COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 22,449: 7,945 13,947 2,049 0 1,276 529 1,987 566 7,047 1,491 2,279: 758 903 Old : 22,449: 7,945 13,947 2,049 0 1,276 529 1,987 566 7,047 1,491 2,279: 758 903 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 970: 408 143 -58 0 226 0 135 0 -40 32 422: 12 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 62.1 9.1 0.0 5.7 2.4 8.9 2.5 31.4 6.6 10.2: 3.4 4.0 Old : 100.0: 35.4 62.1 9.1 0.0 5.7 2.4 8.9 2.5 31.4 6.6 10.2: 3.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 11 14 5 0 4 . 4 . 6 5 6: Old : 35: 11 14 5 0 4 . 4 . 6 5 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 53.6 63.1 70.8 36.0 39.5 46.8 49.0 Old : 42.9 53.6 63.1 70.8 36.0 39.5 46.8 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 18,050: 9,761 11,726 76 3,164 2,190 4,837 380 0 695 400 42: 449 148 Old : 18,050: 9,761 11,726 76 3,164 2,190 4,837 380 0 695 400 42: 449 148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 65.0 0.4 17.5 12.1 26.8 2.1 0.0 3.9 2.2 0.2: 2.5 0.8 Old : 100.0: 54.1 65.0 0.4 17.5 12.1 26.8 2.1 0.0 3.9 2.2 0.2: 2.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 14 17 . . . . . 0 5 . .: Old : 34: 14 17 . . . . . 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 55.8 75.9 75.7 50.2 46.9 59.5 58.7 Old : 57.8 55.8 75.9 75.7 50.2 46.9 59.5 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 40,529: 24,020 36,063 7,521 0 2,170 75 1,407 102 5,750 125 650: 241 12 Old : 40,529: 24,020 36,063 7,521 0 2,170 75 1,407 102 5,750 125 650: 241 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 247: 234 -152 -450 0 408 -25 -59 50 55 25 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 89.0 18.6 0.0 5.4 0.2 3.5 0.3 14.2 0.3 1.6: 0.6 0.0 Old : 100.0: 59.3 89.0 18.6 0.0 5.4 0.2 3.5 0.3 14.2 0.3 1.6: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 20 20 . 0 . . . . 5 . 5: Old : 38: 20 20 . 0 . . . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 66.4 80.8 83.7 54.4 61.7 69.1 73.1 Old : 56.0 66.4 80.8 83.7 54.4 61.7 69.1 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 30,041: 24,078 26,621 1,000 1,050 1,479 59 0 91 2,400 0 800: 134 0 Old : 30,041: 24,078 26,621 1,000 1,050 1,479 59 0 91 2,400 0 800: 134 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 781: 511 806 0 0 75 0 0 0 300 0 -100: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 88.6 3.3 3.5 4.9 0.2 0.0 0.3 8.0 0.0 2.7: 0.4 0.0 Old : 100.0: 80.2 88.6 3.3 3.5 4.9 0.2 0.0 0.3 8.0 0.0 2.7: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 16 . . . . 0 . 4 0 .: Old : 25: 14 16 . . . . 0 . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 72.9 86.5 89.3 64.8 69.7 76.0 82.3 Old : 70.1 72.9 86.5 89.3 64.8 69.7 76.0 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 149,506: 120,633 110,585 118 16,550 9,314 10,184 1,188 5,511 987 3,871 2,479: 280 8 Old : 149,506: 120,633 110,585 118 16,550 9,314 10,184 1,188 5,511 987 3,871 2,479: 280 8 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -369: -289 -1,233 55 764 -324 115 205 85 -5 160 -6: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 74.0 0.1 11.1 6.2 6.8 0.8 3.7 0.7 2.6 1.7: 0.2 0.0 Old : 100.0: 80.7 74.0 0.1 11.1 6.2 6.8 0.8 3.7 0.7 2.6 1.7: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 27 30 . 4 5 . 4 . 4 . 6: Old : 51: 27 30 . 4 5 . 4 . 4 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 46.0 65.0 64.9 30.7 33.1 42.8 43.1 Old : 42.1 46.0 65.0 64.9 30.7 33.1 42.8 43.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 64,691: 53,576 45,605 5,507 8,341 3,131 675 4,827 976 275 1,250 550: 1 11 Old : 64,691: 53,576 45,605 5,507 8,341 3,131 675 4,827 976 275 1,250 550: 1 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 983: 993 440 19 -370 -50 41 604 -71 0 375 50: 1 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 70.5 8.5 12.9 4.8 1.0 7.5 1.5 0.4 1.9 0.9: 0.0 0.0 Old : 100.0: 82.8 70.5 8.5 12.9 4.8 1.0 7.5 1.5 0.4 1.9 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 20 22 . . . . 4 . . 4 .: Old : 42: 20 22 . . . . 4 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 71.5 82.9 85.1 58.5 61.9 72.8 74.2 Old : 61.6 71.5 82.9 85.1 58.5 61.9 72.8 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 35,004: 30,992 26,452 2,012 6,702 1,500 0 75 0 350 125 150: 0 0 Old : 35,004: 30,992 26,452 2,012 6,702 1,500 0 75 0 350 125 150: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 2,845: 3,085 20 -1,390 1,500 1,200 0 0 0 -175 0 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 75.6 5.7 19.1 4.3 0.0 0.2 0.0 1.0 0.4 0.4: 0.0 0.0 Old : 100.0: 88.5 75.6 5.7 19.1 4.3 0.0 0.2 0.0 1.0 0.4 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 8 15 . . . 0 . 0 . . .: Old : 27: 8 15 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.7 76.2 98.2 90.2 79.6 68.0 84.5 80.4 Old : 85.7 76.2 98.2 90.2 79.6 68.0 84.5 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 65,489: 39,562 40,817 1,004 11,084 6,002 16,089 350 826 600 4,942 1,368: 38 100 Old : 65,489: 39,562 40,817 1,004 11,084 6,002 16,089 350 826 600 4,942 1,368: 38 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -450: -590 -500 -10 -220 70 -200 0 200 0 -80 80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 62.3 1.5 16.9 9.2 24.6 0.5 1.3 0.9 7.5 2.1: 0.1 0.2 Old : 100.0: 60.4 62.3 1.5 16.9 9.2 24.6 0.5 1.3 0.9 7.5 2.1: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 21 . . 4 . . . . . .: Old : 35: 20 21 . . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 53.9 74.5 73.3 51.0 43.4 60.0 55.4 Old : 55.3 53.9 74.5 73.3 51.0 43.4 60.0 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 87,552: 49,974 44,547 1,338 30,151 4,331 27,549 1,605 1,490 600 3,441 1,839: 431 148 Old : 87,552: 49,974 44,547 1,338 30,151 4,331 27,549 1,605 1,490 600 3,441 1,839: 431 148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 956: 722 1,043 -5 -498 243 -12 65 0 0 107 1: 7 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 50.9 1.5 34.4 4.9 31.5 1.8 1.7 0.7 3.9 2.1: 0.5 0.2 Old : 100.0: 57.1 50.9 1.5 34.4 4.9 31.5 1.8 1.7 0.7 3.9 2.1: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 22 . . 4 4 5 . . . .: Old : 40: 21 22 . . 4 4 5 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 57.7 70.1 76.3 47.4 48.7 61.0 62.8 Old : 51.6 57.7 70.1 76.3 47.4 48.7 61.0 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 75,913: 57,055 54,867 13,341 18,378 995 1,800 75 25 757 0 1,320: 620 253 Old : 75,913: 57,055 54,867 13,341 18,378 995 1,800 75 25 757 0 1,320: 620 253 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 720: 700 820 0 -100 0 0 0 0 20 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 72.3 17.6 24.2 1.3 2.4 0.1 0.0 1.0 0.0 1.7: 0.8 0.3 Old : 100.0: 75.2 72.3 17.6 24.2 1.3 2.4 0.1 0.0 1.0 0.0 1.7: 0.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 21 . . . . . . . 0 .: Old : 37: 21 21 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 68.7 73.5 80.3 50.1 68.7 69.5 78.5 Old : 51.7 68.7 73.5 80.3 50.1 68.7 69.5 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 106,272: 76,207 69,000 23,836 34,985 330 1,900 75 25 1,720 0 1,595: 659 262 Old : 106,272: 76,207 69,000 23,836 34,985 330 1,900 75 25 1,720 0 1,595: 659 262 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,655: 1,715 1,655 -300 0 0 0 0 0 0 0 0: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 64.9 22.4 32.9 0.3 1.8 0.1 0.0 1.6 0.0 1.5: 0.6 0.2 Old : 100.0: 71.7 64.9 22.4 32.9 0.3 1.8 0.1 0.0 1.6 0.0 1.5: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 24 23 . . 4 . . . . 0 .: Old : 41: 24 23 . . 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 66.5 71.5 81.6 50.0 66.4 69.1 80.4 Old : 50.4 66.5 71.5 81.6 50.0 66.4 69.1 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 47,740: 35,765 46,735 10,995 0 680 0 0 0 0 0 0: 300 325 Old : 47,740: 35,765 46,735 10,995 0 680 0 0 0 0 0 0: 300 325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 344: 669 339 -330 0 5 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 97.9 23.0 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.7 Old : 100.0: 74.9 97.9 23.0 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 18 . 0 . 0 0 0 0 0 0: Old : 28: 19 18 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 90.1 89.4 95.3 65.3 86.9 82.2 89.7 Old : 66.9 90.1 89.4 95.3 65.3 86.9 82.2 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 25,394: 21,106 20,014 285 1,344 3,266 0 600 0 282 0 0: 455 170 Old : 25,394: 21,106 20,014 285 1,344 3,266 0 600 0 282 0 0: 455 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 485: -175 575 285 -615 525 0 0 0 -150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 78.8 1.1 5.3 12.9 0.0 2.4 0.0 1.1 0.0 0.0: 1.8 0.7 Old : 100.0: 83.1 78.8 1.1 5.3 12.9 0.0 2.4 0.0 1.1 0.0 0.0: 1.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 16 . . . 0 . 0 . 0 0: Old : 25: 18 16 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 59.1 74.7 84.0 32.3 41.7 44.1 50.0 Old : 49.6 59.1 74.7 84.0 32.3 41.7 44.1 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 13,460: 8,265 10,560 3,930 0 100 250 2,800 0 825 0 0: 90 0 Old : 13,460: 8,265 10,560 3,930 0 100 250 2,800 0 825 0 0: 90 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 400: 400 -300 0 0 0 0 700 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 78.5 29.2 0.0 0.7 1.9 20.8 0.0 6.1 0.0 0.0: 0.7 0.0 Old : 100.0: 61.4 78.5 29.2 0.0 0.7 1.9 20.8 0.0 6.1 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 8 . 0 . . . 0 . 0 0: Old : 22: 12 8 . 0 . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 87.9 82.7 98.9 60.6 79.6 74.1 83.0 Old : 61.7 87.9 82.7 98.9 60.6 79.6 74.1 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 74,528: 51,467 44,234 1,438 12,689 6,853 2,780 100 1,035 7,126 5,937 3,531: 298 149 Old : 74,528: 51,467 44,234 1,438 12,689 6,853 2,780 100 1,035 7,126 5,937 3,531: 298 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,102: -1,543 1,634 -666 -339 644 705 0 -52 1,292 -1,461 697: 25 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 59.4 1.9 17.0 9.2 3.7 0.1 1.4 9.6 8.0 4.7: 0.4 0.2 Old : 100.0: 69.1 59.4 1.9 17.0 9.2 3.7 0.1 1.4 9.6 8.0 4.7: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 26 27 . . . . . . 9 5 8: Old : 52: 26 27 . . . . . . 9 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 50.9 59.8 68.6 23.7 34.3 33.7 38.9 Old : 37.6 50.9 59.8 68.6 23.7 34.3 33.7 38.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 11,300: 10,450 3,750 250 0 0 0 0 0 500 7,450 100: 0 0 Old : 11,300: 10,450 3,750 250 0 0 0 0 0 500 7,450 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.5 33.2 2.2 0.0 0.0 0.0 0.0 0.0 4.4 65.9 0.9: 0.0 0.0 Old : 100.0: 92.5 33.2 2.2 0.0 0.0 0.0 0.0 0.0 4.4 65.9 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 9 . 0 0 0 0 0 4 5 .: Old : 21: 6 9 . 0 0 0 0 0 4 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 91.2 80.5 97.3 93.8 74.8 67.7 79.6 76.5 Old : 91.2 80.5 97.3 93.8 74.8 67.7 79.6 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,255: 19,815 14,644 176 5,306 653 2,175 0 525 0 2,185 1,600: 311 342 Old : 25,255: 19,815 14,644 176 5,306 653 2,175 0 525 0 2,185 1,600: 311 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,569: -31 1,275 -124 170 124 600 0 0 0 -1,000 1,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 58.0 0.7 21.0 2.6 8.6 0.0 2.1 0.0 8.7 6.3: 1.2 1.4 Old : 100.0: 78.5 58.0 0.7 21.0 2.6 8.6 0.0 2.1 0.0 8.7 6.3: 1.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 16 . . . . 0 . 0 . .: Old : 26: 16 16 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 50.1 70.5 71.4 39.9 38.8 53.3 51.9 Old : 48.3 50.1 70.5 71.4 39.9 38.8 53.3 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 59,206: 48,416 57,370 8,285 75 1,490 0 0 0 840 26 25: 150 220 Old : 59,206: 48,416 57,370 8,285 75 1,490 0 0 0 840 26 25: 150 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 435: 585 435 -150 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 96.9 14.0 0.1 2.5 0.0 0.0 0.0 1.4 0.0 0.0: 0.3 0.4 Old : 100.0: 81.8 96.9 14.0 0.1 2.5 0.0 0.0 0.0 1.4 0.0 0.0: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 19 . . . 0 0 0 . . .: Old : 34: 19 19 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 82.6 87.3 92.0 61.0 81.0 78.6 85.8 Old : 63.8 82.6 87.3 92.0 61.0 81.0 78.6 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 37,392: 32,275 23,263 129 9,030 2,921 1,050 1,885 0 325 148 32: 660 113 Old : 37,392: 32,275 23,263 129 9,030 2,921 1,050 1,885 0 325 148 32: 660 113 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -102: -72 -488 0 15 130 0 240 0 -170 0 0: 10 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 62.2 0.3 24.1 7.8 2.8 5.0 0.0 0.9 0.4 0.1: 1.8 0.3 Old : 100.0: 86.3 62.2 0.3 24.1 7.8 2.8 5.0 0.0 0.9 0.4 0.1: 1.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 21 . . . . 4 0 . . .: Old : 34: 19 21 . . . . 4 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 49.1 73.8 74.5 34.1 37.3 45.7 46.4 Old : 53.6 49.1 73.8 74.5 34.1 37.3 45.7 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 66,703: 54,325 62,453 5,395 315 3,555 100 0 0 2,945 200 0: 383 180 Old : 66,703: 54,325 62,453 5,395 315 3,555 100 0 0 2,945 200 0: 383 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 185: 184 185 0 0 0 0 0 0 1 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 93.6 8.1 0.5 5.3 0.1 0.0 0.0 4.4 0.3 0.0: 0.6 0.3 Old : 100.0: 81.4 93.6 8.1 0.5 5.3 0.1 0.0 0.0 4.4 0.3 0.0: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 15 . . . . 0 0 . . 0: Old : 30: 19 15 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 88.8 76.8 96.9 54.6 83.5 70.9 84.9 Old : 58.4 88.8 76.8 96.9 54.6 83.5 70.9 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 74,509: 60,763 65,184 6,457 3,015 2,450 100 0 0 3,931 3,800 60: 748 0 Old : 74,509: 60,763 65,184 6,457 3,015 2,450 100 0 0 3,931 3,800 60: 748 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 420: 320 420 0 0 0 0 0 0 90 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 87.5 8.7 4.0 3.3 0.1 0.0 0.0 5.3 5.1 0.1: 1.0 0.0 Old : 100.0: 81.6 87.5 8.7 4.0 3.3 0.1 0.0 0.0 5.3 5.1 0.1: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 17 . . . . 0 0 . . .: Old : 32: 19 17 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 78.6 76.7 94.8 49.8 72.7 66.2 80.3 Old : 56.0 78.6 76.7 94.8 49.8 72.7 66.2 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 91,563: 74,169 83,276 11,363 2,960 2,617 940 0 5 1,862 2,160 510: 97 35 Old : 91,563: 74,169 83,276 11,363 2,960 2,617 940 0 5 1,862 2,160 510: 97 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 199: 907 793 -205 -55 0 -375 0 0 171 -230 -309: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 90.9 12.4 3.2 2.9 1.0 0.0 0.0 2.0 2.4 0.6: 0.1 0.0 Old : 100.0: 81.0 90.9 12.4 3.2 2.9 1.0 0.0 0.0 2.0 2.4 0.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 18 26 . . . . 0 . 4 . .: Old : 39: 18 26 . . . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 55.4 79.2 78.8 60.6 50.9 73.2 68.3 Old : 61.9 55.4 79.2 78.8 60.6 50.9 73.2 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 114,879: 92,296 97,546 12,314 3,669 4,315 392 1,269 830 2,512 5,233 2,012: 208 5 Old : 114,879: 92,296 97,546 12,314 3,669 4,315 392 1,269 830 2,512 5,233 2,012: 208 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,066: 939 929 -185 356 42 52 4 155 -372 -832 435: 0 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 84.9 10.7 3.2 3.8 0.3 1.1 0.7 2.2 4.6 1.8: 0.2 0.0 Old : 100.0: 80.3 84.9 10.7 3.2 3.8 0.3 1.1 0.7 2.2 4.6 1.8: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 19 30 . . . . 5 . . 8 4: Old : 55: 19 30 . . . . 5 . . 8 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 51.7 76.6 74.0 55.1 48.1 66.4 61.5 Old : 59.1 51.7 76.6 74.0 55.1 48.1 66.4 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 59,141: 49,091 51,381 6,685 1,320 3,070 0 930 295 0 2,100 0: 0 45 Old : 59,141: 49,091 51,381 6,685 1,320 3,070 0 930 295 0 2,100 0: 0 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,070: 1,124 670 -250 104 196 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 86.9 11.3 2.2 5.2 0.0 1.6 0.5 0.0 3.6 0.0: 0.0 0.1 Old : 100.0: 83.0 86.9 11.3 2.2 5.2 0.0 1.6 0.5 0.0 3.6 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 13 . . . 0 . . 0 4 0: Old : 28: 16 13 . . . 0 . . 0 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.4 84.1 96.6 93.3 78.6 80.1 91.5 88.5 Old : 80.4 84.1 96.6 93.3 78.6 80.1 91.5 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 47,158: 41,415 44,755 4,815 0 928 0 0 0 0 1,475 0: 0 0 Old : 47,158: 41,415 44,755 4,815 0 928 0 0 0 0 1,475 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 458: 635 450 -60 0 -117 0 0 0 0 125 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 94.9 10.2 0.0 2.0 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0 Old : 100.0: 87.8 94.9 10.2 0.0 2.0 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 6 . 0 . 0 0 0 0 4 0: Old : 21: 10 6 . 0 . 0 0 0 0 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.3 96.0 97.9 98.7 83.3 93.7 95.9 96.2 Old : 83.3 96.0 97.9 98.7 83.3 93.7 95.9 96.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 57,364: 44,537 53,903 7,919 0 2,611 700 0 350 915 463 2: 330 35 Old : 57,364: 44,537 53,903 7,919 0 2,611 700 0 350 915 463 2: 330 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,277: 1,097 1,294 173 0 15 0 0 0 -6 -30 -2: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 94.0 13.8 0.0 4.6 1.2 0.0 0.6 1.6 0.8 0.0: 0.6 0.1 Old : 100.0: 77.6 94.0 13.8 0.0 4.6 1.2 0.0 0.6 1.6 0.8 0.0: 0.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 18 . 0 . . 0 . . . .: Old : 29: 18 18 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 82.5 74.0 91.0 42.6 75.8 63.3 78.2 Old : 50.3 82.5 74.0 91.0 42.6 75.8 63.3 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 53,407: 34,315 49,442 7,041 376 1,646 7,405 0 1,215 939 73 523: 323 132 Old : 53,407: 34,315 49,442 7,041 376 1,646 7,405 0 1,215 939 73 523: 323 132 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,214: 983 1,245 290 1 0 -120 0 50 -5 -60 0: 16 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 92.6 13.2 0.7 3.1 13.9 0.0 2.3 1.8 0.1 1.0: 0.6 0.2 Old : 100.0: 64.3 92.6 13.2 0.7 3.1 13.9 0.0 2.3 1.8 0.1 1.0: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 20 . . . 4 0 . . . .: Old : 32: 18 20 . . . 4 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 66.6 78.3 79.4 53.2 62.1 70.7 73.2 Old : 57.1 66.6 78.3 79.4 53.2 62.1 70.7 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 33,173: 17,690 32,259 14,653 0 60 0 278 80 170 0 420: 100 76 Old : 33,173: 17,690 32,259 14,653 0 60 0 278 80 170 0 420: 100 76 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -1,645: 85 -1,645 -105 0 0 0 0 0 -1,630 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 97.2 44.2 0.0 0.2 0.0 0.8 0.2 0.5 0.0 1.3: 0.3 0.2 Old : 100.0: 53.3 97.2 44.2 0.0 0.2 0.0 0.8 0.2 0.5 0.0 1.3: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 4 0 . 0 . . . 0 .: Old : 24: 13 11 4 0 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 87.2 80.2 97.3 60.9 84.6 79.0 90.1 Old : 61.0 87.2 80.2 97.3 60.9 84.6 79.0 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 30,015: 16,963 29,205 12,411 0 50 0 320 0 95 0 420: 76 20 Old : 30,015: 16,963 29,205 12,411 0 50 0 320 0 95 0 420: 76 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -1,615: 60 -1,615 0 0 0 0 0 0 -1,680 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 97.3 41.3 0.0 0.2 0.0 1.1 0.0 0.3 0.0 1.4: 0.3 0.1 Old : 100.0: 56.5 97.3 41.3 0.0 0.2 0.0 1.1 0.0 0.3 0.0 1.4: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 10 4 0 . 0 . 0 . 0 .: Old : 24: 13 10 4 0 . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 87.6 80.1 97.3 59.5 84.8 79.2 89.9 Old : 60.4 87.6 80.1 97.3 59.5 84.8 79.2 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 30,687: 25,845 25,962 2,830 65 695 543 1,010 485 110 2,285 166: 13 19 Old : 30,687: 25,845 25,962 2,830 65 695 543 1,010 485 110 2,285 166: 13 19 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 989: 854 884 120 -25 0 180 20 -175 0 224 51: -41 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 84.6 9.2 0.2 2.3 1.8 3.3 1.6 0.4 7.4 0.5: 0.0 0.1 Old : 100.0: 84.2 84.6 9.2 0.2 2.3 1.8 3.3 1.6 0.4 7.4 0.5: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 20 . . . . . . . 5 .: Old : 38: 19 20 . . . . . . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.8 57.2 87.9 73.1 69.6 56.3 83.1 71.4 Old : 71.8 57.2 87.9 73.1 69.6 56.3 83.1 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 23,977: 20,248 21,202 3,030 0 80 50 1,385 40 0 1,100 0: 529 170 Old : 23,977: 20,248 21,202 3,030 0 80 50 1,385 40 0 1,100 0: 529 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 810: 845 660 -25 0 0 0 60 -10 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 88.4 12.6 0.0 0.3 0.2 5.8 0.2 0.0 4.6 0.0: 2.2 0.7 Old : 100.0: 84.4 88.4 12.6 0.0 0.3 0.2 5.8 0.2 0.0 4.6 0.0: 2.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 16 . 0 . . . . 0 . 0: Old : 26: 12 16 . 0 . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.3 69.3 94.9 83.1 84.0 66.4 91.2 79.3 Old : 84.3 69.3 94.9 83.1 84.0 66.4 91.2 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 51,094: 38,249 33,421 4,912 10,757 655 1,603 4,152 1,495 3,703 209 378: 99 27 Old : 51,094: 38,249 33,421 4,912 10,757 655 1,603 4,152 1,495 3,703 209 378: 99 27 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -64: -425 1,193 373 -128 -5 -675 82 415 1,946 76 -1,694: 1 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 65.4 9.6 21.1 1.3 3.1 8.1 2.9 7.2 0.4 0.7: 0.2 0.1 Old : 100.0: 74.9 65.4 9.6 21.1 1.3 3.1 8.1 2.9 7.2 0.4 0.7: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 21 25 . . 4 . . . 4 . 4: Old : 45: 21 25 . . 4 . . . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 53.4 75.4 71.0 46.9 49.3 59.0 61.2 Old : 54.8 53.4 75.4 71.0 46.9 49.3 59.0 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 37,640: 32,128 19,444 2,487 12,882 1,365 370 378 582 0 2,432 437: 271 120 Old : 37,640: 32,128 19,444 2,487 12,882 1,365 370 378 582 0 2,432 437: 271 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -1,513: -2,085 -114 385 60 -24 210 0 0 0 -1,435 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 51.7 6.6 34.2 3.6 1.0 1.0 1.5 0.0 6.5 1.2: 0.7 0.3 Old : 100.0: 85.4 51.7 6.6 34.2 3.6 1.0 1.0 1.5 0.0 6.5 1.2: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 16 . . . . . . 0 . .: Old : 32: 20 16 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 63.8 81.4 82.3 49.0 61.0 64.3 71.8 Old : 63.0 63.8 81.4 82.3 49.0 61.0 64.3 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 18,099: 10,171 15,732 5,355 0 1,968 66 100 209 150 0 75: 105 15 Old : 18,099: 10,171 15,732 5,355 0 1,968 66 100 209 150 0 75: 105 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 115: 50 -50 -185 0 175 66 -34 9 0 0 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 86.9 29.6 0.0 10.9 0.4 0.6 1.2 0.8 0.0 0.4: 0.6 0.1 Old : 100.0: 56.2 86.9 29.6 0.0 10.9 0.4 0.6 1.2 0.8 0.0 0.4: 0.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 13 . 0 . . . . . 0 .: Old : 24: 11 13 . 0 . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.8 81.3 88.9 92.0 60.5 75.5 75.7 81.0 Old : 71.8 81.3 88.9 92.0 60.5 75.5 75.7 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,470: 10,961 13,105 1,479 440 300 0 100 0 1,270 125 400: 60 0 Old : 14,470: 10,961 13,105 1,479 440 300 0 100 0 1,270 125 400: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 900: 800 600 -300 0 300 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 90.6 10.2 3.0 2.1 0.0 0.7 0.0 8.8 0.9 2.8: 0.4 0.0 Old : 100.0: 75.7 90.6 10.2 3.0 2.1 0.0 0.7 0.0 8.8 0.9 2.8: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 8 . . . 0 . 0 . . .: Old : 22: 11 8 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 81.7 83.2 93.2 42.0 79.3 70.0 82.8 Old : 52.9 81.7 83.2 93.2 42.0 79.3 70.0 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,933: 13,819 13,545 1,311 240 448 0 1,850 0 570 125 725: 60 0 Old : 16,933: 13,819 13,545 1,311 240 448 0 1,850 0 570 125 725: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 900: 900 600 -300 0 300 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 80.0 7.7 1.4 2.6 0.0 10.9 0.0 3.4 0.7 4.3: 0.4 0.0 Old : 100.0: 81.6 80.0 7.7 1.4 2.6 0.0 10.9 0.0 3.4 0.7 4.3: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 9 . . . 0 . 0 . . .: Old : 24: 11 9 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 78.9 80.4 91.5 44.0 76.7 68.2 81.0 Old : 52.8 78.9 80.4 91.5 44.0 76.7 68.2 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 22,559: 12,184 15,923 7,930 4,713 125 0 0 0 1,580 1,300 455: 285 43 Old : 22,559: 12,184 15,923 7,930 4,713 125 0 0 0 1,580 1,300 455: 285 43 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 250: 100 100 0 100 0 0 0 0 100 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 70.6 35.2 20.9 0.6 0.0 0.0 0.0 7.0 5.8 2.0: 1.3 0.2 Old : 100.0: 54.0 70.6 35.2 20.9 0.6 0.0 0.0 0.0 7.0 5.8 2.0: 1.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 13 . . . 0 0 0 . . .: Old : 27: 14 13 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 57.7 87.7 85.6 65.3 53.7 80.4 77.9 Old : 68.6 57.7 87.7 85.6 65.3 53.7 80.4 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,958: 11,529 15,470 8,138 4,683 125 0 0 0 1,570 1,300 345: 251 35 Old : 21,958: 11,529 15,470 8,138 4,683 125 0 0 0 1,570 1,300 345: 251 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 460: 150 350 0 100 0 0 0 0 300 0 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 70.5 37.1 21.3 0.6 0.0 0.0 0.0 7.2 5.9 1.6: 1.1 0.2 Old : 100.0: 52.5 70.5 37.1 21.3 0.6 0.0 0.0 0.0 7.2 5.9 1.6: 1.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . . 0 0 0 . . .: Old : 26: 13 12 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 58.9 88.2 85.8 67.6 53.8 81.4 77.9 Old : 71.7 58.9 88.2 85.8 67.6 53.8 81.4 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 55,603: 35,358 51,158 9,818 0 2,740 600 50 0 5,730 425 1,230: 127 0 Old : 55,603: 35,358 51,158 9,818 0 2,740 600 50 0 5,730 425 1,230: 127 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -35: -35 -435 -300 0 300 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 92.0 17.7 0.0 4.9 1.1 0.1 0.0 10.3 0.8 2.2: 0.2 0.0 Old : 100.0: 63.6 92.0 17.7 0.0 4.9 1.1 0.1 0.0 10.3 0.8 2.2: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 14 4 0 . . . 0 . . .: Old : 32: 16 14 4 0 . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 82.4 81.9 95.6 56.2 76.7 72.6 83.8 Old : 63.1 82.4 81.9 95.6 56.2 76.7 72.6 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 55,220: 35,504 51,449 9,913 0 2,141 600 50 0 5,860 520 1,060: 142 0 Old : 55,220: 35,504 51,449 9,913 0 2,141 600 50 0 5,860 520 1,060: 142 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -45: -45 -345 -200 0 200 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 93.2 18.0 0.0 3.9 1.1 0.1 0.0 10.6 0.9 1.9: 0.3 0.0 Old : 100.0: 64.3 93.2 18.0 0.0 3.9 1.1 0.1 0.0 10.6 0.9 1.9: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 14 4 0 . . . 0 . . .: Old : 32: 16 14 4 0 . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 84.5 82.0 95.1 59.1 78.8 74.6 84.6 Old : 63.5 84.5 82.0 95.1 59.1 78.8 74.6 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 128,355: 107,359 89,279 14,326 21,636 1,535 875 1,175 335 3,185 13,735 660: 80 0 Old : 128,355: 107,359 89,279 14,326 21,636 1,535 875 1,175 335 3,185 13,735 660: 80 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,746: 1,487 1,248 11 -420 183 0 0 0 30 700 35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 69.6 11.2 16.9 1.2 0.7 0.9 0.3 2.5 10.7 0.5: 0.1 0.0 Old : 100.0: 83.6 69.6 11.2 16.9 1.2 0.7 0.9 0.3 2.5 10.7 0.5: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 32 26 . 4 . . . . 4 4 4: Old : 53: 32 26 . 4 . . . . 4 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 49.1 65.3 78.8 43.2 47.2 56.5 65.8 Old : 43.7 49.1 65.3 78.8 43.2 47.2 56.5 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 141,995: 120,892 98,369 15,548 25,400 545 1,650 855 475 1,880 15,416 935: 70 0 Old : 141,995: 120,892 98,369 15,548 25,400 545 1,650 855 475 1,880 15,416 935: 70 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 1,588: 1,558 1,722 0 -650 -50 0 0 0 150 636 -70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 69.3 10.9 17.9 0.4 1.2 0.6 0.3 1.3 10.9 0.7: 0.0 0.0 Old : 100.0: 85.1 69.3 10.9 17.9 0.4 1.2 0.6 0.3 1.3 10.9 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 33 26 . 4 4 . . . 4 6 5: Old : 57: 33 26 . 4 4 . . . 4 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 50.1 66.8 78.8 45.6 45.8 61.2 69.7 Old : 46.5 50.1 66.8 78.8 45.6 45.8 61.2 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 280,492: 173,685 190,792 33,746 7,147 29,591 9,054 19,235 15,297 8,239 8,025 10,283: 597 122 Old : 280,492: 173,685 190,792 33,746 7,147 29,591 9,054 19,235 15,297 8,239 8,025 10,283: 597 122 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 6,371: 3,793 5,097 975 1,300 -151 -559 -2,258 1,379 193 267 736: 5 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 68.0 12.0 2.5 10.5 3.2 6.9 5.5 2.9 2.9 3.7: 0.2 0.0 Old : 100.0: 61.9 68.0 12.0 2.5 10.5 3.2 6.9 5.5 2.9 2.9 3.7: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 91: 36 34 . . 5 6 15 6 11 9 14: Old : 91: 36 34 . . 5 6 15 6 11 9 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 37.5 61.1 57.6 29.3 31.1 39.1 38.3 Old : 42.8 37.5 61.1 57.6 29.3 31.1 39.1 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,830: 12,696 18,785 2,720 410 500 515 0 0 3,205 50 75: 119 10 Old : 19,830: 12,696 18,785 2,720 410 500 515 0 0 3,205 50 75: 119 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -50: 0 100 0 -150 0 0 0 0 -50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 94.7 13.7 2.1 2.5 2.6 0.0 0.0 16.2 0.3 0.4: 0.6 0.1 Old : 100.0: 64.0 94.7 13.7 2.1 2.5 2.6 0.0 0.0 16.2 0.3 0.4: 0.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 6 . . . . 0 0 . . .: Old : 24: 16 6 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 93.4 78.3 99.6 53.3 86.8 76.6 90.5 Old : 53.6 93.4 78.3 99.6 53.3 86.8 76.6 90.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,679: 11,520 17,387 2,931 0 522 0 665 10 3,470 50 45: 181 0 Old : 18,679: 11,520 17,387 2,931 0 522 0 665 10 3,470 50 45: 181 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -130: 0 0 150 0 -150 0 0 0 -150 0 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 93.1 15.7 0.0 2.8 0.0 3.6 0.1 18.6 0.3 0.2: 1.0 0.0 Old : 100.0: 61.7 93.1 15.7 0.0 2.8 0.0 3.6 0.1 18.6 0.3 0.2: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 6 . 0 . 0 . . . . .: Old : 23: 14 6 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 92.5 80.4 99.5 55.5 87.1 78.0 90.2 Old : 55.6 92.5 80.4 99.5 55.5 87.1 78.0 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 42,856: 31,716 27,896 2,195 5,170 825 0 915 1,590 0 0 0: 6,530 6,460 Old : 42,856: 31,716 27,896 2,195 5,170 825 0 915 1,590 0 0 0: 6,530 6,460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 2,005: 735 -1,005 -235 1,505 -40 0 0 0 0 0 0: 1,545 1,545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 65.1 5.1 12.1 1.9 0.0 2.1 3.7 0.0 0.0 0.0: 15.2 15.1 Old : 100.0: 74.0 65.1 5.1 12.1 1.9 0.0 2.1 3.7 0.0 0.0 0.0: 15.2 15.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 18 . . . 0 . . 0 0 0: Old : 25: 16 18 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 41.7 78.8 62.7 60.9 39.5 62.8 55.1 Old : 67.1 41.7 78.8 62.7 60.9 39.5 62.8 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,817: 29,485 26,355 1,825 3,850 335 0 1,230 735 0 0 0: 5,437 5,312 Old : 37,817: 29,485 26,355 1,825 3,850 335 0 1,230 735 0 0 0: 5,437 5,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 920: -155 -1,150 -415 480 0 0 100 0 0 0 0: 1,490 1,490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 69.7 4.8 10.2 0.9 0.0 3.3 1.9 0.0 0.0 0.0: 14.4 14.0 Old : 100.0: 78.0 69.7 4.8 10.2 0.9 0.0 3.3 1.9 0.0 0.0 0.0: 14.4 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 18 . . . 0 . . 0 0 0: Old : 23: 12 18 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 44.9 81.3 68.2 66.2 44.0 69.3 63.1 Old : 69.8 44.9 81.3 68.2 66.2 44.0 69.3 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 25,137: 6,683 17,535 12,247 620 1,930 600 1,190 655 325 0 275: 2,422 2,932 Old : 25,137: 6,683 17,535 12,247 620 1,930 600 1,190 655 325 0 275: 2,422 2,932 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -60: 0 -50 -100 0 0 75 -25 -25 0 0 0: -10 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 69.8 48.7 2.5 7.7 2.4 4.7 2.6 1.3 0.0 1.1: 9.6 11.7 Old : 100.0: 26.6 69.8 48.7 2.5 7.7 2.4 4.7 2.6 1.3 0.0 1.1: 9.6 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 9 . . . . . . . 0 .: Old : 20: 9 9 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 60.3 85.0 81.3 65.4 58.1 69.9 68.9 Old : 73.2 60.3 85.0 81.3 65.4 58.1 69.9 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,598: 12,360 12,501 1,337 8,126 2,106 7,740 655 3,770 0 275 25: 1,260 1,140 Old : 28,598: 12,360 12,501 1,337 8,126 2,106 7,740 655 3,770 0 275 25: 1,260 1,140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 4,316: -949 2,995 -100 2,376 -822 6,600 25 -600 0 275 25: 162 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 43.7 4.7 28.4 7.4 27.1 2.3 13.2 0.0 1.0 0.1: 4.4 4.0 Old : 100.0: 43.2 43.7 4.7 28.4 7.4 27.1 2.3 13.2 0.0 1.0 0.1: 4.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 14 . . . . . . 0 . .: Old : 21: 12 14 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 67.5 82.4 83.1 40.4 40.5 48.0 48.0 Old : 66.6 67.5 82.4 83.1 40.4 40.5 48.0 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,059: 7,497 10,449 2,127 4,010 2,288 5,910 625 4,360 0 275 25: 852 1,027 Old : 23,059: 7,497 10,449 2,127 4,010 2,288 5,910 625 4,360 0 275 25: 852 1,027 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 45.3 9.2 17.4 9.9 25.6 2.7 18.9 0.0 1.2 0.1: 3.7 4.5 Old : 100.0: 32.5 45.3 9.2 17.4 9.9 25.6 2.7 18.9 0.0 1.2 0.1: 3.7 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 12 . . . . . . 0 . .: Old : 20: 10 12 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.5 72.0 91.2 86.6 42.5 38.1 47.9 46.1 Old : 71.5 72.0 91.2 86.6 42.5 38.1 47.9 46.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 74,928: 24,698 29,538 19,628 24,285 1,260 11,305 4,105 1,700 2,670 0 1,305: 12,362 12,735 Old : 74,928: 24,698 29,538 19,628 24,285 1,260 11,305 4,105 1,700 2,670 0 1,305: 12,362 12,735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -450: 100 110 -240 -400 0 -750 -600 350 0 0 0: 90 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 39.4 26.2 32.4 1.7 15.1 5.5 2.3 3.6 0.0 1.7: 16.5 17.0 Old : 100.0: 33.0 39.4 26.2 32.4 1.7 15.1 5.5 2.3 3.6 0.0 1.7: 16.5 17.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 18 . . . . . . . 0 .: Old : 28: 13 18 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 42.3 78.8 59.2 62.6 41.6 68.1 56.5 Old : 68.2 42.3 78.8 59.2 62.6 41.6 68.1 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,741: 25,640 25,499 19,205 25,915 1,310 9,950 4,305 1,805 1,380 0 2,405: 12,046 12,502 Old : 73,741: 25,640 25,499 19,205 25,915 1,310 9,950 4,305 1,805 1,380 0 2,405: 12,046 12,502 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 250: 240 0 210 300 0 -750 -550 350 50 0 -50: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 34.6 26.0 35.1 1.8 13.5 5.8 2.4 1.9 0.0 3.3: 16.3 17.0 Old : 100.0: 34.8 34.6 26.0 35.1 1.8 13.5 5.8 2.4 1.9 0.0 3.3: 16.3 17.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 18 . . . . . . . 0 .: Old : 29: 14 18 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 45.3 77.8 59.8 59.6 43.6 65.1 55.4 Old : 66.9 45.3 77.8 59.8 59.6 43.6 65.1 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,567: 13,418 7,927 3,315 2,291 1,506 1,560 7,750 265 900 1,755 1,715: 3,888 3,358 Old : 26,567: 13,418 7,927 3,315 2,291 1,506 1,560 7,750 265 900 1,755 1,715: 3,888 3,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 375: 75 825 -50 0 0 150 -600 200 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 29.8 12.5 8.6 5.7 5.9 29.2 1.0 3.4 6.6 6.5: 14.6 12.6 Old : 100.0: 50.5 29.8 12.5 8.6 5.7 5.9 29.2 1.0 3.4 6.6 6.5: 14.6 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 8 . . . . . . . . .: Old : 28: 15 8 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 64.9 62.1 80.8 37.4 53.2 55.3 65.5 Old : 39.9 64.9 62.1 80.8 37.4 53.2 55.3 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 25,087: 12,063 7,702 2,875 1,951 1,048 1,475 8,800 250 1,395 50 2,120: 3,861 3,166 Old : 25,087: 12,063 7,702 2,875 1,951 1,048 1,475 8,800 250 1,395 50 2,120: 3,861 3,166 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 500: 300 900 -50 0 0 50 -600 200 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 30.7 11.5 7.8 4.2 5.9 35.1 1.0 5.6 0.2 8.5: 15.4 12.6 Old : 100.0: 48.1 30.7 11.5 7.8 4.2 5.9 35.1 1.0 5.6 0.2 8.5: 15.4 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 7 . . . . . . . . .: Old : 25: 14 7 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 64.6 64.3 81.7 36.3 58.8 56.4 66.1 Old : 40.6 64.6 64.3 81.7 36.3 58.8 56.4 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 47,948: 13,698 32,913 2,667 9,180 465 18,825 0 0 7,205 0 0: 5,088 5,390 Old : 47,948: 13,698 32,913 2,667 9,180 465 18,825 0 0 7,205 0 0: 5,088 5,390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 540: 0 540 440 0 -38 100 0 0 0 0 0: 38 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 68.6 5.6 19.1 1.0 39.3 0.0 0.0 15.0 0.0 0.0: 10.6 11.2 Old : 100.0: 28.6 68.6 5.6 19.1 1.0 39.3 0.0 0.0 15.0 0.0 0.0: 10.6 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 10 . . . 4 0 0 . 0 0: Old : 23: 11 10 . . . 4 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 77.2 81.6 86.4 61.2 77.2 76.9 81.7 Old : 63.0 77.2 81.6 86.4 61.2 77.2 76.9 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 47,768: 14,184 30,645 1,785 10,880 485 18,225 0 0 7,205 0 0: 5,884 5,758 Old : 47,768: 14,184 30,645 1,785 10,880 485 18,225 0 0 7,205 0 0: 5,884 5,758 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 375: 0 375 375 0 -95 0 0 0 0 0 0: 95 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 64.2 3.7 22.8 1.0 38.2 0.0 0.0 15.1 0.0 0.0: 12.3 12.1 Old : 100.0: 29.7 64.2 3.7 22.8 1.0 38.2 0.0 0.0 15.1 0.0 0.0: 12.3 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 10 . . . 4 0 0 . 0 0: Old : 22: 9 10 . . . 4 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 79.6 81.7 86.1 61.1 79.6 79.7 84.6 Old : 62.1 79.6 81.7 86.1 61.1 79.6 79.7 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 56,280: 21,425 46,885 3,220 700 1,645 5,635 0 2,125 17,630 450 105: 4,495 4,370 Old : 56,280: 21,425 46,885 3,220 700 1,645 5,635 0 2,125 17,630 450 105: 4,495 4,370 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 2,710: 3,305 2,605 1,400 200 -300 0 0 0 -1,900 0 80: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 83.3 5.7 1.2 2.9 10.0 0.0 3.8 31.3 0.8 0.2: 8.0 7.8 Old : 100.0: 38.1 83.3 5.7 1.2 2.9 10.0 0.0 3.8 31.3 0.8 0.2: 8.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 10 . . . 4 0 . . . .: Old : 29: 14 10 . . . 4 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 81.1 74.8 89.2 47.5 78.2 68.3 81.4 Old : 50.8 81.1 74.8 89.2 47.5 78.2 68.3 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 55,050: 21,270 45,165 2,415 700 1,695 4,585 0 2,575 17,575 100 230: 4,705 4,585 Old : 55,050: 21,270 45,165 2,415 700 1,695 4,585 0 2,575 17,575 100 230: 4,705 4,585 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 2,770: 3,535 2,615 1,400 200 -270 0 0 0 -1,900 0 130: -125 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 82.0 4.4 1.3 3.1 8.3 0.0 4.7 31.9 0.2 0.4: 8.5 8.3 Old : 100.0: 38.6 82.0 4.4 1.3 3.1 8.3 0.0 4.7 31.9 0.2 0.4: 8.5 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 9 . . . . 0 . . . .: Old : 27: 14 9 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 80.0 73.4 89.3 48.1 77.2 68.3 80.1 Old : 51.4 80.0 73.4 89.3 48.1 77.2 68.3 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,620: 10,070 6,195 1,325 125 1,415 0 6,395 0 1,685 605 500: 1,625 1,385 Old : 16,620: 10,070 6,195 1,325 125 1,415 0 6,395 0 1,685 605 500: 1,625 1,385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -200: 0 -150 50 0 0 0 -50 0 -250 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 37.3 8.0 0.8 8.5 0.0 38.5 0.0 10.1 3.6 3.0: 9.8 8.3 Old : 100.0: 60.6 37.3 8.0 0.8 8.5 0.0 38.5 0.0 10.1 3.6 3.0: 9.8 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 7 . . . 0 4 0 . . .: Old : 23: 13 7 . . . 0 4 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 49.2 78.3 79.9 51.1 49.1 66.8 71.8 Old : 54.7 49.2 78.3 79.9 51.1 49.1 66.8 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,375: 9,635 5,660 1,500 0 1,280 0 6,995 0 1,945 605 490: 1,525 1,345 Old : 16,375: 9,635 5,660 1,500 0 1,280 0 6,995 0 1,945 605 490: 1,525 1,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -100: 0 -150 50 0 0 0 50 0 -150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 34.6 9.2 0.0 7.8 0.0 42.7 0.0 11.9 3.7 3.0: 9.3 8.2 Old : 100.0: 58.8 34.6 9.2 0.0 7.8 0.0 42.7 0.0 11.9 3.7 3.0: 9.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 7 . 0 . 0 4 0 . . .: Old : 23: 12 7 . 0 . 0 4 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 52.9 79.1 80.1 51.3 52.9 67.0 73.6 Old : 55.1 52.9 79.1 80.1 51.3 52.9 67.0 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,980: 32,115 25,765 0 2,900 2,795 2,230 19,735 2,320 14,875 1,250 810: 4,835 4,405 Old : 59,980: 32,115 25,765 0 2,900 2,795 2,230 19,735 2,320 14,875 1,250 810: 4,835 4,405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 4,270: 2,635 3,435 0 1,000 -90 0 0 0 1,800 0 -50: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 43.0 0.0 4.8 4.7 3.7 32.9 3.9 24.8 2.1 1.4: 8.1 7.3 Old : 100.0: 53.5 43.0 0.0 4.8 4.7 3.7 32.9 3.9 24.8 2.1 1.4: 8.1 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 14 0 . . . . . . . .: Old : 29: 14 14 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 66.9 74.1 84.5 58.5 63.5 72.1 77.5 Old : 59.5 66.9 74.1 84.5 58.5 63.5 72.1 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,515: 32,735 25,235 1,280 2,335 2,590 1,745 19,485 2,695 12,115 1,250 1,270: 5,085 4,655 Old : 59,515: 32,735 25,235 1,280 2,335 2,590 1,745 19,485 2,695 12,115 1,250 1,270: 5,085 4,655 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 4,325: 2,740 3,640 300 1,200 -200 0 0 0 1,800 0 -230: -85 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 42.4 2.2 3.9 4.4 2.9 32.7 4.5 20.4 2.1 2.1: 8.5 7.8 Old : 100.0: 55.0 42.4 2.2 3.9 4.4 2.9 32.7 4.5 20.4 2.1 2.1: 8.5 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 14 . . . . . . . . .: Old : 29: 14 14 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 65.2 72.9 83.6 54.8 61.3 67.5 76.8 Old : 56.6 65.2 72.9 83.6 54.8 61.3 67.5 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,961: 33,790 18,710 0 12,425 2,680 16,835 0 1,780 150 19,965 65: 2,661 2,336 Old : 57,961: 33,790 18,710 0 12,425 2,680 16,835 0 1,780 150 19,965 65: 2,661 2,336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 21: 50 0 0 300 0 0 0 0 150 -100 -25: -154 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 32.3 0.0 21.4 4.6 29.0 0.0 3.1 0.3 34.4 0.1: 4.6 4.0 Old : 100.0: 58.3 32.3 0.0 21.4 4.6 29.0 0.0 3.1 0.3 34.4 0.1: 4.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 7 0 . . . 0 . . . .: Old : 29: 19 7 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 75.0 76.6 92.8 53.1 70.7 71.0 81.0 Old : 56.1 75.0 76.6 92.8 53.1 70.7 71.0 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 46,877: 28,650 18,890 0 12,015 1,758 12,585 0 1,780 150 10,825 355: 1,599 1,254 Old : 46,877: 28,650 18,890 0 12,015 1,758 12,585 0 1,780 150 10,825 355: 1,599 1,254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 27: 0 -50 0 300 0 0 0 0 150 -100 25: -148 -148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 40.3 0.0 25.6 3.8 26.8 0.0 3.8 0.3 23.1 0.8: 3.4 2.7 Old : 100.0: 61.1 40.3 0.0 25.6 3.8 26.8 0.0 3.8 0.3 23.1 0.8: 3.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 8 0 . . . 0 . . . .: Old : 28: 19 8 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 69.6 77.6 92.6 52.4 65.4 72.7 83.1 Old : 56.2 69.6 77.6 92.6 52.4 65.4 72.7 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 145,540: 87,310 87,760 19,256 145 6,953 0 15,886 5,689 1,725 4,620 3,995: 20,612 20,492 Old : 145,540: 87,310 87,760 19,256 145 6,953 0 15,886 5,689 1,725 4,620 3,995: 20,612 20,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -337: 678 -432 -285 -200 300 0 975 -600 0 50 -125: -305 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 60.3 13.2 0.1 4.8 0.0 10.9 3.9 1.2 3.2 2.7: 14.2 14.1 Old : 100.0: 60.0 60.3 13.2 0.1 4.8 0.0 10.9 3.9 1.2 3.2 2.7: 14.2 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 24 26 . . . 0 4 . . 4 .: Old : 42: 24 26 . . . 0 4 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 39.9 71.5 58.0 56.2 38.4 63.0 51.1 Old : 61.7 39.9 71.5 58.0 56.2 38.4 63.0 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 135,947: 81,363 84,826 23,519 0 5,039 0 7,896 6,704 1,375 13,655 990: 16,957 16,837 Old : 135,947: 81,363 84,826 23,519 0 5,039 0 7,896 6,704 1,375 13,655 990: 16,957 16,837 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -545: 455 65 210 0 -50 0 550 -600 0 50 -210: -350 -350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 62.4 17.3 0.0 3.7 0.0 5.8 4.9 1.0 10.0 0.7: 12.5 12.4 Old : 100.0: 59.8 62.4 17.3 0.0 3.7 0.0 5.8 4.9 1.0 10.0 0.7: 12.5 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 19 25 . 0 . 0 4 . . . .: Old : 40: 19 25 . 0 . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 40.6 76.8 58.3 61.6 39.0 67.6 53.4 Old : 66.2 40.6 76.8 58.3 61.6 39.0 67.6 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,665: 15,475 18,575 13,090 8,945 1,655 2,330 1,475 2,240 0 1,900 0: 2,875 2,875 Old : 37,665: 15,475 18,575 13,090 8,945 1,655 2,330 1,475 2,240 0 1,900 0: 2,875 2,875 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 200: -5 320 -100 -375 720 -550 -600 0 0 0 0: 135 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 49.3 34.8 23.7 4.4 6.2 3.9 5.9 0.0 5.0 0.0: 7.6 7.6 Old : 100.0: 41.1 49.3 34.8 23.7 4.4 6.2 3.9 5.9 0.0 5.0 0.0: 7.6 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 16 . . . . . . 0 . 0: Old : 27: 13 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 41.4 80.2 62.4 58.7 40.0 66.3 55.8 Old : 67.4 41.4 80.2 62.4 58.7 40.0 66.3 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 32,695: 12,320 16,860 12,440 7,665 570 2,195 600 2,545 0 1,900 0: 2,625 2,555 Old : 32,695: 12,320 16,860 12,440 7,665 570 2,195 600 2,545 0 1,900 0: 2,625 2,555 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -535: 125 -45 300 60 -60 -1,010 -600 0 0 0 0: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 51.6 38.0 23.4 1.7 6.7 1.8 7.8 0.0 5.8 0.0: 8.0 7.8 Old : 100.0: 37.7 51.6 38.0 23.4 1.7 6.7 1.8 7.8 0.0 5.8 0.0: 8.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 16 . . . . . . 0 . 0: Old : 25: 13 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.3 38.3 82.0 60.1 51.0 35.1 57.9 50.5 Old : 66.3 38.3 82.0 60.1 51.0 35.1 57.9 50.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,540: 8,800 13,970 0 8,355 1,950 13,230 0 1,055 0 0 0: 1,505 1,210 Old : 26,540: 8,800 13,970 0 8,355 1,950 13,230 0 1,055 0 0 0: 1,505 1,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : -25: 230 75 0 -255 25 -590 0 150 0 0 0: 160 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 52.6 0.0 31.5 7.3 49.8 0.0 4.0 0.0 0.0 0.0: 5.7 4.6 Old : 100.0: 33.2 52.6 0.0 31.5 7.3 49.8 0.0 4.0 0.0 0.0 0.0: 5.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 11 0 . . 4 0 . 0 0 0: Old : 22: 12 11 0 . . 4 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 65.3 85.1 81.0 64.3 55.5 72.0 69.3 Old : 71.0 65.3 85.1 81.0 64.3 55.5 72.0 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 95,295: 58,588 44,788 1,810 5,600 11,230 575 12,135 5,435 1,490 0 0: 16,167 16,107 Old : 95,295: 58,588 44,788 1,810 5,600 11,230 575 12,135 5,435 1,490 0 0: 16,167 16,107 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 3,090: 1,480 1,725 -120 50 1,375 25 -115 -185 275 0 0: 240 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 47.0 1.9 5.9 11.8 0.6 12.7 5.7 1.6 0.0 0.0: 17.0 16.9 Old : 100.0: 61.5 47.0 1.9 5.9 11.8 0.6 12.7 5.7 1.6 0.0 0.0: 17.0 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 26 23 . . . . . . . 0 0: Old : 38: 26 23 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 42.4 57.7 59.8 33.2 27.9 41.2 37.9 Old : 41.5 42.4 57.7 59.8 33.2 27.9 41.2 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, June 25, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 78,749: 47,570 33,109 870 15,061 4,944 400 2,455 9,150 1,390 0 0: 14,425 14,030 Old : 78,749: 47,570 33,109 870 15,061 4,944 400 2,455 9,150 1,390 0 0: 14,425 14,030 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2019 : : 130: 1,400 650 -80 1,040 -1,045 25 -250 -560 275 0 0: 115 295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 42.0 1.1 19.1 6.3 0.5 3.1 11.6 1.8 0.0 0.0: 18.3 17.8 Old : 100.0: 60.4 42.0 1.1 19.1 6.3 0.5 3.1 11.6 1.8 0.0 0.0: 18.3 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 21 . . . . . . . 0 0: Old : 31: 16 21 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 48.5 67.1 65.0 33.7 36.0 42.0 42.7 Old : 48.6 48.5 67.1 65.0 33.7 36.0 42.0 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2019