Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21,441 : : Positions : : 14,303 12,173 1,981 547 586 804 1,530 180 458 3,265 2,107 : : : : Changes from: January 21, 2020 : : -33 437 10 -135 163 0 -5 0 20 -251 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 56.8 9.2 2.6 2.7 3.7 7.1 0.8 2.1 15.2 9.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . 4 . . . . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 29,193 : : Positions : : 16,186 15,169 501 2,355 4,346 2,910 907 1,337 834 2,257 2,546 : : : : Changes from: January 21, 2020 : : 447 638 9 71 283 3 106 36 482 158 464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 52.0 1.7 8.1 14.9 10.0 3.1 4.6 2.9 7.7 8.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 23 . . . 4 . 5 6 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 43,383 : : Positions : : 30,040 37,051 6,659 0 1,539 75 1,588 5 3,900 2,155 1,045 : : : : Changes from: January 21, 2020 : : 2,105 -570 -375 0 80 -75 250 0 -670 1,305 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 85.4 15.3 0.0 3.5 0.2 3.7 0.0 9.0 5.0 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . 0 . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 32,792 : : Positions : : 25,134 28,814 1,140 454 1,790 0 406 378 3,925 525 425 : : : : Changes from: January 21, 2020 : : 842 172 0 245 -217 0 250 0 -150 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 87.9 3.5 1.4 5.5 0.0 1.2 1.2 12.0 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 136,389 : : Positions : : 114,875 89,767 2,279 19,972 6,421 1,595 3,461 7,031 987 6,625 2,978 : : : : Changes from: January 21, 2020 : : 3,608 1,127 165 1,227 9 35 1,040 -620 -50 533 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 65.8 1.7 14.6 4.7 1.2 2.5 5.2 0.7 4.9 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 . . 4 . 6 6 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 73,591 : : Positions : : 58,941 55,868 5,835 9,051 3,797 425 988 2,256 1,670 975 637 : : : : Changes from: January 21, 2020 : : 768 1,457 0 -379 99 55 -6 149 525 275 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 75.9 7.9 12.3 5.2 0.6 1.3 3.1 2.3 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 33,656 : : Positions : : 31,033 23,077 1,203 9,235 420 0 450 0 576 50 424 : : : : Changes from: January 21, 2020 : : 280 530 -15 -140 0 0 75 0 175 -25 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 68.6 3.6 27.4 1.2 0.0 1.3 0.0 1.7 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 61,930 : : Positions : : 32,893 27,499 691 22,251 5,561 15,689 0 321 923 448 5,818 : : : : Changes from: January 21, 2020 : : 1,314 892 -25 456 -65 -35 0 35 569 53 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 44.4 1.1 35.9 9.0 25.3 0.0 0.5 1.5 0.7 9.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 82,177 : : Positions : : 45,992 30,947 0 38,381 5,797 24,023 1,115 450 969 883 4,604 : : : : Changes from: January 21, 2020 : : 833 281 0 472 -111 10 95 -10 5 10 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 37.7 0.0 46.7 7.1 29.2 1.4 0.5 1.2 1.1 5.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 0 4 4 . 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 73,858 : : Positions : : 56,649 53,370 10,479 15,422 2,338 950 0 0 1,285 1,320 1,294 : : : : Changes from: January 21, 2020 : : 195 255 60 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 72.3 14.2 20.9 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 28, 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 93,235 : : Positions : : 67,480 58,053 19,283 30,581 1,286 950 0 0 1,399 1,389 1,866 : : : : Changes from: January 21, 2020 : : 81 153 87 -25 -2 0 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 62.3 20.7 32.8 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 28, 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 44,672 : : Positions : : 29,183 40,284 10,999 0 3,434 0 0 0 400 120 230 : : : : Changes from: January 21, 2020 : : -150 2,325 2,475 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 90.2 24.6 0.0 7.7 0.0 0.0 0.0 0.9 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 27,532 : : Positions : : 24,648 19,465 0 5,207 1,921 0 600 0 360 290 45 : : : : Changes from: January 21, 2020 : : 2,324 1,054 0 1,230 170 0 0 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 70.7 0.0 18.9 7.0 0.0 2.2 0.0 1.3 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 88,376 : : Positions : : 54,335 63,048 320 10,651 9,224 8,884 1,048 1,589 11,501 472 2,167 : : : : Changes from: January 21, 2020 : : 406 1,340 0 -340 211 90 217 52 732 -30 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 71.3 0.4 12.1 10.4 10.1 1.2 1.8 13.0 0.5 2.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 29 . . . 8 . 5 13 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 38,858 : : Positions : : 26,266 29,828 0 6,192 1,896 400 0 0 9,696 300 300 : : : : Changes from: January 21, 2020 : : 180 320 0 60 -60 -100 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 76.8 0.0 15.9 4.9 1.0 0.0 0.0 25.0 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 0 . . . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 49,791 : : Positions : : 35,157 45,188 10,209 0 3,549 0 0 0 500 204 246 : : : : Changes from: January 21, 2020 : : -64 2,236 2,300 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 90.8 20.5 0.0 7.1 0.0 0.0 0.0 1.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 41,353 : : Positions : : 34,580 28,195 0 5,731 5,195 0 1,745 0 400 373 0 : : : : Changes from: January 21, 2020 : : 55 -432 0 72 -192 0 100 0 0 95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 68.2 0.0 13.9 12.6 0.0 4.2 0.0 1.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 0 . . 0 4 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 67,632 : : Positions : : 53,558 61,327 6,918 510 4,050 0 0 0 2,483 1,400 0 : : : : Changes from: January 21, 2020 : : 1,050 665 110 510 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 90.7 10.2 0.8 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 5 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 70,826 : : Positions : : 58,774 61,871 4,836 4,250 3,265 0 0 0 3,546 1,200 60 : : : : Changes from: January 21, 2020 : : 1,526 1,555 199 250 151 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 87.4 6.8 6.0 4.6 0.0 0.0 0.0 5.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 13 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 79,712 : : Positions : : 63,570 72,375 10,274 407 3,897 333 0 0 1,264 2,925 68 : : : : Changes from: January 21, 2020 : : -913 -1,146 -32 -245 245 0 0 0 -105 346 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 90.8 12.9 0.5 4.9 0.4 0.0 0.0 1.6 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 5 . 4 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 99,775 : : Positions : : 77,681 84,277 12,788 1,446 5,627 195 1,732 169 2,377 5,839 601 : : : : Changes from: January 21, 2020 : : -525 -272 125 -541 114 24 -90 -24 220 754 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 84.5 12.8 1.4 5.6 0.2 1.7 0.2 2.4 5.9 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 25 27 5 . . . 8 . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 55,382 : : Positions : : 36,869 48,307 17,833 1,383 60 0 2,757 50 425 2,700 125 : : : : Changes from: January 21, 2020 : : 600 500 0 150 0 0 125 -75 150 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 87.2 32.2 2.5 0.1 0.0 5.0 0.1 0.8 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 47,590 : : Positions : : 36,600 46,205 10,081 0 60 0 0 0 550 1,026 299 : : : : Changes from: January 21, 2020 : : 300 300 0 0 0 0 0 0 -75 -75 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 97.1 21.2 0.0 0.1 0.0 0.0 0.0 1.2 2.2 0.6 : : : : 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 28, 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 62,932 : : Positions : : 44,020 58,130 14,797 374 1,899 700 0 0 872 1,640 592 : : : : Changes from: January 21, 2020 : : -163 -478 43 374 6 0 0 0 51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 92.4 23.5 0.6 3.0 1.1 0.0 0.0 1.4 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 71,653 : : Positions : : 51,252 64,233 13,519 337 171 919 575 3,315 1,060 1,563 1,352 : : : : Changes from: January 21, 2020 : : -209 -56 206 45 35 -65 0 65 -5 -80 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 89.6 18.9 0.5 0.2 1.3 0.8 4.6 1.5 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 16 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 26,867 : : Positions : : 15,263 25,997 10,491 0 50 0 600 0 865 200 0 : : : : Changes from: January 21, 2020 : : 170 -55 0 0 0 0 25 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 96.8 39.0 0.0 0.2 0.0 2.2 0.0 3.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 26,216 : : Positions : : 14,704 25,976 10,288 0 120 0 50 0 745 0 0 : : : : Changes from: January 21, 2020 : : 41 25 -16 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 99.1 39.2 0.0 0.5 0.0 0.2 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 34,283 : : Positions : : 28,163 26,000 3,592 3,297 1,145 0 912 340 71 1,612 903 : : : : Changes from: January 21, 2020 : : 457 -32 -89 312 -50 0 37 -37 -10 36 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 75.8 10.5 9.6 3.3 0.0 2.7 1.0 0.2 4.7 2.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21,667 : : Positions : : 17,461 18,086 2,422 0 108 0 1,420 0 383 1,701 342 : : : : Changes from: January 21, 2020 : : 107 215 62 0 -12 0 -50 0 25 58 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 83.5 11.2 0.0 0.5 0.0 6.6 0.0 1.8 7.9 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 57,687 : : Positions : : 45,434 36,247 7,328 15,605 528 823 3,151 172 2,011 627 1,347 : : : : Changes from: January 21, 2020 : : 246 -56 160 755 -33 388 15 -236 -40 5 297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 62.8 12.7 27.1 0.9 1.4 5.5 0.3 3.5 1.1 2.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 23 5 . 4 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 39,316 : : Positions : : 34,260 20,735 2,885 16,324 528 225 243 374 426 551 561 : : : : Changes from: January 21, 2020 : : -43 306 51 -398 -49 -50 0 45 10 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 52.7 7.3 41.5 1.3 0.6 0.6 1.0 1.1 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 20,161 : : Positions : : 9,713 17,781 7,372 0 1,530 0 484 276 1,150 75 0 : : : : Changes from: January 21, 2020 : : 225 75 100 0 -115 0 0 0 -200 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 88.2 36.6 0.0 7.6 0.0 2.4 1.4 5.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 11,132 : : Positions : : 9,641 7,775 169 475 847 0 860 0 100 975 200 : : : : Changes from: January 21, 2020 : : 300 0 0 0 0 0 600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 69.8 1.5 4.3 7.6 0.0 7.7 0.0 0.9 8.8 1.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 11,294 : : Positions : : 9,889 7,775 356 475 694 0 850 0 100 1,375 125 : : : : Changes from: January 21, 2020 : : 300 0 0 0 0 0 600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 68.8 3.2 4.2 6.1 0.0 7.5 0.0 0.9 12.2 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 2020 : : 0 0 0 0 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 28, 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 21, 2020 : : 0 0 0 0 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 28, 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 21, 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 1.5 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 28, 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 37,457 : : Positions : : 26,350 32,972 6,475 0 860 0 55 0 745 710 2,860 : : : : Changes from: January 21, 2020 : : 0 60 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 88.0 17.3 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 28, 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 107,425 : : Positions : : 82,066 79,233 19,730 16,043 2,883 1,005 460 140 530 7,633 998 : : : : Changes from: January 21, 2020 : : 448 1,420 -75 -332 165 600 0 0 0 -115 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.8 18.4 14.9 2.7 0.9 0.4 0.1 0.5 7.1 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 27 4 4 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 122,211 : : Positions : : 90,498 95,549 22,878 12,339 4,363 1,579 1,410 100 637 6,291 2,089 : : : : Changes from: January 21, 2020 : : 324 1,624 0 -345 30 600 50 -20 -55 -445 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 78.2 18.7 10.1 3.6 1.3 1.2 0.1 0.5 5.1 1.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 31 . 4 5 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 461,769 : : Positions : : 250,994 293,164 49,553 3,142 92,230 13,225 20,342 24,368 8,219 5,415 22,788 : : : : Changes from: January 21, 2020 : : 13,955 19,028 3,496 206 4,635 688 -802 3,305 779 252 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 63.5 10.7 0.7 20.0 2.9 4.4 5.3 1.8 1.2 4.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 37 38 5 . 5 6 11 7 13 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 15,062 : : Positions : : 6,831 13,763 2,605 788 436 1,235 0 0 3,735 0 75 : : : : Changes from: January 21, 2020 : : -40 10 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 91.4 17.3 5.2 2.9 8.2 0.0 0.0 24.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 14,112 : : Positions : : 6,406 13,273 2,672 115 709 260 0 0 3,755 0 15 : : : : Changes from: January 21, 2020 : : -25 -100 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 94.1 18.9 0.8 5.0 1.8 0.0 0.0 26.6 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 28, 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 5,470 : : Positions : : 1,950 4,920 600 0 0 200 0 0 2,700 550 0 : : : : Changes from: January 21, 2020 : : 300 200 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 89.9 11.0 0.0 0.0 3.7 0.0 0.0 49.4 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 76,181 : : Positions : : 52,742 50,597 14,744 11,771 0 0 4,418 140 0 700 0 : : : : Changes from: January 21, 2020 : : 3,740 1,595 470 -60 0 0 2,675 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 66.4 19.4 15.5 0.0 0.0 5.8 0.2 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 63,476 : : Positions : : 43,467 38,842 11,965 11,745 0 0 4,495 255 0 350 0 : : : : Changes from: January 21, 2020 : : 3,507 878 420 -36 0 0 3,085 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 61.2 18.8 18.5 0.0 0.0 7.1 0.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 27,365 : : Positions : : 7,905 19,875 12,985 1,345 845 150 1,760 0 2,085 0 0 : : : : Changes from: January 21, 2020 : : -115 -250 -250 -115 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 72.6 47.5 4.9 3.1 0.5 6.4 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 23,550 : : Positions : : 6,850 17,210 10,795 865 1,380 150 1,580 50 2,005 0 0 : : : : Changes from: January 21, 2020 : : -50 150 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 73.1 45.8 3.7 5.9 0.6 6.7 0.2 8.5 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 28, 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 50,740 : : Positions : : 22,533 17,142 8,335 22,006 0 10,710 2,000 5,660 0 610 350 : : : : Changes from: January 21, 2020 : : 39 1,014 905 700 -443 470 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 33.8 16.4 43.4 0.0 21.1 3.9 11.2 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 19 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 31,085 : : Positions : : 13,172 13,301 8,120 10,541 0 2,475 0 4,405 0 360 300 : : : : Changes from: January 21, 2020 : : 691 841 690 700 0 170 0 130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 42.8 26.1 33.9 0.0 8.0 0.0 14.2 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 28,350 : : Positions : : 20,310 9,750 4,020 1,930 420 535 13,805 1,520 0 0 0 : : : : Changes from: January 21, 2020 : : -85 -285 0 0 0 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 34.4 14.2 6.8 1.5 1.9 48.7 5.4 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 28, 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 : : 45,300 33,538 10,593 34,485 2,740 12,005 2,335 120 3,075 195 1,680 : : : : Changes from: January 21, 2020 : : 200 -675 0 600 0 0 75 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 35.6 11.3 36.6 2.9 12.8 2.5 0.1 3.3 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 28, 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 92,028 : : Positions : : 44,379 32,544 11,260 33,180 2,740 13,205 2,415 95 0 225 2,260 : : : : Changes from: January 21, 2020 : : 200 -675 0 600 0 0 75 0 -25 175 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 35.4 12.2 36.1 3.0 14.3 2.6 0.1 0.0 0.2 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 25,939 : : Positions : : 13,336 7,112 2,440 3,314 840 3,480 7,470 440 645 2,460 820 : : : : Changes from: January 21, 2020 : : 225 300 0 0 0 0 75 0 -180 -330 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 27.4 9.4 12.8 3.2 13.4 28.8 1.7 2.5 9.5 3.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 26,954 : : Positions : : 12,391 7,237 2,340 3,739 692 3,480 10,170 440 1,785 0 1,545 : : : : Changes from: January 21, 2020 : : 225 300 0 0 0 0 75 0 150 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 26.8 8.7 13.9 2.6 12.9 37.7 1.6 6.6 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 28,758 : : Positions : : 14,598 9,585 1,352 8,000 593 8,790 155 350 0 7,560 70 : : : : Changes from: January 21, 2020 : : 300 300 600 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 33.3 4.7 27.8 2.1 30.6 0.5 1.2 0.0 26.3 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 56,178 : : Positions : : 17,803 43,620 7,552 8,505 260 17,670 0 0 9,490 0 0 : : : : Changes from: January 21, 2020 : : 120 1,160 500 -540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 77.6 13.4 15.1 0.5 31.5 0.0 0.0 16.9 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 28, 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 54,895 : : Positions : : 17,835 41,521 6,240 9,265 295 17,845 0 0 9,250 0 0 : : : : Changes from: January 21, 2020 : : 0 580 -20 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 75.6 11.4 16.9 0.5 32.5 0.0 0.0 16.9 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 28, 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 56,725 : : Positions : : 22,415 46,820 3,075 4,115 1,560 7,830 0 855 17,435 0 180 : : : : Changes from: January 21, 2020 : : 1,450 -85 130 0 325 50 0 0 -1,715 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 82.5 5.4 7.3 2.8 13.8 0.0 1.5 30.7 0.0 0.3 : : : : 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 28, 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 55,785 : : Positions : : 22,480 45,490 2,230 4,115 2,250 7,580 0 1,005 17,135 0 130 : : : : Changes from: January 21, 2020 : : 1,425 -50 190 0 335 50 0 0 -1,715 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 81.5 4.0 7.4 4.0 13.6 0.0 1.8 30.7 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 28, 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 8,990 4,165 0 2,025 150 6,210 0 0 2,185 515 : : : : Changes from: January 21, 2020 : : 0 150 0 0 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 41.2 19.1 0.0 9.3 0.7 28.4 0.0 0.0 10.0 2.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 20,680 : : Positions : : 10,760 8,905 3,905 0 1,985 100 6,210 0 0 1,090 950 : : : : Changes from: January 21, 2020 : : 0 150 0 0 0 0 0 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 43.1 18.9 0.0 9.6 0.5 30.0 0.0 0.0 5.3 4.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 71,480 : : Positions : : 38,105 39,950 370 140 3,805 1,675 19,670 775 20,785 1,250 475 : : : : Changes from: January 21, 2020 : : -15 2,315 370 -930 55 25 -1,400 125 -395 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 55.9 0.5 0.2 5.3 2.3 27.5 1.1 29.1 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 67,940 : : Positions : : 37,060 37,715 1,860 140 2,900 1,750 19,670 725 18,030 1,250 445 : : : : Changes from: January 21, 2020 : : 585 2,315 675 -25 -555 25 -1,400 125 -395 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 55.5 2.7 0.2 4.3 2.6 29.0 1.1 26.5 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 54,247 : : Positions : : 33,273 20,214 955 13,449 1,403 14,130 270 1,630 50 14,835 280 : : : : Changes from: January 21, 2020 : : 40 190 0 -500 38 -50 25 0 0 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 37.3 1.8 24.8 2.6 26.0 0.5 3.0 0.1 27.3 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 43,897 : : Positions : : 29,519 17,094 25 10,660 2,260 8,205 265 1,705 50 10,140 435 : : : : Changes from: January 21, 2020 : : -100 150 0 -500 0 0 25 0 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 38.9 0.1 24.3 5.1 18.7 0.6 3.9 0.1 23.1 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 162,766 : : Positions : : 93,149 86,224 13,461 395 7,970 694 12,200 8,845 1,255 9,740 3,520 : : : : Changes from: January 21, 2020 : : 125 -1,940 -3,525 0 1,286 -1,250 -25 1,325 -25 -2,760 1,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 53.0 8.3 0.2 4.9 0.4 7.5 5.4 0.8 6.0 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 141,917 : : Positions : : 82,168 75,381 12,124 0 6,116 2,944 6,335 7,901 1,325 16,845 2,100 : : : : Changes from: January 21, 2020 : : 770 -955 -2,485 0 901 -1,250 25 1,500 -25 -2,110 825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 53.1 8.5 0.0 4.3 2.1 4.5 5.6 0.9 11.9 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 28 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 : : 30,495 28,080 19,775 6,645 3,195 0 8,435 2,330 0 7,110 0 : : : : Changes from: January 21, 2020 : : 370 300 0 0 0 0 70 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 46.1 32.5 10.9 5.2 0.0 13.9 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 28, 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 51,995 : : Positions : : 24,040 23,005 17,125 3,275 3,210 0 8,610 2,490 0 6,360 0 : : : : Changes from: January 21, 2020 : : 10 -20 0 0 0 0 75 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 44.2 32.9 6.3 6.2 0.0 16.6 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 28, 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 43,080 : : Positions : : 15,775 20,395 0 16,425 1,660 20,265 85 270 490 0 890 : : : : Changes from: January 21, 2020 : : 450 85 0 500 -180 155 45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 47.3 0.0 38.1 3.9 47.0 0.2 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 28, 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 49,280 : : Positions : : 11,795 30,115 0 14,530 1,680 32,220 0 695 490 0 890 : : : : Changes from: January 21, 2020 : : -20 110 0 -20 0 110 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 61.1 0.0 29.5 3.4 65.4 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 28, 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 129,985 : : Positions : : 81,265 74,815 2,200 15,215 8,785 4,630 5,640 4,670 7,660 0 0 : : : : Changes from: January 21, 2020 : : 3,740 2,380 1,280 2,475 -930 -300 -160 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 57.6 1.7 11.7 6.8 3.6 4.3 3.6 5.9 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 28, 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 104,699 : : Positions : : 59,615 50,699 3,095 18,056 8,344 1,065 1,965 8,135 6,845 0 0 : : : : Changes from: January 21, 2020 : : 350 1,445 1,945 1,245 -1,570 475 80 -325 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 48.4 3.0 17.2 8.0 1.0 1.9 7.8 6.5 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 28, 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 31,090 : : Positions : : 21,380 15,185 0 11,500 1,920 4,380 300 190 1,175 0 575 : : : : Changes from: January 21, 2020 : : 0 0 0 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 48.8 0.0 37.0 6.2 14.1 1.0 0.6 3.8 0.0 1.8 : : : : 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 28, 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 30,470 : : Positions : : 21,835 14,185 0 12,180 1,875 3,635 325 270 775 0 500 : : : : Changes from: January 21, 2020 : : 0 0 0 0 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 46.6 0.0 40.0 6.2 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 31, 2020