Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 21,711 : : Positions : : 11,637 11,850 984 721 899 609 2,216 411 5,374 3,659 1,113 : : : : Changes from: September 24, 2019 : : -501 -574 116 170 -486 -102 46 -57 159 34 -463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 54.6 4.5 3.3 4.1 2.8 10.2 1.9 24.8 16.9 5.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 14 4 . 4 . 4 . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 33,032 : : Positions : : 16,623 18,907 0 2,494 5,819 3,768 92 1,762 1,000 72 3,461 : : : : Changes from: September 24, 2019 : : -234 -354 0 296 -392 -20 -99 54 68 -29 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 57.2 0.0 7.6 17.6 11.4 0.3 5.3 3.0 0.2 10.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 22 . . . . . 5 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 38,508 : : Positions : : 23,040 32,903 3,738 0 3,616 374 304 440 6,725 550 575 : : : : Changes from: September 24, 2019 : : -2,199 -2,580 -1,244 -759 888 44 -250 65 220 400 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 85.4 9.7 0.0 9.4 1.0 0.8 1.1 17.5 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 . 0 . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 27,264 : : Positions : : 22,333 23,436 180 858 1,370 125 0 50 2,725 1,150 400 : : : : Changes from: September 24, 2019 : : -1,495 -2,185 45 413 -145 -75 0 0 150 400 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 86.0 0.7 3.1 5.0 0.5 0.0 0.2 10.0 4.2 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 145,116 : : Positions : : 118,676 93,714 2,117 24,388 7,567 4,140 945 8,305 1,795 8,096 1,985 : : : : Changes from: September 24, 2019 : : 6,310 2,718 -13 500 -350 -1,793 -260 1,490 -22 1,511 -191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 64.6 1.5 16.8 5.2 2.9 0.7 5.7 1.2 5.6 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 30 . . 5 5 . . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 73,923 : : Positions : : 59,910 55,481 5,502 8,928 3,778 350 2,182 2,395 1,278 450 710 : : : : Changes from: September 24, 2019 : : 1,573 2,200 0 -408 58 0 55 103 150 -125 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 75.1 7.4 12.1 5.1 0.5 3.0 3.2 1.7 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 . . . . 6 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 33,288 : : Positions : : 29,983 23,501 1,690 8,082 1,140 0 0 0 375 450 100 : : : : Changes from: September 24, 2019 : : 795 820 25 0 0 0 0 0 0 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 70.6 5.1 24.3 3.4 0.0 0.0 0.0 1.1 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 69,275 : : Positions : : 39,371 37,662 470 17,464 7,703 15,562 200 638 420 924 4,676 : : : : Changes from: September 24, 2019 : : -307 -167 -76 449 111 -3 0 3 0 -668 668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 54.4 0.7 25.2 11.1 22.5 0.3 0.9 0.6 1.3 6.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 89,870 : : Positions : : 51,424 40,197 0 34,744 5,748 25,480 1,150 1,922 420 1,969 3,896 : : : : Changes from: September 24, 2019 : : 224 311 -4 931 -31 30 -210 10 0 -787 785 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 44.7 0.0 38.7 6.4 28.4 1.3 2.1 0.5 2.2 4.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 0 4 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 73,443 : : Positions : : 56,171 51,917 10,494 18,487 1,430 1,650 50 0 1,824 75 1,347 : : : : Changes from: September 24, 2019 : : 928 1,027 -63 -75 200 100 0 0 62 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 70.7 14.3 25.2 1.9 2.2 0.1 0.0 2.5 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 97,719 : : Positions : : 67,790 60,627 22,826 34,431 608 1,650 125 0 2,337 0 1,848 : : : : Changes from: September 24, 2019 : : 190 91 210 425 50 100 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 62.0 23.4 35.2 0.6 1.7 0.1 0.0 2.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 5 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 45,670 : : Positions : : 33,284 43,285 10,210 0 1,655 0 0 0 400 420 0 : : : : Changes from: September 24, 2019 : : 199 2,155 1,975 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 94.8 22.4 0.0 3.6 0.0 0.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 26,971 : : Positions : : 23,808 20,604 0 2,919 2,603 0 600 0 340 100 20 : : : : Changes from: September 24, 2019 : : 513 563 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 76.4 0.0 10.8 9.7 0.0 2.2 0.0 1.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 : : 9,275 10,065 4,075 0 0 200 3,900 0 325 0 125 : : : : Changes from: September 24, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 71.4 28.9 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 October 1, 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 75,167 : : Positions : : 43,458 55,246 404 8,202 8,277 12,508 26 899 7,028 347 2,151 : : : : Changes from: September 24, 2019 : : 931 1,200 -661 -303 697 483 26 -51 11 20 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 73.5 0.5 10.9 11.0 16.6 0.0 1.2 9.3 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 30 . . . 8 . 5 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 27,564 : : Positions : : 17,297 20,199 180 4,702 866 4,275 0 275 3,425 220 950 : : : : Changes from: September 24, 2019 : : -52 478 -134 236 276 400 0 0 510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 73.3 0.7 17.1 3.1 15.5 0.0 1.0 12.4 0.8 3.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 54,965 : : Positions : : 44,419 51,670 7,055 0 2,635 0 0 0 625 320 100 : : : : Changes from: September 24, 2019 : : 234 2,317 2,007 0 -7 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 94.0 12.8 0.0 4.8 0.0 0.0 0.0 1.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 42,179 : : Positions : : 35,241 28,371 0 7,098 4,866 625 1,410 0 320 100 230 : : : : Changes from: September 24, 2019 : : -334 -334 0 32 -97 25 -120 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 67.3 0.0 16.8 11.5 1.5 3.3 0.0 0.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 63,294 : : Positions : : 51,054 60,339 7,175 1,030 1,560 0 0 0 3,062 200 0 : : : : Changes from: September 24, 2019 : : 320 295 193 125 0 0 0 0 -103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 95.3 11.3 1.6 2.5 0.0 0.0 0.0 4.8 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 October 1, 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 69,531 : : Positions : : 56,926 60,831 6,549 2,880 2,060 0 0 0 3,805 3,700 60 : : : : Changes from: September 24, 2019 : : 354 234 0 125 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 87.5 9.4 4.1 3.0 0.0 0.0 0.0 5.5 5.3 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 October 1, 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 84,645 : : Positions : : 66,195 78,529 13,433 1,591 3,769 0 39 44 1,002 613 60 : : : : Changes from: September 24, 2019 : : 479 732 337 5 -10 0 0 0 -75 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 92.8 15.9 1.9 4.5 0.0 0.0 0.1 1.2 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 109,601 : : Positions : : 85,442 92,302 16,179 4,039 4,994 140 1,679 344 1,178 5,091 1,078 : : : : Changes from: September 24, 2019 : : 1,946 2,138 -94 23 45 0 -415 116 -110 -12 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 84.2 14.8 3.7 4.6 0.1 1.5 0.3 1.1 4.6 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 27 5 . 4 . 7 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 56,028 : : Positions : : 45,321 48,960 8,765 0 1,372 0 1,731 250 50 3,450 250 : : : : Changes from: September 24, 2019 : : 395 290 -105 0 0 0 0 0 25 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 87.4 15.6 0.0 2.4 0.0 3.1 0.4 0.1 6.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . 0 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 49,185 : : Positions : : 41,793 47,260 6,772 0 480 0 0 0 0 1,305 140 : : : : Changes from: September 24, 2019 : : -90 -40 -75 0 0 0 0 0 0 -125 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 96.1 13.8 0.0 1.0 0.0 0.0 0.0 0.0 2.7 0.3 : : : : 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 October 1, 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 63,814 : : Positions : : 48,507 57,945 10,026 0 2,507 650 150 200 494 1,555 1,315 : : : : Changes from: September 24, 2019 : : 375 291 -138 0 188 0 100 0 51 -103 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 90.8 15.7 0.0 3.9 1.0 0.2 0.3 0.8 2.4 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 68,625 : : Positions : : 47,290 60,513 12,696 431 792 1,106 450 3,230 864 792 2,270 : : : : Changes from: September 24, 2019 : : -15 585 432 0 14 205 0 -120 -6 41 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 88.2 18.5 0.6 1.2 1.6 0.7 4.7 1.3 1.2 3.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 31,813 : : Positions : : 18,022 30,864 12,567 0 154 0 583 80 875 0 0 : : : : Changes from: September 24, 2019 : : 2,060 1,881 96 0 0 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 97.0 39.5 0.0 0.5 0.0 1.8 0.3 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 30,349 : : Positions : : 17,315 30,016 11,997 0 113 0 140 0 720 0 0 : : : : Changes from: September 24, 2019 : : 2,015 2,111 96 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 98.9 39.5 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 October 1, 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 36,064 : : Positions : : 28,339 27,652 3,737 1,380 838 50 2,120 2,164 0 991 916 : : : : Changes from: September 24, 2019 : : 765 509 119 0 80 50 379 -19 0 48 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 76.7 10.4 3.8 2.3 0.1 5.9 6.0 0.0 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . . . . . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 23,030 : : Positions : : 18,610 19,809 2,187 0 243 190 700 850 319 978 335 : : : : Changes from: September 24, 2019 : : 263 290 238 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 86.0 9.5 0.0 1.1 0.8 3.0 3.7 1.4 4.2 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 59,907 : : Positions : : 47,157 40,878 5,470 13,961 606 3,628 2,889 645 2,061 641 270 : : : : Changes from: September 24, 2019 : : 1,535 3,663 254 410 0 904 -170 -300 1,079 -126 -704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.2 9.1 23.3 1.0 6.1 4.8 1.1 3.4 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 4 . 4 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 37,641 : : Positions : : 31,968 19,499 3,015 14,485 851 146 1,017 519 414 802 328 : : : : Changes from: September 24, 2019 : : -188 942 -48 0 2 146 -39 29 414 -596 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 51.8 8.0 38.5 2.3 0.4 2.7 1.4 1.1 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,309 : : Positions : : 11,071 17,538 5,007 0 2,356 760 225 0 775 0 150 : : : : Changes from: September 24, 2019 : : -420 -549 -289 0 -233 -25 0 0 175 -25 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 86.4 24.7 0.0 11.6 3.7 1.1 0.0 3.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 13,850 : : Positions : : 11,699 11,340 701 755 844 0 150 0 50 355 395 : : : : Changes from: September 24, 2019 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 81.9 5.1 5.5 6.1 0.0 1.1 0.0 0.4 2.6 2.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 14,661 : : Positions : : 12,567 11,610 908 705 696 0 575 0 50 755 320 : : : : Changes from: September 24, 2019 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 79.2 6.2 4.8 4.7 0.0 3.9 0.0 0.3 5.1 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 19,976 : : Positions : : 10,343 15,275 6,155 3,381 75 0 25 25 2,780 750 385 : : : : Changes from: September 24, 2019 : : -65 165 -10 130 -50 -25 25 25 325 -100 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 76.5 30.8 16.9 0.4 0.0 0.1 0.1 13.9 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 19,439 : : Positions : : 9,371 14,845 6,577 3,361 75 0 25 25 2,870 750 295 : : : : Changes from: September 24, 2019 : : -75 165 -5 130 -50 -25 25 25 330 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 76.4 33.8 17.3 0.4 0.0 0.1 0.1 14.8 3.9 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 45,565 : : Positions : : 30,275 39,835 9,731 800 1,525 555 0 295 810 900 2,210 : : : : Changes from: September 24, 2019 : : 90 -25 -15 0 0 -50 0 50 50 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 87.4 21.4 1.8 3.3 1.2 0.0 0.6 1.8 2.0 4.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 45,443 : : Positions : : 29,980 39,991 9,620 800 1,337 555 0 295 1,505 1,040 1,980 : : : : Changes from: September 24, 2019 : : 90 -25 -15 0 0 -50 0 50 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.0 21.2 1.8 2.9 1.2 0.0 0.6 3.3 2.3 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 October 1, 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 123,984 : : Positions : : 93,634 88,078 25,242 21,566 1,488 525 1,355 655 1,845 10,244 583 : : : : Changes from: September 24, 2019 : : 1,622 956 -63 217 0 45 45 55 227 541 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 71.0 20.4 17.4 1.2 0.4 1.1 0.5 1.5 8.3 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 24 . 4 . . . . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 135,098 : : Positions : : 100,789 97,512 27,430 22,738 2,122 730 1,235 620 2,182 9,676 1,195 : : : : Changes from: September 24, 2019 : : 1,356 1,009 0 60 -20 60 75 25 130 357 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 72.2 20.3 16.8 1.6 0.5 0.9 0.5 1.6 7.2 0.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 29 . 4 5 . . . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 511,940 : : Positions : : 295,809 310,522 26,415 3,833 103,623 15,133 23,287 35,453 7,782 7,456 27,115 : : : : Changes from: September 24, 2019 : : 6,176 6,209 4,417 120 2,822 121 2,232 -1,588 -1,099 1,050 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 60.7 5.2 0.7 20.2 3.0 4.5 6.9 1.5 1.5 5.3 : : : : Number of Traders in Each Category Total Traders: 91 : : 37 36 6 . 6 9 9 9 11 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 18,011 : : Positions : : 10,602 16,461 2,590 850 605 500 0 0 3,385 0 75 : : : : Changes from: September 24, 2019 : : -3 27 80 0 0 0 -25 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 91.4 14.4 4.7 3.4 2.8 0.0 0.0 18.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 17,252 : : Positions : : 9,809 15,652 2,446 0 1,075 0 460 10 3,535 0 25 : : : : Changes from: September 24, 2019 : : 0 0 80 0 0 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 90.7 14.2 0.0 6.2 0.0 2.7 0.1 20.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 3,825 : : Positions : : 2,795 2,055 165 0 190 0 445 0 0 715 130 : : : : Changes from: September 24, 2019 : : -175 145 165 -50 190 0 -220 0 -110 130 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 53.7 4.3 0.0 5.0 0.0 11.6 0.0 0.0 18.7 3.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 18 . 0 . 0 . 0 0 10 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 56,050 : : Positions : : 37,150 39,307 9,055 6,685 15 0 63 2,115 0 150 0 : : : : Changes from: September 24, 2019 : : 1,915 2,835 420 300 0 0 -800 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 70.1 16.2 11.9 0.0 0.0 0.1 3.8 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 46,930 : : Positions : : 32,142 31,750 7,815 6,115 0 0 2,090 550 0 0 0 : : : : Changes from: September 24, 2019 : : 475 270 -120 300 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 67.7 16.7 13.0 0.0 0.0 4.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 27,061 : : Positions : : 7,216 19,480 13,529 1,465 1,337 175 2,155 75 2,185 0 100 : : : : Changes from: September 24, 2019 : : 0 -300 -300 10 157 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 72.0 50.0 5.4 4.9 0.6 8.0 0.3 8.1 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 October 1, 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 22,825 : : Positions : : 5,095 17,295 11,670 0 1,965 225 1,575 245 2,005 0 0 : : : : Changes from: September 24, 2019 : : 0 0 -10 0 10 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 75.8 51.1 0.0 8.6 1.0 6.9 1.1 8.8 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 October 1, 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 39,570 : : Positions : : 16,072 18,198 5,272 13,566 432 11,085 0 3,395 0 1,060 0 : : : : Changes from: September 24, 2019 : : 494 3,404 300 -2,700 -294 -390 0 -110 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 46.0 13.3 34.3 1.1 28.0 0.0 8.6 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 24,275 : : Positions : : 18,195 9,890 1,780 1,265 740 735 10,070 1,710 125 0 0 : : : : Changes from: September 24, 2019 : : -780 70 0 0 0 650 -200 135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 40.7 7.3 5.2 3.0 3.0 41.5 7.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 90,767 : : Positions : : 40,647 33,682 14,128 30,440 3,260 7,310 2,245 2,190 4,970 275 1,730 : : : : Changes from: September 24, 2019 : : 1,125 580 -890 105 0 450 0 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 37.1 15.6 33.5 3.6 8.1 2.5 2.4 5.5 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 85,682 : : Positions : : 38,366 30,585 15,030 29,650 3,260 7,985 1,805 2,255 1,300 0 1,925 : : : : Changes from: September 24, 2019 : : 780 480 -900 50 0 550 -50 50 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 35.7 17.5 34.6 3.8 9.3 2.1 2.6 1.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 23,158 : : Positions : : 12,458 7,450 2,045 2,258 1,131 1,320 5,650 280 1,370 2,440 550 : : : : Changes from: September 24, 2019 : : 840 100 -325 815 -168 25 0 -25 225 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 32.2 8.8 9.8 4.9 5.7 24.4 1.2 5.9 10.5 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 23,638 : : Positions : : 11,883 7,550 1,815 2,463 938 1,325 8,200 275 2,480 75 995 : : : : Changes from: September 24, 2019 : : 840 100 -325 815 40 25 0 -25 375 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 31.9 7.7 10.4 4.0 5.6 34.7 1.2 10.5 0.3 4.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 24, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 October 1, 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 24, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 October 1, 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 51,727 : : Positions : : 15,849 38,619 6,232 8,485 35 15,135 0 0 10,035 0 0 : : : : Changes from: September 24, 2019 : : 20 1,075 0 25 0 1,050 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 74.7 12.0 16.4 0.1 29.3 0.0 0.0 19.4 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 October 1, 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 52,244 : : Positions : : 17,201 35,977 5,575 11,245 35 15,235 0 0 9,460 0 0 : : : : Changes from: September 24, 2019 : : 50 950 0 0 0 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 68.9 10.7 21.5 0.1 29.2 0.0 0.0 18.1 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 October 1, 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 66,290 : : Positions : : 22,725 53,390 2,120 5,435 1,845 8,095 0 1,455 25,770 75 175 : : : : Changes from: September 24, 2019 : : 1,350 1,280 575 2,540 -75 125 0 -50 1,770 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 80.5 3.2 8.2 2.8 12.2 0.0 2.2 38.9 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 . . . 5 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 65,890 : : Positions : : 22,590 52,510 1,630 5,435 2,080 7,495 0 1,805 26,030 0 100 : : : : Changes from: September 24, 2019 : : 1,245 1,175 575 2,540 -85 125 0 -50 1,770 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 79.7 2.5 8.2 3.2 11.4 0.0 2.7 39.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 10 . . . 4 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 15,690 : : Positions : : 9,365 5,955 1,050 70 1,380 25 5,515 0 1,380 625 535 : : : : Changes from: September 24, 2019 : : -25 -500 0 25 -25 0 0 0 -150 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 38.0 6.7 0.4 8.8 0.2 35.1 0.0 8.8 4.0 3.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 15,145 : : Positions : : 8,415 5,795 1,220 0 1,110 25 5,640 0 1,855 625 415 : : : : Changes from: September 24, 2019 : : -25 -500 -175 0 0 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 38.3 8.1 0.0 7.3 0.2 37.2 0.0 12.2 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 64,165 : : Positions : : 34,530 31,755 800 2,165 3,235 2,590 19,595 1,010 16,635 1,175 855 : : : : Changes from: September 24, 2019 : : 435 550 0 20 60 -125 -175 -35 85 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 49.5 1.2 3.4 5.0 4.0 30.5 1.6 25.9 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 October 1, 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 61,860 : : Positions : : 33,805 30,575 1,640 840 3,205 2,575 19,595 1,020 14,040 1,175 1,045 : : : : Changes from: September 24, 2019 : : 385 200 -70 250 -40 -125 -175 -35 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 49.4 2.7 1.4 5.2 4.2 31.7 1.6 22.7 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 57,193 : : Positions : : 34,952 20,635 180 14,557 2,905 15,115 0 1,650 75 15,490 15 : : : : Changes from: September 24, 2019 : : -110 615 180 185 240 450 0 25 0 -280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 36.1 0.3 25.5 5.1 26.4 0.0 2.9 0.1 27.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 46,914 : : Positions : : 30,774 18,560 0 11,309 2,645 9,565 0 1,725 150 10,790 780 : : : : Changes from: September 24, 2019 : : -60 605 0 65 405 450 0 25 0 -280 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 39.6 0.0 24.1 5.6 20.4 0.0 3.7 0.3 23.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 160,419 : : Positions : : 104,893 96,997 23,637 120 5,985 0 16,526 4,114 1,325 16,225 1,430 : : : : Changes from: September 24, 2019 : : 3,040 2,535 2,230 -2,000 -395 0 1,550 -525 0 3,185 -880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 60.5 14.7 0.1 3.7 0.0 10.3 2.6 0.8 10.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 144,471 : : Positions : : 92,485 88,406 25,387 0 3,655 0 7,671 6,634 1,125 22,920 1,260 : : : : Changes from: September 24, 2019 : : 1,675 1,555 4,765 0 -1,935 -549 1,001 24 0 3,335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 61.2 17.6 0.0 2.5 0.0 5.3 4.6 0.8 15.9 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 26 . 0 . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 48,880 : : Positions : : 25,875 23,360 15,160 8,255 1,225 810 1,535 2,155 0 9,260 0 : : : : Changes from: September 24, 2019 : : 1,480 185 -195 725 50 300 100 40 0 575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 47.8 31.0 16.9 2.5 1.7 3.1 4.4 0.0 18.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 44,740 : : Positions : : 20,855 21,010 14,200 5,850 2,450 885 1,375 3,045 0 8,185 225 : : : : Changes from: September 24, 2019 : : 480 160 -270 75 60 300 -50 120 0 325 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 47.0 31.7 13.1 5.5 2.0 3.1 6.8 0.0 18.3 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 38,395 : : Positions : : 17,035 20,105 0 14,185 1,895 14,290 75 745 2,700 0 300 : : : : Changes from: September 24, 2019 : : 680 280 0 300 0 -500 0 130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 52.4 0.0 36.9 4.9 37.2 0.2 1.9 7.0 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 October 1, 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 117,480 : : Positions : : 72,261 60,986 1,470 10,465 11,555 1,315 11,405 4,785 7,750 0 0 : : : : Changes from: September 24, 2019 : : 5,700 5,520 25 -240 695 25 -275 175 -345 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 51.9 1.3 8.9 9.8 1.1 9.7 4.1 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 92,774 : : Positions : : 55,444 39,083 0 19,796 7,250 25 3,525 9,575 6,780 0 125 : : : : Changes from: September 24, 2019 : : 4,320 3,470 0 130 555 0 -375 380 -695 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 42.1 0.0 21.3 7.8 0.0 3.8 10.3 7.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 23 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 33,395 : : Positions : : 22,220 16,175 0 12,180 1,300 4,975 300 0 1,425 0 610 : : : : Changes from: September 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 48.4 0.0 36.5 3.9 14.9 0.9 0.0 4.3 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 31,990 : : Positions : : 22,485 15,235 0 11,600 1,750 3,525 565 95 1,385 0 325 : : : : Changes from: September 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 47.6 0.0 36.3 5.5 11.0 1.8 0.3 4.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 04, 2019