Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 20,460 : : Positions : : 13,846 11,571 1,417 570 773 657 1,490 180 412 2,613 2,221 : : : : Changes from: February 4, 2020 : : 361 98 -73 103 143 0 -30 0 -21 35 196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 56.6 6.9 2.8 3.8 3.2 7.3 0.9 2.0 12.8 10.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . 5 . . . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 12,774 : : Positions : : 6,910 6,909 663 3,859 1,211 3,025 180 0 495 380 0 : : : : Changes from: February 4, 2020 : : -1,146 -924 154 -396 -154 -264 -286 0 90 -438 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 54.1 5.2 30.2 9.5 23.7 1.4 0.0 3.9 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 15 . . . 4 . 0 5 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 42,344 : : Positions : : 29,094 35,230 6,241 0 1,929 0 1,910 0 3,775 2,100 1,175 : : : : Changes from: February 4, 2020 : : 363 621 209 0 -101 0 111 0 25 -125 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 83.2 14.7 0.0 4.6 0.0 4.5 0.0 8.9 5.0 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . 0 . 0 4 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 31,975 : : Positions : : 25,046 27,288 494 786 1,842 0 606 453 3,475 575 425 : : : : Changes from: February 4, 2020 : : 70 -60 25 80 75 0 25 0 0 50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 85.3 1.5 2.5 5.8 0.0 1.9 1.4 10.9 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 139,450 : : Positions : : 116,214 92,802 2,363 21,192 6,138 2,080 4,969 6,788 1,724 3,721 3,702 : : : : Changes from: February 4, 2020 : : -2,901 -2,014 109 1,877 -1,141 400 588 -333 817 -139 -915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 66.5 1.7 15.2 4.4 1.5 3.6 4.9 1.2 2.7 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 . . 4 . 6 5 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 71,100 : : Positions : : 58,016 53,554 5,335 9,794 2,930 325 1,271 1,994 2,025 1,062 475 : : : : Changes from: February 4, 2020 : : -1,724 -3,288 -500 912 -797 0 245 -175 100 7 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 75.3 7.5 13.8 4.1 0.5 1.8 2.8 2.8 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 32,254 : : Positions : : 29,333 21,945 1,651 8,940 420 0 450 0 376 25 474 : : : : Changes from: February 4, 2020 : : -1,673 -1,430 123 -270 0 0 0 0 -175 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 68.0 5.1 27.7 1.3 0.0 1.4 0.0 1.2 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 62,043 : : Positions : : 34,410 25,832 701 24,639 5,207 15,702 0 203 1,078 1,422 4,705 : : : : Changes from: February 4, 2020 : : -1,260 -2,248 0 455 -187 13 0 -118 98 1,025 -1,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 41.6 1.1 39.7 8.4 25.3 0.0 0.3 1.7 2.3 7.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 82,370 : : Positions : : 46,689 28,300 0 41,316 5,685 24,728 1,260 235 1,375 2,043 3,515 : : : : Changes from: February 4, 2020 : : -1,870 -2,207 0 224 -311 616 25 -215 486 1,105 -1,094 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 34.4 0.0 50.2 6.9 30.0 1.5 0.3 1.7 2.5 4.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 0 4 4 6 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 70,291 : : Positions : : 52,971 50,281 10,759 14,877 2,323 700 0 0 1,615 1,281 1,189 : : : : Changes from: February 4, 2020 : : -3,008 -3,954 -341 -395 -15 -250 0 0 -170 -99 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 71.5 15.3 21.2 3.3 1.0 0.0 0.0 2.3 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 89,058 : : Positions : : 63,090 54,499 19,853 29,785 1,219 700 0 0 1,558 1,461 1,836 : : : : Changes from: February 4, 2020 : : -3,531 -4,224 113 -571 -90 -250 0 0 -272 -74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 61.2 22.3 33.4 1.4 0.8 0.0 0.0 1.7 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 43,644 : : Positions : : 28,379 39,834 11,232 0 3,064 0 0 0 325 95 230 : : : : Changes from: February 4, 2020 : : -669 -415 313 0 -295 0 0 0 -75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 91.3 25.7 0.0 7.0 0.0 0.0 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 27,780 : : Positions : : 24,911 19,804 0 5,168 1,931 0 600 0 360 225 35 : : : : Changes from: February 4, 2020 : : 474 423 0 53 -25 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 71.3 0.0 18.6 7.0 0.0 2.2 0.0 1.3 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 89,168 : : Positions : : 51,277 64,719 320 9,549 9,189 10,342 1,115 1,559 13,911 759 2,154 : : : : Changes from: February 4, 2020 : : -2,139 24 0 -802 79 1,469 20 -22 181 198 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 72.6 0.4 10.7 10.3 11.6 1.3 1.7 15.6 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 29 . . . 7 . 5 12 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 38,773 : : Positions : : 24,346 30,206 0 5,769 1,896 400 0 0 11,566 300 275 : : : : Changes from: February 4, 2020 : : -1,404 -1,106 0 -423 0 0 0 0 -130 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 77.9 0.0 14.9 4.9 1.0 0.0 0.0 29.8 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 0 . . . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 48,363 : : Positions : : 34,143 44,069 9,864 0 3,579 0 0 0 375 123 277 : : : : Changes from: February 4, 2020 : : -995 -1,314 -240 0 30 0 0 0 -125 -21 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 91.1 20.4 0.0 7.4 0.0 0.0 0.0 0.8 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 39,709 : : Positions : : 32,975 27,338 0 4,984 5,294 0 1,700 0 100 250 0 : : : : Changes from: February 4, 2020 : : -1,038 -653 0 -337 169 0 -45 0 0 -78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 68.8 0.0 12.6 13.3 0.0 4.3 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 0 . . 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 64,793 : : Positions : : 52,345 59,094 5,913 979 3,625 0 0 0 2,282 750 0 : : : : Changes from: February 4, 2020 : : -1,396 -3,653 -995 519 -460 0 0 0 -221 -650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 91.2 9.1 1.5 5.6 0.0 0.0 0.0 3.5 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 69,203 : : Positions : : 58,247 61,103 4,034 3,734 3,476 0 0 0 3,006 650 60 : : : : Changes from: February 4, 2020 : : -1,491 -3,264 -796 104 -74 0 0 0 -370 -550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 88.3 5.8 5.4 5.0 0.0 0.0 0.0 4.3 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 13 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 77,030 : : Positions : : 61,698 71,127 9,481 792 3,552 309 0 55 1,208 980 473 : : : : Changes from: February 4, 2020 : : -4,039 -4,787 -649 505 -550 -74 0 55 144 -389 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 92.3 12.3 1.0 4.6 0.4 0.0 0.1 1.6 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 5 . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 96,673 : : Positions : : 75,429 85,271 11,473 1,723 5,400 163 1,535 135 2,405 1,236 1,340 : : : : Changes from: February 4, 2020 : : -4,023 -4,205 -1,252 665 -704 58 -137 -58 379 -1,125 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 88.2 11.9 1.8 5.6 0.2 1.6 0.1 2.5 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 23 28 5 . . . 7 4 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 54,318 : : Positions : : 36,185 46,912 17,378 1,689 60 0 3,207 50 400 2,175 225 : : : : Changes from: February 4, 2020 : : -1,684 -2,545 -630 381 0 0 250 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 86.4 32.0 3.1 0.1 0.0 5.9 0.1 0.7 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 45,465 : : Positions : : 34,745 43,995 9,401 0 95 0 225 0 499 425 725 : : : : Changes from: February 4, 2020 : : -2,245 -2,825 -730 0 35 0 75 0 74 -151 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 96.8 20.7 0.0 0.2 0.0 0.5 0.0 1.1 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 62,041 : : Positions : : 44,043 57,263 14,239 400 1,859 700 80 0 631 1,705 527 : : : : Changes from: February 4, 2020 : : -12 -802 -533 11 -24 0 -10 0 -223 65 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 92.3 23.0 0.6 3.0 1.1 0.1 0.0 1.0 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 70,207 : : Positions : : 50,593 62,469 13,109 616 226 797 695 3,190 1,052 1,584 1,185 : : : : Changes from: February 4, 2020 : : -814 -2,251 -1,074 204 50 -97 0 -125 -26 21 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 89.0 18.7 0.9 0.3 1.1 1.0 4.5 1.5 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 25,522 : : Positions : : 14,660 24,667 9,837 0 65 0 390 0 785 200 0 : : : : Changes from: February 4, 2020 : : -673 -1,050 -439 0 15 0 -210 -5 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 96.6 38.5 0.0 0.3 0.0 1.5 0.0 3.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 25,111 : : Positions : : 14,280 24,926 9,728 0 95 0 25 0 685 0 0 : : : : Changes from: February 4, 2020 : : -444 -795 -435 0 -40 0 -25 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 99.3 38.7 0.0 0.4 0.0 0.1 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 32,704 : : Positions : : 27,170 25,310 3,033 3,352 1,030 30 684 330 107 995 992 : : : : Changes from: February 4, 2020 : : -910 -1,153 -419 55 -55 30 -108 -20 107 -282 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 77.4 9.3 10.2 3.1 0.1 2.1 1.0 0.3 3.0 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 20,613 : : Positions : : 16,902 17,170 1,960 0 133 0 1,485 0 534 1,609 191 : : : : Changes from: February 4, 2020 : : -1,120 -582 -25 0 0 0 65 0 161 -16 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 83.3 9.5 0.0 0.6 0.0 7.2 0.0 2.6 7.8 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 56,487 : : Positions : : 44,158 34,616 7,532 15,564 427 1,107 4,087 76 2,048 631 1,081 : : : : Changes from: February 4, 2020 : : -1,496 -1,844 -62 -11 19 304 571 -66 232 54 -366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 61.3 13.3 27.6 0.8 2.0 7.2 0.1 3.6 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 5 . 4 4 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 37,233 : : Positions : : 32,240 19,077 2,720 15,545 589 350 340 567 360 772 343 : : : : Changes from: February 4, 2020 : : -1,443 -1,065 -126 -544 -21 245 97 33 -26 221 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 51.2 7.3 41.8 1.6 0.9 0.9 1.5 1.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 19,275 : : Positions : : 9,823 17,351 7,592 0 799 0 609 226 725 275 0 : : : : Changes from: February 4, 2020 : : 100 25 -50 0 -381 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 90.0 39.4 0.0 4.1 0.0 3.2 1.2 3.8 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 19,116 : : Positions : : 9,048 17,201 8,040 0 1,415 0 300 0 525 200 0 : : : : Changes from: February 4, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 90.0 42.1 0.0 7.4 0.0 1.6 0.0 2.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 10,461 : : Positions : : 9,184 7,575 161 350 701 0 735 0 50 900 200 : : : : Changes from: February 4, 2020 : : -672 -270 -8 -125 -146 0 -125 0 -50 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 72.4 1.5 3.3 6.7 0.0 7.0 0.0 0.5 8.6 1.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 10,644 : : Positions : : 9,487 7,475 213 350 644 0 725 0 50 1,325 125 : : : : Changes from: February 4, 2020 : : -717 225 -93 -125 -50 0 -125 0 -50 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 70.2 2.0 3.3 6.1 0.0 6.8 0.0 0.5 12.4 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 13,615 : : Positions : : 7,968 11,855 3,778 715 35 0 40 0 960 360 610 : : : : Changes from: February 4, 2020 : : -329 -780 -259 -10 -6 0 -40 0 -115 120 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 87.1 27.7 5.3 0.3 0.0 0.3 0.0 7.1 2.6 4.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 13,188 : : Positions : : 7,028 11,660 3,545 715 35 0 40 0 970 100 635 : : : : Changes from: February 4, 2020 : : -710 -775 -320 -10 0 0 -40 0 -185 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 88.4 26.9 5.4 0.3 0.0 0.3 0.0 7.4 0.8 4.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 35,788 : : Positions : : 24,360 31,398 7,005 0 755 120 0 30 825 995 2,540 : : : : Changes from: February 4, 2020 : : -1,875 -1,166 170 0 -205 100 0 -100 275 -285 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 87.7 19.6 0.0 2.1 0.3 0.0 0.1 2.3 2.8 7.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 35,739 : : Positions : : 24,635 31,744 6,610 0 685 120 0 30 945 700 2,560 : : : : Changes from: February 4, 2020 : : -1,825 -1,226 175 0 -175 100 0 -100 395 -125 -395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 88.8 18.5 0.0 1.9 0.3 0.0 0.1 2.6 2.0 7.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 102,067 : : Positions : : 77,985 75,727 18,636 15,196 2,462 1,290 330 220 500 7,149 908 : : : : Changes from: February 4, 2020 : : -4,857 -4,410 101 -6 -302 360 -130 -70 -105 -700 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 74.2 18.3 14.9 2.4 1.3 0.3 0.2 0.5 7.0 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 26 4 4 4 . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 118,050 : : Positions : : 87,849 93,503 21,725 11,643 3,977 1,760 1,280 180 629 5,568 1,869 : : : : Changes from: February 4, 2020 : : -4,342 -4,299 -57 142 -264 256 -130 -125 4 -472 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 79.2 18.4 9.9 3.4 1.5 1.1 0.2 0.5 4.7 1.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 31 . 4 5 . . . . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 279,049 : : Positions : : 149,566 202,494 43,058 3,595 32,271 16,097 7,984 12,112 13,654 8,022 11,978 : : : : Changes from: February 4, 2020 : : 396 1,233 -2,910 433 -1,327 -198 -1,240 -939 3,099 184 -1,235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 72.6 15.4 1.3 11.6 5.8 2.9 4.3 4.9 2.9 4.3 : : : : Number of Traders in Each Category Total Traders: 91 : : 35 35 5 . 5 8 11 8 14 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 16,102 : : Positions : : 7,041 14,453 2,562 130 844 1,180 600 0 4,265 0 75 : : : : Changes from: February 4, 2020 : : 90 770 197 -643 393 -55 600 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 89.8 15.9 0.8 5.2 7.3 3.7 0.0 26.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 15,071 : : Positions : : 6,263 13,897 3,307 95 464 230 600 0 4,320 0 15 : : : : Changes from: February 4, 2020 : : -273 700 875 -5 -260 -30 600 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 92.2 21.9 0.6 3.1 1.5 4.0 0.0 28.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 6,395 : : Positions : : 2,225 5,845 400 0 0 450 0 0 3,300 550 0 : : : : Changes from: February 4, 2020 : : 275 675 -200 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 91.4 6.3 0.0 0.0 7.0 0.0 0.0 51.6 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 75,761 : : Positions : : 51,688 51,797 16,343 12,326 0 0 3,908 165 0 0 0 : : : : Changes from: February 4, 2020 : : -2,019 -1,125 479 -105 0 0 -310 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 68.4 21.6 16.3 0.0 0.0 5.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 64,173 : : Positions : : 43,790 40,789 13,409 12,290 0 0 4,120 235 0 0 0 : : : : Changes from: February 4, 2020 : : -1,887 -553 309 -715 0 0 -310 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 63.6 20.9 19.2 0.0 0.0 6.4 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,610 : : Positions : : 7,065 18,545 12,380 1,520 1,135 150 1,380 0 1,990 0 0 : : : : Changes from: February 4, 2020 : : -815 -1,255 -505 -75 465 0 -80 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 72.4 48.3 5.9 4.4 0.6 5.4 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 23,350 : : Positions : : 6,245 16,455 10,890 1,410 1,760 150 1,290 25 2,010 0 0 : : : : Changes from: February 4, 2020 : : -605 -755 155 305 555 0 10 -25 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 70.5 46.6 6.0 7.5 0.6 5.5 0.1 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 55,861 : : Positions : : 27,763 18,987 7,215 23,481 0 10,640 2,515 5,615 0 810 175 : : : : Changes from: February 4, 2020 : : 4,035 2,640 -1,165 -325 0 -35 340 -170 0 175 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 34.0 12.9 42.0 0.0 19.0 4.5 10.1 0.0 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 19 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 36,509 : : Positions : : 17,601 16,795 8,235 11,556 160 2,495 0 4,315 0 385 300 : : : : Changes from: February 4, 2020 : : 4,029 3,054 35 1,015 160 30 0 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 46.0 22.6 31.7 0.4 6.8 0.0 11.8 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 27,375 : : Positions : : 21,045 8,910 4,040 1,895 400 235 14,715 780 0 0 0 : : : : Changes from: February 4, 2020 : : -435 -1,460 20 -35 -20 -300 790 -740 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 32.5 14.8 6.9 1.5 0.9 53.8 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 100,531 : : Positions : : 51,270 31,246 8,046 40,675 3,260 15,370 2,305 150 85 245 2,760 : : : : Changes from: February 4, 2020 : : 6,245 -3,477 -2,067 6,290 455 365 -45 20 -1,790 0 730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 31.1 8.0 40.5 3.2 15.3 2.3 0.1 0.1 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 94,999 : : Positions : : 46,964 29,689 8,240 35,880 3,090 16,205 2,420 65 0 3,065 1,330 : : : : Changes from: February 4, 2020 : : 3,040 -3,790 -2,420 2,800 290 0 -10 -30 0 1,640 -565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 31.3 8.7 37.8 3.3 17.1 2.5 0.1 0.0 3.2 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 24,758 : : Positions : : 12,617 6,394 1,900 2,073 925 3,470 7,185 315 360 3,610 725 : : : : Changes from: February 4, 2020 : : -1,887 -526 -540 -481 0 -100 -1,260 -125 -150 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 25.8 7.7 8.4 3.7 14.0 29.0 1.3 1.5 14.6 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 25,243 : : Positions : : 12,362 6,619 1,895 2,733 638 3,470 9,735 315 225 0 1,985 : : : : Changes from: February 4, 2020 : : -1,257 -426 -445 -506 39 -100 -1,410 -125 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 26.2 7.5 10.8 2.5 13.7 38.6 1.2 0.9 0.0 7.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 32,069 : : Positions : : 14,119 11,880 1,076 12,905 683 12,175 115 0 0 3,015 1,095 : : : : Changes from: February 4, 2020 : : -234 370 -1,051 -550 216 385 -40 0 0 -695 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 37.0 3.4 40.2 2.1 38.0 0.4 0.0 0.0 9.4 3.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 28,812 : : Positions : : 12,053 9,555 1,087 12,255 406 12,175 100 0 0 3,775 645 : : : : Changes from: February 4, 2020 : : -487 -465 -1,038 -425 370 385 -25 0 0 -235 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 33.2 3.8 42.5 1.4 42.3 0.3 0.0 0.0 13.1 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 52,486 : : Positions : : 17,231 43,880 8,049 5,590 200 14,685 0 0 9,620 0 0 : : : : Changes from: February 4, 2020 : : -572 210 197 -2,915 -60 -2,685 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 83.6 15.3 10.7 0.4 28.0 0.0 0.0 18.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 53,599 : : Positions : : 17,274 43,940 8,965 6,345 340 14,860 0 0 9,340 0 0 : : : : Changes from: February 4, 2020 : : -636 1,974 2,375 -2,920 45 -2,685 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 82.0 16.7 11.8 0.6 27.7 0.0 0.0 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 54,405 : : Positions : : 21,930 44,890 4,781 3,820 1,050 6,640 0 915 15,179 0 910 : : : : Changes from: February 4, 2020 : : -1,535 -3,585 2,345 305 -1,030 -1,040 0 0 -3,050 0 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 82.5 8.8 7.0 1.9 12.2 0.0 1.7 27.9 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 53,270 : : Positions : : 21,965 43,550 3,781 3,820 1,570 6,440 0 1,065 15,004 0 830 : : : : Changes from: February 4, 2020 : : -1,565 -3,420 2,365 305 -1,275 -990 0 0 -2,925 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 81.8 7.1 7.2 2.9 12.1 0.0 2.0 28.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 20,805 : : Positions : : 12,390 9,155 3,670 0 1,395 135 5,065 660 0 2,135 420 : : : : Changes from: February 4, 2020 : : -815 -485 110 0 -630 -50 -410 0 0 130 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 44.0 17.6 0.0 6.7 0.6 24.3 3.2 0.0 10.3 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 19,610 : : Positions : : 11,255 9,070 3,445 0 1,465 85 5,065 660 0 1,105 650 : : : : Changes from: February 4, 2020 : : 120 -485 145 0 -580 -50 -410 0 0 195 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 46.3 17.6 0.0 7.5 0.4 25.8 3.4 0.0 5.6 3.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 71,455 : : Positions : : 38,845 41,305 835 0 3,605 1,475 18,670 625 20,060 1,300 535 : : : : Changes from: February 4, 2020 : : -840 -850 365 -140 -260 -50 -1,550 -25 -1,950 50 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 57.8 1.2 0.0 5.0 2.1 26.1 0.9 28.1 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 67,820 : : Positions : : 37,670 38,885 2,145 0 2,755 1,510 18,670 600 17,470 1,300 520 : : : : Changes from: February 4, 2020 : : -970 -1,035 185 -140 -150 -90 -1,550 0 -1,785 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 57.3 3.2 0.0 4.1 2.2 27.5 0.9 25.8 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 60,251 : : Positions : : 38,557 23,374 0 17,018 562 13,460 0 3,065 75 12,040 1,130 : : : : Changes from: February 4, 2020 : : -676 265 0 84 -673 1,005 -195 -535 25 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 38.8 0.0 28.2 0.9 22.3 0.0 5.1 0.1 20.0 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 48,236 : : Positions : : 34,596 19,624 0 13,767 1,166 5,840 0 3,135 75 7,460 1,405 : : : : Changes from: February 4, 2020 : : -1,993 -400 0 -83 -534 885 -190 -540 25 -430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 40.7 0.0 28.5 2.4 12.1 0.0 6.5 0.2 15.5 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 169,889 : : Positions : : 94,249 88,571 20,464 705 4,926 0 13,418 9,577 1,300 13,379 2,355 : : : : Changes from: February 4, 2020 : : -3,095 -888 -1,241 310 -266 -1,064 158 37 50 -4,870 1,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 52.1 12.0 0.4 2.9 0.0 7.9 5.6 0.8 7.9 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 29 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 145,058 : : Positions : : 81,246 75,306 15,647 0 5,239 2,112 5,690 8,621 1,300 19,369 1,750 : : : : Changes from: February 4, 2020 : : -4,683 -4,636 -3,731 0 369 -1,217 -145 55 50 -4,740 940 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 51.9 10.8 0.0 3.6 1.5 3.9 5.9 0.9 13.4 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 65,190 : : Positions : : 34,270 28,755 18,411 9,241 4,914 0 8,925 1,815 0 5,760 0 : : : : Changes from: February 4, 2020 : : 3,225 575 -944 2,566 1,559 0 490 -515 0 -1,350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 44.1 28.2 14.2 7.5 0.0 13.7 2.8 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 56,550 : : Positions : : 31,740 20,595 8,651 5,541 8,324 0 9,265 1,725 0 5,035 0 : : : : Changes from: February 4, 2020 : : 7,305 -2,265 -7,454 2,746 4,560 0 655 -765 0 -1,325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 36.4 15.3 9.8 14.7 0.0 16.4 3.1 0.0 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 44,075 : : Positions : : 15,395 28,405 1,165 8,795 2,695 20,315 0 140 30 0 1,350 : : : : Changes from: February 4, 2020 : : -395 7,990 1,165 -7,630 1,035 20 -85 -130 -460 0 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 64.4 2.6 20.0 6.1 46.1 0.0 0.3 0.1 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 49,440 : : Positions : : 10,290 38,615 0 4,495 3,220 32,700 15 415 30 0 1,350 : : : : Changes from: February 4, 2020 : : -1,505 8,470 0 -10,035 1,540 450 15 -280 -460 0 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 78.1 0.0 9.1 6.5 66.1 0.0 0.8 0.1 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 142,245 : : Positions : : 79,995 73,720 1,725 15,575 16,545 5,155 3,250 5,995 5,675 0 0 : : : : Changes from: February 4, 2020 : : -1,740 -3,295 515 2,460 5,510 350 -2,020 1,330 -2,035 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 51.8 1.2 10.9 11.6 3.6 2.3 4.2 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 115,340 : : Positions : : 66,470 60,619 4,970 16,861 9,775 3,225 2,135 7,305 4,890 0 0 : : : : Changes from: February 4, 2020 : : 2,975 7,525 3,490 -1,155 421 2,085 115 -755 -2,005 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 52.6 4.3 14.6 8.5 2.8 1.9 6.3 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 30,360 : : Positions : : 20,525 15,055 0 10,715 2,195 4,380 300 95 1,125 0 575 : : : : Changes from: February 4, 2020 : : -855 -130 0 -785 275 0 0 -95 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 49.6 0.0 35.3 7.2 14.4 1.0 0.3 3.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 11, 2020 : 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 29,795 : : Positions : : 20,985 14,160 0 11,405 2,105 3,665 300 135 725 0 500 : : : : Changes from: February 4, 2020 : : -850 -25 0 -775 230 40 -25 -135 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 47.5 0.0 38.3 7.1 12.3 1.0 0.5 2.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 14, 2020