Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 19,858 : : Positions : : 13,485 11,473 1,490 467 630 657 1,520 180 433 2,578 2,025 : : : : Changes from: January 28, 2020 : : -818 -700 -491 -80 44 -147 -10 0 -25 -687 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 57.8 7.5 2.4 3.2 3.3 7.7 0.9 2.2 13.0 10.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . 5 . . . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 25,416 : : Positions : : 13,114 12,584 509 2,768 3,702 2,409 716 1,418 914 2,005 1,746 : : : : Changes from: January 28, 2020 : : -3,072 -2,586 8 413 -644 -501 -191 81 80 -251 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 49.5 2.0 10.9 14.6 9.5 2.8 5.6 3.6 7.9 6.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 . . . 4 . . 5 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,738 : : Positions : : 28,731 34,609 6,032 0 2,030 0 1,799 0 3,750 2,225 1,075 : : : : Changes from: January 28, 2020 : : -1,309 -2,442 -627 0 491 -75 211 -5 -150 70 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 82.9 14.5 0.0 4.9 0.0 4.3 0.0 9.0 5.3 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . 0 . 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 31,930 : : Positions : : 24,976 27,348 469 706 1,767 0 581 453 3,475 525 550 : : : : Changes from: January 28, 2020 : : -158 -1,466 -671 252 -23 0 175 75 -450 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 85.6 1.5 2.2 5.5 0.0 1.8 1.4 10.9 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 143,574 : : Positions : : 119,115 94,816 2,254 19,315 7,279 1,680 4,381 7,121 907 3,860 4,617 : : : : Changes from: January 28, 2020 : : 4,240 5,049 -25 -657 858 85 920 90 -80 -2,765 1,639 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 66.0 1.6 13.5 5.1 1.2 3.1 5.0 0.6 2.7 3.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 . . 4 . 5 5 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 74,701 : : Positions : : 59,921 57,052 5,835 8,826 3,783 325 1,052 2,231 1,925 1,055 682 : : : : Changes from: January 28, 2020 : : 979 1,184 0 -224 -15 -100 65 -25 255 80 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 76.4 7.8 11.8 5.1 0.4 1.4 3.0 2.6 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 34,004 : : Positions : : 31,006 23,375 1,528 9,210 420 0 450 0 551 50 499 : : : : Changes from: January 28, 2020 : : -27 298 325 -25 0 0 0 0 -25 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 68.7 4.5 27.1 1.2 0.0 1.3 0.0 1.6 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 64,625 : : Positions : : 35,670 28,080 701 24,184 5,394 15,689 0 321 980 397 5,818 : : : : Changes from: January 28, 2020 : : 2,777 581 10 1,933 -167 0 0 0 57 -51 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 43.5 1.1 37.4 8.3 24.3 0.0 0.5 1.5 0.6 9.0 : : : : 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 February 4, 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 85,092 : : Positions : : 48,559 30,507 0 41,092 5,996 24,112 1,235 450 889 938 4,609 : : : : Changes from: January 28, 2020 : : 2,567 -440 0 2,711 199 89 120 0 -80 55 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 35.9 0.0 48.3 7.0 28.3 1.5 0.5 1.0 1.1 5.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 0 4 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 75,057 : : Positions : : 55,979 54,235 11,100 15,272 2,338 950 0 0 1,785 1,380 1,189 : : : : Changes from: January 28, 2020 : : -670 865 621 -150 0 0 0 0 500 60 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 72.3 14.8 20.3 3.1 1.3 0.0 0.0 2.4 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 94,436 : : Positions : : 66,621 58,723 19,740 30,356 1,309 950 0 0 1,830 1,535 1,836 : : : : Changes from: January 28, 2020 : : -859 670 457 -225 23 0 0 0 431 146 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 62.2 20.9 32.1 1.4 1.0 0.0 0.0 1.9 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 44,394 : : Positions : : 29,048 40,249 10,919 0 3,359 0 0 0 400 120 230 : : : : Changes from: January 28, 2020 : : -135 -35 -80 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 90.7 24.6 0.0 7.6 0.0 0.0 0.0 0.9 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 27,346 : : Positions : : 24,437 19,381 0 5,115 1,956 0 600 0 360 255 35 : : : : Changes from: January 28, 2020 : : -211 -84 0 -92 35 0 0 0 0 -35 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 70.9 0.0 18.7 7.2 0.0 2.2 0.0 1.3 0.9 0.1 : : : : 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 February 4, 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 90,585 : : Positions : : 54,271 65,435 320 10,559 9,225 8,890 1,095 1,581 13,806 561 2,011 : : : : Changes from: January 28, 2020 : : -64 2,388 0 -93 1 6 47 -8 2,305 89 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 72.2 0.4 11.7 10.2 9.8 1.2 1.7 15.2 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 29 . . . 7 . 5 12 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 40,342 : : Positions : : 25,750 31,312 0 6,192 1,896 400 0 0 11,696 300 300 : : : : Changes from: January 28, 2020 : : -516 1,484 0 0 0 0 0 0 2,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 77.6 0.0 15.3 4.7 1.0 0.0 0.0 29.0 0.7 0.7 : : : : 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 February 4, 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 49,697 : : Positions : : 35,138 45,383 10,104 0 3,549 0 0 0 500 144 281 : : : : Changes from: January 28, 2020 : : -19 195 -105 0 0 0 0 0 0 -60 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 91.3 20.3 0.0 7.1 0.0 0.0 0.0 1.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 40,637 : : Positions : : 34,013 27,991 0 5,321 5,125 0 1,745 0 100 328 0 : : : : Changes from: January 28, 2020 : : -567 -204 0 -410 -70 0 0 0 -300 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 68.9 0.0 13.1 12.6 0.0 4.3 0.0 0.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 0 . . 0 4 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 69,037 : : Positions : : 53,741 62,747 6,908 460 4,085 0 0 0 2,503 1,400 0 : : : : Changes from: January 28, 2020 : : 183 1,420 -10 -50 35 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 90.9 10.0 0.7 5.9 0.0 0.0 0.0 3.6 2.0 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 February 4, 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 73,117 : : Positions : : 59,738 64,367 4,830 3,630 3,550 0 0 0 3,376 1,200 60 : : : : Changes from: January 28, 2020 : : 964 2,496 -6 -620 285 0 0 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.0 6.6 5.0 4.9 0.0 0.0 0.0 4.6 1.6 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 February 4, 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 82,033 : : Positions : : 65,737 75,914 10,130 287 4,102 383 0 0 1,064 1,369 336 : : : : Changes from: January 28, 2020 : : 2,167 3,539 -144 -120 205 50 0 0 -200 -1,556 268 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 92.5 12.3 0.3 5.0 0.5 0.0 0.0 1.3 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 5 . 4 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 102,990 : : Positions : : 80,272 90,274 12,725 1,058 6,104 105 1,672 193 2,026 2,383 1,201 : : : : Changes from: January 28, 2020 : : 2,591 5,997 -63 -388 477 -90 -60 24 -351 -3,456 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 87.7 12.4 1.0 5.9 0.1 1.6 0.2 2.0 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 27 5 . . . 8 4 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 56,632 : : Positions : : 37,869 49,457 18,008 1,308 60 0 2,957 50 400 2,575 225 : : : : Changes from: January 28, 2020 : : 1,000 1,150 175 -75 0 0 200 0 -25 -125 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 87.3 31.8 2.3 0.1 0.0 5.2 0.1 0.7 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 11 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 48,405 : : Positions : : 36,990 46,820 10,131 0 60 0 150 0 425 576 799 : : : : Changes from: January 28, 2020 : : 390 615 50 0 0 0 150 0 -125 -450 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 96.7 20.9 0.0 0.1 0.0 0.3 0.0 0.9 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 62,953 : : Positions : : 44,055 58,065 14,772 389 1,883 700 90 0 854 1,640 592 : : : : Changes from: January 28, 2020 : : 35 -65 -25 15 -16 0 90 0 -18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 92.2 23.5 0.6 3.0 1.1 0.1 0.0 1.4 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 72,465 : : Positions : : 51,407 64,720 14,183 412 176 894 695 3,315 1,078 1,563 1,352 : : : : Changes from: January 28, 2020 : : 155 487 664 75 5 -25 120 0 18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 89.3 19.6 0.6 0.2 1.2 1.0 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 February 4, 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 26,852 : : Positions : : 15,333 25,717 10,276 0 50 0 600 5 865 200 0 : : : : Changes from: January 28, 2020 : : 70 -280 -215 0 0 0 0 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 95.8 38.3 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 26,231 : : Positions : : 14,724 25,721 10,163 0 135 0 50 0 745 0 0 : : : : Changes from: January 28, 2020 : : 20 -255 -125 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 98.1 38.7 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 February 4, 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 34,709 : : Positions : : 28,080 26,463 3,452 3,297 1,085 0 792 350 0 1,277 1,109 : : : : Changes from: January 28, 2020 : : -83 463 -140 0 -60 0 -120 10 -71 -335 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 76.2 9.9 9.5 3.1 0.0 2.3 1.0 0.0 3.7 3.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 22,097 : : Positions : : 18,022 17,752 1,985 0 133 0 1,420 0 373 1,625 352 : : : : Changes from: January 28, 2020 : : 561 -334 -437 0 25 0 0 0 -10 -76 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 80.3 9.0 0.0 0.6 0.0 6.4 0.0 1.7 7.4 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 58,434 : : Positions : : 45,654 36,460 7,594 15,575 408 803 3,516 142 1,816 577 1,447 : : : : Changes from: January 28, 2020 : : 220 213 266 -30 -120 -20 365 -30 -195 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 62.4 13.0 26.7 0.7 1.4 6.0 0.2 3.1 1.0 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 5 . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 38,948 : : Positions : : 33,683 20,142 2,846 16,089 610 105 243 534 386 551 561 : : : : Changes from: January 28, 2020 : : -577 -593 -39 -235 82 -120 0 160 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 51.7 7.3 41.3 1.6 0.3 0.6 1.4 1.0 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,606 : : Positions : : 9,723 17,326 7,642 0 1,180 0 609 226 725 250 0 : : : : Changes from: January 28, 2020 : : 10 -455 270 0 -350 0 125 -50 -425 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 88.4 39.0 0.0 6.0 0.0 3.1 1.2 3.7 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 11,382 : : Positions : : 9,856 7,845 169 475 847 0 860 0 100 975 200 : : : : Changes from: January 28, 2020 : : 215 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 68.9 1.5 4.2 7.4 0.0 7.6 0.0 0.9 8.6 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 February 4, 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 11,644 : : Positions : : 10,204 7,250 306 475 694 0 850 0 100 1,475 125 : : : : Changes from: January 28, 2020 : : 315 -525 -50 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 62.3 2.6 4.1 6.0 0.0 7.3 0.0 0.9 12.7 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 February 4, 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 14,551 : : Positions : : 8,297 12,635 4,037 725 41 0 80 0 1,075 240 730 : : : : Changes from: January 28, 2020 : : -181 -175 387 0 6 0 0 0 -75 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 86.8 27.7 5.0 0.3 0.0 0.5 0.0 7.4 1.6 5.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 14,114 : : Positions : : 7,738 12,435 3,865 725 35 0 80 0 1,155 50 685 : : : : Changes from: January 28, 2020 : : -257 -350 0 0 0 0 0 0 -195 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 88.1 27.4 5.1 0.2 0.0 0.6 0.0 8.2 0.4 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 38,011 : : Positions : : 26,235 32,564 6,835 0 960 20 0 130 550 1,280 2,815 : : : : Changes from: January 28, 2020 : : 180 18 -25 0 0 20 -55 130 0 310 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 85.7 18.0 0.0 2.5 0.1 0.0 0.3 1.4 3.4 7.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 37,962 : : Positions : : 26,460 32,970 6,435 0 860 20 0 130 550 825 2,955 : : : : Changes from: January 28, 2020 : : 110 -2 -40 0 0 20 -55 130 -195 115 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 86.9 17.0 0.0 2.3 0.1 0.0 0.3 1.4 2.2 7.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 108,847 : : Positions : : 82,842 80,137 18,535 15,202 2,764 930 460 290 605 7,849 1,023 : : : : Changes from: January 28, 2020 : : 776 904 -1,195 -841 -119 -75 0 150 75 216 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 73.6 17.0 14.0 2.5 0.9 0.4 0.3 0.6 7.2 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 27 4 4 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 124,179 : : Positions : : 92,191 97,802 21,782 11,501 4,241 1,504 1,410 305 625 6,040 2,089 : : : : Changes from: January 28, 2020 : : 1,693 2,253 -1,096 -838 -122 -75 0 205 -12 -251 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 78.8 17.5 9.3 3.4 1.2 1.1 0.2 0.5 4.9 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 February 4, 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 493,131 : : Positions : : 267,258 311,811 48,981 3,162 101,185 12,849 20,014 26,666 11,996 5,595 22,779 : : : : Changes from: January 28, 2020 : : 16,264 18,647 -572 20 8,955 -377 -328 2,298 3,778 180 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 63.2 9.9 0.6 20.5 2.6 4.1 5.4 2.4 1.1 4.6 : : : : Number of Traders in Each Category Total Traders: 92 : : 38 37 5 . 5 5 13 8 13 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 15,662 : : Positions : : 6,951 13,683 2,365 773 451 1,235 0 0 4,335 0 75 : : : : Changes from: January 28, 2020 : : 120 -80 -240 -15 15 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 87.4 15.1 4.9 2.9 7.9 0.0 0.0 27.7 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 February 4, 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 14,712 : : Positions : : 6,536 13,197 2,432 100 724 260 0 0 4,355 0 15 : : : : Changes from: January 28, 2020 : : 130 -76 -240 -15 15 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 89.7 16.5 0.7 4.9 1.8 0.0 0.0 29.6 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 February 4, 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 5,720 : : Positions : : 1,950 5,170 600 0 0 450 0 0 2,700 550 0 : : : : Changes from: January 28, 2020 : : 0 250 0 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 90.4 10.5 0.0 0.0 7.9 0.0 0.0 47.2 9.6 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 February 4, 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 77,921 : : Positions : : 53,707 52,922 15,864 12,431 0 0 4,218 165 0 0 0 : : : : Changes from: January 28, 2020 : : 965 2,325 1,120 660 0 0 -200 25 0 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 67.9 20.4 16.0 0.0 0.0 5.4 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 66,551 : : Positions : : 45,677 41,342 13,100 13,005 0 0 4,430 255 0 0 0 : : : : Changes from: January 28, 2020 : : 2,210 2,500 1,135 1,260 0 0 -65 0 0 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 62.1 19.7 19.5 0.0 0.0 6.7 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 27,015 : : Positions : : 7,880 19,800 12,885 1,595 670 150 1,460 0 2,085 0 0 : : : : Changes from: January 28, 2020 : : -25 -75 -100 250 -175 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 73.3 47.7 5.9 2.5 0.6 5.4 0.0 7.7 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 February 4, 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 23,250 : : Positions : : 6,850 17,210 10,735 1,105 1,205 150 1,280 50 2,005 0 0 : : : : Changes from: January 28, 2020 : : 0 0 -60 240 -175 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 74.0 46.2 4.8 5.2 0.6 5.5 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 February 4, 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 52,070 : : Positions : : 23,728 16,347 8,380 23,806 0 10,675 2,175 5,785 0 635 350 : : : : Changes from: January 28, 2020 : : 1,195 -795 45 1,800 0 -35 175 125 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 31.4 16.1 45.7 0.0 20.5 4.2 11.1 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 19 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 31,545 : : Positions : : 13,572 13,741 8,200 10,541 0 2,465 0 4,405 0 385 300 : : : : Changes from: January 28, 2020 : : 400 440 80 0 0 -10 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 43.6 26.0 33.4 0.0 7.8 0.0 14.0 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 28,920 : : Positions : : 21,480 10,370 4,020 1,930 420 535 13,925 1,520 0 0 0 : : : : Changes from: January 28, 2020 : : 1,170 620 0 0 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 35.9 13.9 6.7 1.5 1.8 48.2 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 95,638 : : Positions : : 45,025 34,723 10,113 34,385 2,805 15,005 2,350 130 1,875 245 2,030 : : : : Changes from: January 28, 2020 : : -275 1,185 -480 -100 65 3,000 15 10 -1,200 50 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 36.3 10.6 36.0 2.9 15.7 2.5 0.1 2.0 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 93,713 : : Positions : : 43,924 33,479 10,660 33,080 2,800 16,205 2,430 95 0 1,425 1,895 : : : : Changes from: January 28, 2020 : : -455 935 -600 -100 60 3,000 15 0 0 1,200 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 35.7 11.4 35.3 3.0 17.3 2.6 0.1 0.0 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 27,414 : : Positions : : 14,504 6,920 2,440 2,554 925 3,570 8,445 440 510 3,560 775 : : : : Changes from: January 28, 2020 : : 1,168 -192 0 -760 85 90 975 0 -135 1,100 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 25.2 8.9 9.3 3.4 13.0 30.8 1.6 1.9 13.0 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 27,974 : : Positions : : 13,619 7,045 2,340 3,239 599 3,570 11,145 440 750 0 1,985 : : : : Changes from: January 28, 2020 : : 1,228 -192 0 -500 -93 90 975 0 -1,035 0 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 25.2 8.4 11.6 2.1 12.8 39.8 1.6 2.7 0.0 7.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 32,583 : : Positions : : 14,353 11,510 2,127 13,455 467 11,790 155 0 0 3,710 740 : : : : Changes from: January 28, 2020 : : -245 1,925 775 5,455 -126 3,000 0 -350 0 -3,850 670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 35.3 6.5 41.3 1.4 36.2 0.5 0.0 0.0 11.4 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 29,904 : : Positions : : 12,540 10,020 2,125 12,680 36 11,790 125 0 0 4,010 645 : : : : Changes from: January 28, 2020 : : 280 1,800 350 4,930 0 3,000 0 -350 0 -3,100 630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 33.5 7.1 42.4 0.1 39.4 0.4 0.0 0.0 13.4 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 56,228 : : Positions : : 17,803 43,670 7,852 8,505 260 17,370 0 0 9,540 0 0 : : : : Changes from: January 28, 2020 : : 0 50 300 0 0 -300 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 77.7 14.0 15.1 0.5 30.9 0.0 0.0 17.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 54,995 : : Positions : : 17,910 41,966 6,590 9,265 295 17,545 0 0 9,250 0 0 : : : : Changes from: January 28, 2020 : : 75 445 350 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 76.3 12.0 16.8 0.5 31.9 0.0 0.0 16.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 58,615 : : Positions : : 23,465 48,475 2,436 3,515 2,080 7,680 0 915 18,229 0 530 : : : : Changes from: January 28, 2020 : : 1,050 1,655 -639 -600 520 -150 0 60 794 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 82.7 4.2 6.0 3.5 13.1 0.0 1.6 31.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 57,525 : : Positions : : 23,530 46,970 1,416 3,515 2,845 7,430 0 1,065 17,929 0 480 : : : : Changes from: January 28, 2020 : : 1,050 1,480 -814 -600 595 -150 0 60 794 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 81.7 2.5 6.1 4.9 12.9 0.0 1.9 31.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 22,350 : : Positions : : 13,205 9,640 3,560 0 2,025 185 5,475 660 0 2,005 615 : : : : Changes from: January 28, 2020 : : 305 650 -605 0 0 35 -735 660 0 -180 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 43.1 15.9 0.0 9.1 0.8 24.5 3.0 0.0 9.0 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 21,155 : : Positions : : 11,135 9,555 3,300 0 2,045 135 5,475 660 0 910 910 : : : : Changes from: January 28, 2020 : : 375 650 -605 0 60 35 -735 660 0 -180 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 45.2 15.6 0.0 9.7 0.6 25.9 3.1 0.0 4.3 4.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 74,485 : : Positions : : 39,685 42,155 470 140 3,865 1,525 20,220 650 22,010 1,250 500 : : : : Changes from: January 28, 2020 : : 1,580 2,205 100 0 60 -150 550 -125 1,225 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 56.6 0.6 0.2 5.2 2.0 27.1 0.9 29.5 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 70,950 : : Positions : : 38,640 39,920 1,960 140 2,905 1,600 20,220 600 19,255 1,250 470 : : : : Changes from: January 28, 2020 : : 1,580 2,205 100 0 5 -150 550 -125 1,225 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 56.3 2.8 0.2 4.1 2.3 28.5 0.8 27.1 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 60,762 : : Positions : : 39,233 23,109 0 16,934 1,235 12,455 195 3,600 50 11,860 1,130 : : : : Changes from: January 28, 2020 : : 5,960 2,895 -955 3,485 -168 -1,675 -75 1,970 0 -2,975 850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 38.0 0.0 27.9 2.0 20.5 0.3 5.9 0.1 19.5 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 50,244 : : Positions : : 36,589 20,024 0 13,850 1,700 4,955 190 3,675 50 7,890 1,405 : : : : Changes from: January 28, 2020 : : 7,070 2,930 -25 3,190 -560 -3,250 -75 1,970 0 -2,250 970 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 39.9 0.0 27.6 3.4 9.9 0.4 7.3 0.1 15.7 2.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 174,667 : : Positions : : 97,344 89,459 21,705 395 5,192 1,064 13,260 9,540 1,250 18,249 1,235 : : : : Changes from: January 28, 2020 : : 4,195 3,235 8,244 0 -2,778 370 1,060 695 -5 8,509 -2,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 51.2 12.4 0.2 3.0 0.6 7.6 5.5 0.7 10.4 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 154,391 : : Positions : : 85,929 79,942 19,378 0 4,870 3,329 5,835 8,566 1,250 24,109 810 : : : : Changes from: January 28, 2020 : : 3,761 4,561 7,254 0 -1,246 385 -500 665 -75 7,264 -1,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 51.8 12.6 0.0 3.2 2.2 3.8 5.5 0.8 15.6 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 28 . 0 . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 60,945 : : Positions : : 31,045 28,180 19,355 6,675 3,355 0 8,435 2,330 0 7,110 0 : : : : Changes from: January 28, 2020 : : 550 100 -420 30 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 46.2 31.8 11.0 5.5 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 February 4, 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 51,649 : : Positions : : 24,435 22,860 16,105 2,795 3,764 0 8,610 2,490 0 6,360 0 : : : : Changes from: January 28, 2020 : : 395 -145 -1,020 -480 554 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 44.3 31.2 5.4 7.3 0.0 16.7 4.8 0.0 12.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 43,110 : : Positions : : 15,790 20,415 0 16,425 1,660 20,295 85 270 490 0 890 : : : : Changes from: January 28, 2020 : : 15 20 0 0 0 30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 47.4 0.0 38.1 3.9 47.1 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 February 4, 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 49,310 : : Positions : : 11,795 30,145 0 14,530 1,680 32,250 0 695 490 0 890 : : : : Changes from: January 28, 2020 : : 0 30 0 0 0 30 0 0 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 February 4, 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 133,472 : : Positions : : 81,735 77,617 1,210 13,115 11,035 4,805 5,270 4,665 7,710 0 0 : : : : Changes from: January 28, 2020 : : 470 2,802 -990 -2,100 2,250 175 -370 -5 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 58.2 0.9 9.8 8.3 3.6 3.9 3.5 5.8 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 February 4, 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 108,674 : : Positions : : 63,495 53,094 1,480 18,016 9,354 1,140 2,020 8,060 6,895 0 0 : : : : Changes from: January 28, 2020 : : 3,880 2,395 -1,615 -40 1,010 75 55 -75 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 48.9 1.4 16.6 8.6 1.0 1.9 7.4 6.3 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 February 4, 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 28, 2020 : : 0 0 0 0 0 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 February 4, 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 3,625 325 270 775 0 500 : : : : Changes from: January 28, 2020 : : 0 0 0 0 0 -10 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 February 07, 2020