Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 21,024 : : Positions : : 14,336 11,736 1,971 682 423 804 1,535 180 438 3,516 1,896 : : : : Changes from: January 14, 2020 : : 626 601 27 195 -6 0 0 0 -18 -65 374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 55.8 9.4 3.2 2.0 3.8 7.3 0.9 2.1 16.7 9.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 27,467 : : Positions : : 15,738 14,531 491 2,284 4,063 2,907 801 1,301 351 2,099 2,082 : : : : Changes from: January 14, 2020 : : 1,478 1,243 55 -93 298 34 25 251 100 470 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 52.9 1.8 8.3 14.8 10.6 2.9 4.7 1.3 7.6 7.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 23 . . . 4 . 5 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 42,273 : : Positions : : 27,935 37,621 7,034 0 1,459 150 1,338 5 4,570 850 1,000 : : : : Changes from: January 14, 2020 : : 983 307 425 0 -377 -100 176 0 -580 245 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 89.0 16.6 0.0 3.5 0.4 3.2 0.0 10.8 2.0 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . 0 . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 32,342 : : Positions : : 24,292 28,642 1,140 209 2,007 0 156 378 4,075 500 450 : : : : Changes from: January 14, 2020 : : 740 95 -100 -180 79 -244 156 219 -275 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 88.6 3.5 0.6 6.2 0.0 0.5 1.2 12.6 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 133,448 : : Positions : : 111,267 88,640 2,114 18,745 6,412 1,560 2,421 7,651 1,037 6,092 3,129 : : : : Changes from: January 14, 2020 : : 1,414 456 -17 1,066 543 0 31 0 -175 -307 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 66.4 1.6 14.0 4.8 1.2 1.8 5.7 0.8 4.6 2.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 29 . . 4 . 6 4 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 72,046 : : Positions : : 58,174 54,411 5,835 9,429 3,699 370 993 2,107 1,145 700 687 : : : : Changes from: January 14, 2020 : : 544 -139 0 111 -61 -25 423 29 100 225 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 75.5 8.1 13.1 5.1 0.5 1.4 2.9 1.6 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 33,142 : : Positions : : 30,753 22,547 1,218 9,375 420 0 375 0 401 75 350 : : : : Changes from: January 14, 2020 : : 73 -100 2 125 0 0 75 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 68.0 3.7 28.3 1.3 0.0 1.1 0.0 1.2 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 60,569 : : Positions : : 31,579 26,607 716 21,795 5,626 15,724 0 286 354 395 5,828 : : : : Changes from: January 14, 2020 : : 329 -390 -10 792 263 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 43.9 1.2 36.0 9.3 26.0 0.0 0.5 0.6 0.7 9.6 : : : : 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 21, 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 81,432 : : Positions : : 45,159 30,666 0 37,909 5,908 24,013 1,020 460 964 873 4,596 : : : : Changes from: January 14, 2020 : : 612 -266 0 941 230 0 120 0 6 -116 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 37.7 0.0 46.6 7.3 29.5 1.3 0.6 1.2 1.1 5.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 25 0 4 4 . 4 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 73,603 : : Positions : : 56,454 53,115 10,419 15,427 2,338 950 0 0 1,285 1,320 1,294 : : : : Changes from: January 14, 2020 : : 331 100 -50 181 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 72.2 14.2 21.0 3.2 1.3 0.0 0.0 1.7 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 21, 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 93,079 : : Positions : : 67,399 57,900 19,196 30,606 1,288 950 0 0 1,429 1,389 1,836 : : : : Changes from: January 14, 2020 : : 406 219 -100 0 50 0 0 0 -2 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 62.2 20.6 32.9 1.4 1.0 0.0 0.0 1.5 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 42,422 : : Positions : : 29,333 37,959 8,524 0 3,509 0 0 0 400 120 230 : : : : Changes from: January 14, 2020 : : 1,780 2,400 320 0 125 0 0 0 0 -300 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 89.5 20.1 0.0 8.3 0.0 0.0 0.0 0.9 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 25,068 : : Positions : : 22,324 18,411 0 3,977 1,751 0 600 0 360 180 45 : : : : Changes from: January 14, 2020 : : -26 -141 0 95 -10 0 0 0 0 20 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 73.4 0.0 15.9 7.0 0.0 2.4 0.0 1.4 0.7 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 21, 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 86,914 : : Positions : : 53,930 61,708 320 10,991 9,013 8,794 831 1,537 10,768 502 2,132 : : : : Changes from: January 14, 2020 : : 1,292 1,512 0 -34 246 73 550 6 678 -4 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 71.0 0.4 12.6 10.4 10.1 1.0 1.8 12.4 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 28 . . . 8 . 5 12 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 38,538 : : Positions : : 26,086 29,508 0 6,132 1,956 500 0 0 9,396 300 300 : : : : Changes from: January 14, 2020 : : 1,540 2,040 0 0 0 0 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 76.6 0.0 15.9 5.1 1.3 0.0 0.0 24.4 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 0 . . . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 47,655 : : Positions : : 35,221 42,952 7,909 0 3,649 0 0 0 500 204 246 : : : : Changes from: January 14, 2020 : : 1,605 2,135 330 0 125 0 0 0 0 -216 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 90.1 16.6 0.0 7.7 0.0 0.0 0.0 1.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 41,710 : : Positions : : 34,525 28,627 0 5,659 5,387 0 1,645 0 400 278 0 : : : : Changes from: January 14, 2020 : : 1,892 1,867 0 100 -100 0 0 0 100 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 68.6 0.0 13.6 12.9 0.0 3.9 0.0 1.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 0 . . 0 4 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 66,367 : : Positions : : 52,508 60,662 6,808 0 3,960 0 0 0 2,483 1,400 0 : : : : Changes from: January 14, 2020 : : 3,117 4,062 430 -495 485 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 91.4 10.3 0.0 6.0 0.0 0.0 0.0 3.7 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 6 0 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 68,910 : : Positions : : 57,248 60,316 4,637 4,000 3,114 0 0 0 3,521 1,200 60 : : : : Changes from: January 14, 2020 : : 3,104 4,070 300 -641 430 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 87.5 6.7 5.8 4.5 0.0 0.0 0.0 5.1 1.7 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 21, 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 80,484 : : Positions : : 64,483 73,521 10,306 652 3,652 333 0 0 1,369 2,579 65 : : : : Changes from: January 14, 2020 : : 852 -184 -129 602 -2 -30 0 0 -10 275 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 91.3 12.8 0.8 4.5 0.4 0.0 0.0 1.7 3.2 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 5 . 4 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 99,804 : : Positions : : 78,206 84,549 12,663 1,987 5,513 171 1,822 193 2,157 5,084 572 : : : : Changes from: January 14, 2020 : : 1,299 966 -77 639 128 -72 -20 60 -360 -773 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 84.7 12.7 2.0 5.5 0.2 1.8 0.2 2.2 5.1 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 26 5 . . . 8 . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 54,757 : : Positions : : 36,269 47,807 17,833 1,233 60 0 2,632 125 275 2,725 175 : : : : Changes from: January 14, 2020 : : 675 325 0 25 0 0 400 0 125 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 87.3 32.6 2.3 0.1 0.0 4.8 0.2 0.5 5.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 47,241 : : Positions : : 36,300 45,905 10,081 0 60 0 0 0 625 1,101 175 : : : : Changes from: January 14, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 97.2 21.3 0.0 0.1 0.0 0.0 0.0 1.3 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 62,995 : : Positions : : 44,183 58,608 14,754 0 1,893 700 0 0 821 1,640 592 : : : : Changes from: January 14, 2020 : : -952 -875 209 0 125 0 0 0 20 150 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 93.0 23.4 0.0 3.0 1.1 0.0 0.0 1.3 2.6 0.9 : : : : 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 21, 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 71,596 : : Positions : : 51,461 64,289 13,313 292 136 984 575 3,250 1,065 1,643 1,322 : : : : Changes from: January 14, 2020 : : 124 70 -12 74 81 25 0 0 129 120 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 89.8 18.6 0.4 0.2 1.4 0.8 4.5 1.5 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 16 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 26,697 : : Positions : : 15,093 26,052 10,491 0 50 0 575 0 865 0 0 : : : : Changes from: January 14, 2020 : : 5 5 -2 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 21, 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 10,304 0 120 0 50 0 745 0 0 : : : : Changes from: January 14, 2020 : : 0 0 -2 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 21, 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 34,001 : : Positions : : 27,706 26,032 3,681 2,985 1,195 0 875 377 81 1,576 872 : : : : Changes from: January 14, 2020 : : -36 -13 25 0 0 0 5 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 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: 30 : : 14 15 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 21,476 : : Positions : : 17,354 17,871 2,360 0 120 0 1,470 0 358 1,643 342 : : : : Changes from: January 14, 2020 : : -58 -40 20 0 0 0 0 0 25 30 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 83.2 11.0 0.0 0.6 0.0 6.8 0.0 1.7 7.7 1.6 : : : : 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 21, 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 56,935 : : Positions : : 45,188 36,303 7,168 14,850 561 435 3,136 408 2,051 622 1,050 : : : : Changes from: January 14, 2020 : : 177 -381 -148 129 90 -210 86 -55 25 20 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 63.8 12.6 26.1 1.0 0.8 5.5 0.7 3.6 1.1 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 21 5 . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 39,417 : : Positions : : 34,303 20,429 2,834 16,722 577 275 243 329 416 551 566 : : : : Changes from: January 14, 2020 : : 368 59 -18 105 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 51.8 7.2 42.4 1.5 0.7 0.6 0.8 1.1 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 20,151 : : Positions : : 9,488 17,706 7,272 0 1,645 0 484 276 1,350 25 0 : : : : Changes from: January 14, 2020 : : 100 100 25 0 -25 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 87.9 36.1 0.0 8.2 0.0 2.4 1.4 6.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 21, 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 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 21, 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 14,545 : : Positions : : 8,478 12,810 3,650 725 35 0 80 0 1,150 120 730 : : : : Changes from: January 14, 2020 : : 400 325 75 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 88.1 25.1 5.0 0.2 0.0 0.6 0.0 7.9 0.8 5.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14,285 : : Positions : : 7,995 12,785 3,865 725 35 0 80 0 1,350 50 565 : : : : Changes from: January 14, 2020 : : 400 325 75 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 89.5 27.1 5.1 0.2 0.0 0.6 0.0 9.5 0.4 4.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 0 550 970 2,915 : : : : Changes from: January 14, 2020 : : 0 0 0 0 0 0 0 0 50 50 -50 : : : : 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 1.5 2.6 7.8 : : : : 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 21, 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 14, 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 21, 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 106,412 : : Positions : : 81,618 77,813 19,805 16,375 2,718 405 460 140 530 7,748 1,123 : : : : Changes from: January 14, 2020 : : 1,228 773 -13 105 -10 0 0 0 30 367 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 73.1 18.6 15.4 2.6 0.4 0.4 0.1 0.5 7.3 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 27 4 4 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 121,443 : : Positions : : 90,174 93,925 22,878 12,684 4,333 979 1,360 120 692 6,736 2,215 : : : : Changes from: January 14, 2020 : : 2,415 665 -80 1,260 23 0 0 0 65 475 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 77.3 18.8 10.4 3.6 0.8 1.1 0.1 0.6 5.5 1.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 31 . 4 5 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 434,364 : : Positions : : 237,039 274,136 46,058 2,936 87,595 12,537 21,144 21,063 7,440 5,163 22,239 : : : : Changes from: January 14, 2020 : : 8,945 493 -8,417 231 9,459 1,805 295 -1,529 -1,237 123 1,341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 63.1 10.6 0.7 20.2 2.9 4.9 4.8 1.7 1.2 5.1 : : : : Number of Traders in Each Category Total Traders: 89 : : 36 37 5 . 5 6 11 8 12 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 15,052 : : Positions : : 6,871 13,753 2,605 788 436 1,185 0 0 3,735 0 75 : : : : Changes from: January 14, 2020 : : -475 50 -25 0 0 0 0 0 550 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 91.4 17.3 5.2 2.9 7.9 0.0 0.0 24.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14,212 : : Positions : : 6,431 13,373 2,672 115 709 260 0 0 3,830 0 15 : : : : Changes from: January 14, 2020 : : -420 205 -25 0 0 0 0 0 550 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 94.1 18.8 0.8 5.0 1.8 0.0 0.0 26.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 5 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 5,170 : : Positions : : 1,650 4,720 600 0 0 200 0 0 2,700 450 0 : : : : Changes from: January 14, 2020 : : 300 320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 91.3 11.6 0.0 0.0 3.9 0.0 0.0 52.2 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 13 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 72,151 : : Positions : : 49,002 49,002 14,274 11,831 0 0 1,743 140 0 700 0 : : : : Changes from: January 14, 2020 : : 1,266 870 -36 360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 67.9 19.8 16.4 0.0 0.0 2.4 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 21, 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 59,464 : : Positions : : 39,960 37,964 11,545 11,781 0 0 1,410 275 0 350 0 : : : : Changes from: January 14, 2020 : : 81 -479 0 575 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 63.8 19.4 19.8 0.0 0.0 2.4 0.5 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2020 : : 0 0 0 0 0 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 21, 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 23,400 : : Positions : : 6,900 17,060 10,795 1,065 1,380 150 1,580 50 2,005 0 0 : : : : Changes from: January 14, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 72.9 46.1 4.6 5.9 0.6 6.8 0.2 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 49,366 : : Positions : : 22,494 16,128 7,430 21,306 443 10,240 2,300 5,660 0 610 350 : : : : Changes from: January 14, 2020 : : -447 -530 117 105 0 10 240 -160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 32.7 15.1 43.2 0.9 20.7 4.7 11.5 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 29,474 : : Positions : : 12,481 12,460 7,430 9,841 0 2,305 0 4,275 0 360 300 : : : : Changes from: January 14, 2020 : : 1,131 1,583 537 0 0 -100 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 42.3 25.2 33.4 0.0 7.8 0.0 14.5 0.0 1.2 1.0 : : : : 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 21, 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 28,635 : : Positions : : 20,395 10,035 4,020 1,930 420 535 13,605 1,720 0 0 0 : : : : Changes from: January 14, 2020 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 35.0 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 21, 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 94,093 : : Positions : : 45,100 34,213 10,593 33,885 2,740 12,005 2,260 120 3,275 195 1,680 : : : : Changes from: January 14, 2020 : : -275 675 325 -600 -350 0 0 0 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 36.4 11.3 36.0 2.9 12.8 2.4 0.1 3.5 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 21, 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 91,858 : : Positions : : 44,179 33,219 11,260 32,580 2,740 13,205 2,340 95 25 50 2,435 : : : : Changes from: January 14, 2020 : : 115 1,090 325 -600 -350 0 0 0 25 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 36.2 12.3 35.5 3.0 14.4 2.5 0.1 0.0 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 25,519 : : Positions : : 13,111 6,812 2,440 3,314 840 3,480 7,395 440 825 2,790 445 : : : : Changes from: January 14, 2020 : : 40 225 0 -225 0 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 26.7 9.6 13.0 3.3 13.6 29.0 1.7 3.2 10.9 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 21, 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 26,589 : : Positions : : 12,166 6,937 2,340 3,739 692 3,480 10,095 440 1,635 0 1,555 : : : : Changes from: January 14, 2020 : : 40 225 0 -225 0 0 0 0 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 26.1 8.8 14.1 2.6 13.1 38.0 1.7 6.1 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 27,858 : : Positions : : 14,298 9,285 752 8,000 593 8,790 155 350 0 6,960 70 : : : : Changes from: January 14, 2020 : : 200 200 -120 0 67 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 33.3 2.7 28.7 2.1 31.6 0.6 1.3 0.0 25.0 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 21, 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 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 21, 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 55,558 : : Positions : : 17,683 42,460 7,052 9,045 260 17,670 0 0 9,490 0 0 : : : : Changes from: January 14, 2020 : : 0 25 0 0 0 0 0 0 25 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 17.1 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 21, 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 14, 2020 : : 0 0 0 0 0 0 0 0 0 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 21, 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 56,495 : : Positions : : 20,965 46,905 2,945 4,115 1,235 7,780 0 855 19,150 0 110 : : : : Changes from: January 14, 2020 : : 375 -725 1,350 75 -320 0 0 0 -2,375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 83.0 5.2 7.3 2.2 13.8 0.0 1.5 33.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 55,590 : : Positions : : 21,055 45,540 2,040 4,115 1,915 7,530 0 1,005 18,850 0 110 : : : : Changes from: January 14, 2020 : : 375 -725 1,350 75 -260 0 0 0 -2,375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 81.9 3.7 7.4 3.4 13.5 0.0 1.8 33.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 21,840 : : Positions : : 12,900 8,840 4,165 0 2,025 150 6,210 0 0 2,335 515 : : : : Changes from: January 14, 2020 : : 175 280 75 0 0 50 150 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 40.5 19.1 0.0 9.3 0.7 28.4 0.0 0.0 10.7 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 20,530 : : Positions : : 10,760 8,755 3,905 0 1,985 100 6,210 0 0 1,240 800 : : : : Changes from: January 14, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 42.6 19.0 0.0 9.7 0.5 30.2 0.0 0.0 6.0 3.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 70,700 : : Positions : : 38,120 37,635 0 1,070 3,750 1,650 21,070 650 21,180 1,250 450 : : : : Changes from: January 14, 2020 : : 180 1,225 0 -1,020 485 75 0 -30 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 53.2 0.0 1.5 5.3 2.3 29.8 0.9 30.0 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 21, 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 66,835 : : Positions : : 36,475 35,400 1,185 165 3,455 1,725 21,070 600 18,425 1,250 420 : : : : Changes from: January 14, 2020 : : 0 1,225 1,150 -50 -410 75 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 53.0 1.8 0.2 5.2 2.6 31.5 0.9 27.6 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 21, 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 53,715 : : Positions : : 33,233 20,024 955 13,949 1,365 14,180 245 1,630 50 14,510 280 : : : : Changes from: January 14, 2020 : : -161 914 0 625 0 75 0 0 0 -1,675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 37.3 1.8 26.0 2.5 26.4 0.5 3.0 0.1 27.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 43,398 : : Positions : : 29,619 16,944 25 11,160 2,260 8,205 240 1,705 50 9,865 435 : : : : Changes from: January 14, 2020 : : -111 614 0 750 0 0 0 0 0 -1,525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 39.0 0.1 25.7 5.2 18.9 0.6 3.9 0.1 22.7 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 21, 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 162,053 : : Positions : : 93,024 88,164 16,986 395 6,684 1,944 12,225 7,520 1,280 12,500 1,880 : : : : Changes from: January 14, 2020 : : 1,490 170 -2,710 -75 554 0 50 -25 -50 -1,365 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 54.4 10.5 0.2 4.1 1.2 7.5 4.6 0.8 7.7 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 140,657 : : Positions : : 81,398 76,336 14,609 0 5,215 4,194 6,310 6,401 1,350 18,955 1,275 : : : : Changes from: January 14, 2020 : : 1,279 59 -2,510 0 60 0 -75 0 -50 -1,215 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 54.3 10.4 0.0 3.7 3.0 4.5 4.6 1.0 13.5 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 28 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 60,820 : : Positions : : 30,125 27,780 19,775 6,645 3,195 0 8,365 2,325 0 7,110 0 : : : : Changes from: January 14, 2020 : : -75 300 0 -300 230 0 30 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 45.7 32.5 10.9 5.3 0.0 13.8 3.8 0.0 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 52,255 : : Positions : : 24,030 23,025 17,125 3,275 3,210 0 8,535 2,505 0 6,360 0 : : : : Changes from: January 14, 2020 : : -290 85 0 -300 240 0 30 -30 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 44.1 32.8 6.3 6.1 0.0 16.3 4.8 0.0 12.2 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 21, 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 42,820 : : Positions : : 15,325 20,310 0 15,925 1,840 20,110 40 270 490 0 890 : : : : Changes from: January 14, 2020 : : 100 25 0 -50 100 -20 0 15 -105 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 47.4 0.0 37.2 4.3 47.0 0.1 0.6 1.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 49,170 : : Positions : : 11,815 30,005 0 14,550 1,680 32,110 0 675 490 0 890 : : : : Changes from: January 14, 2020 : : 0 -25 0 -50 0 30 0 -10 -105 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 61.0 0.0 29.6 3.4 65.3 0.0 1.4 1.0 0.0 1.8 : : : : 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 21, 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 125,740 : : Positions : : 77,525 72,435 920 12,740 9,715 4,930 5,800 4,490 7,660 0 0 : : : : Changes from: January 14, 2020 : : 3,165 -705 -250 3,910 -700 290 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 57.6 0.7 10.1 7.7 3.9 4.6 3.6 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 103,384 : : Positions : : 59,265 49,254 1,150 16,811 9,914 590 1,885 8,460 6,845 0 0 : : : : Changes from: January 14, 2020 : : 2,030 -435 -180 2,285 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 47.6 1.1 16.3 9.6 0.6 1.8 8.2 6.6 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 21, 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 30,615 : : Positions : : 21,380 15,185 0 11,500 1,620 4,380 300 190 1,175 0 575 : : : : Changes from: January 14, 2020 : : 900 300 0 600 475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 49.6 0.0 37.6 5.3 14.3 1.0 0.6 3.8 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 30,420 : : Positions : : 21,835 14,185 0 12,180 1,680 3,635 325 270 775 0 500 : : : : Changes from: January 14, 2020 : : 900 300 0 600 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 46.6 0.0 40.0 5.5 11.9 1.1 0.9 2.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 24, 2020