Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 22,342 : : Positions : : 12,525 11,115 901 1,292 681 609 2,210 441 5,098 4,251 1,385 : : : : Changes from: October 15, 2019 : : 253 -380 8 102 -34 0 286 30 -87 255 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 49.7 4.0 5.8 3.0 2.7 9.9 2.0 22.8 19.0 6.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 14 . . 4 . 4 . 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 33,982 : : Positions : : 16,954 18,858 16 2,890 6,285 3,524 26 1,904 1,187 163 3,791 : : : : Changes from: October 15, 2019 : : -148 -210 -2 -170 163 11 -5 -22 -456 111 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 55.5 0.0 8.5 18.5 10.4 0.1 5.6 3.5 0.5 11.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 27 . . . 5 . 5 7 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 39,882 : : Positions : : 23,747 34,332 3,782 0 3,540 364 125 425 7,265 575 750 : : : : Changes from: October 15, 2019 : : 4 -57 -76 0 -8 0 0 0 15 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 86.1 9.5 0.0 8.9 0.9 0.3 1.1 18.2 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . 0 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 28,039 : : Positions : : 22,418 24,321 291 669 1,499 125 0 50 3,025 950 550 : : : : Changes from: October 15, 2019 : : 75 175 -75 -125 150 0 0 0 75 25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 86.7 1.0 2.4 5.3 0.4 0.0 0.2 10.8 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 137,325 : : Positions : : 112,097 88,378 2,150 23,486 6,343 3,344 855 8,359 2,782 8,059 1,732 : : : : Changes from: October 15, 2019 : : -221 635 -249 -1,127 262 -173 -101 131 247 212 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 64.4 1.6 17.1 4.6 2.4 0.6 6.1 2.0 5.9 1.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 30 . . 5 4 4 5 7 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 72,936 : : Positions : : 59,974 54,994 5,250 8,831 3,804 150 2,174 2,425 783 150 550 : : : : Changes from: October 15, 2019 : : 588 1,067 0 -453 232 0 29 72 80 25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 75.4 7.2 12.1 5.2 0.2 3.0 3.3 1.1 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . . . . 6 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 33,212 : : Positions : : 30,332 22,585 1,380 8,752 1,100 0 0 0 225 600 175 : : : : Changes from: October 15, 2019 : : 885 385 0 625 -25 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 68.0 4.2 26.4 3.3 0.0 0.0 0.0 0.7 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 68,364 : : Positions : : 38,322 37,300 480 17,049 7,841 15,677 150 474 420 704 4,846 : : : : Changes from: October 15, 2019 : : 379 530 0 563 -118 135 0 -35 0 -573 498 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 54.6 0.7 24.9 11.5 22.9 0.2 0.7 0.6 1.0 7.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . 4 5 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 85,592 : : Positions : : 48,576 36,974 0 36,280 5,861 25,697 420 725 445 1,613 3,492 : : : : Changes from: October 15, 2019 : : 225 -123 0 1,557 -447 180 -290 -10 25 -676 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 43.2 0.0 42.4 6.8 30.0 0.5 0.8 0.5 1.9 4.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 0 4 4 5 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 77,696 : : Positions : : 56,936 53,269 13,168 20,569 1,835 1,200 0 0 2,152 449 1,500 : : : : Changes from: October 15, 2019 : : 1,510 1,540 2,000 2,342 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 68.6 16.9 26.5 2.4 1.5 0.0 0.0 2.8 0.6 1.9 : : : : 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 22, 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 102,079 : : Positions : : 70,518 62,040 24,200 36,947 492 1,200 100 0 2,880 428 2,057 : : : : Changes from: October 15, 2019 : : 2,883 1,923 1,100 2,322 50 0 50 0 289 0 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 60.8 23.7 36.2 0.5 1.2 0.1 0.0 2.8 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 43,440 : : Positions : : 32,045 41,470 9,595 0 1,275 0 0 0 400 420 0 : : : : Changes from: October 15, 2019 : : -80 130 200 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 95.5 22.1 0.0 2.9 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 26,269 : : Positions : : 23,108 20,537 0 2,894 2,003 0 600 0 945 97 18 : : : : Changes from: October 15, 2019 : : 100 145 0 -45 -555 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 78.2 0.0 11.0 7.6 0.0 2.3 0.0 3.6 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 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 75,086 : : Positions : : 42,754 53,291 380 6,971 11,203 11,801 26 659 5,860 715 2,107 : : : : Changes from: October 15, 2019 : : 811 -463 -292 967 338 97 0 176 -71 60 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 71.0 0.5 9.3 14.9 15.7 0.0 0.9 7.8 1.0 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 28 . . . 9 . 5 9 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 27,239 : : Positions : : 16,382 20,688 0 3,143 2,241 3,850 0 100 3,825 165 550 : : : : Changes from: October 15, 2019 : : 112 -200 0 12 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 75.9 0.0 11.5 8.2 14.1 0.0 0.4 14.0 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 50,868 : : Positions : : 41,348 48,150 6,732 0 2,083 0 0 0 500 345 75 : : : : Changes from: October 15, 2019 : : 73 183 100 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 94.7 13.2 0.0 4.1 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 22, 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 39,903 : : Positions : : 32,518 26,656 0 6,376 5,054 450 1,410 0 900 197 128 : : : : Changes from: October 15, 2019 : : -273 -82 0 -182 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 66.8 0.0 16.0 12.7 1.1 3.5 0.0 2.3 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 62,063 : : Positions : : 49,431 59,153 7,304 790 1,575 0 0 0 3,155 200 0 : : : : Changes from: October 15, 2019 : : 660 1,970 200 -1,050 525 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 95.3 11.8 1.3 2.5 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 22, 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 66,718 : : Positions : : 54,138 58,598 6,542 2,120 2,160 0 0 0 3,522 3,600 60 : : : : Changes from: October 15, 2019 : : 510 1,645 150 -900 100 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 87.8 9.8 3.2 3.2 0.0 0.0 0.0 5.3 5.4 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 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 82,797 : : Positions : : 63,840 77,756 12,935 156 4,376 336 0 30 904 351 108 : : : : Changes from: October 15, 2019 : : 1,540 1,248 -16 0 0 80 0 0 -199 261 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 93.9 15.6 0.2 5.3 0.4 0.0 0.0 1.1 0.4 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 22, 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 107,974 : : Positions : : 84,163 93,702 15,186 2,386 5,667 180 1,281 128 1,382 3,837 918 : : : : Changes from: October 15, 2019 : : 2,365 2,273 1 -188 281 0 186 -53 -196 21 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 86.8 14.1 2.2 5.2 0.2 1.2 0.1 1.3 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 22 27 5 . 4 . 8 . . 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 56,273 : : Positions : : 37,960 50,240 16,758 142 1,110 0 1,606 250 50 2,800 125 : : : : Changes from: October 15, 2019 : : 375 145 -60 120 60 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 89.3 29.8 0.3 2.0 0.0 2.9 0.4 0.1 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 22, 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 49,210 : : Positions : : 41,543 47,960 7,322 0 180 0 0 0 0 905 165 : : : : Changes from: October 15, 2019 : : 100 0 0 0 0 0 0 0 0 100 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 97.5 14.9 0.0 0.4 0.0 0.0 0.0 0.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 62,230 : : Positions : : 45,885 56,484 10,906 0 2,427 825 150 150 516 1,507 1,402 : : : : Changes from: October 15, 2019 : : -409 204 520 0 85 0 0 0 0 -65 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 90.8 17.5 0.0 3.9 1.3 0.2 0.2 0.8 2.4 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 65,404 : : Positions : : 46,178 57,672 10,711 406 564 1,188 330 3,230 926 863 2,208 : : : : Changes from: October 15, 2019 : : 160 -353 -627 0 45 0 0 0 25 -61 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 88.2 16.4 0.6 0.9 1.8 0.5 4.9 1.4 1.3 3.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 30,156 : : Positions : : 17,227 29,012 11,455 0 524 0 485 80 785 0 0 : : : : Changes from: October 15, 2019 : : 135 125 -60 0 150 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 96.2 38.0 0.0 1.7 0.0 1.6 0.3 2.6 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 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 29,544 : : Positions : : 16,930 29,096 11,488 0 288 0 80 0 640 0 0 : : : : Changes from: October 15, 2019 : : 505 625 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 98.5 38.9 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 22, 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 34,431 : : Positions : : 27,468 27,119 3,857 3,030 1,298 260 699 455 0 478 873 : : : : Changes from: October 15, 2019 : : 220 870 -10 -540 540 0 -110 0 0 -10 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 78.8 11.2 8.8 3.8 0.8 2.0 1.3 0.0 1.4 2.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 21,242 : : Positions : : 17,922 18,069 2,310 0 120 0 1,425 0 70 943 530 : : : : Changes from: October 15, 2019 : : 200 100 0 0 0 0 0 0 -105 -5 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 85.1 10.9 0.0 0.6 0.0 6.7 0.0 0.3 4.4 2.5 : : : : 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 22, 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 58,909 : : Positions : : 46,976 39,720 8,251 14,708 384 244 2,489 725 2,028 661 204 : : : : Changes from: October 15, 2019 : : 501 -112 141 833 26 -130 -201 130 -5 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.4 14.0 25.0 0.7 0.4 4.2 1.2 3.4 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 5 . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 39,455 : : Positions : : 33,482 19,627 3,124 16,124 831 111 1,036 552 578 790 375 : : : : Changes from: October 15, 2019 : : 2,676 731 25 1,970 -20 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 49.7 7.9 40.9 2.1 0.3 2.6 1.4 1.5 2.0 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 22, 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 20,474 : : Positions : : 10,851 17,618 5,357 0 2,391 760 300 0 800 0 150 : : : : Changes from: October 15, 2019 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 86.1 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 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,315 : : Positions : : 11,236 10,325 659 710 844 0 125 0 50 1,005 295 : : : : Changes from: October 15, 2019 : : 600 25 0 0 0 0 -25 0 0 600 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 77.5 4.9 5.3 6.3 0.0 0.9 0.0 0.4 7.5 2.2 : : : : 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 22, 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 13,476 : : Positions : : 11,617 10,325 778 710 691 0 125 0 50 1,405 220 : : : : Changes from: October 15, 2019 : : 480 -95 0 0 0 0 -25 0 0 600 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 76.6 5.8 5.3 5.1 0.0 0.9 0.0 0.4 10.4 1.6 : : : : 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 22, 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 5,420 2,477 75 0 150 0 2,450 275 485 : : : : Changes from: October 15, 2019 : : 0 0 -108 0 -66 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 80.4 30.2 13.8 0.4 0.0 0.8 0.0 13.7 1.5 2.7 : : : : 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 22, 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 5,804 2,462 75 0 150 0 2,505 275 540 : : : : Changes from: October 15, 2019 : : 0 0 -120 0 -58 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 79.9 32.9 14.0 0.4 0.0 0.9 0.0 14.2 1.6 3.1 : : : : 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 22, 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 44,359 : : Positions : : 30,014 39,754 9,278 600 1,250 0 320 0 1,835 525 1,910 : : : : Changes from: October 15, 2019 : : 1,430 2,040 -50 0 50 -60 275 -150 15 -975 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 89.6 20.9 1.4 2.8 0.0 0.7 0.0 4.1 1.2 4.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 11 4 . . 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 44,722 : : Positions : : 29,949 40,075 9,029 600 1,217 0 320 0 2,470 530 1,980 : : : : Changes from: October 15, 2019 : : 1,430 2,040 -50 0 50 -60 275 -150 -35 -1,025 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 89.6 20.2 1.3 2.7 0.0 0.7 0.0 5.5 1.2 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 12 4 . . 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 115,701 : : Positions : : 86,658 80,211 23,937 19,900 1,922 1,015 1,005 105 730 11,218 1,322 : : : : Changes from: October 15, 2019 : : -1,520 -1,470 0 -516 345 335 0 -110 -1,091 -283 859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 69.3 20.7 17.2 1.7 0.9 0.9 0.1 0.6 9.7 1.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 25 . 4 . . . . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 124,994 : : Positions : : 93,477 89,573 26,395 20,487 1,685 790 867 45 940 10,675 1,647 : : : : Changes from: October 15, 2019 : : -1,723 -1,709 -50 -669 3 335 0 -110 -1,169 -229 1,007 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 71.7 21.1 16.4 1.3 0.6 0.7 0.0 0.8 8.5 1.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 29 . 4 5 . . . 4 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 500,998 : : Positions : : 282,644 304,384 33,534 3,311 102,302 14,564 23,395 34,149 8,369 8,497 24,651 : : : : Changes from: October 15, 2019 : : -3,965 -765 1,022 -144 -329 -1,243 -1,812 1,374 822 274 -1,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 60.8 6.7 0.7 20.4 2.9 4.7 6.8 1.7 1.7 4.9 : : : : Number of Traders in Each Category Total Traders: 88 : : 36 32 6 . 6 8 10 10 13 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 17,363 : : Positions : : 9,977 15,873 2,505 865 625 635 0 0 3,410 0 0 : : : : Changes from: October 15, 2019 : : 50 -10 0 65 20 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 91.4 14.4 5.0 3.6 3.7 0.0 0.0 19.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 16,857 : : Positions : : 9,317 15,355 2,399 72 1,060 150 310 60 3,435 0 0 : : : : Changes from: October 15, 2019 : : 50 -30 0 72 23 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 91.1 14.2 0.4 6.3 0.9 1.8 0.4 20.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 61,898 : : Positions : : 39,697 44,210 12,276 7,120 85 0 253 1,455 0 450 0 : : : : Changes from: October 15, 2019 : : 3,959 3,959 15 0 0 -62 253 -308 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 71.4 19.8 11.5 0.1 0.0 0.4 2.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 53,422 : : Positions : : 35,668 35,929 10,236 7,580 0 0 2,395 135 0 0 0 : : : : Changes from: October 15, 2019 : : 3,982 3,207 -585 0 0 0 190 -210 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 67.3 19.2 14.2 0.0 0.0 4.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 26,305 : : Positions : : 7,642 17,615 11,998 1,975 1,487 155 2,160 0 2,160 0 75 : : : : Changes from: October 15, 2019 : : 1,310 -100 -800 590 150 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 67.0 45.6 7.5 5.7 0.6 8.2 0.0 8.2 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 22, 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 22,895 : : Positions : : 5,690 16,790 10,930 290 1,795 175 1,680 140 2,005 0 0 : : : : Changes from: October 15, 2019 : : 1,200 0 -910 290 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 73.3 47.7 1.3 7.8 0.8 7.3 0.6 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 46,520 : : Positions : : 19,618 20,092 5,080 18,386 432 14,010 0 3,520 0 685 350 : : : : Changes from: October 15, 2019 : : 575 -570 0 1,000 0 -305 0 360 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 43.2 10.9 39.5 0.9 30.1 0.0 7.6 0.0 1.5 0.8 : : : : 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 22, 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 27,800 : : Positions : : 10,484 12,064 4,580 9,050 18 6,220 70 3,825 0 310 400 : : : : Changes from: October 15, 2019 : : 710 -420 0 360 0 -860 70 30 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 43.4 16.5 32.6 0.1 22.4 0.3 13.8 0.0 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 26,050 : : Positions : : 17,495 9,840 4,035 800 770 460 11,740 2,185 0 0 0 : : : : Changes from: October 15, 2019 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 37.8 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 22, 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 92,813 : : Positions : : 43,893 33,928 12,198 31,420 3,260 6,950 2,335 1,610 5,630 425 1,315 : : : : Changes from: October 15, 2019 : : 1,120 950 -950 -150 0 705 25 -540 0 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 36.6 13.1 33.9 3.5 7.5 2.5 1.7 6.1 0.5 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 22, 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 87,526 : : Positions : : 41,040 31,314 13,470 30,800 3,260 8,175 1,910 1,510 2,040 100 1,305 : : : : Changes from: October 15, 2019 : : 1,105 785 -650 250 0 705 25 -465 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 35.8 15.4 35.2 3.7 9.3 2.2 1.7 2.3 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 26,846 : : Positions : : 14,234 9,122 2,700 1,652 1,904 2,250 6,945 300 1,120 3,410 345 : : : : Changes from: October 15, 2019 : : 3,447 1,947 1,100 -375 773 950 2,145 25 -225 1,075 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 34.0 10.1 6.2 7.1 8.4 25.9 1.1 4.2 12.7 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 27,071 : : Positions : : 13,189 9,297 2,540 1,952 1,446 2,250 9,495 300 1,320 60 1,395 : : : : Changes from: October 15, 2019 : : 2,817 1,947 1,100 -375 508 950 2,145 25 -1,140 10 530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 34.3 9.4 7.2 5.3 8.3 35.1 1.1 4.9 0.2 5.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 26,894 : : Positions : : 12,713 7,810 22 8,800 693 9,540 75 400 0 5,965 75 : : : : Changes from: October 15, 2019 : : 20 0 22 -228 124 0 0 0 0 290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 29.0 0.1 32.7 2.6 35.5 0.3 1.5 0.0 22.2 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 26,076 : : Positions : : 12,362 8,160 0 8,617 621 9,540 75 400 50 5,400 75 : : : : Changes from: October 15, 2019 : : 90 0 0 0 100 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 31.3 0.0 33.0 2.4 36.6 0.3 1.5 0.2 20.7 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 51,503 : : Positions : : 15,001 39,151 6,512 8,040 0 15,695 0 0 10,130 0 0 : : : : Changes from: October 15, 2019 : : -53 2,477 530 0 -35 1,350 0 0 650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 76.0 12.6 15.6 0.0 30.5 0.0 0.0 19.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 52,284 : : Positions : : 16,651 36,662 6,065 10,950 0 15,520 0 0 9,630 0 0 : : : : Changes from: October 15, 2019 : : -50 2,555 705 0 -35 1,300 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 70.1 11.6 20.9 0.0 29.7 0.0 0.0 18.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 63,995 : : Positions : : 22,435 51,985 1,410 4,190 2,385 7,630 0 1,530 24,520 0 135 : : : : Changes from: October 15, 2019 : : 265 215 -245 -250 175 -75 0 0 20 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 81.2 2.2 6.5 3.7 11.9 0.0 2.4 38.3 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 22, 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 63,190 : : Positions : : 22,435 50,755 780 4,190 2,820 7,130 0 1,830 24,420 0 60 : : : : Changes from: October 15, 2019 : : 430 80 -445 -250 375 -75 0 0 -80 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 80.3 1.2 6.6 4.5 11.3 0.0 2.9 38.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 18,365 : : Positions : : 11,165 7,150 80 0 3,530 125 5,910 0 2,075 465 260 : : : : Changes from: October 15, 2019 : : 1,880 1,430 -140 0 1,390 0 600 0 480 -175 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 38.9 0.4 0.0 19.2 0.7 32.2 0.0 11.3 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 17,875 : : Positions : : 9,525 7,115 370 0 3,160 125 5,910 0 2,525 465 205 : : : : Changes from: October 15, 2019 : : 1,200 1,430 -140 0 1,390 0 600 0 480 -175 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 39.8 2.1 0.0 17.7 0.7 33.1 0.0 14.1 2.6 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 69,450 : : Positions : : 36,375 38,000 600 895 3,460 2,425 18,905 1,050 19,430 1,150 955 : : : : Changes from: October 15, 2019 : : 2,875 4,440 0 -400 0 -100 -50 50 1,215 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 54.7 0.9 1.3 5.0 3.5 27.2 1.5 28.0 1.7 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 22, 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 66,425 : : Positions : : 35,325 35,810 1,820 465 3,090 2,395 18,905 1,045 16,670 1,150 1,140 : : : : Changes from: October 15, 2019 : : 2,585 4,150 400 0 -400 -100 -50 50 1,215 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 53.9 2.7 0.7 4.7 3.6 28.5 1.6 25.1 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 14 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 54,673 : : Positions : : 34,525 20,040 785 14,125 2,470 12,585 255 1,915 50 13,870 15 : : : : Changes from: October 15, 2019 : : 50 -300 0 -100 0 -150 100 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 36.7 1.4 25.8 4.5 23.0 0.5 3.5 0.1 25.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 46,109 : : Positions : : 30,759 18,115 0 10,634 2,820 8,735 250 1,990 125 10,770 455 : : : : Changes from: October 15, 2019 : : 110 -240 0 0 0 0 100 0 0 250 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 39.3 0.0 23.1 6.1 18.9 0.5 4.3 0.3 23.4 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 160,705 : : Positions : : 102,302 92,036 20,935 1,875 5,959 0 11,851 7,539 1,150 18,625 1,425 : : : : Changes from: October 15, 2019 : : -82 -477 -1,750 1,380 -151 0 -2,215 2,990 0 -520 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 57.3 13.0 1.2 3.7 0.0 7.4 4.7 0.7 11.6 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 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 144,214 : : Positions : : 89,676 84,188 21,798 0 5,570 1,274 6,230 8,500 1,000 23,330 1,345 : : : : Changes from: October 15, 2019 : : -365 -1,920 -3,940 0 1,740 1,274 -841 1,686 0 -270 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 58.4 15.1 0.0 3.9 0.9 4.3 5.9 0.7 16.2 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 26 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 55,440 : : Positions : : 28,200 26,345 17,116 8,311 2,869 120 1,045 2,570 0 9,560 0 : : : : Changes from: October 15, 2019 : : -185 45 150 -50 10 -120 -250 185 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 47.5 30.9 15.0 5.2 0.2 1.9 4.6 0.0 17.2 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 22, 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 47,825 : : Positions : : 22,470 21,880 14,641 5,871 3,374 260 740 3,220 0 8,610 100 : : : : Changes from: October 15, 2019 : : -285 -10 100 -100 0 -75 -250 135 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 45.8 30.6 12.3 7.1 0.5 1.5 6.7 0.0 18.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 39,560 : : Positions : : 18,335 20,215 0 15,450 1,675 14,360 75 695 2,700 0 300 : : : : Changes from: October 15, 2019 : : 1,030 -100 0 200 -10 -930 0 225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 51.1 0.0 39.1 4.2 36.3 0.2 1.8 6.8 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 22, 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 47,650 : : Positions : : 14,235 28,005 0 14,380 2,385 25,345 0 1,345 2,700 0 300 : : : : Changes from: October 15, 2019 : : 1,250 200 0 375 -100 -675 0 225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 58.8 0.0 30.2 5.0 53.2 0.0 2.8 5.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 117,464 : : Positions : : 72,892 60,977 675 10,445 11,750 1,490 11,695 3,665 8,000 0 0 : : : : Changes from: October 15, 2019 : : 1,660 2,450 -400 -715 550 -175 -500 -160 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 51.9 0.6 8.9 10.0 1.3 10.0 3.1 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 22, 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 95,169 : : Positions : : 56,165 40,984 0 17,311 9,674 0 5,195 8,000 7,180 0 0 : : : : Changes from: October 15, 2019 : : -660 2,800 0 -2,710 1,845 0 -650 -150 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 43.1 0.0 18.2 10.2 0.0 5.5 8.4 7.5 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 22, 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 33,615 : : Positions : : 22,940 17,185 0 11,580 1,280 4,820 300 0 1,240 0 645 : : : : Changes from: October 15, 2019 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 51.1 0.0 34.4 3.8 14.3 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 22, 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 32,400 : : Positions : : 23,270 16,205 0 11,155 1,710 3,545 530 30 1,060 0 475 : : : : Changes from: October 15, 2019 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 50.0 0.0 34.4 5.3 10.9 1.6 0.1 3.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 25, 2019