Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 20,934 : : Positions : : 15,507 11,108 1,416 906 668 739 2,304 302 559 3,605 1,182 : : : : Changes from: November 26, 2019 : : -2,069 -409 130 -207 -144 65 -837 -124 -26 -226 -497 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 53.1 6.8 4.3 3.2 3.5 11.0 1.4 2.7 17.2 5.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 15 . . 5 . 5 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 27,558 : : Positions : : 14,910 13,677 97 2,749 4,496 434 603 600 3,670 1,731 3,014 : : : : Changes from: November 26, 2019 : : -471 -1,457 -148 292 -752 18 50 -267 -71 -249 -552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 49.6 0.4 10.0 16.3 1.6 2.2 2.2 13.3 6.3 10.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 24 . . . . 4 4 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 39,294 : : Positions : : 22,910 36,801 6,101 0 1,853 375 233 132 7,640 125 150 : : : : Changes from: November 26, 2019 : : -1,579 -1,894 -130 0 -94 24 47 -47 -260 -85 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 93.7 15.5 0.0 4.7 1.0 0.6 0.3 19.4 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 28,509 : : Positions : : 21,277 25,706 420 513 1,940 275 0 25 4,447 200 125 : : : : Changes from: November 26, 2019 : : -2,286 -1,625 329 -182 -329 25 0 -25 50 -75 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 90.2 1.5 1.8 6.8 1.0 0.0 0.1 15.6 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 138,882 : : Positions : : 110,166 91,585 1,869 17,858 9,271 2,329 1,018 1,888 2,795 6,212 9,542 : : : : Changes from: November 26, 2019 : : 635 1,699 4 -1,544 -162 60 418 37 -899 -1,180 695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.9 1.3 12.9 6.7 1.7 0.7 1.4 2.0 4.5 6.9 : : : : 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 December 3, 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 75,059 : : Positions : : 61,030 59,446 4,957 7,517 4,418 150 767 2,211 1,688 75 605 : : : : Changes from: November 26, 2019 : : -348 -95 0 -148 -47 0 -20 149 100 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 79.2 6.6 10.0 5.9 0.2 1.0 2.9 2.2 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 December 3, 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 67,306 : : Positions : : 37,415 34,888 490 18,391 7,185 645 200 417 15,420 588 5,407 : : : : Changes from: November 26, 2019 : : -232 -447 0 15 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 51.8 0.7 27.3 10.7 1.0 0.3 0.6 22.9 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 December 3, 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 86,491 : : Positions : : 48,346 35,271 0 37,993 6,177 1,679 485 589 24,591 1,466 4,234 : : : : Changes from: November 26, 2019 : : 418 363 0 17 32 -44 145 -60 60 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 40.8 0.0 43.9 7.1 1.9 0.6 0.7 28.4 1.7 4.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 23 0 4 4 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 76,769 : : Positions : : 55,964 53,322 12,109 18,358 1,971 1,600 25 0 2,031 1,026 1,294 : : : : Changes from: November 26, 2019 : : -727 -800 -200 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 69.5 15.8 23.9 2.6 2.1 0.0 0.0 2.6 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 December 3, 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 98,979 : : Positions : : 68,678 61,220 21,733 33,218 779 1,450 50 0 2,634 1,004 1,891 : : : : Changes from: November 26, 2019 : : -481 -739 -355 100 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 61.9 22.0 33.6 0.8 1.5 0.1 0.0 2.7 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 December 3, 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 43,188 : : Positions : : 30,478 40,293 9,909 0 2,205 0 0 0 450 420 0 : : : : Changes from: November 26, 2019 : : -50 150 150 0 250 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 93.3 22.9 0.0 5.1 0.0 0.0 0.0 1.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 27,103 : : Positions : : 24,402 20,336 0 3,815 2,012 0 600 0 350 147 73 : : : : Changes from: November 26, 2019 : : 585 495 0 30 -30 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 75.0 0.0 14.1 7.4 0.0 2.2 0.0 1.3 0.5 0.3 : : : : 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 December 3, 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 83,463 : : Positions : : 47,314 59,855 320 10,466 9,872 13,203 89 525 10,174 777 1,744 : : : : Changes from: November 26, 2019 : : -72 112 0 -309 150 -157 89 70 131 0 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 71.7 0.4 12.5 11.8 15.8 0.1 0.6 12.2 0.9 2.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 29 . . . 9 . 4 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 32,566 : : Positions : : 17,828 24,094 68 4,772 2,298 3,900 0 100 7,236 110 850 : : : : Changes from: November 26, 2019 : : -210 990 0 0 0 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 74.0 0.2 14.7 7.1 12.0 0.0 0.3 22.2 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 48,935 : : Positions : : 39,123 45,740 6,545 0 2,565 0 0 0 500 370 50 : : : : Changes from: November 26, 2019 : : 10 60 -50 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 93.5 13.4 0.0 5.2 0.0 0.0 0.0 1.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 41,122 : : Positions : : 32,198 27,230 0 4,991 7,197 60 1,410 0 635 100 120 : : : : Changes from: November 26, 2019 : : -226 464 0 -790 670 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 66.2 0.0 12.1 17.5 0.1 3.4 0.0 1.5 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 0 . . . 4 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 63,925 : : Positions : : 48,477 60,615 8,948 115 1,775 0 75 0 2,862 1,000 0 : : : : Changes from: November 26, 2019 : : -853 437 600 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.8 14.0 0.2 2.8 0.0 0.1 0.0 4.5 1.6 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 December 3, 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 67,336 : : Positions : : 53,086 59,256 6,368 760 2,905 0 75 0 3,512 4,100 60 : : : : Changes from: November 26, 2019 : : -875 -5 145 -200 200 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 88.0 9.5 1.1 4.3 0.0 0.1 0.0 5.2 6.1 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 December 3, 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 82,439 : : Positions : : 64,585 76,340 11,597 141 4,305 223 0 15 1,223 1,407 226 : : : : Changes from: November 26, 2019 : : 276 -135 -280 0 10 0 0 0 30 161 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 92.6 14.1 0.2 5.2 0.3 0.0 0.0 1.5 1.7 0.3 : : : : 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 December 3, 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 104,885 : : Positions : : 82,177 90,792 13,718 1,218 5,939 130 1,405 230 1,877 4,757 483 : : : : Changes from: November 26, 2019 : : 307 -209 -266 -135 -300 0 186 0 15 167 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 86.6 13.1 1.2 5.7 0.1 1.3 0.2 1.8 4.5 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 27 5 . 4 . 8 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 56,773 : : Positions : : 37,923 50,657 17,874 966 556 0 1,244 150 125 3,075 125 : : : : Changes from: November 26, 2019 : : 0 25 0 0 0 0 0 0 25 0 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: 29 : : 14 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 December 3, 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 65,220 : : Positions : : 48,549 59,574 11,549 0 1,919 520 0 0 1,200 2,021 1,391 : : : : Changes from: November 26, 2019 : : 360 727 437 0 8 50 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 91.3 17.7 0.0 2.9 0.8 0.0 0.0 1.8 3.1 2.1 : : : : 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 December 3, 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 66,286 : : Positions : : 47,675 57,247 9,455 126 1,103 908 504 73 1,460 1,729 5,232 : : : : Changes from: November 26, 2019 : : 517 978 589 -250 -105 39 314 73 13 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 86.4 14.3 0.2 1.7 1.4 0.8 0.1 2.2 2.6 7.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 28,943 : : Positions : : 16,111 27,505 10,840 0 503 0 450 90 1,061 0 10 : : : : Changes from: November 26, 2019 : : -155 -345 -52 0 2 0 0 10 15 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 95.0 37.5 0.0 1.7 0.0 1.6 0.3 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 28,547 : : Positions : : 16,144 27,821 10,844 0 292 0 20 25 875 0 0 : : : : Changes from: November 26, 2019 : : -176 -290 0 0 0 0 20 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 97.5 38.0 0.0 1.0 0.0 0.1 0.1 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 33,911 : : Positions : : 27,028 26,683 3,952 3,100 1,200 235 965 214 194 929 744 : : : : Changes from: November 26, 2019 : : -112 41 5 0 0 0 0 0 -25 -25 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 78.7 11.7 9.1 3.5 0.7 2.8 0.6 0.6 2.7 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 22,935 : : Positions : : 17,890 18,262 2,820 0 120 0 1,605 0 448 1,601 252 : : : : Changes from: November 26, 2019 : : -485 -956 -277 0 0 0 35 0 -2 -4 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 79.6 12.3 0.0 0.5 0.0 7.0 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 December 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 59,123 : : Positions : : 47,200 38,947 8,243 15,110 344 95 2,559 644 1,666 634 635 : : : : Changes from: November 26, 2019 : : -40 -121 15 -131 30 0 12 -20 -170 -5 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 65.9 13.9 25.6 0.6 0.2 4.3 1.1 2.8 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 21 6 . 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 40,137 : : Positions : : 34,604 19,630 3,098 16,440 798 0 1,158 655 408 783 487 : : : : Changes from: November 26, 2019 : : 15 -151 10 18 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 48.9 7.7 41.0 2.0 0.0 2.9 1.6 1.0 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 22,175 : : Positions : : 10,882 19,973 7,526 0 1,787 395 0 100 1,350 300 0 : : : : Changes from: November 26, 2019 : : -607 -1,020 -453 0 68 -170 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 90.1 33.9 0.0 8.1 1.8 0.0 0.5 6.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 : : 10,667 9,365 323 465 969 0 250 0 50 1,020 280 : : : : Changes from: November 26, 2019 : : -45 -180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 74.6 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 December 3, 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 : : 10,986 8,820 454 465 816 0 250 0 50 1,420 205 : : : : Changes from: November 26, 2019 : : -70 -725 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 69.4 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 December 3, 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 : : 9,280 14,335 4,860 1,304 195 0 100 0 2,160 275 505 : : : : Changes from: November 26, 2019 : : -74 -115 0 -399 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 83.1 28.2 7.6 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 December 3, 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 : : 8,485 14,100 5,181 1,299 195 0 100 0 2,230 275 470 : : : : Changes from: November 26, 2019 : : -66 -115 0 -394 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 83.0 30.5 7.6 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 December 3, 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 42,398 : : Positions : : 29,291 35,978 7,770 400 1,245 0 230 0 355 835 3,235 : : : : Changes from: November 26, 2019 : : -32 -415 -400 0 0 0 5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 84.9 18.3 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 December 3, 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 42,351 : : Positions : : 29,636 36,354 7,178 400 1,122 0 230 0 725 700 3,140 : : : : Changes from: November 26, 2019 : : -77 -405 -400 0 0 0 5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 85.8 16.9 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 December 3, 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 112,281 : : Positions : : 83,301 76,718 21,613 19,570 2,239 980 1,267 60 935 9,646 1,325 : : : : Changes from: November 26, 2019 : : -818 -901 -1,030 -405 84 15 -150 0 40 5 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 68.3 19.2 17.4 2.0 0.9 1.1 0.1 0.8 8.6 1.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 29 4 4 . . . . 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 125,829 : : Positions : : 92,045 92,476 24,070 15,536 4,168 915 960 190 1,015 8,551 1,962 : : : : Changes from: November 26, 2019 : : -143 -1,463 -1,415 -380 110 35 -142 100 35 -40 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 73.5 19.1 12.3 3.3 0.7 0.8 0.2 0.8 6.8 1.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 31 . 5 6 . . . 7 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 518,302 : : Positions : : 282,240 324,094 47,670 3,691 99,744 13,802 6,897 13,424 10,432 22,057 47,907 : : : : Changes from: November 26, 2019 : : -2,659 4,609 4,751 -138 -4,451 345 1,441 -362 -137 -1,346 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 62.5 9.2 0.7 19.2 2.7 1.3 2.6 2.0 4.3 9.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 35 36 5 . 7 8 9 6 15 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 : : 8,872 14,292 2,855 829 475 570 0 0 3,345 25 0 : : : : Changes from: November 26, 2019 : : -295 -805 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 87.0 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 December 3, 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 : : 8,427 14,258 2,838 103 820 150 210 60 3,425 25 0 : : : : Changes from: November 26, 2019 : : -119 -577 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 88.8 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 December 3, 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 72,178 : : Positions : : 48,316 49,409 13,796 10,645 85 0 1,378 455 0 700 0 : : : : Changes from: November 26, 2019 : : 1,160 1,520 380 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 68.5 19.1 14.7 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 December 3, 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 60,434 : : Positions : : 40,543 39,274 11,086 10,405 0 0 1,705 305 0 250 0 : : : : Changes from: November 26, 2019 : : 920 1,280 380 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 65.0 18.3 17.2 0.0 0.0 2.8 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 December 3, 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 27,095 : : Positions : : 8,038 18,965 12,642 1,800 1,513 155 2,050 0 2,135 0 50 : : : : Changes from: November 26, 2019 : : 0 25 0 -25 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 70.0 46.7 6.6 5.6 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 December 3, 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 23,605 : : Positions : : 6,280 17,645 11,070 60 1,870 175 1,670 110 2,005 0 0 : : : : Changes from: November 26, 2019 : : 0 25 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 74.8 46.9 0.3 7.9 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 December 3, 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 48,410 : : Positions : : 22,443 19,744 6,032 19,196 498 10,970 0 5,070 0 685 350 : : : : Changes from: November 26, 2019 : : -47 3 0 0 0 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 40.8 12.5 39.7 1.0 22.7 0.0 10.5 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 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 December 3, 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 97,410 : : Positions : : 47,697 34,390 10,348 35,335 3,140 12,455 2,415 400 2,505 375 1,465 : : : : Changes from: November 26, 2019 : : 0 1,800 -600 0 0 3,000 0 -420 -600 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 35.3 10.6 36.3 3.2 12.8 2.5 0.4 2.6 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 93,488 : : Positions : : 44,811 32,826 11,215 33,290 3,140 13,930 2,125 545 0 1,155 1,490 : : : : Changes from: November 26, 2019 : : 0 1,800 -600 0 0 3,000 0 -70 0 600 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 35.1 12.0 35.6 3.4 14.9 2.3 0.6 0.0 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 0 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 December 3, 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 28,383 : : Positions : : 13,422 8,570 1,568 8,825 135 9,265 100 375 0 7,070 75 : : : : Changes from: November 26, 2019 : : 120 120 -100 50 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 30.2 5.5 31.1 0.5 32.6 0.4 1.3 0.0 24.9 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 December 3, 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 27,683 : : Positions : : 13,109 8,525 1,666 8,625 172 9,265 100 375 0 7,030 65 : : : : Changes from: November 26, 2019 : : 240 120 -120 50 28 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 30.8 6.0 31.2 0.6 33.5 0.4 1.4 0.0 25.4 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 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 December 3, 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 63,710 : : Positions : : 23,490 52,335 1,200 4,540 1,820 7,790 0 1,230 24,315 100 110 : : : : Changes from: November 26, 2019 : : 0 0 0 0 0 0 0 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 82.1 1.9 7.1 2.9 12.2 0.0 1.9 38.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 11 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 62,880 : : Positions : : 23,685 50,895 295 4,540 2,540 7,415 0 1,480 23,885 25 110 : : : : Changes from: November 26, 2019 : : 0 0 0 0 0 0 0 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 80.9 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: 33 : : 16 11 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 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 December 3, 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 26, 2019 : : 0 0 0 0 0 0 0 0 0 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 December 3, 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 70,095 : : Positions : : 38,340 36,920 400 1,520 3,215 2,135 19,975 975 18,610 1,175 1,395 : : : : Changes from: November 26, 2019 : : 225 140 0 685 -320 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 52.7 0.6 2.2 4.6 3.0 28.5 1.4 26.5 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 15 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 67,025 : : Positions : : 37,145 34,640 660 195 3,630 2,140 19,900 1,020 15,935 1,250 1,585 : : : : Changes from: November 26, 2019 : : 225 140 -685 0 335 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 51.7 1.0 0.3 5.4 3.2 29.7 1.5 23.8 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 December 3, 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 19,685 1,690 14,972 2,020 12,465 330 2,415 100 14,260 0 : : : : Changes from: November 26, 2019 : : 0 25 0 -25 0 -50 0 50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 35.3 3.0 26.8 3.6 22.3 0.6 4.3 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 December 3, 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 46,909 : : Positions : : 30,894 17,770 710 11,489 2,765 8,265 325 2,490 100 10,525 455 : : : : Changes from: November 26, 2019 : : 10 25 0 -15 0 -50 0 50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 37.9 1.5 24.5 5.9 17.6 0.7 5.3 0.2 22.4 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 168,790 : : Positions : : 96,146 93,425 21,350 130 8,691 5,264 10,835 7,050 1,175 19,545 1,530 : : : : Changes from: November 26, 2019 : : -605 -395 1,045 60 -390 400 0 -100 0 1,175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 55.3 12.6 0.1 5.1 3.1 6.4 4.2 0.7 11.6 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 149,459 : : Positions : : 84,283 82,286 19,939 0 7,025 8,049 6,440 7,085 1,275 24,820 1,485 : : : : Changes from: November 26, 2019 : : -310 -70 915 0 -290 400 0 -100 25 1,100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 55.1 13.3 0.0 4.7 5.4 4.3 4.7 0.9 16.6 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 27 . 0 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 59,260 : : Positions : : 28,630 30,220 18,755 7,080 3,325 25 975 3,015 0 9,140 0 : : : : Changes from: November 26, 2019 : : 0 600 0 -600 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 51.0 31.6 11.9 5.6 0.0 1.6 5.1 0.0 15.4 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 December 3, 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 50,685 : : Positions : : 23,245 25,050 15,901 4,926 3,314 0 760 3,565 0 8,430 0 : : : : Changes from: November 26, 2019 : : 100 750 0 -600 150 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 49.4 31.4 9.7 6.5 0.0 1.5 7.0 0.0 16.6 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 December 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 38,835 : : Positions : : 16,940 18,165 0 15,090 1,945 13,645 0 435 2,320 0 680 : : : : Changes from: November 26, 2019 : : -1,030 1,280 0 -900 300 1,410 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 46.8 0.0 38.9 5.0 35.1 0.0 1.1 6.0 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 December 3, 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 47,535 : : Positions : : 13,885 28,280 0 12,995 2,640 25,110 0 930 2,320 0 680 : : : : Changes from: November 26, 2019 : : 0 1,630 0 -300 -135 1,330 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 59.5 0.0 27.3 5.6 52.8 0.0 2.0 4.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 122,922 : : Positions : : 77,750 64,745 2,260 12,665 9,875 2,135 12,670 2,695 7,935 0 0 : : : : Changes from: November 26, 2019 : : 2,135 2,480 740 -740 100 0 1,135 -460 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 52.7 1.8 10.3 8.0 1.7 10.3 2.2 6.5 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 December 3, 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 100,319 : : Positions : : 59,050 43,659 1,665 17,376 10,029 0 7,165 7,650 7,355 0 0 : : : : Changes from: November 26, 2019 : : 2,470 1,715 -75 -700 75 0 1,380 -345 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 43.5 1.7 17.3 10.0 0.0 7.1 7.6 7.3 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 December 3, 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 26, 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 December 3, 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 26, 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 06, 2019