Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 20,871 : : Positions : : 14,332 11,910 1,372 415 865 657 1,475 180 397 2,878 2,066 : : : : Changes from: February 11, 2020 : : 486 339 -45 -155 92 0 -15 0 -15 265 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 57.1 6.6 2.0 4.1 3.1 7.1 0.9 1.9 13.8 9.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . 5 . . . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 24,850 : : Positions : : 13,502 12,667 663 2,948 3,597 2,128 447 1,533 1,135 1,612 1,807 : : : : Changes from: February 11, 2020 : : 430 262 0 220 -98 1 47 -11 92 -4 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 51.0 2.7 11.9 14.5 8.6 1.8 6.2 4.6 6.5 7.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 20 . . . 4 . 4 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 43,142 : : Positions : : 29,974 35,279 6,071 0 2,056 0 1,786 46 3,580 2,680 1,295 : : : : Changes from: February 11, 2020 : : 880 49 -170 0 127 0 -124 46 -195 580 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 81.8 14.1 0.0 4.8 0.0 4.1 0.1 8.3 6.2 3.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . 0 . 0 4 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 31,535 : : Positions : : 24,526 27,068 669 866 1,647 0 351 453 3,550 700 400 : : : : Changes from: February 11, 2020 : : -520 -220 175 80 -195 0 -255 0 75 125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 85.8 2.1 2.7 5.2 0.0 1.1 1.4 11.3 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 140,635 : : Positions : : 117,184 93,679 2,357 21,164 5,974 2,480 4,994 6,738 1,579 4,066 3,872 : : : : Changes from: February 11, 2020 : : 970 877 -6 -28 -164 400 25 -50 -145 345 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 66.6 1.7 15.0 4.2 1.8 3.6 4.8 1.1 2.9 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 . . 4 . 6 5 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 73,348 : : Positions : : 59,509 55,278 5,335 9,530 3,040 325 1,528 2,130 2,213 1,025 562 : : : : Changes from: February 11, 2020 : : 1,308 1,505 0 -206 52 0 233 73 188 -37 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 75.4 7.3 13.0 4.1 0.4 2.1 2.9 3.0 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 32,944 : : Positions : : 30,098 22,435 1,576 8,790 420 0 600 0 226 75 624 : : : : Changes from: February 11, 2020 : : 765 490 -75 -150 0 0 150 0 -150 50 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 68.1 4.8 26.7 1.3 0.0 1.8 0.0 0.7 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 61,800 : : Positions : : 34,107 25,469 696 24,624 5,222 15,737 85 218 1,078 1,447 4,705 : : : : Changes from: February 11, 2020 : : -303 -363 -5 -15 15 35 85 15 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 41.2 1.1 39.8 8.4 25.5 0.1 0.4 1.7 2.3 7.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 82,615 : : Positions : : 46,712 28,325 0 41,401 5,700 24,768 1,210 335 1,377 2,043 3,515 : : : : Changes from: February 11, 2020 : : 23 25 0 85 15 40 -50 100 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 34.3 0.0 50.1 6.9 30.0 1.5 0.4 1.7 2.5 4.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 0 4 4 6 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 73,418 : : Positions : : 55,201 50,766 11,359 17,787 2,095 700 0 0 2,115 1,281 1,179 : : : : Changes from: February 11, 2020 : : 2,230 485 600 2,910 -228 0 0 0 500 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 69.1 15.5 24.2 2.9 1.0 0.0 0.0 2.9 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 92,704 : : Positions : : 65,836 55,480 20,638 32,895 799 700 0 0 2,058 1,461 1,836 : : : : Changes from: February 11, 2020 : : 2,746 981 785 3,110 -420 0 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 59.8 22.3 35.5 0.9 0.8 0.0 0.0 2.2 1.6 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 5 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 43,853 : : Positions : : 28,443 40,043 11,377 0 3,064 0 0 0 325 95 230 : : : : Changes from: February 11, 2020 : : 64 209 145 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 91.3 25.9 0.0 7.0 0.0 0.0 0.0 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 27,995 : : Positions : : 25,121 19,799 0 5,333 1,936 0 600 0 360 290 35 : : : : Changes from: February 11, 2020 : : 210 -5 0 165 5 0 0 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 70.7 0.0 19.0 6.9 0.0 2.1 0.0 1.3 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 91,615 : : Positions : : 55,815 66,679 320 9,849 9,307 10,294 972 1,671 11,578 859 2,173 : : : : Changes from: February 11, 2020 : : 3,617 1,175 0 96 0 -65 -143 112 -2,384 100 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 72.8 0.3 10.7 10.2 11.2 1.1 1.8 12.6 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 31 . . . 7 . 5 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 38,973 : : Positions : : 27,546 30,206 0 5,769 1,896 200 200 0 8,766 300 275 : : : : Changes from: February 11, 2020 : : 3,200 0 0 0 0 -200 200 0 -2,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 77.5 0.0 14.8 4.9 0.5 0.5 0.0 22.5 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 49,478 : : Positions : : 35,158 45,264 10,044 0 3,499 0 0 0 375 123 277 : : : : Changes from: February 11, 2020 : : 1,015 1,195 180 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 91.5 20.3 0.0 7.1 0.0 0.0 0.0 0.8 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 38,855 : : Positions : : 32,161 26,326 0 5,122 5,264 0 1,700 0 100 285 0 : : : : Changes from: February 11, 2020 : : -814 -1,012 0 138 -30 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 67.8 0.0 13.2 13.5 0.0 4.4 0.0 0.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 0 . . 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 66,159 : : Positions : : 52,826 61,125 6,534 80 3,859 0 0 0 2,312 750 0 : : : : Changes from: February 11, 2020 : : 481 2,031 621 -899 234 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 92.4 9.9 0.1 5.8 0.0 0.0 0.0 3.5 1.1 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 February 18, 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 70,109 : : Positions : : 59,153 62,369 3,734 3,074 3,776 0 0 0 3,006 650 60 : : : : Changes from: February 11, 2020 : : 906 1,266 -300 -660 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.0 5.3 4.4 5.4 0.0 0.0 0.0 4.3 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 77,745 : : Positions : : 62,405 71,359 9,356 706 3,574 309 0 55 1,298 1,527 494 : : : : Changes from: February 11, 2020 : : 707 232 -125 -86 22 0 0 0 90 547 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 91.8 12.0 0.9 4.6 0.4 0.0 0.1 1.7 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 5 . 4 . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 98,683 : : Positions : : 77,163 86,453 11,380 1,713 5,385 153 1,586 155 2,282 1,528 1,821 : : : : Changes from: February 11, 2020 : : 910 370 -93 -10 -15 -10 51 20 -133 269 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 87.6 11.5 1.7 5.5 0.2 1.6 0.2 2.3 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 28 5 . . . 7 4 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 54,518 : : Positions : : 36,310 47,137 17,378 1,589 60 0 3,207 50 400 2,175 225 : : : : Changes from: February 11, 2020 : : 125 225 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 86.5 31.9 2.9 0.1 0.0 5.9 0.1 0.7 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 46,450 : : Positions : : 35,740 45,040 9,401 0 35 0 225 0 549 425 725 : : : : Changes from: February 11, 2020 : : 995 1,045 0 0 -60 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 97.0 20.2 0.0 0.1 0.0 0.5 0.0 1.2 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 61,873 : : Positions : : 43,852 57,225 14,489 370 1,658 700 80 0 602 1,805 528 : : : : Changes from: February 11, 2020 : : -191 -38 250 -30 -201 0 0 0 -29 100 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 92.5 23.4 0.6 2.7 1.1 0.1 0.0 1.0 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 70,296 : : Positions : : 50,685 62,631 13,297 636 35 797 695 3,190 1,050 1,684 1,185 : : : : Changes from: February 11, 2020 : : 92 162 188 20 -191 0 0 0 -2 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 89.1 18.9 0.9 0.0 1.1 1.0 4.5 1.5 2.4 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,707 : : Positions : : 14,705 24,867 9,992 0 50 0 390 0 785 200 0 : : : : Changes from: February 11, 2020 : : 45 200 155 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 96.7 38.9 0.0 0.2 0.0 1.5 0.0 3.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 25,111 : : Positions : : 14,280 24,926 9,728 0 95 0 25 0 685 0 0 : : : : Changes from: February 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 99.3 38.7 0.0 0.4 0.0 0.1 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,976 : : Positions : : 28,481 26,415 2,967 3,592 1,030 30 684 330 40 834 1,081 : : : : Changes from: February 11, 2020 : : 1,311 1,105 -66 240 0 0 0 0 -67 -161 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 77.7 8.7 10.6 3.0 0.1 2.0 1.0 0.1 2.5 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 21,365 : : Positions : : 17,463 18,571 1,940 0 133 0 1,485 0 584 874 242 : : : : Changes from: February 11, 2020 : : 561 1,401 -20 0 0 0 0 0 50 -735 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 86.9 9.1 0.0 0.6 0.0 7.0 0.0 2.7 4.1 1.1 : : : : 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 February 18, 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 57,428 : : Positions : : 43,259 35,273 7,432 16,134 408 2,912 4,162 76 2,278 331 991 : : : : Changes from: February 11, 2020 : : -899 657 -100 570 -19 1,805 75 0 230 -300 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 61.4 12.9 28.1 0.7 5.1 7.2 0.1 4.0 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 23 5 . 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 37,328 : : Positions : : 32,215 19,182 2,730 15,545 579 350 340 567 388 672 443 : : : : Changes from: February 11, 2020 : : -25 105 10 0 -10 0 0 0 28 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 51.4 7.3 41.6 1.6 0.9 0.9 1.5 1.0 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 19,640 : : Positions : : 10,298 17,351 7,067 0 939 0 609 226 725 275 0 : : : : Changes from: February 11, 2020 : : 475 0 -525 0 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 88.3 36.0 0.0 4.8 0.0 3.1 1.2 3.7 1.4 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 19,336 : : Positions : : 9,248 17,226 7,840 0 1,610 0 300 0 500 200 0 : : : : Changes from: February 11, 2020 : : 200 25 -200 0 195 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 89.1 40.5 0.0 8.3 0.0 1.6 0.0 2.6 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 10,361 : : Positions : : 9,184 7,125 161 650 701 0 735 0 125 1,125 25 : : : : Changes from: February 11, 2020 : : 0 -450 0 300 0 0 0 0 75 225 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 68.8 1.6 6.3 6.8 0.0 7.1 0.0 1.2 10.9 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 10,594 : : Positions : : 9,487 7,025 213 650 644 0 725 0 125 1,550 0 : : : : Changes from: February 11, 2020 : : 0 -450 0 300 0 0 0 0 75 225 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 66.3 2.0 6.1 6.1 0.0 6.8 0.0 1.2 14.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 13,265 : : Positions : : 7,618 11,505 3,778 715 35 0 40 0 960 360 610 : : : : Changes from: February 11, 2020 : : -350 -350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 86.7 28.5 5.4 0.3 0.0 0.3 0.0 7.2 2.7 4.6 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 13,013 : : Positions : : 6,853 11,485 3,545 715 35 0 40 0 970 100 635 : : : : Changes from: February 11, 2020 : : -175 -175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 88.3 27.2 5.5 0.3 0.0 0.3 0.0 7.5 0.8 4.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 35,873 : : Positions : : 24,360 31,423 7,090 0 755 120 0 30 825 1,055 2,540 : : : : Changes from: February 11, 2020 : : 0 25 85 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 87.6 19.8 0.0 2.1 0.3 0.0 0.1 2.3 2.9 7.1 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 35,824 : : Positions : : 24,635 31,769 6,695 0 685 120 0 30 885 700 2,620 : : : : Changes from: February 11, 2020 : : 0 25 85 0 0 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 88.7 18.7 0.0 1.9 0.3 0.0 0.1 2.5 2.0 7.3 : : : : 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 18, 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 104,320 : : Positions : : 80,357 78,340 18,736 15,206 2,327 1,265 330 220 500 6,964 858 : : : : Changes from: February 11, 2020 : : 2,372 2,613 100 10 -135 -25 0 0 0 -185 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 75.1 18.0 14.6 2.2 1.2 0.3 0.2 0.5 6.7 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 4 4 4 . . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 119,033 : : Positions : : 89,011 95,284 21,825 11,259 3,740 1,735 1,280 180 604 5,383 1,819 : : : : Changes from: February 11, 2020 : : 1,162 1,781 100 -384 -237 -25 0 0 -25 -185 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.0 18.3 9.5 3.1 1.5 1.1 0.2 0.5 4.5 1.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 31 . 4 5 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 499,901 : : Positions : : 273,304 322,662 50,112 3,874 97,963 12,723 21,640 25,030 18,285 5,940 21,994 : : : : Changes from: February 11, 2020 : : 3,518 7,379 3,966 279 -3,306 423 2,803 -1,319 2,410 -172 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 64.5 10.0 0.8 19.6 2.5 4.3 5.0 3.7 1.2 4.4 : : : : Number of Traders in Each Category Total Traders: 92 : : 36 37 5 . 5 6 12 9 14 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,692 : : Positions : : 7,451 15,038 2,717 135 824 1,180 600 0 4,290 0 75 : : : : Changes from: February 11, 2020 : : 410 585 155 5 -20 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 90.1 16.3 0.8 4.9 7.1 3.6 0.0 25.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,656 : : Positions : : 6,293 14,452 3,812 100 469 230 600 0 4,345 0 15 : : : : Changes from: February 11, 2020 : : 30 555 505 5 5 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 92.3 24.3 0.6 3.0 1.5 3.8 0.0 27.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 8,095 : : Positions : : 3,445 7,545 600 0 0 450 0 0 3,600 550 0 : : : : Changes from: February 11, 2020 : : 1,220 1,700 200 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 93.2 7.4 0.0 0.0 5.6 0.0 0.0 44.5 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 76,071 : : Positions : : 51,818 51,997 16,523 12,326 0 0 4,018 165 0 0 0 : : : : Changes from: February 11, 2020 : : 130 200 180 0 0 0 110 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 68.4 21.7 16.2 0.0 0.0 5.3 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 64,621 : : Positions : : 44,058 41,087 13,589 12,290 0 0 4,270 235 0 0 0 : : : : Changes from: February 11, 2020 : : 268 298 180 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 63.6 21.0 19.0 0.0 0.0 6.6 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,660 : : Positions : : 6,995 18,595 12,380 1,400 1,175 150 1,380 0 1,990 0 0 : : : : Changes from: February 11, 2020 : : -70 50 0 -120 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 72.5 48.2 5.5 4.6 0.6 5.4 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 23,350 : : Positions : : 6,245 16,455 10,890 1,410 1,760 150 1,290 25 2,010 0 0 : : : : Changes from: February 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 70.5 46.6 6.0 7.5 0.6 5.5 0.1 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 56,916 : : Positions : : 28,368 19,742 7,490 23,481 0 10,340 2,340 6,090 0 810 175 : : : : Changes from: February 11, 2020 : : 605 755 275 0 0 -300 -175 475 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 34.7 13.2 41.3 0.0 18.2 4.1 10.7 0.0 1.4 0.3 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 36,984 : : Positions : : 18,051 16,970 8,260 11,556 160 2,195 0 4,615 0 385 300 : : : : Changes from: February 11, 2020 : : 450 175 25 0 0 -300 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 45.9 22.3 31.2 0.4 5.9 0.0 12.5 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 27,600 : : Positions : : 21,090 8,410 3,740 2,575 400 235 14,610 780 0 0 0 : : : : Changes from: February 11, 2020 : : 45 -500 -300 680 0 0 -105 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 30.5 13.6 9.3 1.4 0.9 52.9 2.8 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 February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 100,681 : : Positions : : 51,320 31,146 8,146 40,825 3,260 15,370 2,305 150 0 260 2,845 : : : : Changes from: February 11, 2020 : : 50 -100 100 150 0 0 0 0 -85 15 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 30.9 8.1 40.5 3.2 15.3 2.3 0.1 0.0 0.3 2.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 95,099 : : Positions : : 46,964 29,669 8,340 35,880 3,090 16,205 2,420 65 0 3,185 1,330 : : : : Changes from: February 11, 2020 : : 0 -20 100 0 0 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 31.2 8.8 37.7 3.2 17.0 2.5 0.1 0.0 3.3 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,533 : : Positions : : 12,692 6,169 1,600 2,073 925 3,470 7,185 315 360 3,610 725 : : : : Changes from: February 11, 2020 : : 75 -225 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 25.1 6.5 8.4 3.8 14.1 29.3 1.3 1.5 14.7 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,093 : : Positions : : 12,752 6,469 1,595 2,733 638 3,470 9,735 315 225 0 1,985 : : : : Changes from: February 11, 2020 : : 390 -150 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 25.8 6.4 10.9 2.5 13.8 38.8 1.3 0.9 0.0 7.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . . . . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 31,914 : : Positions : : 14,229 12,155 701 12,305 901 12,175 115 0 0 3,075 1,085 : : : : Changes from: February 11, 2020 : : 110 275 -375 -600 218 0 0 0 0 60 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 38.1 2.2 38.6 2.8 38.1 0.4 0.0 0.0 9.6 3.4 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 28,627 : : Positions : : 12,343 9,830 532 11,655 742 12,175 100 0 0 3,835 645 : : : : Changes from: February 11, 2020 : : 290 275 -555 -600 336 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 34.3 1.9 40.7 2.6 42.5 0.3 0.0 0.0 13.4 2.3 : : : : 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 18, 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 53,461 : : Positions : : 17,531 44,605 8,049 5,540 200 14,685 0 0 9,995 0 0 : : : : Changes from: February 11, 2020 : : 300 725 0 -50 0 0 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 83.4 15.1 10.4 0.4 27.5 0.0 0.0 18.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 56,434 : : Positions : : 19,434 46,475 8,965 6,345 340 14,860 0 0 9,715 0 0 : : : : Changes from: February 11, 2020 : : 2,160 2,535 0 0 0 0 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 82.4 15.9 11.2 0.6 26.3 0.0 0.0 17.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,790 : : Positions : : 21,540 44,840 5,221 3,970 1,060 6,640 0 915 15,229 0 1,210 : : : : Changes from: February 11, 2020 : : -390 -50 440 150 10 0 0 0 50 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 81.8 9.5 7.2 1.9 12.1 0.0 1.7 27.8 0.0 2.2 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 53,695 : : Positions : : 21,675 43,500 4,121 3,970 1,480 6,440 0 1,065 15,054 0 1,130 : : : : Changes from: February 11, 2020 : : -290 -50 340 150 -90 0 0 0 50 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 81.0 7.7 7.4 2.8 12.0 0.0 2.0 28.0 0.0 2.1 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 20,730 : : Positions : : 12,390 9,155 3,595 0 1,395 135 5,065 660 0 2,060 420 : : : : Changes from: February 11, 2020 : : 0 0 -75 0 0 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 44.2 17.3 0.0 6.7 0.7 24.4 3.2 0.0 9.9 2.0 : : : : 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 19,610 : : Positions : : 11,255 9,070 3,370 0 1,465 85 5,065 660 0 1,030 725 : : : : Changes from: February 11, 2020 : : 0 0 -75 0 0 0 0 0 0 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 46.3 17.2 0.0 7.5 0.4 25.8 3.4 0.0 5.3 3.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 74,215 : : Positions : : 39,055 44,365 1,235 0 3,405 1,475 17,870 1,325 21,710 1,300 535 : : : : Changes from: February 11, 2020 : : 210 3,060 400 0 -200 0 -800 700 1,650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 59.8 1.7 0.0 4.6 2.0 24.1 1.8 29.3 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 70,580 : : Positions : : 37,880 41,945 2,545 0 2,555 1,510 17,870 1,300 19,120 1,300 520 : : : : Changes from: February 11, 2020 : : 210 3,060 400 0 -200 0 -800 700 1,650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 59.4 3.6 0.0 3.6 2.1 25.3 1.8 27.1 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 61,237 : : Positions : : 38,657 23,282 0 16,593 587 14,360 0 3,110 83 13,565 880 : : : : Changes from: February 11, 2020 : : 100 -92 0 -425 25 900 0 45 8 1,525 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 38.0 0.0 27.1 1.0 23.4 0.0 5.1 0.1 22.2 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 49,279 : : Positions : : 34,608 19,394 0 13,517 1,166 6,865 0 3,130 83 8,985 1,305 : : : : Changes from: February 11, 2020 : : 12 -230 0 -250 0 1,025 0 -5 8 1,525 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 39.4 0.0 27.4 2.4 13.9 0.0 6.4 0.2 18.2 2.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 173,007 : : Positions : : 96,577 88,786 20,224 705 4,750 0 15,093 9,307 1,300 13,577 3,105 : : : : Changes from: February 11, 2020 : : 2,328 215 -240 0 -176 0 1,675 -270 0 198 750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 51.3 11.7 0.4 2.7 0.0 8.7 5.4 0.8 7.8 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 29 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 147,123 : : Positions : : 82,791 75,068 15,862 0 4,779 962 6,340 9,471 1,300 19,567 2,215 : : : : Changes from: February 11, 2020 : : 1,545 -238 215 0 -460 -1,150 650 850 0 198 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 51.0 10.8 0.0 3.2 0.7 4.3 6.4 0.9 13.3 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 65,305 : : Positions : : 34,360 28,695 18,411 9,441 4,909 0 8,875 1,865 0 5,760 0 : : : : Changes from: February 11, 2020 : : 90 -60 0 200 -5 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 43.9 28.2 14.5 7.5 0.0 13.6 2.9 0.0 8.8 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 56,550 : : Positions : : 31,740 20,595 8,651 5,541 8,324 0 9,265 1,725 0 5,035 0 : : : : Changes from: February 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 36.4 15.3 9.8 14.7 0.0 16.4 3.1 0.0 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,005 : : Positions : : 15,435 28,970 1,165 8,145 2,695 20,190 0 155 30 0 1,350 : : : : Changes from: February 11, 2020 : : 40 565 0 -650 0 -125 0 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 65.8 2.6 18.5 6.1 45.9 0.0 0.4 0.1 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 49,440 : : Positions : : 10,290 38,540 0 4,495 3,220 32,625 15 490 30 0 1,350 : : : : Changes from: February 11, 2020 : : 0 -75 0 0 0 -75 0 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 78.0 0.0 9.1 6.5 66.0 0.0 1.0 0.1 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 165,925 : : Positions : : 81,471 76,607 1,618 12,316 27,432 4,980 3,175 6,070 5,625 0 0 : : : : Changes from: February 11, 2020 : : 171 1,047 198 -1,866 -606 -175 -75 75 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 46.2 1.0 7.4 16.5 3.0 1.9 3.7 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 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 114,110 : : Positions : : 65,170 60,734 4,970 15,861 9,775 3,565 2,060 7,100 4,890 0 0 : : : : Changes from: February 11, 2020 : : -1,300 115 0 -1,000 0 340 -75 -205 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 53.2 4.4 13.9 8.6 3.1 1.8 6.2 4.3 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 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,360 : : Positions : : 20,525 15,055 0 10,715 2,195 4,380 300 95 1,125 0 575 : : : : Changes from: February 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 49.6 0.0 35.3 7.2 14.4 1.0 0.3 3.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,795 : : Positions : : 20,985 14,160 0 11,405 2,105 3,665 300 135 725 0 500 : : : : Changes from: February 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 47.5 0.0 38.3 7.1 12.3 1.0 0.5 2.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 21, 2020