Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 23,579 : : Positions : : 17,576 11,517 1,286 1,113 812 674 3,141 426 585 3,831 1,679 : : : : Changes from: November 19, 2019 : : -377 123 224 104 -76 0 -420 -13 70 214 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 48.8 5.5 4.7 3.4 2.9 13.3 1.8 2.5 16.2 7.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 15 . . 5 . 5 4 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 31,053 : : Positions : : 15,381 15,134 245 2,457 5,249 415 553 867 3,740 1,980 3,565 : : : : Changes from: November 19, 2019 : : -853 -1,661 143 611 -710 163 130 -91 22 483 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 48.7 0.8 7.9 16.9 1.3 1.8 2.8 12.0 6.4 11.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 25 . . . . . 6 9 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 41,507 : : Positions : : 24,489 38,695 6,231 0 1,947 351 186 179 7,900 210 290 : : : : Changes from: November 19, 2019 : : 341 15 -672 0 475 51 -34 -16 -15 -165 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 93.2 15.0 0.0 4.7 0.8 0.4 0.4 19.0 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . 0 . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 31,170 : : Positions : : 23,563 27,331 91 695 2,269 250 0 50 4,397 275 550 : : : : Changes from: November 19, 2019 : : 1,615 665 -1,125 0 995 0 0 0 75 -100 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 87.7 0.3 2.2 7.3 0.8 0.0 0.2 14.1 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 137,852 : : Positions : : 109,531 89,886 1,865 19,402 9,433 2,269 600 1,851 3,694 7,392 8,847 : : : : Changes from: November 19, 2019 : : 223 1,165 39 -32 -575 137 -53 33 310 -450 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 65.2 1.4 14.1 6.8 1.6 0.4 1.3 2.7 5.4 6.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 32 . . 4 5 . . 9 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 75,370 : : Positions : : 61,378 59,540 4,957 7,665 4,466 150 788 2,062 1,588 75 755 : : : : Changes from: November 19, 2019 : : 405 1,339 -43 245 -96 75 -533 -20 663 13 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 79.0 6.6 10.2 5.9 0.2 1.0 2.7 2.1 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . . . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 35,182 : : Positions : : 32,160 24,835 1,457 8,707 1,040 0 0 0 325 400 200 : : : : Changes from: November 19, 2019 : : 575 700 -60 40 236 0 0 0 -25 -250 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 70.6 4.1 24.7 3.0 0.0 0.0 0.0 0.9 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 67,588 : : Positions : : 37,647 35,335 490 18,376 7,235 645 200 417 15,420 588 5,407 : : : : Changes from: November 19, 2019 : : 703 34 10 687 -497 0 0 0 -5 -12 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 52.3 0.7 27.2 10.7 1.0 0.3 0.6 22.8 0.9 8.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 85,954 : : Positions : : 47,928 34,908 0 37,976 6,145 1,723 340 649 24,531 1,586 4,114 : : : : Changes from: November 19, 2019 : : 141 100 0 -11 190 45 100 -35 0 -17 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 40.6 0.0 44.2 7.1 2.0 0.4 0.8 28.5 1.8 4.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 22 0 4 4 5 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 76,869 : : Positions : : 56,691 54,122 12,309 18,358 1,971 1,600 25 0 2,081 1,026 1,294 : : : : Changes from: November 19, 2019 : : 59 -240 63 50 34 0 0 0 -12 300 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 70.4 16.0 23.9 2.6 2.1 0.0 0.0 2.7 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 98,823 : : Positions : : 69,159 61,959 22,088 33,118 779 1,450 50 0 2,724 1,004 1,891 : : : : Changes from: November 19, 2019 : : 534 50 195 375 50 0 0 0 -17 300 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 62.7 22.4 33.5 0.8 1.5 0.1 0.0 2.8 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 5 . 5 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 42,788 : : Positions : : 30,528 40,143 9,759 0 1,955 0 0 0 400 420 0 : : : : Changes from: November 19, 2019 : : -100 -200 -106 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 93.8 22.8 0.0 4.6 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 26,548 : : Positions : : 23,817 19,841 0 3,785 2,042 0 600 0 350 87 73 : : : : Changes from: November 19, 2019 : : 275 215 0 120 -25 0 0 0 0 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 74.7 0.0 14.3 7.7 0.0 2.3 0.0 1.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 83,332 : : Positions : : 47,386 59,743 320 10,774 9,722 13,360 0 455 10,043 777 1,726 : : : : Changes from: November 19, 2019 : : 4,315 2,167 0 2,119 -461 -483 0 -48 547 94 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 71.7 0.4 12.9 11.7 16.0 0.0 0.5 12.1 0.9 2.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 30 . . . 9 0 4 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 31,576 : : Positions : : 18,038 23,104 68 4,772 2,298 3,900 0 100 6,036 110 850 : : : : Changes from: November 19, 2019 : : 2,300 600 68 1,768 32 200 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 73.2 0.2 15.1 7.3 12.4 0.0 0.3 19.1 0.3 2.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 48,875 : : Positions : : 39,113 45,680 6,595 0 2,565 0 0 0 400 370 50 : : : : Changes from: November 19, 2019 : : 2 -91 -100 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 93.5 13.5 0.0 5.2 0.0 0.0 0.0 0.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 40,678 : : Positions : : 32,424 26,766 0 5,781 6,527 60 1,410 0 635 0 120 : : : : Changes from: November 19, 2019 : : 232 215 0 145 -144 60 -50 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 65.8 0.0 14.2 16.0 0.1 3.5 0.0 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . 4 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 62,888 : : Positions : : 49,330 60,178 8,348 115 1,775 0 75 0 2,862 400 0 : : : : Changes from: November 19, 2019 : : -83 -140 253 -15 15 0 75 0 -50 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 95.7 13.3 0.2 2.8 0.0 0.1 0.0 4.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 66,741 : : Positions : : 53,961 59,261 6,223 960 2,705 0 75 0 3,512 3,500 60 : : : : Changes from: November 19, 2019 : : -425 -38 209 -200 90 0 75 0 253 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 88.8 9.3 1.4 4.1 0.0 0.1 0.0 5.3 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 82,344 : : Positions : : 64,309 76,475 11,877 141 4,295 223 0 15 1,193 1,246 167 : : : : Changes from: November 19, 2019 : : 851 226 -435 0 0 0 0 0 16 201 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 92.9 14.4 0.2 5.2 0.3 0.0 0.0 1.4 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 105,135 : : Positions : : 81,871 91,001 13,984 1,353 6,239 130 1,219 230 1,862 4,590 488 : : : : Changes from: November 19, 2019 : : 527 226 -201 -235 55 -10 -88 22 338 728 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 86.6 13.3 1.3 5.9 0.1 1.2 0.2 1.8 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 28 5 . 4 . 8 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 56,748 : : Positions : : 37,923 50,632 17,874 966 556 0 1,244 150 100 3,075 125 : : : : Changes from: November 19, 2019 : : 225 262 261 11 -11 0 -12 0 -50 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 89.2 31.5 1.7 1.0 0.0 2.2 0.3 0.2 5.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 51,690 : : Positions : : 39,614 50,870 11,201 0 60 0 0 0 575 520 240 : : : : Changes from: November 19, 2019 : : 725 1,200 75 0 0 0 0 0 450 50 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 98.4 21.7 0.0 0.1 0.0 0.0 0.0 1.1 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 64,322 : : Positions : : 48,189 58,847 11,112 0 1,911 470 0 0 1,197 2,021 1,391 : : : : Changes from: November 19, 2019 : : 424 1,666 1,067 0 10 145 0 0 95 65 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 91.5 17.3 0.0 3.0 0.7 0.0 0.0 1.9 3.1 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 4 0 . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 65,121 : : Positions : : 47,158 56,269 8,866 376 1,208 869 190 0 1,447 1,729 5,233 : : : : Changes from: November 19, 2019 : : 227 338 282 0 135 215 120 0 25 277 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 86.4 13.6 0.6 1.9 1.3 0.3 0.0 2.2 2.7 8.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . 6 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 28,953 : : Positions : : 16,266 27,850 10,892 0 501 0 450 80 1,046 0 0 : : : : Changes from: November 19, 2019 : : 66 170 48 0 -18 0 0 0 56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 96.2 37.6 0.0 1.7 0.0 1.6 0.3 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 28,538 : : Positions : : 16,320 28,111 10,844 0 292 0 0 0 875 0 0 : : : : Changes from: November 19, 2019 : : 27 55 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 98.5 38.0 0.0 1.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 33,825 : : Positions : : 27,140 26,642 3,947 3,100 1,200 235 965 214 219 954 705 : : : : Changes from: November 19, 2019 : : 72 137 -60 0 0 0 50 0 65 -5 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 78.8 11.7 9.2 3.5 0.7 2.9 0.6 0.6 2.8 2.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,863 : : Positions : : 18,375 19,218 3,097 0 120 0 1,570 0 450 1,605 250 : : : : Changes from: November 19, 2019 : : 283 165 0 0 0 0 0 0 125 353 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 84.1 13.5 0.0 0.5 0.0 6.9 0.0 2.0 7.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 58,933 : : Positions : : 47,240 39,068 8,228 15,241 314 95 2,547 664 1,836 639 450 : : : : Changes from: November 19, 2019 : : 93 311 381 54 -126 30 -126 13 -275 0 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 66.3 14.0 25.9 0.5 0.2 4.3 1.1 3.1 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 6 . 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 40,057 : : Positions : : 34,589 19,781 3,088 16,422 708 0 1,158 655 408 783 487 : : : : Changes from: November 19, 2019 : : 479 212 -24 25 -98 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 49.4 7.7 41.0 1.8 0.0 2.9 1.6 1.0 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 23,127 : : Positions : : 11,489 20,993 7,979 0 1,719 565 0 100 1,125 300 0 : : : : Changes from: November 19, 2019 : : 800 650 475 0 -50 0 0 0 -625 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 90.8 34.5 0.0 7.4 2.4 0.0 0.4 4.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 12,551 : : Positions : : 10,712 9,545 323 465 969 0 250 0 50 1,020 280 : : : : Changes from: November 19, 2019 : : 60 0 -60 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 76.0 2.6 3.7 7.7 0.0 2.0 0.0 0.4 8.1 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 12,701 : : Positions : : 11,056 9,545 454 465 816 0 250 0 50 1,420 205 : : : : Changes from: November 19, 2019 : : 60 0 -60 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 75.2 3.6 3.7 6.4 0.0 2.0 0.0 0.4 11.2 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 17,253 : : Positions : : 9,354 14,450 4,860 1,703 195 0 100 0 2,160 275 505 : : : : Changes from: November 19, 2019 : : 0 25 0 0 0 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 83.8 28.2 9.9 1.1 0.0 0.6 0.0 12.5 1.6 2.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 16,981 : : Positions : : 8,551 14,215 5,181 1,693 195 0 100 0 2,230 275 470 : : : : Changes from: November 19, 2019 : : 0 25 0 0 0 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 83.7 30.5 10.0 1.1 0.0 0.6 0.0 13.1 1.6 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 42,393 : : Positions : : 29,323 36,393 8,170 400 1,245 0 225 0 355 835 3,235 : : : : Changes from: November 19, 2019 : : 110 -90 -150 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 85.8 19.3 0.9 2.9 0.0 0.5 0.0 0.8 2.0 7.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 12 4 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 42,346 : : Positions : : 29,713 36,759 7,578 400 1,122 0 225 0 725 700 3,140 : : : : Changes from: November 19, 2019 : : 250 10 -150 0 0 0 0 0 -90 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 86.8 17.9 0.9 2.6 0.0 0.5 0.0 1.7 1.7 7.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 13 4 . . 0 . 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 112,207 : : Positions : : 84,119 77,619 22,643 19,975 2,155 965 1,417 60 895 9,641 1,310 : : : : Changes from: November 19, 2019 : : 1,091 982 107 -105 34 -125 17 0 15 204 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 69.2 20.2 17.8 1.9 0.9 1.3 0.1 0.8 8.6 1.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 29 4 4 . . . . 4 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 125,623 : : Positions : : 92,188 93,939 25,485 15,916 4,058 880 1,102 90 980 8,591 1,927 : : : : Changes from: November 19, 2019 : : 1,126 1,580 0 -471 16 -65 0 0 25 -23 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 74.8 20.3 12.7 3.2 0.7 0.9 0.1 0.8 6.8 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 31 . 5 6 . . . 6 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 518,017 : : Positions : : 284,899 319,485 42,919 3,829 104,195 13,457 5,456 13,786 10,570 23,403 47,407 : : : : Changes from: November 19, 2019 : : 3,470 8,445 4,037 -62 -3,738 -459 -846 65 616 928 753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 61.7 8.3 0.7 20.1 2.6 1.1 2.7 2.0 4.5 9.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 36 35 5 . 6 8 9 5 13 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 16,426 : : Positions : : 9,167 15,097 2,855 829 475 570 0 0 3,345 25 0 : : : : Changes from: November 19, 2019 : : 0 -25 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 91.9 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 16,053 : : Positions : : 8,546 14,835 2,838 103 820 150 210 60 3,425 25 0 : : : : Changes from: November 19, 2019 : : 0 -25 -20 -20 20 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 92.4 17.7 0.6 5.1 0.9 1.3 0.4 21.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 4,495 : : Positions : : 2,283 3,755 335 25 265 200 0 0 1,405 450 0 : : : : Changes from: November 19, 2019 : : 300 680 -175 0 175 0 0 0 805 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 83.5 7.5 0.6 5.9 4.4 0.0 0.0 31.3 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 70,783 : : Positions : : 47,156 47,889 13,416 10,625 85 0 1,378 455 0 700 0 : : : : Changes from: November 19, 2019 : : 1,829 1,566 192 -120 0 0 575 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 67.7 19.0 15.0 0.1 0.0 1.9 0.6 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 59,124 : : Positions : : 39,623 37,994 10,706 10,385 0 0 1,705 305 0 250 0 : : : : Changes from: November 19, 2019 : : 803 698 0 -20 0 0 -25 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 64.3 18.1 17.6 0.0 0.0 2.9 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 27,070 : : Positions : : 8,038 18,940 12,642 1,825 1,493 155 2,050 0 2,135 0 50 : : : : Changes from: November 19, 2019 : : 0 100 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 70.0 46.7 6.7 5.5 0.6 7.6 0.0 7.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 23,580 : : Positions : : 6,280 17,620 11,070 85 1,845 175 1,670 110 2,005 0 0 : : : : Changes from: November 19, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 74.7 46.9 0.4 7.8 0.7 7.1 0.5 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 48,447 : : Positions : : 22,490 19,741 6,032 19,196 498 10,920 0 5,120 0 685 350 : : : : Changes from: November 19, 2019 : : 1,106 290 614 490 0 -1,000 0 870 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 40.7 12.5 39.6 1.0 22.5 0.0 10.6 0.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 26,565 : : Positions : : 9,752 9,974 6,232 9,440 0 3,700 220 3,935 0 410 400 : : : : Changes from: November 19, 2019 : : 116 -620 564 420 0 -970 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 37.5 23.5 35.5 0.0 13.9 0.8 14.8 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 16 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 26,660 : : Positions : : 18,195 9,730 4,070 845 435 160 12,000 2,145 0 0 0 : : : : Changes from: November 19, 2019 : : 605 -95 0 300 -300 -100 120 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 36.5 15.3 3.2 1.6 0.6 45.0 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 95,155 : : Positions : : 47,697 32,590 10,948 35,335 3,140 9,455 2,415 820 3,105 375 1,290 : : : : Changes from: November 19, 2019 : : 30 -335 395 825 -120 0 -20 0 120 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 34.2 11.5 37.1 3.3 9.9 2.5 0.9 3.3 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 90,633 : : Positions : : 44,811 31,026 11,815 33,290 3,140 10,930 2,125 615 0 555 1,665 : : : : Changes from: November 19, 2019 : : -135 70 140 25 -120 0 -20 0 0 -70 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 34.2 13.0 36.7 3.5 12.1 2.3 0.7 0.0 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 26,525 : : Positions : : 13,041 7,635 3,205 1,791 1,904 2,280 8,225 500 1,130 3,055 345 : : : : Changes from: November 19, 2019 : : 150 50 0 25 0 0 0 0 50 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 28.8 12.1 6.8 7.2 8.6 31.0 1.9 4.3 11.5 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 27,625 : : Positions : : 12,096 7,810 3,065 2,116 1,446 2,280 11,225 500 2,150 175 1,325 : : : : Changes from: November 19, 2019 : : 150 50 0 25 0 0 0 0 75 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 28.3 11.1 7.7 5.2 8.3 40.6 1.8 7.8 0.6 4.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 28,363 : : Positions : : 13,302 8,450 1,668 8,775 135 9,265 100 375 0 7,220 75 : : : : Changes from: November 19, 2019 : : 210 0 -70 50 12 -25 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 29.8 5.9 30.9 0.5 32.7 0.4 1.3 0.0 25.5 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 27,563 : : Positions : : 12,869 8,405 1,786 8,575 144 9,265 100 375 0 7,080 65 : : : : Changes from: November 19, 2019 : : 180 0 -70 50 8 -25 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 30.5 6.5 31.1 0.5 33.6 0.4 1.4 0.0 25.7 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 5 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 57,441 : : Positions : : 17,276 42,733 7,287 10,090 260 18,025 0 0 10,360 0 0 : : : : Changes from: November 19, 2019 : : 695 795 -40 50 120 0 0 0 190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 74.4 12.7 17.6 0.5 31.4 0.0 0.0 18.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 56,622 : : Positions : : 17,332 40,270 6,650 11,205 295 17,925 0 0 9,915 0 0 : : : : Changes from: November 19, 2019 : : 535 240 -135 50 155 0 0 0 140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 71.1 11.7 19.8 0.5 31.7 0.0 0.0 17.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 63,685 : : Positions : : 23,490 52,335 1,200 4,540 1,820 7,790 0 1,230 24,290 75 110 : : : : Changes from: November 19, 2019 : : 50 225 100 50 -100 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 82.2 1.9 7.1 2.9 12.2 0.0 1.9 38.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 11 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 62,855 : : Positions : : 23,685 50,895 295 4,540 2,540 7,415 0 1,480 23,860 0 110 : : : : Changes from: November 19, 2019 : : 30 -75 25 50 -25 50 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 81.0 0.5 7.2 4.0 11.8 0.0 2.4 38.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 19,450 : : Positions : : 12,070 8,630 765 350 3,480 75 5,395 0 1,785 390 330 : : : : Changes from: November 19, 2019 : : 655 1,155 400 0 0 0 -50 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 44.4 3.9 1.8 17.9 0.4 27.7 0.0 9.2 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 18,895 : : Positions : : 10,445 8,595 730 350 3,110 75 5,395 0 2,570 390 205 : : : : Changes from: November 19, 2019 : : 655 1,155 400 0 0 0 -50 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 45.5 3.9 1.9 16.5 0.4 28.6 0.0 13.6 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 69,630 : : Positions : : 38,115 36,780 400 835 3,535 2,135 19,975 975 18,010 1,175 1,395 : : : : Changes from: November 19, 2019 : : 290 25 0 0 0 0 75 -75 -265 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 52.8 0.6 1.2 5.1 3.1 28.7 1.4 25.9 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 66,590 : : Positions : : 36,920 34,500 1,345 195 3,295 2,140 19,900 1,020 15,335 1,250 1,585 : : : : Changes from: November 19, 2019 : : 290 25 0 0 0 0 0 0 -265 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 51.8 2.0 0.3 4.9 3.2 29.9 1.5 23.0 1.9 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 16 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 55,798 : : Positions : : 34,642 19,660 1,690 14,997 2,020 12,515 330 2,365 100 14,310 0 : : : : Changes from: November 19, 2019 : : 175 -5 0 60 0 50 0 0 50 220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 35.2 3.0 26.9 3.6 22.4 0.6 4.2 0.2 25.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 46,899 : : Positions : : 30,884 17,745 710 11,504 2,765 8,315 325 2,440 100 10,575 455 : : : : Changes from: November 19, 2019 : : 295 60 0 275 0 -100 0 0 50 -90 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 37.8 1.5 24.5 5.9 17.7 0.7 5.2 0.2 22.5 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 168,150 : : Positions : : 96,751 93,820 20,305 70 9,081 4,864 10,835 7,150 1,175 18,370 1,505 : : : : Changes from: November 19, 2019 : : 639 5,349 1,340 -2,725 2,650 2,605 145 -280 -150 1,665 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 55.8 12.1 0.0 5.4 2.9 6.4 4.3 0.7 10.9 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . . . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 148,744 : : Positions : : 84,593 82,356 19,024 0 7,315 7,649 6,440 7,185 1,250 23,720 1,535 : : : : Changes from: November 19, 2019 : : 331 106 -915 0 375 2,530 45 -205 25 1,820 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 55.4 12.8 0.0 4.9 5.1 4.3 4.8 0.8 15.9 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . 0 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 58,660 : : Positions : : 28,630 29,620 18,755 7,680 3,125 25 975 3,015 0 9,140 0 : : : : Changes from: November 19, 2019 : : 50 1,080 614 -266 256 0 -150 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 50.5 32.0 13.1 5.3 0.0 1.7 5.1 0.0 15.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 49,985 : : Positions : : 23,145 24,300 15,901 5,526 3,164 0 810 3,565 0 8,430 0 : : : : Changes from: November 19, 2019 : : -100 350 200 -100 100 0 -150 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 48.6 31.8 11.1 6.3 0.0 1.6 7.1 0.0 16.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 37,405 : : Positions : : 17,970 16,885 0 15,990 1,645 12,235 0 435 2,320 0 680 : : : : Changes from: November 19, 2019 : : 230 50 0 150 0 -25 -25 25 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 45.1 0.0 42.7 4.4 32.7 0.0 1.2 6.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 0 . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 46,115 : : Positions : : 13,885 26,650 0 13,295 2,775 23,780 0 930 2,320 0 680 : : : : Changes from: November 19, 2019 : : 315 100 0 185 0 -30 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 57.8 0.0 28.8 6.0 51.6 0.0 2.0 5.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 120,222 : : Positions : : 75,615 62,265 1,520 13,405 9,775 2,135 11,535 3,155 7,935 0 0 : : : : Changes from: November 19, 2019 : : -115 -120 -60 450 300 545 70 25 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 51.8 1.3 11.2 8.1 1.8 9.6 2.6 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 98,049 : : Positions : : 56,580 41,944 1,740 18,076 9,954 0 5,785 7,995 7,355 0 0 : : : : Changes from: November 19, 2019 : : 775 680 250 375 -450 0 -30 30 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 42.8 1.8 18.4 10.2 0.0 5.9 8.2 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 25 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 32,325 : : Positions : : 22,100 16,435 0 11,245 1,280 4,515 300 0 1,305 0 580 : : : : Changes from: November 19, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 50.8 0.0 34.8 4.0 14.0 0.9 0.0 4.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 31,265 : : Positions : : 22,470 15,460 0 10,975 1,670 3,415 495 35 1,035 0 475 : : : : Changes from: November 19, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 49.4 0.0 35.1 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 December 02, 2019