Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 22,153 : : Positions : : 12,044 12,050 989 801 731 609 2,022 411 5,417 3,766 1,267 : : : : Changes from: October 1, 2019 : : 407 200 5 80 -168 0 -194 0 43 107 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 54.4 4.5 3.6 3.3 2.7 9.1 1.9 24.5 17.0 5.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 14 4 . 4 . . . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 32,940 : : Positions : : 16,382 18,492 14 2,704 5,738 3,473 44 1,874 1,489 53 3,650 : : : : Changes from: October 1, 2019 : : -241 -414 14 210 -82 -295 -48 112 488 -19 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 56.1 0.0 8.2 17.4 10.5 0.1 5.7 4.5 0.2 11.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 24 . . . 4 . 5 9 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 39,252 : : Positions : : 23,133 34,069 3,798 0 3,448 364 150 425 7,525 475 550 : : : : Changes from: October 1, 2019 : : 93 1,166 60 0 -168 -10 -154 -15 800 -75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 86.8 9.7 0.0 8.8 0.9 0.4 1.1 19.2 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . 0 . . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 27,679 : : Positions : : 22,418 24,046 341 869 1,314 125 0 50 2,875 925 475 : : : : Changes from: October 1, 2019 : : 85 610 161 11 -56 0 0 0 150 -225 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 86.9 1.2 3.1 4.7 0.5 0.0 0.2 10.4 3.3 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 137,970 : : Positions : : 112,809 88,256 2,357 24,567 5,887 3,460 910 8,779 2,516 7,917 1,518 : : : : Changes from: October 1, 2019 : : -5,867 -5,458 240 179 -1,680 -680 -35 474 721 -179 -467 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 64.0 1.7 17.8 4.3 2.5 0.7 6.4 1.8 5.7 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 . . 5 5 4 . 7 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 69,976 : : Positions : : 57,343 51,663 5,250 9,562 3,384 150 2,360 2,427 998 150 425 : : : : Changes from: October 1, 2019 : : -2,566 -3,819 -252 634 -394 -200 179 32 -280 -300 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 73.8 7.5 13.7 4.8 0.2 3.4 3.5 1.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . . 5 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 32,327 : : Positions : : 29,447 22,250 1,380 8,127 1,125 0 0 0 200 650 175 : : : : Changes from: October 1, 2019 : : -536 -1,251 -310 45 -15 0 0 0 -175 200 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 68.8 4.3 25.1 3.5 0.0 0.0 0.0 0.6 2.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 67,527 : : Positions : : 37,863 36,796 480 16,436 7,994 15,549 150 526 420 1,227 4,398 : : : : Changes from: October 1, 2019 : : -1,508 -866 10 -1,028 291 -13 -50 -112 0 303 -278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 54.5 0.7 24.3 11.8 23.0 0.2 0.8 0.6 1.8 6.5 : : : : 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 8, 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 87,103 : : Positions : : 48,313 37,167 0 34,718 6,613 25,513 760 1,909 420 2,119 3,606 : : : : Changes from: October 1, 2019 : : -3,111 -3,030 0 -26 865 33 -390 -13 0 150 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 42.7 0.0 39.9 7.6 29.3 0.9 2.2 0.5 2.4 4.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 0 4 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,664 : : Positions : : 54,671 51,574 10,788 17,427 1,807 1,200 0 100 1,992 169 1,500 : : : : Changes from: October 1, 2019 : : -1,500 -343 294 -1,060 377 -450 -50 100 168 94 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 71.0 14.8 24.0 2.5 1.7 0.0 0.1 2.7 0.2 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 96,198 : : Positions : : 66,603 59,810 22,720 33,625 418 1,200 50 100 2,391 123 2,025 : : : : Changes from: October 1, 2019 : : -1,187 -817 -106 -806 -190 -450 -75 100 54 123 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 62.2 23.6 35.0 0.4 1.2 0.1 0.1 2.5 0.1 2.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 26 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 43,590 : : Positions : : 32,070 41,310 9,420 0 1,575 0 0 0 400 420 0 : : : : Changes from: October 1, 2019 : : -1,214 -1,975 -790 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 94.8 21.6 0.0 3.6 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 26,719 : : Positions : : 23,003 20,387 0 2,939 2,558 0 600 0 945 97 18 : : : : Changes from: October 1, 2019 : : -805 -217 0 20 -45 0 0 0 605 -3 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 76.3 0.0 11.0 9.6 0.0 2.2 0.0 3.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 72,968 : : Positions : : 41,720 53,165 899 6,729 9,937 11,385 26 552 6,252 555 1,889 : : : : Changes from: October 1, 2019 : : -1,737 -2,080 495 -1,473 1,659 -1,123 0 -347 -776 208 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 72.9 1.2 9.2 13.6 15.6 0.0 0.8 8.6 0.8 2.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 29 . . . 8 . . 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 26,011 : : Positions : : 16,474 19,304 0 4,919 621 3,850 0 100 4,125 165 550 : : : : Changes from: October 1, 2019 : : -823 -895 -180 217 -245 -425 0 -175 700 -55 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 74.2 0.0 18.9 2.4 14.8 0.0 0.4 15.9 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 51,150 : : Positions : : 41,515 48,307 6,727 0 2,198 0 0 0 500 345 75 : : : : Changes from: October 1, 2019 : : -2,904 -3,363 -328 0 -437 0 0 0 -125 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 94.4 13.2 0.0 4.3 0.0 0.0 0.0 1.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 40,091 : : Positions : : 32,958 26,392 0 7,096 4,786 475 1,410 0 900 197 128 : : : : Changes from: October 1, 2019 : : -2,283 -1,979 0 -2 -80 -150 0 0 580 97 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 65.8 0.0 17.7 11.9 1.2 3.5 0.0 2.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 60,388 : : Positions : : 48,546 56,853 7,104 1,940 1,050 0 0 0 3,090 200 0 : : : : Changes from: October 1, 2019 : : -2,508 -3,486 -71 910 -510 0 0 0 28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 94.1 11.8 3.2 1.7 0.0 0.0 0.0 5.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 65,629 : : Positions : : 53,414 56,609 6,397 3,120 2,060 0 0 0 3,402 3,600 60 : : : : Changes from: October 1, 2019 : : -3,512 -4,222 -152 240 0 0 0 0 -403 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 86.3 9.7 4.8 3.1 0.0 0.0 0.0 5.2 5.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 80,867 : : Positions : : 62,254 75,776 12,775 176 4,451 136 0 32 930 302 125 : : : : Changes from: October 1, 2019 : : -3,941 -2,753 -658 -1,415 682 136 -39 -12 -72 -311 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 93.7 15.8 0.2 5.5 0.2 0.0 0.0 1.2 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 25 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 105,218 : : Positions : : 81,589 90,583 15,141 2,497 5,398 141 1,256 277 1,166 3,933 1,235 : : : : Changes from: October 1, 2019 : : -3,852 -1,719 -1,038 -1,543 404 1 -423 -67 -12 -1,158 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 86.1 14.4 2.4 5.1 0.1 1.2 0.3 1.1 3.7 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 27 5 . 4 . 6 . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 54,133 : : Positions : : 40,795 47,680 11,793 622 1,050 0 1,606 250 100 2,800 125 : : : : Changes from: October 1, 2019 : : -4,526 -1,280 3,028 622 -322 0 -125 0 50 -650 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 88.1 21.8 1.1 1.9 0.0 3.0 0.5 0.2 5.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 45,620 : : Positions : : 38,743 44,360 6,422 0 180 0 0 0 0 805 275 : : : : Changes from: October 1, 2019 : : -3,050 -2,900 -350 0 -300 0 0 0 0 -500 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 97.2 14.1 0.0 0.4 0.0 0.0 0.0 0.0 1.8 0.6 : : : : 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 8, 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 61,880 : : Positions : : 46,267 56,201 10,465 0 2,347 700 150 150 521 1,572 1,335 : : : : Changes from: October 1, 2019 : : -2,240 -1,744 439 0 -160 50 0 -50 27 17 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 90.8 16.9 0.0 3.8 1.1 0.2 0.2 0.8 2.5 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 65,910 : : Positions : : 45,818 58,250 11,999 431 467 1,006 330 3,230 879 924 2,141 : : : : Changes from: October 1, 2019 : : -1,472 -2,263 -697 0 -325 -100 -120 0 15 132 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 88.4 18.2 0.7 0.7 1.5 0.5 4.9 1.3 1.4 3.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 29,886 : : Positions : : 17,112 28,987 11,610 0 279 0 485 80 720 0 0 : : : : Changes from: October 1, 2019 : : -910 -1,877 -957 0 125 0 -98 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 97.0 38.8 0.0 0.9 0.0 1.6 0.3 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 28,809 : : Positions : : 16,315 28,411 11,418 0 238 0 80 0 640 0 0 : : : : Changes from: October 1, 2019 : : -1,000 -1,605 -579 0 125 0 -60 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 98.6 39.6 0.0 0.8 0.0 0.3 0.0 2.2 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 8, 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 34,252 : : Positions : : 26,678 25,924 3,892 1,350 758 50 2,419 1,850 0 914 804 : : : : Changes from: October 1, 2019 : : -1,661 -1,728 155 -30 -80 0 299 -314 0 -77 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.7 11.4 3.9 2.2 0.1 7.1 5.4 0.0 2.7 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 21,127 : : Positions : : 17,627 18,014 2,310 0 120 0 1,345 180 175 953 425 : : : : Changes from: October 1, 2019 : : -983 -1,795 123 0 -123 -190 645 -670 -144 -25 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 85.3 10.9 0.0 0.6 0.0 6.4 0.9 0.8 4.5 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 57,971 : : Positions : : 45,499 39,866 5,736 13,667 342 3,429 2,667 590 2,078 616 190 : : : : Changes from: October 1, 2019 : : -1,658 -1,012 266 -294 -264 -199 -222 -55 17 -25 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.8 9.9 23.6 0.6 5.9 4.6 1.0 3.6 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 4 . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 36,527 : : Positions : : 30,748 18,672 3,048 14,124 861 111 1,036 569 413 770 375 : : : : Changes from: October 1, 2019 : : -1,220 -827 33 -361 10 -35 19 50 -1 -32 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 51.1 8.3 38.7 2.4 0.3 2.8 1.6 1.1 2.1 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 20,369 : : Positions : : 10,746 17,538 5,382 0 2,366 760 300 0 800 0 150 : : : : Changes from: October 1, 2019 : : -325 0 375 0 10 0 75 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 86.1 26.4 0.0 11.6 3.7 1.5 0.0 3.9 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 8, 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 12,765 : : Positions : : 10,636 10,300 659 710 844 0 150 0 50 405 345 : : : : Changes from: October 1, 2019 : : -1,063 -1,040 -42 -45 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 80.7 5.2 5.6 6.6 0.0 1.2 0.0 0.4 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 13,046 : : Positions : : 11,137 10,420 778 710 691 0 150 0 50 805 270 : : : : Changes from: October 1, 2019 : : -1,430 -1,190 -130 5 -5 0 -425 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 79.9 6.0 5.4 5.3 0.0 1.1 0.0 0.4 6.2 2.1 : : : : 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 8, 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 17,872 : : Positions : : 9,351 14,250 5,420 2,577 75 0 75 0 2,450 475 385 : : : : Changes from: October 1, 2019 : : -992 -1,025 -735 -804 0 0 50 -25 -330 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 79.7 30.3 14.4 0.4 0.0 0.4 0.0 13.7 2.7 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 17,600 : : Positions : : 8,571 13,935 5,804 2,562 75 0 75 0 2,505 475 440 : : : : Changes from: October 1, 2019 : : -800 -910 -773 -799 0 0 50 -25 -365 -275 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 79.2 33.0 14.6 0.4 0.0 0.4 0.0 14.2 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 42,004 : : Positions : : 27,929 37,439 9,588 600 1,160 100 45 150 1,645 1,325 1,285 : : : : Changes from: October 1, 2019 : : -2,346 -2,396 -143 -200 -365 -455 45 -145 835 425 -925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 89.1 22.8 1.4 2.8 0.2 0.1 0.4 3.9 3.2 3.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 11 4 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 42,227 : : Positions : : 27,859 37,755 9,339 600 1,167 100 45 150 2,330 1,380 1,130 : : : : Changes from: October 1, 2019 : : -2,121 -2,236 -281 -200 -170 -455 45 -145 825 340 -850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 89.4 22.1 1.4 2.8 0.2 0.1 0.4 5.5 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 11 4 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 116,588 : : Positions : : 87,664 81,550 24,037 20,576 1,333 595 955 505 1,879 11,076 563 : : : : Changes from: October 1, 2019 : : -5,970 -6,528 -1,205 -990 -155 70 -400 -150 34 832 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 69.9 20.6 17.6 1.1 0.5 0.8 0.4 1.6 9.5 0.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 24 . 4 . . . . 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 126,016 : : Positions : : 93,926 90,254 26,545 21,471 1,639 270 765 495 2,234 10,482 895 : : : : Changes from: October 1, 2019 : : -6,863 -7,258 -885 -1,267 -483 -460 -470 -125 52 806 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 71.6 21.1 17.0 1.3 0.2 0.6 0.4 1.8 8.3 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 29 . 4 5 . . . 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 504,773 : : Positions : : 285,233 304,924 31,805 3,780 101,280 16,289 25,166 35,613 8,355 7,614 25,321 : : : : Changes from: October 1, 2019 : : -10,576 -5,599 5,390 -53 -2,344 1,156 1,879 160 573 158 -1,794 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 60.4 6.3 0.7 20.1 3.2 5.0 7.1 1.7 1.5 5.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 36 34 5 . 6 8 10 8 12 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 17,038 : : Positions : : 9,927 15,533 2,505 830 605 535 0 0 3,185 0 50 : : : : Changes from: October 1, 2019 : : -675 -928 -85 -20 0 35 0 0 -200 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 91.2 14.7 4.9 3.6 3.1 0.0 0.0 18.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 16,502 : : Positions : : 9,267 15,035 2,369 0 1,067 100 360 10 3,230 0 0 : : : : Changes from: October 1, 2019 : : -542 -617 -77 0 -8 100 -100 0 -305 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 91.1 14.4 0.0 6.5 0.6 2.2 0.1 19.6 0.0 0.0 : : : : 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 8, 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 3,940 : : Positions : : 2,265 3,050 315 0 290 0 195 0 440 80 90 : : : : Changes from: October 1, 2019 : : -530 995 150 0 100 0 -250 0 440 -635 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 77.4 8.0 0.0 7.4 0.0 4.9 0.0 11.2 2.0 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 56,107 : : Positions : : 36,237 39,134 10,245 6,940 0 0 18 1,845 0 150 0 : : : : Changes from: October 1, 2019 : : -913 -173 1,190 255 -15 0 -45 -270 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 69.7 18.3 12.4 0.0 0.0 0.0 3.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 46,918 : : Positions : : 31,300 31,560 8,805 6,320 0 0 2,225 345 0 0 0 : : : : Changes from: October 1, 2019 : : -842 -190 990 205 0 0 135 -205 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 67.3 18.8 13.5 0.0 0.0 4.7 0.7 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 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,040 : : Positions : : 6,332 18,215 13,298 1,385 1,337 175 2,160 0 2,160 0 75 : : : : Changes from: October 1, 2019 : : -884 -1,265 -231 -80 0 0 5 -75 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 70.0 51.1 5.3 5.1 0.7 8.3 0.0 8.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 22,305 : : Positions : : 4,790 16,790 11,540 0 1,835 175 1,680 140 2,005 0 0 : : : : Changes from: October 1, 2019 : : -305 -505 -130 0 -130 -50 105 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 75.3 51.7 0.0 8.2 0.8 7.5 0.6 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 39,995 : : Positions : : 17,034 18,903 4,980 13,706 432 11,235 0 3,160 0 1,035 0 : : : : Changes from: October 1, 2019 : : 962 705 -292 140 0 150 0 -235 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 47.3 12.5 34.3 1.1 28.1 0.0 7.9 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 19 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 90,403 : : Positions : : 42,103 32,983 12,873 30,690 3,260 6,495 2,285 2,100 5,425 375 1,285 : : : : Changes from: October 1, 2019 : : 1,456 -699 -1,255 250 0 -815 40 -90 455 100 -445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 36.5 14.2 33.9 3.6 7.2 2.5 2.3 6.0 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 85,046 : : Positions : : 39,265 30,334 13,845 29,670 3,260 7,520 1,860 2,000 1,935 100 1,310 : : : : Changes from: October 1, 2019 : : 899 -251 -1,185 20 0 -465 55 -255 635 100 -615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 35.7 16.3 34.9 3.8 8.8 2.2 2.4 2.3 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 21,237 : : Positions : : 10,712 7,175 1,600 1,977 1,131 1,325 4,800 275 1,345 2,095 550 : : : : Changes from: October 1, 2019 : : -1,746 -275 -445 -281 0 5 -850 -5 -25 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 33.8 7.5 9.3 5.3 6.2 22.6 1.3 6.3 9.9 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 21,932 : : Positions : : 10,297 7,350 1,440 2,277 938 1,325 7,350 275 2,700 50 725 : : : : Changes from: October 1, 2019 : : -1,586 -200 -375 -186 0 0 -850 0 220 -25 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 33.5 6.6 10.4 4.3 6.0 33.5 1.3 12.3 0.2 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 26,563 : : Positions : : 12,693 7,660 0 9,253 419 9,540 75 400 0 5,600 75 : : : : Changes from: October 1, 2019 : : -544 -290 0 -484 0 -250 -25 25 -25 -30 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 28.8 0.0 34.8 1.6 35.9 0.3 1.5 0.0 21.1 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 25,786 : : Positions : : 12,272 8,060 0 8,942 441 9,540 75 400 50 5,135 75 : : : : Changes from: October 1, 2019 : : -273 -220 0 -348 -79 -250 -25 25 -35 25 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 31.3 0.0 34.7 1.7 37.0 0.3 1.6 0.2 19.9 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 48,698 : : Positions : : 15,054 36,424 6,007 8,040 35 14,095 0 0 9,455 0 0 : : : : Changes from: October 1, 2019 : : -795 -2,195 -225 -445 0 -1,040 0 0 -580 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 74.8 12.3 16.5 0.1 28.9 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 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 49,504 : : Positions : : 16,701 33,957 5,360 10,950 35 14,070 0 0 9,030 0 0 : : : : Changes from: October 1, 2019 : : -500 -2,020 -215 -295 0 -1,165 0 0 -430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 68.6 10.8 22.1 0.1 28.4 0.0 0.0 18.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 63,090 : : Positions : : 21,835 51,410 1,805 4,540 2,060 7,780 0 1,430 24,350 0 125 : : : : Changes from: October 1, 2019 : : -890 -1,980 -315 -895 215 -315 0 -25 -1,420 -75 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 81.5 2.9 7.2 3.3 12.3 0.0 2.3 38.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 11 . . . 5 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 62,430 : : Positions : : 21,610 50,355 1,375 4,540 2,295 7,280 0 1,730 24,450 0 25 : : : : Changes from: October 1, 2019 : : -980 -2,155 -255 -895 215 -215 0 -75 -1,580 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 80.7 2.2 7.3 3.7 11.7 0.0 2.8 39.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 15,590 : : Positions : : 9,035 5,570 320 0 2,040 125 5,310 0 1,715 640 520 : : : : Changes from: October 1, 2019 : : -330 -385 -730 -70 660 100 -205 0 335 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 35.7 2.1 0.0 13.1 0.8 34.1 0.0 11.0 4.1 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 5 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 14,995 : : Positions : : 8,075 5,535 610 0 1,670 125 5,310 0 2,165 640 400 : : : : Changes from: October 1, 2019 : : -340 -260 -610 0 560 100 -330 0 310 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 36.9 4.1 0.0 11.1 0.8 35.4 0.0 14.4 4.3 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 62,450 : : Positions : : 33,080 31,365 600 1,395 3,530 2,450 18,955 1,000 16,615 1,150 830 : : : : Changes from: October 1, 2019 : : -1,450 -390 -200 -770 295 -140 -640 -10 -20 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 50.2 1.0 2.2 5.7 3.9 30.4 1.6 26.6 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 12 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 59,585 : : Positions : : 31,970 29,465 1,670 465 3,285 2,420 18,955 995 13,855 1,150 1,020 : : : : Changes from: October 1, 2019 : : -1,835 -1,110 30 -375 80 -155 -640 -25 -185 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 49.5 2.8 0.8 5.5 4.1 31.8 1.7 23.3 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 12 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 55,708 : : Positions : : 34,205 20,995 685 14,105 2,470 14,385 5 1,640 50 14,565 15 : : : : Changes from: October 1, 2019 : : -747 360 505 -452 -435 -730 5 -10 -25 -925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 37.7 1.2 25.3 4.4 25.8 0.0 2.9 0.1 26.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 45,964 : : Positions : : 30,314 18,795 0 10,664 2,720 8,935 0 1,715 125 10,065 905 : : : : Changes from: October 1, 2019 : : -460 235 0 -645 75 -630 0 -10 -25 -725 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 40.9 0.0 23.2 5.9 19.4 0.0 3.7 0.3 21.9 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 155,819 : : Positions : : 101,084 90,763 22,355 495 5,985 0 16,121 3,839 1,200 17,260 1,380 : : : : Changes from: October 1, 2019 : : -3,809 -6,234 -1,282 375 0 0 -405 -275 -125 1,035 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 58.2 14.3 0.3 3.8 0.0 10.3 2.5 0.8 11.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 139,321 : : Positions : : 88,861 83,588 24,593 0 3,805 0 7,576 6,154 1,050 23,340 1,260 : : : : Changes from: October 1, 2019 : : -3,624 -4,818 -794 0 150 0 -95 -480 -75 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 60.0 17.7 0.0 2.7 0.0 5.4 4.4 0.8 16.8 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 26 . 0 . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 54,585 : : Positions : : 28,235 25,830 15,696 8,361 3,099 320 1,195 2,305 0 9,410 50 : : : : Changes from: October 1, 2019 : : 2,360 2,470 536 106 1,874 -490 -340 150 0 150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 47.3 28.8 15.3 5.7 0.6 2.2 4.2 0.0 17.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 47,759 : : Positions : : 23,070 21,885 13,721 5,921 3,483 365 1,340 2,955 0 8,460 250 : : : : Changes from: October 1, 2019 : : 2,215 875 -479 71 1,033 -520 -35 -90 0 275 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 45.8 28.7 12.4 7.3 0.8 2.8 6.2 0.0 17.7 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 38,100 : : Positions : : 16,925 20,205 0 14,070 1,860 14,330 75 470 2,750 0 300 : : : : Changes from: October 1, 2019 : : -110 100 0 -115 -35 40 0 -275 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 53.0 0.0 36.9 4.9 37.6 0.2 1.2 7.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 115,966 : : Positions : : 71,229 59,439 1,365 11,090 11,055 1,365 11,415 4,220 7,925 0 0 : : : : Changes from: October 1, 2019 : : -1,032 -1,547 -105 625 -500 50 10 -565 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 51.3 1.2 9.6 9.5 1.2 9.8 3.6 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 91,230 : : Positions : : 54,615 37,669 0 20,306 7,125 0 3,865 8,780 7,080 0 0 : : : : Changes from: October 1, 2019 : : -829 -1,414 0 510 -125 -25 340 -795 300 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 41.3 0.0 22.3 7.8 0.0 4.2 9.6 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 23 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 33,215 : : Positions : : 22,540 16,885 0 11,580 1,280 4,820 300 0 1,340 0 545 : : : : Changes from: October 1, 2019 : : 320 710 0 -600 -20 -155 0 0 -85 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 50.8 0.0 34.9 3.9 14.5 0.9 0.0 4.0 0.0 1.6 : : : : 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 8, 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 32,000 : : Positions : : 22,870 15,905 0 11,155 1,710 3,545 530 30 1,160 0 375 : : : : Changes from: October 1, 2019 : : 385 670 0 -445 -40 20 -35 -65 -225 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 49.7 0.0 34.9 5.3 11.1 1.7 0.1 3.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 11, 2019