Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 20,009 : : Positions : : 13,710 11,135 1,944 487 429 804 1,535 180 456 3,581 1,522 : : : : Changes from: January 7, 2020 : : 289 440 96 74 60 0 -120 0 9 -65 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.6 9.7 2.4 2.1 4.0 7.7 0.9 2.3 17.9 7.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 25,093 : : Positions : : 14,260 13,289 437 2,376 3,764 2,873 776 1,050 251 1,629 1,928 : : : : Changes from: January 7, 2020 : : 738 404 -2 68 22 37 201 -11 -7 89 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 53.0 1.7 9.5 15.0 11.4 3.1 4.2 1.0 6.5 7.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 22 . . . 4 . 6 5 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 41,847 : : Positions : : 26,952 37,314 6,609 0 1,836 250 1,162 5 5,150 605 925 : : : : Changes from: January 7, 2020 : : 1,070 165 177 0 -63 -75 597 -225 -335 75 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 89.2 15.8 0.0 4.4 0.6 2.8 0.0 12.3 1.4 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . 0 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 31,848 : : Positions : : 23,552 28,547 1,240 389 1,928 244 0 159 4,350 450 375 : : : : Changes from: January 7, 2020 : : 778 863 75 -60 0 0 0 0 -25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 89.6 3.9 1.2 6.1 0.8 0.0 0.5 13.7 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 131,499 : : Positions : : 109,853 88,184 2,131 17,679 5,869 1,560 2,390 7,651 1,212 6,399 2,943 : : : : Changes from: January 7, 2020 : : 1,255 -679 0 303 558 -632 630 137 -124 310 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 67.1 1.6 13.4 4.5 1.2 1.8 5.8 0.9 4.9 2.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 29 . . 4 . 7 4 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 71,309 : : Positions : : 57,629 54,550 5,835 9,319 3,759 395 571 2,078 1,045 475 537 : : : : Changes from: January 7, 2020 : : 1,730 626 0 1,044 -350 -25 10 67 75 100 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.5 8.2 13.1 5.3 0.6 0.8 2.9 1.5 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 33,067 : : Positions : : 30,680 22,647 1,216 9,250 420 0 300 0 401 100 350 : : : : Changes from: January 7, 2020 : : 855 -25 -75 330 0 0 300 0 -150 25 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 68.5 3.7 28.0 1.3 0.0 0.9 0.0 1.2 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 59,914 : : Positions : : 31,250 26,997 726 21,003 5,363 15,724 0 286 354 405 5,828 : : : : Changes from: January 7, 2020 : : 126 116 0 350 14 0 0 0 -50 -390 715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 45.1 1.2 35.1 9.0 26.2 0.0 0.5 0.6 0.7 9.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 80,508 : : Positions : : 44,547 30,932 0 36,968 5,678 24,013 900 460 958 989 4,516 : : : : Changes from: January 7, 2020 : : 377 61 0 103 44 -590 60 0 -48 -485 720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 38.4 0.0 45.9 7.1 29.8 1.1 0.6 1.2 1.2 5.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 25 0 4 4 . 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 73,317 : : Positions : : 56,123 53,015 10,469 15,246 2,338 950 0 0 1,295 1,320 1,294 : : : : Changes from: January 7, 2020 : : 400 400 100 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 72.3 14.3 20.8 3.2 1.3 0.0 0.0 1.8 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 92,710 : : Positions : : 66,993 57,681 19,296 30,606 1,238 950 0 0 1,431 1,289 1,836 : : : : Changes from: January 7, 2020 : : 244 290 75 50 50 0 0 0 20 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 62.2 20.8 33.0 1.3 1.0 0.0 0.0 1.5 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 39,967 : : Positions : : 27,553 35,559 8,204 0 3,384 0 0 0 400 420 0 : : : : Changes from: January 7, 2020 : : -925 -1,865 -1,159 0 1,010 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 89.0 20.5 0.0 8.5 0.0 0.0 0.0 1.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 25,119 : : Positions : : 22,350 18,552 0 3,882 1,761 0 600 0 360 160 60 : : : : Changes from: January 7, 2020 : : -1,112 -214 0 -535 335 0 0 0 5 -45 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 73.9 0.0 15.5 7.0 0.0 2.4 0.0 1.4 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 84,331 : : Positions : : 52,638 60,196 320 11,025 8,767 8,721 281 1,531 10,090 506 1,908 : : : : Changes from: January 7, 2020 : : -1,633 -2,546 0 249 -531 -524 136 889 -50 -53 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 71.4 0.4 13.1 10.4 10.3 0.3 1.8 12.0 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 28 . . . 8 . 5 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 36,498 : : Positions : : 24,546 27,468 0 6,132 1,956 500 0 0 8,896 300 300 : : : : Changes from: January 7, 2020 : : -536 -336 0 325 -325 0 0 0 475 -55 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 75.3 0.0 16.8 5.4 1.4 0.0 0.0 24.4 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 0 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 45,365 : : Positions : : 33,616 40,817 7,579 0 3,524 0 0 0 500 420 0 : : : : Changes from: January 7, 2020 : : -1,339 -2,201 -655 0 960 0 0 0 -100 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 90.0 16.7 0.0 7.8 0.0 0.0 0.0 1.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 39,828 : : Positions : : 32,633 26,760 0 5,559 5,487 0 1,645 0 300 263 0 : : : : Changes from: January 7, 2020 : : -1,579 -601 0 -749 30 -210 -50 0 -25 -75 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 67.2 0.0 14.0 13.8 0.0 4.1 0.0 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . 0 4 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 62,315 : : Positions : : 49,391 56,600 6,378 495 3,475 0 0 0 2,463 1,400 0 : : : : Changes from: January 7, 2020 : : 735 135 -465 435 465 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 90.8 10.2 0.8 5.6 0.0 0.0 0.0 4.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 65,051 : : Positions : : 54,144 56,246 4,337 4,641 2,684 0 0 0 3,496 1,200 60 : : : : Changes from: January 7, 2020 : : 610 710 -430 2,295 220 0 0 0 25 -2,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 86.5 6.7 7.1 4.1 0.0 0.0 0.0 5.4 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 79,816 : : Positions : : 63,631 73,705 10,435 50 3,654 363 0 0 1,379 2,304 88 : : : : Changes from: January 7, 2020 : : 1,586 2,056 165 -232 -20 215 0 -20 0 143 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.3 13.1 0.1 4.6 0.5 0.0 0.0 1.7 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 6 . 4 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 98,551 : : Positions : : 76,907 83,583 12,740 1,348 5,385 243 1,842 133 2,517 5,857 312 : : : : Changes from: January 7, 2020 : : 2,199 2,383 107 -76 77 121 294 -75 70 -140 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 84.8 12.9 1.4 5.5 0.2 1.9 0.1 2.6 5.9 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 26 5 . . . 8 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 53,932 : : Positions : : 35,594 47,482 17,833 1,208 60 0 2,232 125 150 2,675 150 : : : : Changes from: January 7, 2020 : : 735 -15 325 -10 0 0 910 0 100 275 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.0 33.1 2.2 0.1 0.0 4.1 0.2 0.3 5.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 63,741 : : Positions : : 45,135 59,483 14,545 0 1,768 700 0 0 801 1,490 743 : : : : Changes from: January 7, 2020 : : 229 904 620 0 -408 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 93.3 22.8 0.0 2.8 1.1 0.0 0.0 1.3 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 71,369 : : Positions : : 51,337 64,219 13,325 218 55 959 575 3,250 936 1,523 1,442 : : : : Changes from: January 7, 2020 : : 280 1,063 783 140 -177 150 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 90.0 18.7 0.3 0.1 1.3 0.8 4.6 1.3 2.1 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 16 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 26,692 : : Positions : : 15,088 26,047 10,493 0 50 0 575 0 865 0 0 : : : : Changes from: January 7, 2020 : : 90 25 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 97.6 39.3 0.0 0.2 0.0 2.2 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 26,191 : : Positions : : 14,663 25,951 10,306 0 120 0 50 0 745 0 0 : : : : Changes from: January 7, 2020 : : 205 205 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 99.1 39.3 0.0 0.5 0.0 0.2 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 33,992 : : Positions : : 27,742 26,045 3,656 2,985 1,195 0 870 377 81 1,556 872 : : : : Changes from: January 7, 2020 : : 230 701 -25 0 0 0 -200 37 45 -362 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 76.6 10.8 8.8 3.5 0.0 2.6 1.1 0.2 4.6 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 21,511 : : Positions : : 17,412 17,911 2,340 0 120 0 1,470 0 333 1,613 367 : : : : Changes from: January 7, 2020 : : 254 62 -65 0 0 0 10 -10 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.3 10.9 0.0 0.6 0.0 6.8 0.0 1.5 7.5 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 56,841 : : Positions : : 45,011 36,684 7,316 14,721 471 645 3,050 463 2,026 602 840 : : : : Changes from: January 7, 2020 : : 1,632 1,912 155 183 -30 415 107 -156 -40 -70 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 64.5 12.9 25.9 0.8 1.1 5.4 0.8 3.6 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 21 5 . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 39,203 : : Positions : : 33,935 20,370 2,852 16,617 527 275 243 329 416 551 566 : : : : Changes from: January 7, 2020 : : 327 570 180 42 -155 0 -10 2 65 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 52.0 7.3 42.4 1.3 0.7 0.6 0.8 1.1 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 20,051 : : Positions : : 9,388 17,606 7,247 0 1,670 0 484 276 1,350 0 0 : : : : Changes from: January 7, 2020 : : 300 -75 33 0 0 -24 184 24 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 87.8 36.1 0.0 8.3 0.0 2.4 1.4 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 10,832 : : Positions : : 9,341 7,775 169 475 847 0 260 0 100 1,275 200 : : : : Changes from: January 7, 2020 : : 0 10 44 -206 164 0 0 0 0 250 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 71.8 1.6 4.4 7.8 0.0 2.4 0.0 0.9 11.8 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 10,994 : : Positions : : 9,589 7,775 356 475 694 0 250 0 100 1,675 125 : : : : Changes from: January 7, 2020 : : 0 10 231 -19 -23 0 0 0 0 250 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 70.7 3.2 4.3 6.3 0.0 2.3 0.0 0.9 15.2 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 14,070 : : Positions : : 8,078 12,485 3,575 575 35 0 80 0 1,150 120 730 : : : : Changes from: January 7, 2020 : : 5 0 0 0 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 88.7 25.4 4.1 0.2 0.0 0.6 0.0 8.2 0.9 5.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 13,810 : : Positions : : 7,595 12,460 3,790 575 35 0 80 0 1,350 50 565 : : : : Changes from: January 7, 2020 : : 5 0 0 0 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 90.2 27.4 4.2 0.3 0.0 0.6 0.0 9.8 0.4 4.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 37,506 : : Positions : : 26,055 32,546 6,860 0 960 0 55 0 500 920 2,965 : : : : Changes from: January 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 86.8 18.3 0.0 2.6 0.0 0.1 0.0 1.3 2.5 7.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 37,397 : : Positions : : 26,350 32,912 6,415 0 860 0 55 0 745 710 2,860 : : : : Changes from: January 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.0 17.2 0.0 2.3 0.0 0.1 0.0 2.0 1.9 7.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 105,257 : : Positions : : 80,390 77,040 19,818 16,270 2,728 405 460 140 500 7,381 1,203 : : : : Changes from: January 7, 2020 : : 3,226 3,261 0 -90 22 -190 60 120 -25 -220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.2 18.8 15.5 2.6 0.4 0.4 0.1 0.5 7.0 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 27 4 4 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 118,896 : : Positions : : 87,759 93,260 22,958 11,424 4,310 979 1,360 120 627 6,261 2,091 : : : : Changes from: January 7, 2020 : : 9,312 8,721 0 170 30 -30 575 5 -20 -209 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 78.4 19.3 9.6 3.6 0.8 1.1 0.1 0.5 5.3 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 30 . 4 5 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 424,063 : : Positions : : 228,094 273,642 54,475 2,705 78,136 10,731 20,849 22,592 8,677 5,040 20,898 : : : : Changes from: January 7, 2020 : : 923 2,035 212 195 2,837 -85 -1,251 1,113 -531 -326 859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 64.5 12.8 0.6 18.4 2.5 4.9 5.3 2.0 1.2 4.9 : : : : Number of Traders in Each Category Total Traders: 86 : : 35 36 5 . 5 7 10 9 14 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 14,952 : : Positions : : 7,346 13,703 2,630 788 436 1,185 0 0 3,185 0 25 : : : : Changes from: January 7, 2020 : : -240 300 0 10 0 575 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 91.6 17.6 5.3 2.9 7.9 0.0 0.0 21.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 14,122 : : Positions : : 6,851 13,168 2,697 115 709 260 0 0 3,280 0 0 : : : : Changes from: January 7, 2020 : : -240 0 0 10 0 250 0 -70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 93.2 19.1 0.8 5.0 1.8 0.0 0.0 23.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 4 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 4,850 : : Positions : : 1,350 4,400 600 0 0 200 0 0 2,700 450 0 : : : : Changes from: January 7, 2020 : : -1,033 326 265 0 -265 0 0 0 1,095 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 90.7 12.4 0.0 0.0 4.1 0.0 0.0 55.7 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 12 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 71,101 : : Positions : : 47,736 48,132 14,310 11,471 0 0 1,743 140 0 700 0 : : : : Changes from: January 7, 2020 : : 1,637 881 69 800 0 0 25 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 67.7 20.1 16.1 0.0 0.0 2.5 0.2 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 59,528 : : Positions : : 39,879 38,443 11,545 11,206 0 0 1,410 275 0 350 0 : : : : Changes from: January 7, 2020 : : 1,455 1,714 484 600 0 0 -475 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 64.6 19.4 18.8 0.0 0.0 2.4 0.5 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 18 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 27,615 : : Positions : : 8,020 20,125 13,235 1,460 845 150 1,760 0 2,085 0 0 : : : : Changes from: January 7, 2020 : : 20 1,225 485 -720 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 72.9 47.9 5.3 3.1 0.5 6.4 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 49,808 : : Positions : : 22,941 16,658 7,313 21,201 443 10,230 2,060 5,820 0 610 350 : : : : Changes from: January 7, 2020 : : 1,095 1,125 950 70 -55 175 1,025 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 33.4 14.7 42.6 0.9 20.5 4.1 11.7 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 28,042 : : Positions : : 11,350 10,877 6,893 9,841 0 2,405 0 4,325 0 360 300 : : : : Changes from: January 7, 2020 : : 280 475 325 120 0 50 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 38.8 24.6 35.1 0.0 8.6 0.0 15.4 0.0 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 28,670 : : Positions : : 20,430 10,070 4,020 1,930 420 535 13,605 1,720 0 0 0 : : : : Changes from: January 7, 2020 : : 675 -65 -60 600 60 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 35.1 14.0 6.7 1.5 1.9 47.5 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 94,228 : : Positions : : 45,375 33,538 10,268 34,485 3,090 12,005 2,260 120 3,225 170 1,680 : : : : Changes from: January 7, 2020 : : 260 255 720 1,125 -25 475 -25 0 -100 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 35.6 10.9 36.6 3.3 12.7 2.4 0.1 3.4 0.2 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 91,403 : : Positions : : 44,064 32,129 10,935 33,180 3,090 13,205 2,340 95 0 75 2,410 : : : : Changes from: January 7, 2020 : : 204 374 85 225 -25 475 15 0 -125 25 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 35.2 12.0 36.3 3.4 14.4 2.6 0.1 0.0 0.1 2.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 25,479 : : Positions : : 13,071 6,587 2,440 3,539 840 3,480 7,395 440 825 2,750 445 : : : : Changes from: January 7, 2020 : : 435 0 25 300 -225 0 -15 15 0 185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 25.9 9.6 13.9 3.3 13.7 29.0 1.7 3.2 10.8 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 26,549 : : Positions : : 12,126 6,712 2,340 3,964 692 3,480 10,095 440 1,675 0 1,515 : : : : Changes from: January 7, 2020 : : 615 0 25 300 -148 0 -15 15 -185 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 25.3 8.8 14.9 2.6 13.1 38.0 1.7 6.3 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 27,648 : : Positions : : 14,098 9,085 872 8,000 526 8,790 155 350 0 6,960 70 : : : : Changes from: January 7, 2020 : : 1,205 65 -645 -75 342 0 0 0 0 570 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 32.9 3.2 28.9 1.9 31.8 0.6 1.3 0.0 25.2 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 25,994 : : Positions : : 12,260 8,220 1,775 7,750 36 8,790 125 350 0 7,110 15 : : : : Changes from: January 7, 2020 : : 420 0 -75 -75 0 0 0 0 0 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 31.6 6.8 29.8 0.1 33.8 0.5 1.3 0.0 27.4 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 55,533 : : Positions : : 17,683 42,435 7,052 9,045 260 17,670 0 0 9,465 0 0 : : : : Changes from: January 7, 2020 : : 0 350 0 0 0 200 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 76.4 12.7 16.3 0.5 31.8 0.0 0.0 17.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 54,915 : : Positions : : 17,835 40,941 6,260 9,865 295 17,845 0 0 9,250 0 0 : : : : Changes from: January 7, 2020 : : 0 355 5 0 0 200 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 74.6 11.4 18.0 0.5 32.5 0.0 0.0 16.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 57,350 : : Positions : : 20,590 47,630 1,595 4,040 1,555 7,780 0 855 21,525 0 110 : : : : Changes from: January 7, 2020 : : -150 75 150 0 0 150 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 83.1 2.8 7.0 2.7 13.6 0.0 1.5 37.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 56,410 : : Positions : : 20,680 46,265 690 4,040 2,175 7,530 0 1,005 21,225 0 110 : : : : Changes from: January 7, 2020 : : -150 75 150 0 0 150 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 82.0 1.2 7.2 3.9 13.3 0.0 1.8 37.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 21,715 : : Positions : : 12,725 8,560 4,090 0 2,025 100 6,060 0 0 2,360 515 : : : : Changes from: January 7, 2020 : : 690 600 -90 0 0 0 -550 0 0 550 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 39.4 18.8 0.0 9.3 0.5 27.9 0.0 0.0 10.9 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 69,450 : : Positions : : 37,940 36,410 0 2,090 3,265 1,575 21,070 680 21,230 1,250 450 : : : : Changes from: January 7, 2020 : : 100 80 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 52.4 0.0 3.0 4.7 2.3 30.3 1.0 30.6 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 65,735 : : Positions : : 36,475 34,175 35 215 3,865 1,650 21,070 600 18,475 1,250 420 : : : : Changes from: January 7, 2020 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 52.0 0.1 0.3 5.9 2.5 32.1 0.9 28.1 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 53,844 : : Positions : : 33,394 19,110 955 13,324 1,365 14,105 245 1,630 50 16,185 280 : : : : Changes from: January 7, 2020 : : 315 -90 -50 -660 175 525 15 0 0 1,525 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 35.5 1.8 24.7 2.5 26.2 0.5 3.0 0.1 30.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 43,539 : : Positions : : 29,730 16,330 25 10,410 2,260 8,205 240 1,705 50 11,390 435 : : : : Changes from: January 7, 2020 : : 75 -40 -50 215 0 50 15 0 0 125 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 37.5 0.1 23.9 5.2 18.8 0.6 3.9 0.1 26.2 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 160,602 : : Positions : : 91,534 87,994 19,696 470 6,130 1,944 12,175 7,545 1,330 13,865 1,660 : : : : Changes from: January 7, 2020 : : 1,220 -595 605 0 185 -4,500 1,225 3,245 0 -3,305 910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 54.8 12.3 0.3 3.8 1.2 7.6 4.7 0.8 8.6 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 139,522 : : Positions : : 80,119 76,277 17,119 0 5,155 4,194 6,385 6,401 1,400 20,170 1,110 : : : : Changes from: January 7, 2020 : : 1,220 -1,485 890 0 -80 -4,500 750 2,021 0 -1,655 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 54.7 12.3 0.0 3.7 3.0 4.6 4.6 1.0 14.5 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 28 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 60,895 : : Positions : : 30,200 27,480 19,775 6,945 2,965 0 8,335 2,325 0 7,215 0 : : : : Changes from: January 7, 2020 : : 170 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 45.1 32.5 11.4 4.9 0.0 13.7 3.8 0.0 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 52,590 : : Positions : : 24,320 22,940 17,125 3,575 2,970 0 8,505 2,535 0 6,465 0 : : : : Changes from: January 7, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 43.6 32.6 6.8 5.6 0.0 16.2 4.8 0.0 12.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 42,625 : : Positions : : 15,225 20,285 0 15,975 1,740 20,130 40 255 595 0 785 : : : : Changes from: January 7, 2020 : : 200 0 0 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 47.6 0.0 37.5 4.1 47.2 0.1 0.6 1.4 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 49,100 : : Positions : : 11,815 30,030 0 14,600 1,680 32,080 0 685 595 0 785 : : : : Changes from: January 7, 2020 : : 225 25 0 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 61.2 0.0 29.7 3.4 65.3 0.0 1.4 1.2 0.0 1.6 : : : : 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 January 14, 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 123,260 : : Positions : : 74,360 73,140 1,170 8,830 10,415 4,640 5,800 4,500 7,660 0 0 : : : : Changes from: January 7, 2020 : : -2,360 3,415 -500 25 125 900 -5,400 2,790 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 59.3 0.9 7.2 8.4 3.8 4.7 3.7 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 101,394 : : Positions : : 57,235 49,689 1,330 14,526 9,744 590 1,885 8,460 6,845 0 0 : : : : Changes from: January 7, 2020 : : -3,980 2,115 -300 -1,575 1,415 590 -4,230 2,645 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 49.0 1.3 14.3 9.6 0.6 1.9 8.3 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 29,640 : : Positions : : 20,480 14,885 0 10,900 1,145 4,380 300 190 1,175 0 575 : : : : Changes from: January 7, 2020 : : 0 0 0 -50 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 50.2 0.0 36.8 3.9 14.8 1.0 0.6 4.0 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 29,520 : : Positions : : 20,935 13,885 0 11,580 1,480 3,635 325 270 775 0 500 : : : : Changes from: January 7, 2020 : : 400 170 0 270 0 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 47.0 0.0 39.2 5.0 12.3 1.1 0.9 2.6 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 17, 2020