Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 22,190 : : Positions : : 12,272 11,495 893 1,190 715 609 1,924 411 5,185 3,996 1,415 : : : : Changes from: October 8, 2019 : : 228 -555 -96 389 -16 0 -98 0 -232 230 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 51.8 4.0 5.4 3.2 2.7 8.7 1.9 23.4 18.0 6.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 14 4 . 4 . . . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 34,300 : : Positions : : 17,102 19,069 18 3,060 6,123 3,513 31 1,926 1,643 52 3,655 : : : : Changes from: October 8, 2019 : : 720 576 4 356 385 40 -13 52 154 -1 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 55.6 0.1 8.9 17.8 10.2 0.1 5.6 4.8 0.2 10.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 . . . 5 . 5 9 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 39,897 : : Positions : : 23,743 34,389 3,858 0 3,548 364 125 425 7,250 575 700 : : : : Changes from: October 8, 2019 : : 610 320 60 0 100 0 -25 0 -275 100 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 86.2 9.7 0.0 8.9 0.9 0.3 1.1 18.2 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 27,739 : : Positions : : 22,343 24,146 366 794 1,349 125 0 50 2,950 925 475 : : : : Changes from: October 8, 2019 : : -75 100 25 -75 35 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 87.0 1.3 2.9 4.9 0.5 0.0 0.2 10.6 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 15, 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 137,270 : : Positions : : 112,318 87,743 2,399 24,613 6,081 3,517 956 8,228 2,535 7,847 1,691 : : : : Changes from: October 8, 2019 : : -491 -513 42 46 194 57 46 -551 19 -70 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 63.9 1.7 17.9 4.4 2.6 0.7 6.0 1.8 5.7 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 . . 5 5 4 4 7 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 72,090 : : Positions : : 59,386 53,927 5,250 9,284 3,572 150 2,145 2,353 703 125 675 : : : : Changes from: October 8, 2019 : : 2,043 2,264 0 -278 189 0 -215 -74 -295 -25 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 74.8 7.3 12.9 5.0 0.2 3.0 3.3 1.0 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . . 5 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 32,352 : : Positions : : 29,447 22,200 1,380 8,127 1,125 0 0 0 225 725 175 : : : : Changes from: October 8, 2019 : : 0 -50 0 0 0 0 0 0 25 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 68.6 4.3 25.1 3.5 0.0 0.0 0.0 0.7 2.2 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 67,499 : : Positions : : 37,943 36,770 480 16,486 7,959 15,542 150 509 420 1,277 4,348 : : : : Changes from: October 8, 2019 : : 80 -26 0 50 -35 -7 0 -17 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 54.5 0.7 24.4 11.8 23.0 0.2 0.8 0.6 1.9 6.4 : : : : 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 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 85,519 : : Positions : : 48,351 37,097 0 34,723 6,308 25,517 710 735 420 2,289 3,456 : : : : Changes from: October 8, 2019 : : 38 -70 0 5 -305 4 -50 -1,174 0 170 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 43.4 0.0 40.6 7.4 29.8 0.8 0.9 0.5 2.7 4.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 0 4 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 73,827 : : Positions : : 55,426 51,729 11,168 18,227 1,835 1,200 0 0 2,092 449 1,500 : : : : Changes from: October 8, 2019 : : 755 155 380 800 28 0 0 -100 100 280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.1 15.1 24.7 2.5 1.6 0.0 0.0 2.8 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 5 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 97,734 : : Positions : : 67,635 60,117 23,100 34,625 442 1,200 50 0 2,591 428 2,025 : : : : Changes from: October 8, 2019 : : 1,032 307 380 1,000 24 0 0 -100 200 305 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 61.5 23.6 35.4 0.5 1.2 0.1 0.0 2.7 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 25 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 43,620 : : Positions : : 32,125 41,340 9,395 0 1,575 0 0 0 400 420 0 : : : : Changes from: October 8, 2019 : : 55 30 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 94.8 21.5 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 15, 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 26,724 : : Positions : : 23,008 20,392 0 2,939 2,558 0 600 0 945 97 18 : : : : Changes from: October 8, 2019 : : 5 5 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 73,819 : : Positions : : 41,942 53,753 672 6,004 10,865 11,704 26 483 5,931 655 1,918 : : : : Changes from: October 8, 2019 : : 222 588 -227 -725 928 319 0 -69 -321 100 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 72.8 0.9 8.1 14.7 15.9 0.0 0.7 8.0 0.9 2.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 29 . . . 9 . 4 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 27,427 : : Positions : : 16,270 20,888 0 3,131 2,241 3,850 0 100 4,125 165 550 : : : : Changes from: October 8, 2019 : : -204 1,584 0 -1,788 1,620 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 76.2 0.0 11.4 8.2 14.0 0.0 0.4 15.0 0.6 2.0 : : : : 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 15, 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 50,845 : : Positions : : 41,275 47,967 6,632 0 2,233 0 0 0 500 345 75 : : : : Changes from: October 8, 2019 : : -240 -340 -95 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 94.3 13.0 0.0 4.4 0.0 0.0 0.0 1.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 40,178 : : Positions : : 32,792 26,739 0 6,558 5,064 450 1,410 0 900 197 128 : : : : Changes from: October 8, 2019 : : -167 346 0 -538 278 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 66.6 0.0 16.3 12.6 1.1 3.5 0.0 2.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 60,618 : : Positions : : 48,771 57,183 7,104 1,840 1,050 0 0 0 3,095 200 0 : : : : Changes from: October 8, 2019 : : 225 330 0 -100 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 94.3 11.7 3.0 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 15, 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 65,873 : : Positions : : 53,628 56,953 6,392 3,020 2,060 0 0 0 3,437 3,600 60 : : : : Changes from: October 8, 2019 : : 214 344 -5 -100 0 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 86.5 9.7 4.6 3.1 0.0 0.0 0.0 5.2 5.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 81,287 : : Positions : : 62,300 76,508 12,951 156 4,376 256 0 30 1,103 90 107 : : : : Changes from: October 8, 2019 : : 46 732 176 -20 -75 120 0 -2 173 -212 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 94.1 15.9 0.2 5.4 0.3 0.0 0.0 1.4 0.1 0.1 : : : : 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 15, 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 105,720 : : Positions : : 81,798 91,428 15,185 2,574 5,386 180 1,095 181 1,578 3,816 1,160 : : : : Changes from: October 8, 2019 : : 208 845 44 77 -13 39 -161 -96 412 -116 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 86.5 14.4 2.4 5.1 0.2 1.0 0.2 1.5 3.6 1.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 27 5 . 4 . 8 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 55,948 : : Positions : : 37,585 50,095 16,818 22 1,050 0 1,606 250 100 2,800 125 : : : : Changes from: October 8, 2019 : : -3,210 2,415 5,025 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 89.5 30.1 0.0 1.9 0.0 2.9 0.4 0.2 5.0 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 15, 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 49,220 : : Positions : : 41,443 47,960 7,322 0 180 0 0 0 0 805 275 : : : : Changes from: October 8, 2019 : : 2,700 3,600 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 97.4 14.9 0.0 0.4 0.0 0.0 0.0 0.0 1.6 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 15, 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 61,955 : : Positions : : 46,294 56,280 10,386 0 2,342 825 150 150 516 1,572 1,337 : : : : Changes from: October 8, 2019 : : 27 79 -79 0 -5 125 0 0 -5 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 90.8 16.8 0.0 3.8 1.3 0.2 0.2 0.8 2.5 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 65,712 : : Positions : : 46,018 58,025 11,338 406 519 1,188 330 3,230 901 924 2,141 : : : : Changes from: October 8, 2019 : : 200 -225 -661 -25 52 182 0 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 88.3 17.3 0.6 0.8 1.8 0.5 4.9 1.4 1.4 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 29,881 : : Positions : : 17,092 28,887 11,515 0 374 0 485 80 735 0 0 : : : : Changes from: October 8, 2019 : : -20 -100 -95 0 95 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 96.7 38.5 0.0 1.3 0.0 1.6 0.3 2.5 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 15, 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 28,919 : : Positions : : 16,425 28,471 11,368 0 288 0 80 0 640 0 0 : : : : Changes from: October 8, 2019 : : 110 60 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 98.5 39.3 0.0 1.0 0.0 0.3 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 33,672 : : Positions : : 27,248 26,249 3,867 3,570 758 260 809 455 0 488 864 : : : : Changes from: October 8, 2019 : : 570 325 -25 2,220 0 210 -1,610 -1,395 0 -426 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 78.0 11.5 10.6 2.3 0.8 2.4 1.4 0.0 1.4 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 21,042 : : Positions : : 17,722 17,969 2,310 0 120 0 1,425 0 175 948 425 : : : : Changes from: October 8, 2019 : : 95 -45 0 0 0 0 80 -180 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 85.4 11.0 0.0 0.6 0.0 6.8 0.0 0.8 4.5 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 58,241 : : Positions : : 46,475 39,832 8,110 13,875 358 374 2,690 595 2,033 671 204 : : : : Changes from: October 8, 2019 : : 976 -34 2,374 208 16 -3,055 23 5 -45 55 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 68.4 13.9 23.8 0.6 0.6 4.6 1.0 3.5 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 5 . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 36,764 : : Positions : : 30,806 18,896 3,099 14,154 851 111 1,036 552 578 780 375 : : : : Changes from: October 8, 2019 : : 58 224 51 30 -10 0 0 -17 165 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 51.4 8.4 38.5 2.3 0.3 2.8 1.5 1.6 2.1 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 20,429 : : Positions : : 10,806 17,573 5,357 0 2,391 760 300 0 800 0 150 : : : : Changes from: October 8, 2019 : : 60 35 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 86.0 26.2 0.0 11.7 3.7 1.5 0.0 3.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 8, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 17,918 : : Positions : : 9,301 14,400 5,528 2,477 141 0 125 0 2,450 275 485 : : : : Changes from: October 8, 2019 : : -50 150 108 -100 66 0 50 0 0 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 80.4 30.9 13.8 0.8 0.0 0.7 0.0 13.7 1.5 2.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 17,635 : : Positions : : 8,521 14,085 5,924 2,462 133 0 125 0 2,505 275 540 : : : : Changes from: October 8, 2019 : : -50 150 120 -100 58 0 50 0 0 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 79.9 33.6 14.0 0.8 0.0 0.7 0.0 14.2 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 42,394 : : Positions : : 28,584 37,714 9,328 600 1,200 60 45 150 1,820 1,500 1,185 : : : : Changes from: October 8, 2019 : : 655 275 -260 0 40 -40 0 0 175 175 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 89.0 22.0 1.4 2.8 0.1 0.1 0.4 4.3 3.5 2.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 11 4 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 42,807 : : Positions : : 28,519 38,035 9,079 600 1,167 60 45 150 2,505 1,555 1,255 : : : : Changes from: October 8, 2019 : : 660 280 -260 0 0 -40 0 0 175 175 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 88.9 21.2 1.4 2.7 0.1 0.1 0.4 5.9 3.6 2.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 12 4 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 116,883 : : Positions : : 88,178 81,681 23,937 20,416 1,577 680 1,005 215 1,821 11,501 463 : : : : Changes from: October 8, 2019 : : 514 131 -100 -160 244 85 50 -290 -58 425 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 69.9 20.5 17.5 1.3 0.6 0.9 0.2 1.6 9.8 0.4 : : : : 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 15, 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 126,701 : : Positions : : 95,200 91,282 26,445 21,156 1,682 455 867 155 2,109 10,904 640 : : : : Changes from: October 8, 2019 : : 1,274 1,028 -100 -315 43 185 102 -340 -125 422 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.0 20.9 16.7 1.3 0.4 0.7 0.1 1.7 8.6 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 29 . 4 5 . . . 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 504,360 : : Positions : : 286,608 305,149 32,512 3,455 102,631 15,807 25,207 32,775 7,547 8,223 25,936 : : : : Changes from: October 8, 2019 : : 1,375 225 707 -325 1,351 -482 42 -2,837 -808 609 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 60.5 6.4 0.7 20.3 3.1 5.0 6.5 1.5 1.6 5.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 35 33 5 . 6 7 10 9 13 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 17,338 : : Positions : : 9,927 15,883 2,505 800 605 635 0 0 3,435 0 0 : : : : Changes from: October 8, 2019 : : 0 350 0 -30 0 100 0 0 250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 91.6 14.4 4.6 3.5 3.7 0.0 0.0 19.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 16,852 : : Positions : : 9,267 15,385 2,399 0 1,037 150 310 60 3,480 0 0 : : : : Changes from: October 8, 2019 : : 0 350 30 0 -30 50 -50 50 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 91.3 14.2 0.0 6.2 0.9 1.8 0.4 20.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 58,134 : : Positions : : 35,738 40,251 12,261 7,120 85 62 0 1,763 0 450 0 : : : : Changes from: October 8, 2019 : : -499 1,117 2,016 180 85 62 -18 -82 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 69.2 21.1 12.2 0.1 0.1 0.0 3.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 49,955 : : Positions : : 31,686 32,722 10,821 7,580 0 0 2,205 345 0 0 0 : : : : Changes from: October 8, 2019 : : 386 1,162 2,016 1,260 0 0 -20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 65.5 21.7 15.2 0.0 0.0 4.4 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 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,540 : : Positions : : 6,332 17,715 12,798 1,385 1,337 175 2,160 0 2,160 0 75 : : : : Changes from: October 8, 2019 : : 0 -500 -500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 69.4 50.1 5.4 5.2 0.7 8.5 0.0 8.5 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 15, 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 22,320 : : Positions : : 4,490 16,790 11,840 0 1,550 175 1,680 140 2,005 0 0 : : : : Changes from: October 8, 2019 : : -300 0 300 0 -285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 75.2 53.0 0.0 6.9 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 15, 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 45,570 : : Positions : : 19,043 20,662 5,080 17,386 432 14,315 0 3,160 0 785 250 : : : : Changes from: October 8, 2019 : : 2,009 1,759 100 3,680 0 3,080 0 0 0 -250 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 45.3 11.1 38.2 0.9 31.4 0.0 6.9 0.0 1.7 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 27,760 : : Positions : : 9,774 12,484 4,580 8,690 18 7,080 0 3,795 0 410 300 : : : : Changes from: October 8, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 45.0 16.5 31.3 0.1 25.5 0.0 13.7 0.0 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 26,040 : : Positions : : 17,485 9,830 4,035 800 770 460 11,740 2,185 0 0 0 : : : : Changes from: October 8, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 37.7 15.5 3.1 3.0 1.8 45.1 8.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 91,413 : : Positions : : 42,773 32,978 13,148 31,570 3,260 6,245 2,310 2,150 5,630 375 1,265 : : : : Changes from: October 8, 2019 : : 670 -5 275 880 0 -250 25 50 205 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 36.1 14.4 34.5 3.6 6.8 2.5 2.4 6.2 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 86,091 : : Positions : : 39,935 30,529 14,120 30,550 3,260 7,470 1,885 1,975 2,140 100 1,205 : : : : Changes from: October 8, 2019 : : 670 195 275 880 0 -50 25 -25 205 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 35.5 16.4 35.5 3.8 8.7 2.2 2.3 2.5 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 21,447 : : Positions : : 10,787 7,175 1,600 2,027 1,131 1,300 4,800 275 1,345 2,335 470 : : : : Changes from: October 8, 2019 : : 75 0 0 50 0 -25 0 0 0 240 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 33.5 7.5 9.5 5.3 6.1 22.4 1.3 6.3 10.9 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,122 : : Positions : : 10,372 7,350 1,440 2,327 938 1,300 7,350 275 2,460 50 865 : : : : Changes from: October 8, 2019 : : 75 0 0 50 0 -25 0 0 -240 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 33.2 6.5 10.5 4.2 5.9 33.2 1.2 11.1 0.2 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 26,713 : : Positions : : 12,693 7,810 0 9,028 569 9,540 75 400 0 5,675 75 : : : : Changes from: October 8, 2019 : : 0 150 0 -225 150 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 29.2 0.0 33.8 2.1 35.7 0.3 1.5 0.0 21.2 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 25,936 : : Positions : : 12,272 8,160 0 8,617 521 9,540 75 400 50 5,360 75 : : : : Changes from: October 8, 2019 : : 0 100 0 -325 80 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 31.5 0.0 33.2 2.0 36.8 0.3 1.5 0.2 20.7 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 48,948 : : Positions : : 15,054 36,674 5,982 8,040 35 14,345 0 0 9,480 0 0 : : : : Changes from: October 8, 2019 : : 0 250 -25 0 0 250 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 74.9 12.2 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 15, 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 49,654 : : Positions : : 16,701 34,107 5,360 10,950 35 14,220 0 0 9,030 0 0 : : : : Changes from: October 8, 2019 : : 0 150 0 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 68.7 10.8 22.1 0.1 28.6 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 15, 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 63,550 : : Positions : : 22,170 51,770 1,655 4,440 2,210 7,705 0 1,530 24,500 0 75 : : : : Changes from: October 8, 2019 : : 335 360 -150 -100 150 -75 0 100 150 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 81.5 2.6 7.0 3.5 12.1 0.0 2.4 38.6 0.0 0.1 : : : : 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 15, 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 62,885 : : Positions : : 22,005 50,675 1,225 4,440 2,445 7,205 0 1,830 24,500 0 0 : : : : Changes from: October 8, 2019 : : 395 320 -150 -100 150 -75 0 100 50 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 80.6 1.9 7.1 3.9 11.5 0.0 2.9 39.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 . . . 4 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 15,860 : : Positions : : 9,285 5,720 220 0 2,140 125 5,310 0 1,595 640 540 : : : : Changes from: October 8, 2019 : : 250 150 -100 0 100 0 0 0 -120 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 36.1 1.4 0.0 13.5 0.8 33.5 0.0 10.1 4.0 3.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 15,245 : : Positions : : 8,325 5,685 510 0 1,770 125 5,310 0 2,045 640 400 : : : : Changes from: October 8, 2019 : : 250 150 -100 0 100 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 37.3 3.3 0.0 11.6 0.8 34.8 0.0 13.4 4.2 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 64,705 : : Positions : : 33,500 33,560 600 1,295 3,460 2,525 18,955 1,000 18,215 1,150 905 : : : : Changes from: October 8, 2019 : : 420 2,195 0 -100 -70 75 0 0 1,600 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 51.9 0.9 2.0 5.3 3.9 29.3 1.5 28.2 1.8 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 13 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 62,000 : : Positions : : 32,740 31,660 1,420 465 3,490 2,495 18,955 995 15,455 1,150 1,090 : : : : Changes from: October 8, 2019 : : 770 2,195 -250 0 205 75 0 0 1,600 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 51.1 2.3 0.8 5.6 4.0 30.6 1.6 24.9 1.9 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 14 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,773 : : Positions : : 34,475 20,340 785 14,225 2,470 12,735 155 1,915 50 13,670 15 : : : : Changes from: October 8, 2019 : : 270 -655 100 120 0 -1,650 150 275 0 -895 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 37.1 1.4 26.0 4.5 23.3 0.3 3.5 0.1 25.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 46,274 : : Positions : : 30,649 18,355 0 10,634 2,820 8,735 150 1,990 125 10,520 655 : : : : Changes from: October 8, 2019 : : 335 -440 0 -30 100 -200 150 275 0 455 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 39.7 0.0 23.0 6.1 18.9 0.3 4.3 0.3 22.7 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 158,367 : : Positions : : 102,384 92,513 22,685 495 6,110 0 14,066 4,549 1,150 19,145 1,355 : : : : Changes from: October 8, 2019 : : 1,300 1,750 330 0 125 0 -2,055 710 -50 1,885 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 58.4 14.3 0.3 3.9 0.0 8.9 2.9 0.7 12.1 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 15, 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 142,069 : : Positions : : 90,041 86,108 25,738 0 3,830 0 7,071 6,814 1,000 23,600 1,285 : : : : Changes from: October 8, 2019 : : 1,180 2,520 1,145 0 25 0 -505 660 -50 260 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.6 18.1 0.0 2.7 0.0 5.0 4.8 0.7 16.6 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 15, 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 55,355 : : Positions : : 28,385 26,300 16,966 8,361 2,859 240 1,295 2,385 0 9,460 0 : : : : Changes from: October 8, 2019 : : 150 470 1,270 0 -240 -80 100 80 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 47.5 30.6 15.1 5.2 0.4 2.3 4.3 0.0 17.1 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 15, 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 48,040 : : Positions : : 22,755 21,890 14,541 5,971 3,374 335 990 3,085 0 8,510 200 : : : : Changes from: October 8, 2019 : : -315 5 820 50 -109 -30 -350 130 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 45.6 30.3 12.4 7.0 0.7 2.1 6.4 0.0 17.7 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 39,185 : : Positions : : 17,305 20,315 0 15,250 1,685 15,290 75 470 2,700 0 300 : : : : Changes from: October 8, 2019 : : 380 110 0 1,180 -175 960 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 51.8 0.0 38.9 4.3 39.0 0.2 1.2 6.9 0.0 0.8 : : : : 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 15, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 46,950 : : Positions : : 12,985 27,805 0 14,005 2,485 26,020 0 1,120 2,700 0 300 : : : : Changes from: October 8, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 59.2 0.0 29.8 5.3 55.4 0.0 2.4 5.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 115,789 : : Positions : : 71,232 58,527 1,075 11,160 11,200 1,665 12,195 3,825 7,850 0 0 : : : : Changes from: October 8, 2019 : : 3 -912 -290 70 145 300 780 -395 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 50.5 0.9 9.6 9.7 1.4 10.5 3.3 6.8 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 15, 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 93,414 : : Positions : : 56,825 38,184 0 20,021 7,829 0 5,845 8,150 7,080 0 0 : : : : Changes from: October 8, 2019 : : 2,210 515 0 -285 704 0 1,980 -630 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 40.9 0.0 21.4 8.4 0.0 6.3 8.7 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 24 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 33,315 : : Positions : : 22,640 16,885 0 11,580 1,280 4,820 300 0 1,240 0 645 : : : : Changes from: October 8, 2019 : : 100 0 0 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 50.7 0.0 34.8 3.8 14.5 0.9 0.0 3.7 0.0 1.9 : : : : 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 15, 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 32,100 : : Positions : : 22,970 15,905 0 11,155 1,710 3,545 530 30 1,060 0 475 : : : : Changes from: October 8, 2019 : : 100 0 0 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 49.5 0.0 34.8 5.3 11.0 1.7 0.1 3.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 24, 2019