175 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 91.2 13.8 0.0 6.3 0.0 2.3 0.1 20.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 5 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 4,565 : : Positions : : 2,900 2,345 295 0 125 25 740 115 150 630 300 : : : : Changes from: September 10, 2019 : : -3,360 -2,480 -655 -120 -30 -10 -40 -380 -320 -1,705 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 51.4 6.5 0.0 2.7 0.5 16.2 2.5 3.3 13.8 6.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 53,455 : : Positions : : 35,485 36,227 8,190 6,485 15 0 813 1,590 0 150 0 : : : : Changes from: September 10, 2019 : : 130 130 120 -120 0 0 50 -25 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 67.8 15.3 12.1 0.0 0.0 1.5 3.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 46,725 : : Positions : : 31,845 31,310 7,610 5,815 0 0 2,315 575 0 0 0 : : : : Changes from: September 10, 2019 : : 325 105 150 280 0 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 67.0 16.3 12.4 0.0 0.0 5.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 27,564 : : Positions : : 7,146 19,725 13,829 1,515 1,155 175 2,215 75 2,185 0 100 : : : : Changes from: September 10, 2019 : : 500 640 240 120 -50 0 200 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 71.6 50.2 5.5 4.2 0.6 8.0 0.3 7.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 23,020 : : Positions : : 5,045 17,260 11,620 0 1,980 225 1,635 245 2,005 0 0 : : : : Changes from: September 10, 2019 : : 425 525 120 0 0 0 200 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 75.0 50.5 0.0 8.6 1.0 7.1 1.1 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 39,756 : : Positions : : 16,258 15,249 4,837 16,266 749 11,505 0 3,470 0 1,360 0 : : : : Changes from: September 10, 2019 : : -235 -475 780 175 0 -845 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 38.4 12.2 40.9 1.9 28.9 0.0 8.7 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 23,950 : : Positions : : 19,090 9,520 1,780 1,330 740 85 10,600 1,235 125 0 0 : : : : Changes from: September 10, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 39.7 7.4 5.6 3.1 0.4 44.3 5.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 87,972 : : Positions : : 38,962 32,567 15,743 28,935 3,260 4,330 1,920 3,955 5,050 250 1,830 : : : : Changes from: September 10, 2019 : : 2,665 815 -1,990 250 1,200 650 0 -250 -150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 37.0 17.9 32.9 3.7 4.9 2.2 4.5 5.7 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 82,162 : : Positions : : 36,951 29,345 16,555 28,200 3,260 4,905 1,555 3,370 1,330 0 1,995 : : : : Changes from: September 10, 2019 : : 2,820 820 -1,990 450 1,200 650 0 -250 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 35.7 20.1 34.3 4.0 6.0 1.9 4.1 1.6 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 22,371 : : Positions : : 11,718 7,600 2,530 1,443 1,299 1,295 5,650 305 1,145 2,590 550 : : : : Changes from: September 10, 2019 : : 1,010 300 -100 560 -405 0 -300 0 0 350 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 34.0 11.3 6.5 5.8 5.8 25.3 1.4 5.1 11.6 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 21,801 : : Positions : : 10,993 7,700 2,300 1,348 898 1,300 6,850 300 1,370 840 1,000 : : : : Changes from: September 10, 2019 : : 1,010 300 -100 560 -348 0 -300 0 0 350 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 35.3 10.5 6.2 4.1 6.0 31.4 1.4 6.3 3.9 4.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 27,517 : : Positions : : 13,237 7,950 0 9,737 419 9,790 100 375 25 5,630 120 : : : : Changes from: September 10, 2019 : : -5 645 0 -200 30 600 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 28.9 0.0 35.4 1.5 35.6 0.4 1.4 0.1 20.5 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 26,619 : : Positions : : 12,545 8,280 0 9,290 520 9,790 100 375 85 5,110 120 : : : : Changes from: September 10, 2019 : : 355 695 0 -200 0 600 0 0 50 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 31.1 0.0 34.9 2.0 36.8 0.4 1.4 0.3 19.2 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 50,557 : : Positions : : 15,844 37,509 6,232 8,460 35 14,060 0 0 9,960 0 0 : : : : Changes from: September 10, 2019 : : 995 2,770 1,725 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 74.2 12.3 16.7 0.1 27.8 0.0 0.0 19.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 51,284 : : Positions : : 17,151 35,017 5,565 11,245 35 14,335 0 0 9,460 0 0 : : : : Changes from: September 10, 2019 : : 935 2,610 1,675 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 68.3 10.9 21.9 0.1 28.0 0.0 0.0 18.4 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 September 17, 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 58,180 : : Positions : : 20,950 49,385 945 1,095 2,520 7,770 0 1,505 20,700 75 175 : : : : Changes from: September 10, 2019 : : 220 3,120 -1,235 0 775 1,600 0 0 2,385 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 84.9 1.6 1.9 4.3 13.4 0.0 2.6 35.6 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 11 . . . 5 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 57,860 : : Positions : : 20,970 48,610 455 1,095 2,765 7,170 0 1,855 20,910 0 100 : : : : Changes from: September 10, 2019 : : 200 3,050 -1,235 0 790 1,600 0 0 2,460 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 84.0 0.8 1.9 4.8 12.4 0.0 3.2 36.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 9 . . . 4 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 15,425 : : Positions : : 9,425 6,490 1,050 45 1,405 0 5,515 0 1,505 350 535 : : : : Changes from: September 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 42.1 6.8 0.3 9.1 0.0 35.8 0.0 9.8 2.3 3.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 14,880 : : Positions : : 8,415 6,330 1,395 0 1,110 0 5,640 0 1,830 350 415 : : : : Changes from: September 10, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 42.5 9.4 0.0 7.5 0.0 37.9 0.0 12.3 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 64,125 : : Positions : : 30,610 29,875 800 640 3,675 2,715 22,820 485 20,250 1,175 835 : : : : Changes from: September 10, 2019 : : 0 200 0 -275 225 -100 300 -185 325 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 46.6 1.2 1.0 5.7 4.2 35.6 0.8 31.6 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 62,310 : : Positions : : 29,515 29,025 3,010 485 2,615 2,700 22,820 495 17,655 1,175 1,045 : : : : Changes from: September 10, 2019 : : 0 200 275 0 0 -100 300 -185 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 46.6 4.8 0.8 4.2 4.3 36.6 0.8 28.3 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 54,998 : : Positions : : 33,557 19,915 0 13,822 2,565 14,845 25 1,600 75 15,280 15 : : : : Changes from: September 10, 2019 : : 170 70 0 25 100 75 25 0 -25 100 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 36.2 0.0 25.1 4.7 27.0 0.0 2.9 0.1 27.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 44,924 : : Positions : : 29,309 17,665 0 10,869 2,426 9,920 25 1,600 150 11,105 320 : : : : Changes from: September 10, 2019 : : 175 75 0 0 100 -100 25 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 39.3 0.0 24.2 5.4 22.1 0.1 3.6 0.3 24.7 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 153,291 : : Positions : : 99,556 89,457 18,507 1,060 7,072 0 12,636 6,874 1,325 16,235 1,210 : : : : Changes from: September 10, 2019 : : 3,175 360 1,345 -400 -195 -2,124 276 1,509 -50 2,110 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 58.4 12.1 0.7 4.6 0.0 8.2 4.5 0.9 10.6 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 27 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 139,071 : : Positions : : 89,030 82,691 18,997 0 6,227 1,519 7,275 6,450 1,125 20,705 1,260 : : : : Changes from: September 10, 2019 : : 3,359 519 1,720 0 -648 -2,200 25 1,585 -50 2,285 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 59.5 13.7 0.0 4.5 1.1 5.2 4.6 0.8 14.9 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 25 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 43,885 : : Positions : : 23,330 22,015 12,990 7,760 1,115 335 1,430 2,395 0 5,995 25 : : : : Changes from: September 10, 2019 : : 3,530 1,230 -970 100 -25 -870 930 270 0 -450 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 50.2 29.6 17.7 2.5 0.8 3.3 5.5 0.0 13.7 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 40,165 : : Positions : : 19,130 19,585 12,020 6,020 2,090 410 1,245 3,380 0 5,170 0 : : : : Changes from: September 10, 2019 : : 2,660 810 -550 -50 105 -555 1,245 -95 0 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 48.8 29.9 15.0 5.2 1.0 3.1 8.4 0.0 12.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 35,915 : : Positions : : 16,035 19,430 0 12,385 1,895 12,815 75 690 2,700 0 300 : : : : Changes from: September 10, 2019 : : 2,320 2,580 0 1,540 -420 1,800 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 54.1 0.0 34.5 5.3 35.7 0.2 1.9 7.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 109,105 : : Positions : : 66,866 55,036 1,545 10,985 10,370 1,580 9,510 5,200 5,480 0 25 : : : : Changes from: September 10, 2019 : : 2,120 3,235 -120 -1,735 2,935 175 225 -200 -450 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 50.4 1.4 10.1 9.5 1.4 8.7 4.8 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 25 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 86,369 : : Positions : : 51,379 35,783 0 19,366 6,320 325 1,555 9,625 4,785 0 60 : : : : Changes from: September 10, 2019 : : -55 -81 0 -714 1,430 0 300 -100 -450 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 41.4 0.0 22.4 7.3 0.4 1.8 11.1 5.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 20, 2019