COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, October 08, 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 : 22,153: 12,044 12,050 989 801 731 609 2,022 411 5,417 3,766 1,267: 685 1,105 Old : 22,153: 12,044 12,050 989 801 731 609 2,022 411 5,417 3,766 1,267: 685 1,105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 442: 407 200 5 80 -168 0 -194 0 43 107 154: 1 263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 54.4 4.5 3.6 3.3 2.7 9.1 1.9 24.5 17.0 5.7: 3.1 5.0 Old : 100.0: 54.4 54.4 4.5 3.6 3.3 2.7 9.1 1.9 24.5 17.0 5.7: 3.1 5.0 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 : 34: 13 14 4 . 4 . . . 4 7 6: Old : 34: 13 14 4 . 4 . . . 4 7 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 : 45.4 50.0 69.2 70.2 33.0 33.1 41.2 42.2 Old : 45.4 50.0 69.2 70.2 33.0 33.1 41.2 42.2 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, October 08, 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 : 14,428: 7,322 9,042 279 3,440 1,515 4,205 0 0 786 46 0: 321 385 Old : 14,428: 7,322 9,042 279 3,440 1,515 4,205 0 0 786 46 0: 321 385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,320: -703 -960 60 20 -80 -300 0 0 40 -200 -60: -277 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.7 62.7 1.9 23.8 10.5 29.1 0.0 0.0 5.4 0.3 0.0: 2.2 2.7 Old : 100.0: 50.7 62.7 1.9 23.8 10.5 29.1 0.0 0.0 5.4 0.3 0.0: 2.2 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 : 29: 13 15 . . . . 0 0 4 . 0: Old : 29: 13 15 . . . . 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 : 62.1 63.9 82.7 83.0 51.3 57.7 59.8 65.7 Old : 62.1 63.9 82.7 83.0 51.3 57.7 59.8 65.7 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, October 08, 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 : 39,252: 23,133 34,069 3,798 0 3,448 364 150 425 7,525 475 550: 9 135 Old : 39,252: 23,133 34,069 3,798 0 3,448 364 150 425 7,525 475 550: 9 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 744: 93 1,166 60 0 -168 -10 -154 -15 800 -75 -25: 9 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 86.8 9.7 0.0 8.8 0.9 0.4 1.1 19.2 1.2 1.4: 0.0 0.3 Old : 100.0: 58.9 86.8 9.7 0.0 8.8 0.9 0.4 1.1 19.2 1.2 1.4: 0.0 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 22 . 0 . . . . 6 . 5: Old : 37: 21 22 . 0 . . . . 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 : 51.2 62.3 80.4 83.0 46.2 55.2 58.3 62.9 Old : 51.2 62.3 80.4 83.0 46.2 55.2 58.3 62.9 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, October 08, 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 : 27,679: 22,418 24,046 341 869 1,314 125 0 50 2,875 925 475: 81 0 Old : 27,679: 22,418 24,046 341 869 1,314 125 0 50 2,875 925 475: 81 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 415: 85 610 161 11 -56 0 0 0 150 -225 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 86.9 1.2 3.1 4.7 0.5 0.0 0.2 10.4 3.3 1.7: 0.3 0.0 Old : 100.0: 81.0 86.9 1.2 3.1 4.7 0.5 0.0 0.2 10.4 3.3 1.7: 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 : 27: 15 14 . . . . 0 . . . .: Old : 27: 15 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 : 63.6 74.2 85.6 89.3 63.4 69.3 79.3 80.7 Old : 63.6 74.2 85.6 89.3 63.4 69.3 79.3 80.7 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, October 08, 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 : 137,970: 112,809 88,256 2,357 24,567 5,887 3,460 910 8,779 2,516 7,917 1,518: 644 136 Old : 137,970: 112,809 88,256 2,357 24,567 5,887 3,460 910 8,779 2,516 7,917 1,518: 644 136 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -7,146: -5,867 -5,458 240 179 -1,680 -680 -35 474 721 -179 -467: 113 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 64.0 1.7 17.8 4.3 2.5 0.7 6.4 1.8 5.7 1.1: 0.5 0.1 Old : 100.0: 81.8 64.0 1.7 17.8 4.3 2.5 0.7 6.4 1.8 5.7 1.1: 0.5 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 : 59: 29 30 . . 5 5 4 . 7 6 4: Old : 59: 29 30 . . 5 5 4 . 7 6 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 : 51.9 41.4 68.0 61.0 35.7 28.9 41.1 41.3 Old : 51.9 41.4 68.0 61.0 35.7 28.9 41.1 41.3 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, October 08, 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 : 69,633: 57,125 51,444 5,250 9,612 3,317 150 2,311 2,368 998 150 425: 0 6 Old : 69,633: 57,125 51,444 5,250 9,612 3,317 150 2,311 2,368 998 150 425: 0 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,954: -2,573 -3,824 -252 630 -392 -200 182 29 -280 -300 -285: -1 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 73.9 7.5 13.8 4.8 0.2 3.3 3.4 1.4 0.2 0.6: 0.0 0.0 Old : 100.0: 82.0 73.9 7.5 13.8 4.8 0.2 3.3 3.4 1.4 0.2 0.6: 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 : 38: 19 19 . . . . 5 . 4 . 4: Old : 38: 19 19 . . . . 5 . 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 : 65.4 70.2 85.5 87.5 65.4 61.9 72.1 70.7 Old : 65.4 70.2 85.5 87.5 65.4 61.9 72.1 70.7 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, October 08, 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 : 32,327: 29,447 22,250 1,380 8,127 1,125 0 0 0 200 650 175: 0 0 Old : 32,327: 29,447 22,250 1,380 8,127 1,125 0 0 0 200 650 175: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -961: -536 -1,251 -310 45 -15 0 0 0 -175 200 75: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 68.8 4.3 25.1 3.5 0.0 0.0 0.0 0.6 2.0 0.5: 0.0 0.0 Old : 100.0: 91.1 68.8 4.3 25.1 3.5 0.0 0.0 0.0 0.6 2.0 0.5: 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 : 24: 9 11 . . . 0 0 0 . . .: Old : 24: 9 11 . . . 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 : 87.7 81.5 96.9 94.4 80.1 69.4 84.4 81.8 Old : 87.7 81.5 96.9 94.4 80.1 69.4 84.4 81.8 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, October 08, 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 : 67,527: 37,863 36,796 480 16,436 7,994 15,549 150 526 420 1,227 4,398: 297 0 Old : 67,527: 37,863 36,796 480 16,436 7,994 15,549 150 526 420 1,227 4,398: 297 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,748: -1,508 -866 10 -1,028 291 -13 -50 -112 0 303 -278: -138 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 54.5 0.7 24.3 11.8 23.0 0.2 0.8 0.6 1.8 6.5: 0.4 0.0 Old : 100.0: 56.1 54.5 0.7 24.3 11.8 23.0 0.2 0.8 0.6 1.8 6.5: 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 : 36: 21 22 . 4 5 4 . . . . .: Old : 36: 21 22 . 4 5 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 : 51.1 49.2 73.2 69.8 45.6 37.4 50.7 47.9 Old : 51.1 49.2 73.2 69.8 45.6 37.4 50.7 47.9 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, October 08, 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 : 87,103: 48,313 37,167 0 34,718 6,613 25,513 760 1,909 420 2,119 3,606: 729 211 Old : 87,103: 48,313 37,167 0 34,718 6,613 25,513 760 1,909 420 2,119 3,606: 729 211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,767: -3,111 -3,030 0 -26 865 33 -390 -13 0 150 -290: -251 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 42.7 0.0 39.9 7.6 29.3 0.9 2.2 0.5 2.4 4.1: 0.8 0.2 Old : 100.0: 55.5 42.7 0.0 39.9 7.6 29.3 0.9 2.2 0.5 2.4 4.1: 0.8 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 : 42: 21 24 0 4 4 4 5 . . . .: Old : 42: 21 24 0 4 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 : 51.8 58.6 70.3 74.7 48.5 51.2 61.2 58.9 Old : 51.8 58.6 70.3 74.7 48.5 51.2 61.2 58.9 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, October 08, 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 : 72,664: 54,671 51,574 10,788 17,427 1,807 1,200 0 100 1,992 169 1,500: 606 87 Old : 72,664: 54,671 51,574 10,788 17,427 1,807 1,200 0 100 1,992 169 1,500: 606 87 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -779: -1,500 -343 294 -1,060 377 -450 -50 100 168 94 153: 79 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 71.0 14.8 24.0 2.5 1.7 0.0 0.1 2.7 0.2 2.1: 0.8 0.1 Old : 100.0: 75.2 71.0 14.8 24.0 2.5 1.7 0.0 0.1 2.7 0.2 2.1: 0.8 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 : 42: 22 21 5 . . . 0 . . . .: Old : 42: 22 21 5 . . . 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 : 45.3 74.2 66.2 83.7 43.8 74.2 60.8 80.8 Old : 45.3 74.2 66.2 83.7 43.8 74.2 60.8 80.8 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, October 08, 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 : 96,198: 66,603 59,810 22,720 33,625 418 1,200 50 100 2,391 123 2,025: 741 47 Old : 96,198: 66,603 59,810 22,720 33,625 418 1,200 50 100 2,391 123 2,025: 741 47 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,521: -1,187 -817 -106 -806 -190 -450 -75 100 54 123 177: 81 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 62.2 23.6 35.0 0.4 1.2 0.1 0.1 2.5 0.1 2.1: 0.8 0.0 Old : 100.0: 69.2 62.2 23.6 35.0 0.4 1.2 0.1 0.1 2.5 0.1 2.1: 0.8 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 : 45: 24 26 5 . 4 . . . . . .: Old : 45: 24 26 5 . 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 : 46.6 69.4 66.4 83.7 46.1 69.3 64.3 81.1 Old : 46.6 69.4 66.4 83.7 46.1 69.3 64.3 81.1 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, October 08, 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 : 43,590: 32,070 41,310 9,420 0 1,575 0 0 0 400 420 0: 125 285 Old : 43,590: 32,070 41,310 9,420 0 1,575 0 0 0 400 420 0: 125 285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,080: -1,214 -1,975 -790 0 -80 0 0 0 0 0 0: 4 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 94.8 21.6 0.0 3.6 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7 Old : 100.0: 73.6 94.8 21.6 0.0 3.6 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 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: 15 17 . 0 . 0 0 0 . . 0: Old : 26: 15 17 . 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 : 67.6 88.1 86.2 94.9 63.3 85.2 77.7 87.7 Old : 67.6 88.1 86.2 94.9 63.3 85.2 77.7 87.7 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, October 08, 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 : 26,719: 23,003 20,387 0 2,939 2,558 0 600 0 945 97 18: 195 120 Old : 26,719: 23,003 20,387 0 2,939 2,558 0 600 0 945 97 18: 195 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -252: -805 -217 0 20 -45 0 0 0 605 -3 -2: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 76.3 0.0 11.0 9.6 0.0 2.2 0.0 3.5 0.4 0.1: 0.7 0.4 Old : 100.0: 86.1 76.3 0.0 11.0 9.6 0.0 2.2 0.0 3.5 0.4 0.1: 0.7 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 : 27: 17 16 0 . . 0 . 0 . . .: Old : 27: 17 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 : 56.8 65.8 77.9 86.6 49.1 55.6 63.1 65.6 Old : 56.8 65.8 77.9 86.6 49.1 55.6 63.1 65.6 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, October 08, 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 : 72,309: 41,242 52,825 912 6,566 9,852 11,364 26 552 6,235 555 1,818: 334 115 Old : 72,309: 41,242 52,825 912 6,566 9,852 11,364 26 552 6,235 555 1,818: 334 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,211: -1,750 -2,082 486 -1,488 1,666 -1,121 0 -347 -773 208 -264: -108 96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 73.1 1.3 9.1 13.6 15.7 0.0 0.8 8.6 0.8 2.5: 0.5 0.2 Old : 100.0: 57.0 73.1 1.3 9.1 13.6 15.7 0.0 0.8 8.6 0.8 2.5: 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 : 54: 27 29 . . . 8 . . 9 . 6: Old : 54: 27 29 . . . 8 . . 9 . 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 : 34.8 52.1 56.1 71.6 19.6 24.9 27.5 34.1 Old : 34.8 52.1 56.1 71.6 19.6 24.9 27.5 34.1 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, October 08, 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 : 26,011: 16,474 19,304 0 4,919 621 3,850 0 100 4,125 165 550: 291 352 Old : 26,011: 16,474 19,304 0 4,919 621 3,850 0 100 4,125 165 550: 291 352 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,553: -823 -895 -180 217 -245 -425 0 -175 700 -55 -400: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 74.2 0.0 18.9 2.4 14.8 0.0 0.4 15.9 0.6 2.1: 1.1 1.4 Old : 100.0: 63.3 74.2 0.0 18.9 2.4 14.8 0.0 0.4 15.9 0.6 2.1: 1.1 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 : 32: 18 18 0 . . . 0 . 4 . .: Old : 32: 18 18 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 : 52.6 52.6 76.4 73.7 46.9 40.8 60.3 56.2 Old : 52.6 52.6 76.4 73.7 46.9 40.8 60.3 56.2 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, October 08, 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 : 51,150: 41,515 48,307 6,727 0 2,198 0 0 0 500 345 75: 135 225 Old : 51,150: 41,515 48,307 6,727 0 2,198 0 0 0 500 345 75: 135 225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,815: -2,904 -3,363 -328 0 -437 0 0 0 -125 25 -25: 4 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 94.4 13.2 0.0 4.3 0.0 0.0 0.0 1.0 0.7 0.1: 0.3 0.4 Old : 100.0: 81.2 94.4 13.2 0.0 4.3 0.0 0.0 0.0 1.0 0.7 0.1: 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 : 29: 18 20 . 0 . 0 0 0 . . .: Old : 29: 18 20 . 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 : 58.2 83.3 82.6 93.7 53.1 80.0 70.4 83.4 Old : 58.2 83.3 82.6 93.7 53.1 80.0 70.4 83.4 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, October 08, 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 : 40,057: 32,924 26,358 0 7,096 4,786 475 1,410 0 900 197 128: 844 82 Old : 40,057: 32,924 26,358 0 7,096 4,786 475 1,410 0 900 197 128: 844 82 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,074: -2,269 -1,965 0 -2 -80 -150 0 0 580 97 -102: -53 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 65.8 0.0 17.7 11.9 1.2 3.5 0.0 2.2 0.5 0.3: 2.1 0.2 Old : 100.0: 82.2 65.8 0.0 17.7 11.9 1.2 3.5 0.0 2.2 0.5 0.3: 2.1 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 : 34: 21 19 0 . . . . 0 . . .: Old : 34: 21 19 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 : 51.3 46.3 72.4 69.6 35.0 28.4 42.9 41.7 Old : 51.3 46.3 72.4 69.6 35.0 28.4 42.9 41.7 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, October 08, 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 : 60,388: 48,546 56,853 7,104 1,940 1,050 0 0 0 3,090 200 0: 598 345 Old : 60,388: 48,546 56,853 7,104 1,940 1,050 0 0 0 3,090 200 0: 598 345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,906: -2,508 -3,486 -71 910 -510 0 0 0 28 0 0: 155 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 94.1 11.8 3.2 1.7 0.0 0.0 0.0 5.1 0.3 0.0: 1.0 0.6 Old : 100.0: 80.4 94.1 11.8 3.2 1.7 0.0 0.0 0.0 5.1 0.3 0.0: 1.0 0.6 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 : 29: 19 14 . . . 0 0 0 . . 0: Old : 29: 19 14 . . . 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 : 54.7 91.2 76.3 97.3 53.3 88.0 74.3 91.9 Old : 54.7 91.2 76.3 97.3 53.3 88.0 74.3 91.9 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, October 08, 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 : 65,629: 53,414 56,609 6,397 3,120 2,060 0 0 0 3,402 3,600 60: 296 180 Old : 65,629: 53,414 56,609 6,397 3,120 2,060 0 0 0 3,402 3,600 60: 296 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,902: -3,512 -4,222 -152 240 0 0 0 0 -403 -100 0: 165 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 86.3 9.7 4.8 3.1 0.0 0.0 0.0 5.2 5.5 0.1: 0.5 0.3 Old : 100.0: 81.4 86.3 9.7 4.8 3.1 0.0 0.0 0.0 5.2 5.5 0.1: 0.5 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 : 31: 20 16 . . . 0 0 0 . . .: Old : 31: 20 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 : 54.2 82.1 76.2 95.8 52.1 78.3 71.7 88.4 Old : 54.2 82.1 76.2 95.8 52.1 78.3 71.7 88.4 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, October 08, 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 : 80,867: 62,254 75,776 12,775 176 4,451 136 0 32 930 302 125: 164 5 Old : 80,867: 62,254 75,776 12,775 176 4,451 136 0 32 930 302 125: 164 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,778: -3,941 -2,753 -658 -1,415 682 136 -39 -12 -72 -311 65: 22 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 93.7 15.8 0.2 5.5 0.2 0.0 0.0 1.2 0.4 0.2: 0.2 0.0 Old : 100.0: 77.0 93.7 15.8 0.2 5.5 0.2 0.0 0.0 1.2 0.4 0.2: 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 : 38: 19 25 5 . 4 . 0 . . . .: Old : 38: 19 25 5 . 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 : 60.8 58.6 77.2 79.0 58.9 56.4 72.8 73.6 Old : 60.8 58.6 77.2 79.0 58.9 56.4 72.8 73.6 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, October 08, 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 : 102,560: 79,584 88,449 15,148 2,574 4,931 140 1,331 202 1,166 3,915 1,118: 271 40 Old : 102,560: 79,584 88,449 15,148 2,574 4,931 140 1,331 202 1,166 3,915 1,118: 271 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -4,708: -4,005 -2,066 -1,040 -1,464 326 0 -389 -101 -12 -1,079 98: 26 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 86.2 14.8 2.5 4.8 0.1 1.3 0.2 1.1 3.8 1.1: 0.3 0.0 Old : 100.0: 77.6 86.2 14.8 2.5 4.8 0.1 1.3 0.2 1.1 3.8 1.1: 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 : 54: 21 26 5 . 4 . 7 . . 7 5: Old : 54: 21 26 5 . 4 . 7 . . 7 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 : 52.7 52.8 70.9 77.5 51.6 48.1 66.1 65.9 Old : 52.7 52.8 70.9 77.5 51.6 48.1 66.1 65.9 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, October 08, 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 : 54,133: 40,795 47,680 11,793 622 1,050 0 1,606 250 100 2,800 125: 20 0 Old : 54,133: 40,795 47,680 11,793 622 1,050 0 1,606 250 100 2,800 125: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,895: -4,526 -1,280 3,028 622 -322 0 -125 0 50 -650 -125: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 88.1 21.8 1.1 1.9 0.0 3.0 0.5 0.2 5.2 0.2: 0.0 0.0 Old : 100.0: 75.4 88.1 21.8 1.1 1.9 0.0 3.0 0.5 0.2 5.2 0.2: 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: 10 12 . . . 0 . . . . .: Old : 27: 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 : 74.3 85.5 95.1 94.0 73.9 83.9 91.5 88.9 Old : 74.3 85.5 95.1 94.0 73.9 83.9 91.5 88.9 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, October 08, 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 : 45,620: 38,743 44,360 6,422 0 180 0 0 0 0 805 275: 0 0 Old : 45,620: 38,743 44,360 6,422 0 180 0 0 0 0 805 275: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,565: -3,050 -2,900 -350 0 -300 0 0 0 0 -500 135: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 97.2 14.1 0.0 0.4 0.0 0.0 0.0 0.0 1.8 0.6: 0.0 0.0 Old : 100.0: 84.9 97.2 14.1 0.0 0.4 0.0 0.0 0.0 0.0 1.8 0.6: 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 : 22: 10 8 . 0 . 0 0 0 0 4 .: Old : 22: 10 8 . 0 . 0 0 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 : 82.9 96.5 97.6 98.7 82.5 95.0 96.7 97.0 Old : 82.9 96.5 97.6 98.7 82.5 95.0 96.7 97.0 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, October 08, 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 : 61,880: 46,267 56,201 10,465 0 2,347 700 150 150 521 1,572 1,335: 95 125 Old : 61,880: 46,267 56,201 10,465 0 2,347 700 150 150 521 1,572 1,335: 95 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,934: -2,240 -1,744 439 0 -160 50 0 -50 27 17 20: -20 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 90.8 16.9 0.0 3.8 1.1 0.2 0.2 0.8 2.5 2.2: 0.2 0.2 Old : 100.0: 74.8 90.8 16.9 0.0 3.8 1.1 0.2 0.2 0.8 2.5 2.2: 0.2 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 : 33: 19 19 4 0 . . . . . . .: Old : 33: 19 19 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 : 52.5 84.6 74.8 92.7 49.9 80.9 67.4 83.6 Old : 52.5 84.6 74.8 92.7 49.9 80.9 67.4 83.6 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, October 08, 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 : 65,910: 45,818 58,250 11,999 431 467 1,006 330 3,230 879 924 2,141: 370 137 Old : 65,910: 45,818 58,250 11,999 431 467 1,006 330 3,230 879 924 2,141: 370 137 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,715: -1,472 -2,263 -697 0 -325 -100 -120 0 15 132 -129: -7 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 88.4 18.2 0.7 0.7 1.5 0.5 4.9 1.3 1.4 3.2: 0.6 0.2 Old : 100.0: 69.5 88.4 18.2 0.7 0.7 1.5 0.5 4.9 1.3 1.4 3.2: 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 : 35: 19 19 . . . 5 . . . . .: Old : 35: 19 19 . . . 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 : 51.2 72.7 72.6 85.4 50.5 67.3 66.9 73.8 Old : 51.2 72.7 72.6 85.4 50.5 67.3 66.9 73.8 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, October 08, 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 : 29,886: 17,112 28,987 11,610 0 279 0 485 80 720 0 0: 85 55 Old : 29,886: 17,112 28,987 11,610 0 279 0 485 80 720 0 0: 85 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,927: -910 -1,877 -957 0 125 0 -98 0 -155 0 0: -30 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 97.0 38.8 0.0 0.9 0.0 1.6 0.3 2.4 0.0 0.0: 0.3 0.2 Old : 100.0: 57.3 97.0 38.8 0.0 0.9 0.0 1.6 0.3 2.4 0.0 0.0: 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: 15 11 4 0 . 0 . . . 0 0: Old : 24: 15 11 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 : 63.9 81.1 80.0 96.9 63.2 74.7 75.8 86.4 Old : 63.9 81.1 80.0 96.9 63.2 74.7 75.8 86.4 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, October 08, 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 : 28,809: 16,315 28,411 11,418 0 238 0 80 0 640 0 0: 198 80 Old : 28,809: 16,315 28,411 11,418 0 238 0 80 0 640 0 0: 198 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,540: -1,000 -1,605 -579 0 125 0 -60 0 -80 0 0: -6 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 98.6 39.6 0.0 0.8 0.0 0.3 0.0 2.2 0.0 0.0: 0.7 0.3 Old : 100.0: 56.6 98.6 39.6 0.0 0.8 0.0 0.3 0.0 2.2 0.0 0.0: 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 : 24: 13 9 5 0 . 0 . 0 . 0 0: Old : 24: 13 9 5 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 : 64.2 83.7 80.0 98.1 63.0 77.8 75.5 88.0 Old : 64.2 83.7 80.0 98.1 63.0 77.8 75.5 88.0 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, October 08, 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 : 34,252: 26,678 25,924 3,892 1,350 758 50 2,419 1,850 0 914 804: 220 233 Old : 34,252: 26,678 25,924 3,892 1,350 758 50 2,419 1,850 0 914 804: 220 233 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,812: -1,661 -1,728 155 -30 -80 0 299 -314 0 -77 -112: 200 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 75.7 11.4 3.9 2.2 0.1 7.1 5.4 0.0 2.7 2.3: 0.6 0.7 Old : 100.0: 77.9 75.7 11.4 3.9 2.2 0.1 7.1 5.4 0.0 2.7 2.3: 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 : 33: 16 19 . . . . . . 0 . .: Old : 33: 16 19 . . . . . . 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 : 65.2 56.1 83.2 74.6 56.7 49.6 70.5 63.3 Old : 65.2 56.1 83.2 74.6 56.7 49.6 70.5 63.3 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, October 08, 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 : 21,127: 17,627 18,014 2,310 0 120 0 1,345 180 175 953 425: 290 90 Old : 21,127: 17,627 18,014 2,310 0 120 0 1,345 180 175 953 425: 290 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,903: -983 -1,795 123 0 -123 -190 645 -670 -144 -25 90: -6 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 85.3 10.9 0.0 0.6 0.0 6.4 0.9 0.8 4.5 2.0: 1.4 0.4 Old : 100.0: 83.4 85.3 10.9 0.0 0.6 0.0 6.4 0.9 0.8 4.5 2.0: 1.4 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 : 25: 12 16 . 0 . 0 . . . . .: Old : 25: 12 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 : 78.1 71.5 91.5 85.9 77.6 70.5 87.9 82.6 Old : 78.1 71.5 91.5 85.9 77.6 70.5 87.9 82.6 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, October 08, 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 : 57,971: 45,499 39,866 5,736 13,667 342 3,429 2,667 590 2,078 616 190: 107 33 Old : 57,971: 45,499 39,866 5,736 13,667 342 3,429 2,667 590 2,078 616 190: 107 33 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,936: -1,658 -1,012 266 -294 -264 -199 -222 -55 17 -25 -80: 37 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 68.8 9.9 23.6 0.6 5.9 4.6 1.0 3.6 1.1 0.3: 0.2 0.1 Old : 100.0: 78.5 68.8 9.9 23.6 0.6 5.9 4.6 1.0 3.6 1.1 0.3: 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 : 41: 22 23 4 . 4 . . . 4 . .: Old : 41: 22 23 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 : 59.5 60.3 75.0 78.2 48.9 57.0 63.0 68.4 Old : 59.5 60.3 75.0 78.2 48.9 57.0 63.0 68.4 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, October 08, 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 : 36,527: 30,748 18,672 3,048 14,124 861 111 1,036 569 413 770 375: 402 120 Old : 36,527: 30,748 18,672 3,048 14,124 861 111 1,036 569 413 770 375: 402 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,114: -1,220 -827 33 -361 10 -35 19 50 -1 -32 47: 2 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 51.1 8.3 38.7 2.4 0.3 2.8 1.6 1.1 2.1 1.0: 1.1 0.3 Old : 100.0: 84.2 51.1 8.3 38.7 2.4 0.3 2.8 1.6 1.1 2.1 1.0: 1.1 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 4 . . . . . . . .: Old : 32: 20 16 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 : 66.1 67.7 81.8 83.1 58.6 65.5 69.4 74.0 Old : 66.1 67.7 81.8 83.1 58.6 65.5 69.4 74.0 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, October 08, 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 : 20,369: 10,746 17,538 5,382 0 2,366 760 300 0 800 0 150: 165 15 Old : 20,369: 10,746 17,538 5,382 0 2,366 760 300 0 800 0 150: 165 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 60: -325 0 375 0 10 0 75 0 25 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 86.1 26.4 0.0 11.6 3.7 1.5 0.0 3.9 0.0 0.7: 0.8 0.1 Old : 100.0: 52.8 86.1 26.4 0.0 11.6 3.7 1.5 0.0 3.9 0.0 0.7: 0.8 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: 12 13 . 0 . . . 0 . 0 .: Old : 24: 12 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 : 65.3 79.5 88.6 90.2 53.7 71.3 72.8 76.9 Old : 65.3 79.5 88.6 90.2 53.7 71.3 72.8 76.9 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, October 08, 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 : 12,765: 10,636 10,300 659 710 844 0 150 0 50 405 345: 231 11 Old : 12,765: 10,636 10,300 659 710 844 0 150 0 50 405 345: 231 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,085: -1,063 -1,040 -42 -45 0 0 0 0 0 50 -50: 70 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 80.7 5.2 5.6 6.6 0.0 1.2 0.0 0.4 3.2 2.7: 1.8 0.1 Old : 100.0: 83.3 80.7 5.2 5.6 6.6 0.0 1.2 0.0 0.4 3.2 2.7: 1.8 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 : 22: 10 11 . . . 0 . 0 . . .: Old : 22: 10 11 . . . 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 : 65.4 77.2 87.9 91.3 55.6 72.5 74.2 78.2 Old : 65.4 77.2 87.9 91.3 55.6 72.5 74.2 78.2 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, October 08, 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 : 13,046: 11,137 10,420 778 710 691 0 150 0 50 805 270: 120 0 Old : 13,046: 11,137 10,420 778 710 691 0 150 0 50 805 270: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,615: -1,430 -1,190 -130 5 -5 0 -425 0 0 50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 79.9 6.0 5.4 5.3 0.0 1.1 0.0 0.4 6.2 2.1: 0.9 0.0 Old : 100.0: 85.4 79.9 6.0 5.4 5.3 0.0 1.1 0.0 0.4 6.2 2.1: 0.9 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: 11 11 . . . 0 . 0 . . .: Old : 23: 11 11 . . . 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 : 62.8 76.0 86.9 91.6 52.7 73.9 73.8 79.6 Old : 62.8 76.0 86.9 91.6 52.7 73.9 73.8 79.6 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, October 08, 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 : 17,872: 9,351 14,250 5,420 2,577 75 0 75 0 2,450 475 385: 191 35 Old : 17,872: 9,351 14,250 5,420 2,577 75 0 75 0 2,450 475 385: 191 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,104: -992 -1,025 -735 -804 0 0 50 -25 -330 -275 0: -22 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 79.7 30.3 14.4 0.4 0.0 0.4 0.0 13.7 2.7 2.2: 1.1 0.2 Old : 100.0: 52.3 79.7 30.3 14.4 0.4 0.0 0.4 0.0 13.7 2.7 2.2: 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 : 31: 14 15 . . . 0 . 0 . . .: Old : 31: 14 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 : 61.7 64.1 86.0 83.2 59.5 57.9 78.5 72.7 Old : 61.7 64.1 86.0 83.2 59.5 57.9 78.5 72.7 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, October 08, 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 : 17,600: 8,571 13,935 5,804 2,562 75 0 75 0 2,505 475 440: 205 38 Old : 17,600: 8,571 13,935 5,804 2,562 75 0 75 0 2,505 475 440: 205 38 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,839: -800 -910 -773 -799 0 0 50 -25 -365 -275 145: -21 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.7 79.2 33.0 14.6 0.4 0.0 0.4 0.0 14.2 2.7 2.5: 1.2 0.2 Old : 100.0: 48.7 79.2 33.0 14.6 0.4 0.0 0.4 0.0 14.2 2.7 2.5: 1.2 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 : 31: 14 15 . . . 0 . 0 . . .: Old : 31: 14 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 : 64.1 63.2 87.1 82.6 61.1 55.2 78.4 71.3 Old : 64.1 63.2 87.1 82.6 61.1 55.2 78.4 71.3 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, October 08, 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 : 42,004: 27,929 37,439 9,588 600 1,160 100 45 150 1,645 1,325 1,285: 147 0 Old : 42,004: 27,929 37,439 9,588 600 1,160 100 45 150 1,645 1,325 1,285: 147 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,561: -2,346 -2,396 -143 -200 -365 -455 45 -145 835 425 -925: -17 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 89.1 22.8 1.4 2.8 0.2 0.1 0.4 3.9 3.2 3.1: 0.3 0.0 Old : 100.0: 66.5 89.1 22.8 1.4 2.8 0.2 0.1 0.4 3.9 3.2 3.1: 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 : 34: 16 11 4 . . . . . 5 . .: Old : 34: 16 11 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 : 65.6 77.6 84.5 91.4 61.0 70.1 75.0 81.1 Old : 65.6 77.6 84.5 91.4 61.0 70.1 75.0 81.1 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, October 08, 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 : 42,227: 27,859 37,755 9,339 600 1,167 100 45 150 2,330 1,380 1,130: 152 0 Old : 42,227: 27,859 37,755 9,339 600 1,167 100 45 150 2,330 1,380 1,130: 152 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,216: -2,121 -2,236 -281 -200 -170 -455 45 -145 825 340 -850: -19 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 89.4 22.1 1.4 2.8 0.2 0.1 0.4 5.5 3.3 2.7: 0.4 0.0 Old : 100.0: 66.0 89.4 22.1 1.4 2.8 0.2 0.1 0.4 5.5 3.3 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 : 35: 16 11 4 . . . . . 5 . .: Old : 35: 16 11 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 : 65.9 78.9 83.7 90.6 61.5 71.4 75.4 81.1 Old : 65.9 78.9 83.7 90.6 61.5 71.4 75.4 81.1 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, October 08, 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 : 116,588: 87,664 81,550 24,037 20,576 1,333 595 955 505 1,879 11,076 563: 12 30 Old : 116,588: 87,664 81,550 24,037 20,576 1,333 595 955 505 1,879 11,076 563: 12 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -7,396: -5,970 -6,528 -1,205 -990 -155 70 -400 -150 34 832 -20: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 69.9 20.6 17.6 1.1 0.5 0.8 0.4 1.6 9.5 0.5: 0.0 0.0 Old : 100.0: 75.2 69.9 20.6 17.6 1.1 0.5 0.8 0.4 1.6 9.5 0.5: 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 : 58: 31 24 . 4 . . . . 6 6 4: Old : 58: 31 24 . 4 . . . . 6 6 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 : 36.8 50.5 60.4 76.1 30.4 48.9 50.6 66.0 Old : 36.8 50.5 60.4 76.1 30.4 48.9 50.6 66.0 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, October 08, 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 : 126,016: 93,926 90,254 26,545 21,471 1,639 270 765 495 2,234 10,482 895: 12 15 Old : 126,016: 93,926 90,254 26,545 21,471 1,639 270 765 495 2,234 10,482 895: 12 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -9,082: -6,863 -7,258 -885 -1,267 -483 -460 -470 -125 52 806 -300: -18 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 71.6 21.1 17.0 1.3 0.2 0.6 0.4 1.8 8.3 0.7: 0.0 0.0 Old : 100.0: 74.5 71.6 21.1 17.0 1.3 0.2 0.6 0.4 1.8 8.3 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 : 62: 32 29 . 4 5 . . . 6 6 4: Old : 62: 32 29 . 4 5 . . . 6 6 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 : 32.9 51.7 58.5 76.6 31.1 48.7 50.3 63.5 Old : 32.9 51.7 58.5 76.6 31.1 48.7 50.3 63.5 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, October 08, 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 : 268,659: 159,902 176,933 18,767 3,780 41,332 17,233 11,242 12,718 6,184 10,531 11,978: 545 145 Old : 268,659: 159,902 176,933 18,767 3,780 41,332 17,233 11,242 12,718 6,184 10,531 11,978: 545 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -12,597: -11,681 -7,956 907 -53 -1,298 1,689 -385 -1,031 588 -147 -1,706: -65 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 65.9 7.0 1.4 15.4 6.4 4.2 4.7 2.3 3.9 4.5: 0.2 0.1 Old : 100.0: 59.5 65.9 7.0 1.4 15.4 6.4 4.2 4.7 2.3 3.9 4.5: 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 : 86: 36 34 5 . 6 9 9 8 10 12 12: Old : 86: 36 34 5 . 6 9 9 8 10 12 12: 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 : 41.8 41.2 57.3 60.0 23.0 24.2 31.8 34.7 Old : 41.8 41.2 57.3 60.0 23.0 24.2 31.8 34.7 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, October 08, 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 : 17,038: 9,927 15,533 2,505 830 605 535 0 0 3,185 0 50: 231 20 Old : 17,038: 9,927 15,533 2,505 830 605 535 0 0 3,185 0 50: 231 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -973: -675 -928 -85 -20 0 35 0 0 -200 0 -25: -23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 91.2 14.7 4.9 3.6 3.1 0.0 0.0 18.7 0.0 0.3: 1.4 0.1 Old : 100.0: 58.3 91.2 14.7 4.9 3.6 3.1 0.0 0.0 18.7 0.0 0.3: 1.4 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 : 26: 15 7 . . . . 0 0 . 0 .: Old : 26: 15 7 . . . . 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 : 55.3 92.5 75.7 99.4 54.0 89.1 74.4 93.8 Old : 55.3 92.5 75.7 99.4 54.0 89.1 74.4 93.8 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, October 08, 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 : 16,502: 9,267 15,035 2,369 0 1,067 100 360 10 3,230 0 0: 459 30 Old : 16,502: 9,267 15,035 2,369 0 1,067 100 360 10 3,230 0 0: 459 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -750: -542 -617 -77 0 -8 100 -100 0 -305 0 -25: 107 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 91.1 14.4 0.0 6.5 0.6 2.2 0.1 19.6 0.0 0.0: 2.8 0.2 Old : 100.0: 56.2 91.1 14.4 0.0 6.5 0.6 2.2 0.1 19.6 0.0 0.0: 2.8 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: 14 6 . 0 . . . . . 0 0: Old : 24: 14 6 . 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 : 57.4 93.5 78.4 99.7 56.3 89.0 75.2 91.0 Old : 57.4 93.5 78.4 99.7 56.3 89.0 75.2 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Futures Only, October 08, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 3,940: 2,265 3,050 315 0 290 0 195 0 440 80 90: 540 235 Old : 3,940: 2,265 3,050 315 0 290 0 195 0 440 80 90: 540 235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 115: -530 995 150 0 100 0 -250 0 440 -635 -40: -5 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 77.4 8.0 0.0 7.4 0.0 4.9 0.0 11.2 2.0 2.3: 13.7 6.0 Old : 100.0: 57.5 77.4 8.0 0.0 7.4 0.0 4.9 0.0 11.2 2.0 2.3: 13.7 6.0 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: 13 15 . 0 . 0 . 0 . . .: Old : 24: 13 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 : 51.9 62.2 77.9 76.6 41.6 57.6 62.3 68.3 Old : 51.9 62.2 77.9 76.6 41.6 57.6 62.3 68.3 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, October 08, 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 : 56,107: 36,237 39,134 10,245 6,940 0 0 18 1,845 0 150 0: 7,780 8,020 Old : 56,107: 36,237 39,134 10,245 6,940 0 0 18 1,845 0 150 0: 7,780 8,020 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 57: -913 -173 1,190 255 -15 0 -45 -270 0 0 0: 65 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 69.7 18.3 12.4 0.0 0.0 0.0 3.3 0.0 0.3 0.0: 13.9 14.3 Old : 100.0: 64.6 69.7 18.3 12.4 0.0 0.0 0.0 3.3 0.0 0.3 0.0: 13.9 14.3 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 : 26: 17 18 . . 0 0 . . 0 . 0: Old : 26: 17 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 : 70.4 54.8 81.0 72.4 63.4 54.2 69.0 66.4 Old : 70.4 54.8 81.0 72.4 63.4 54.2 69.0 66.4 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, October 08, 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 : 46,918: 31,300 31,560 8,805 6,320 0 0 2,225 345 0 0 0: 6,468 6,468 Old : 46,918: 31,300 31,560 8,805 6,320 0 0 2,225 345 0 0 0: 6,468 6,468 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -12: -842 -190 990 205 0 0 135 -205 0 0 0: 45 43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 67.3 18.8 13.5 0.0 0.0 4.7 0.7 0.0 0.0 0.0: 13.8 13.8 Old : 100.0: 66.7 67.3 18.8 13.5 0.0 0.0 4.7 0.7 0.0 0.0 0.0: 13.8 13.8 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: 14 19 . . 0 0 . . 0 0 0: Old : 25: 14 19 . . 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 : 73.2 51.5 81.2 70.3 68.0 50.7 70.5 64.8 Old : 73.2 51.5 81.2 70.3 68.0 50.7 70.5 64.8 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, October 08, 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 : 26,040: 6,332 18,215 13,298 1,385 1,337 175 2,160 0 2,160 0 75: 2,663 2,868 Old : 26,040: 6,332 18,215 13,298 1,385 1,337 175 2,160 0 2,160 0 75: 2,663 2,868 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,021: -884 -1,265 -231 -80 0 0 5 -75 -25 0 -25: 219 419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 70.0 51.1 5.3 5.1 0.7 8.3 0.0 8.3 0.0 0.3: 10.2 11.0 Old : 100.0: 24.3 70.0 51.1 5.3 5.1 0.7 8.3 0.0 8.3 0.0 0.3: 10.2 11.0 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: 9 12 . . . . . 0 . 0 .: Old : 22: 9 12 . . . . . 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 : 72.3 50.8 85.3 74.0 66.2 48.4 72.1 67.5 Old : 72.3 50.8 85.3 74.0 66.2 48.4 72.1 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, October 08, 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 : 22,305: 4,790 16,790 11,540 0 1,835 175 1,680 140 2,005 0 0: 1,820 1,860 Old : 22,305: 4,790 16,790 11,540 0 1,835 175 1,680 140 2,005 0 0: 1,820 1,860 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -520: -305 -505 -130 0 -130 -50 105 -105 0 0 0: 200 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 75.3 51.7 0.0 8.2 0.8 7.5 0.6 9.0 0.0 0.0: 8.2 8.3 Old : 100.0: 21.5 75.3 51.7 0.0 8.2 0.8 7.5 0.6 9.0 0.0 0.0: 8.2 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: 8 15 . 0 . . . . . 0 0: Old : 23: 8 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 : 75.4 49.9 88.2 73.5 64.2 49.9 68.3 64.7 Old : 75.4 49.9 88.2 73.5 64.2 49.9 68.3 64.7 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, October 08, 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 : 39,995: 17,034 18,903 4,980 13,706 432 11,235 0 3,160 0 1,035 0: 3,154 2,759 Old : 39,995: 17,034 18,903 4,980 13,706 432 11,235 0 3,160 0 1,035 0: 3,154 2,759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 425: 962 705 -292 140 0 150 0 -235 0 -25 0: -160 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 47.3 12.5 34.3 1.1 28.1 0.0 7.9 0.0 2.6 0.0: 7.9 6.9 Old : 100.0: 42.6 47.3 12.5 34.3 1.1 28.1 0.0 7.9 0.0 2.6 0.0: 7.9 6.9 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 : 24: 14 19 . . . . 0 . 0 . 0: Old : 24: 14 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 : 58.8 71.1 76.1 81.2 47.7 57.6 57.1 63.0 Old : 58.8 71.1 76.1 81.2 47.7 57.6 57.1 63.0 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, October 08, 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 : 90,403: 42,103 32,983 12,873 30,690 3,260 6,495 2,285 2,100 5,425 375 1,285: 16,862 17,425 Old : 90,403: 42,103 32,983 12,873 30,690 3,260 6,495 2,285 2,100 5,425 375 1,285: 16,862 17,425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -364: 1,456 -699 -1,255 250 0 -815 40 -90 455 100 -445: 330 480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 36.5 14.2 33.9 3.6 7.2 2.5 2.3 6.0 0.4 1.4: 18.7 19.3 Old : 100.0: 46.6 36.5 14.2 33.9 3.6 7.2 2.5 2.3 6.0 0.4 1.4: 18.7 19.3 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: 16 18 . . . . . . . . .: Old : 29: 16 18 . . . . . . . . .: 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 : 54.2 42.8 74.0 59.1 47.4 42.5 61.4 54.8 Old : 54.2 42.8 74.0 59.1 47.4 42.5 61.4 54.8 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, October 08, 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 : 85,046: 39,265 30,334 13,845 29,670 3,260 7,520 1,860 2,000 1,935 100 1,310: 15,911 16,512 Old : 85,046: 39,265 30,334 13,845 29,670 3,260 7,520 1,860 2,000 1,935 100 1,310: 15,911 16,512 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -636: 899 -251 -1,185 20 0 -465 55 -255 635 100 -615: 350 310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.2 35.7 16.3 34.9 3.8 8.8 2.2 2.4 2.3 0.1 1.5: 18.7 19.4 Old : 100.0: 46.2 35.7 16.3 34.9 3.8 8.8 2.2 2.4 2.3 0.1 1.5: 18.7 19.4 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 : 28: 17 18 . . . . . . . . .: Old : 28: 17 18 . . . . . . . . .: 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 44.5 72.7 60.4 49.6 42.2 58.5 54.0 Old : 56.6 44.5 72.7 60.4 49.6 42.2 58.5 54.0 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, October 08, 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 : 21,237: 10,712 7,175 1,600 1,977 1,131 1,325 4,800 275 1,345 2,095 550: 4,299 3,234 Old : 21,237: 10,712 7,175 1,600 1,977 1,131 1,325 4,800 275 1,345 2,095 550: 4,299 3,234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,921: -1,746 -275 -445 -281 0 5 -850 -5 -25 -345 0: 295 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 33.8 7.5 9.3 5.3 6.2 22.6 1.3 6.3 9.9 2.6: 20.2 15.2 Old : 100.0: 50.4 33.8 7.5 9.3 5.3 6.2 22.6 1.3 6.3 9.9 2.6: 20.2 15.2 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 8 . . . . . . . . .: Old : 24: 13 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 : 34.8 56.3 57.1 79.5 32.7 49.1 52.4 67.8 Old : 34.8 56.3 57.1 79.5 32.7 49.1 52.4 67.8 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, October 08, 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 : 21,932: 10,297 7,350 1,440 2,277 938 1,325 7,350 275 2,700 50 725: 4,232 2,967 Old : 21,932: 10,297 7,350 1,440 2,277 938 1,325 7,350 275 2,700 50 725: 4,232 2,967 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,706: -1,586 -200 -375 -186 0 0 -850 0 220 -25 -270: 305 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.9 33.5 6.6 10.4 4.3 6.0 33.5 1.3 12.3 0.2 3.3: 19.3 13.5 Old : 100.0: 46.9 33.5 6.6 10.4 4.3 6.0 33.5 1.3 12.3 0.2 3.3: 19.3 13.5 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 : 23: 12 8 . . . . . . . . .: Old : 23: 12 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 : 35.6 63.1 59.9 81.2 31.8 58.9 53.0 70.4 Old : 35.6 63.1 59.9 81.2 31.8 58.9 53.0 70.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Futures Only, October 08, 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 : 26,563: 12,693 7,660 0 9,253 419 9,540 75 400 0 5,600 75: 3,436 3,081 Old : 26,563: 12,693 7,660 0 9,253 419 9,540 75 400 0 5,600 75: 3,436 3,081 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -954: -544 -290 0 -484 0 -250 -25 25 -25 -30 -45: -115 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 28.8 0.0 34.8 1.6 35.9 0.3 1.5 0.0 21.1 0.3: 12.9 11.6 Old : 100.0: 47.8 28.8 0.0 34.8 1.6 35.9 0.3 1.5 0.0 21.1 0.3: 12.9 11.6 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 : 20: 13 5 0 . . . . . 0 . .: Old : 20: 13 5 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 : 69.6 74.7 82.7 87.2 68.2 71.8 79.4 81.4 Old : 69.6 74.7 82.7 87.2 68.2 71.8 79.4 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ Disaggregated Commitments of Traders - Futures Only, October 08, 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 : 25,786: 12,272 8,060 0 8,942 441 9,540 75 400 50 5,135 75: 3,008 2,658 Old : 25,786: 12,272 8,060 0 8,942 441 9,540 75 400 50 5,135 75: 3,008 2,658 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -833: -273 -220 0 -348 -79 -250 -25 25 -35 25 -45: -176 -166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 31.3 0.0 34.7 1.7 37.0 0.3 1.6 0.2 19.9 0.3: 11.7 10.3 Old : 100.0: 47.6 31.3 0.0 34.7 1.7 37.0 0.3 1.6 0.2 19.9 0.3: 11.7 10.3 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 : 20: 12 5 0 . . . . . . . .: Old : 20: 12 5 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 : 69.7 75.7 83.3 88.6 68.4 72.4 79.9 82.3 Old : 69.7 75.7 83.3 88.6 68.4 72.4 79.9 82.3 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, October 08, 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 : 48,698: 15,054 36,424 6,007 8,040 35 14,095 0 0 9,455 0 0: 4,052 4,199 Old : 48,698: 15,054 36,424 6,007 8,040 35 14,095 0 0 9,455 0 0: 4,052 4,199 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,029: -795 -2,195 -225 -445 0 -1,040 0 0 -580 0 0: -389 -389 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 74.8 12.3 16.5 0.1 28.9 0.0 0.0 19.4 0.0 0.0: 8.3 8.6 Old : 100.0: 30.9 74.8 12.3 16.5 0.1 28.9 0.0 0.0 19.4 0.0 0.0: 8.3 8.6 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 : 23: 13 13 . . . . 0 0 . 0 0: Old : 23: 13 13 . . . . 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 : 62.4 81.4 84.7 88.6 61.7 81.3 81.7 86.9 Old : 62.4 81.4 84.7 88.6 61.7 81.3 81.7 86.9 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, October 08, 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 : 49,504: 16,701 33,957 5,360 10,950 35 14,070 0 0 9,030 0 0: 4,308 4,562 Old : 49,504: 16,701 33,957 5,360 10,950 35 14,070 0 0 9,030 0 0: 4,308 4,562 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,740: -500 -2,020 -215 -295 0 -1,165 0 0 -430 0 0: -430 -425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 68.6 10.8 22.1 0.1 28.4 0.0 0.0 18.2 0.0 0.0: 8.7 9.2 Old : 100.0: 33.7 68.6 10.8 22.1 0.1 28.4 0.0 0.0 18.2 0.0 0.0: 8.7 9.2 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 : 21: 11 12 . . . . 0 0 . 0 0: Old : 21: 11 12 . . . . 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 : 60.0 83.6 85.7 88.9 59.4 83.5 84.0 88.0 Old : 60.0 83.6 85.7 88.9 59.4 83.5 84.0 88.0 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, October 08, 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 : 63,090: 21,835 51,410 1,805 4,540 2,060 7,780 0 1,430 24,350 0 125: 3,705 3,525 Old : 63,090: 21,835 51,410 1,805 4,540 2,060 7,780 0 1,430 24,350 0 125: 3,705 3,525 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,200: -890 -1,980 -315 -895 215 -315 0 -25 -1,420 -75 -50: -400 -390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 81.5 2.9 7.2 3.3 12.3 0.0 2.3 38.6 0.0 0.2: 5.9 5.6 Old : 100.0: 34.6 81.5 2.9 7.2 3.3 12.3 0.0 2.3 38.6 0.0 0.2: 5.9 5.6 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 : 33: 18 11 . . . 5 0 . 4 0 .: Old : 33: 18 11 . . . 5 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 : 57.9 77.2 78.4 89.1 55.9 76.1 73.8 84.2 Old : 57.9 77.2 78.4 89.1 55.9 76.1 73.8 84.2 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, October 08, 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 : 62,430: 21,610 50,355 1,375 4,540 2,295 7,280 0 1,730 24,450 0 25: 3,665 3,485 Old : 62,430: 21,610 50,355 1,375 4,540 2,295 7,280 0 1,730 24,450 0 25: 3,665 3,485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -3,460: -980 -2,155 -255 -895 215 -215 0 -75 -1,580 0 -75: -495 -475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 80.7 2.2 7.3 3.7 11.7 0.0 2.8 39.2 0.0 0.0: 5.9 5.6 Old : 100.0: 34.6 80.7 2.2 7.3 3.7 11.7 0.0 2.8 39.2 0.0 0.0: 5.9 5.6 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 : 32: 18 10 . . . 4 0 . 4 0 .: Old : 32: 18 10 . . . 4 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 : 58.1 76.4 78.6 89.3 55.6 75.5 74.1 83.6 Old : 58.1 76.4 78.6 89.3 55.6 75.5 74.1 83.6 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, October 08, 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 : 15,590: 9,035 5,570 320 0 2,040 125 5,310 0 1,715 640 520: 1,835 1,510 Old : 15,590: 9,035 5,570 320 0 2,040 125 5,310 0 1,715 640 520: 1,835 1,510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -100: -330 -385 -730 -70 660 100 -205 0 335 15 -15: -120 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 35.7 2.1 0.0 13.1 0.8 34.1 0.0 11.0 4.1 3.3: 11.8 9.7 Old : 100.0: 58.0 35.7 2.1 0.0 13.1 0.8 34.1 0.0 11.0 4.1 3.3: 11.8 9.7 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 : 21: 10 5 . 0 . . . 0 . . .: Old : 21: 10 5 . 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 : 55.5 57.0 78.0 82.8 48.9 56.8 64.1 71.5 Old : 55.5 57.0 78.0 82.8 48.9 56.8 64.1 71.5 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, October 08, 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 : 14,995: 8,075 5,535 610 0 1,670 125 5,310 0 2,165 640 400: 1,950 1,440 Old : 14,995: 8,075 5,535 610 0 1,670 125 5,310 0 2,165 640 400: 1,950 1,440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -150: -340 -260 -610 0 560 100 -330 0 310 15 -15: -155 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 36.9 4.1 0.0 11.1 0.8 35.4 0.0 14.4 4.3 2.7: 13.0 9.6 Old : 100.0: 53.9 36.9 4.1 0.0 11.1 0.8 35.4 0.0 14.4 4.3 2.7: 13.0 9.6 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 : 20: 9 5 . 0 . . . 0 . . .: Old : 20: 9 5 . 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 : 56.9 59.3 80.2 83.7 51.4 59.1 66.3 74.3 Old : 56.9 59.3 80.2 83.7 51.4 59.1 66.3 74.3 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, October 08, 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 : 62,450: 33,080 31,365 600 1,395 3,530 2,450 18,955 1,000 16,615 1,150 830: 4,345 4,225 Old : 62,450: 33,080 31,365 600 1,395 3,530 2,450 18,955 1,000 16,615 1,150 830: 4,345 4,225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,715: -1,450 -390 -200 -770 295 -140 -640 -10 -20 -25 -25: -165 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 50.2 1.0 2.2 5.7 3.9 30.4 1.6 26.6 1.8 1.3: 7.0 6.8 Old : 100.0: 53.0 50.2 1.0 2.2 5.7 3.9 30.4 1.6 26.6 1.8 1.3: 7.0 6.8 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: 12 12 . . . . . . 5 . .: Old : 31: 12 12 . . . . . . 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 : 57.5 66.5 72.4 85.2 56.7 64.9 71.2 78.9 Old : 57.5 66.5 72.4 85.2 56.7 64.9 71.2 78.9 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, October 08, 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 : 59,585: 31,970 29,465 1,670 465 3,285 2,420 18,955 995 13,855 1,150 1,020: 4,370 4,250 Old : 59,585: 31,970 29,465 1,670 465 3,285 2,420 18,955 995 13,855 1,150 1,020: 4,370 4,250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -2,275: -1,835 -1,110 30 -375 80 -155 -640 -25 -185 -25 -25: -160 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 49.5 2.8 0.8 5.5 4.1 31.8 1.7 23.3 1.9 1.7: 7.3 7.1 Old : 100.0: 53.7 49.5 2.8 0.8 5.5 4.1 31.8 1.7 23.3 1.9 1.7: 7.3 7.1 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 : 30: 12 12 . . . . . . 5 . .: Old : 30: 12 12 . . . . . . 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 : 56.6 67.6 72.0 84.7 55.3 65.8 68.4 79.5 Old : 56.6 67.6 72.0 84.7 55.3 65.8 68.4 79.5 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, October 08, 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 : 55,708: 34,205 20,995 685 14,105 2,470 14,385 5 1,640 50 14,565 15: 2,258 1,913 Old : 55,708: 34,205 20,995 685 14,105 2,470 14,385 5 1,640 50 14,565 15: 2,258 1,913 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,485: -747 360 505 -452 -435 -730 5 -10 -25 -925 0: -43 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 37.7 1.2 25.3 4.4 25.8 0.0 2.9 0.1 26.1 0.0: 4.1 3.4 Old : 100.0: 61.4 37.7 1.2 25.3 4.4 25.8 0.0 2.9 0.1 26.1 0.0: 4.1 3.4 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 : 30: 19 10 . . . . . . . . .: Old : 30: 19 10 . . . . . . . . .: 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 : 55.0 74.3 77.4 90.2 52.3 70.6 71.6 82.8 Old : 55.0 74.3 77.4 90.2 52.3 70.6 71.6 82.8 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, October 08, 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 : 45,964: 30,314 18,795 0 10,664 2,720 8,935 0 1,715 125 10,065 905: 1,250 1,100 Old : 45,964: 30,314 18,795 0 10,664 2,720 8,935 0 1,715 125 10,065 905: 1,250 1,100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -950: -460 235 0 -645 75 -630 0 -10 -25 -725 125: -25 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 40.9 0.0 23.2 5.9 19.4 0.0 3.7 0.3 21.9 2.0: 2.7 2.4 Old : 100.0: 66.0 40.9 0.0 23.2 5.9 19.4 0.0 3.7 0.3 21.9 2.0: 2.7 2.4 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 : 31: 20 11 0 . . . 0 . . . .: Old : 31: 20 11 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 69.7 76.4 89.6 55.1 64.3 70.0 79.0 Old : 58.4 69.7 76.4 89.6 55.1 64.3 70.0 79.0 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, October 08, 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 : 155,819: 101,084 90,763 22,355 495 5,985 0 16,121 3,839 1,200 17,260 1,380: 19,976 19,976 Old : 155,819: 101,084 90,763 22,355 495 5,985 0 16,121 3,839 1,200 17,260 1,380: 19,976 19,976 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -4,600: -3,809 -6,234 -1,282 375 0 0 -405 -275 -125 1,035 -50: 941 954 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 58.2 14.3 0.3 3.8 0.0 10.3 2.5 0.8 11.1 0.9: 12.8 12.8 Old : 100.0: 64.9 58.2 14.3 0.3 3.8 0.0 10.3 2.5 0.8 11.1 0.9: 12.8 12.8 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 : 44: 25 27 . . . 0 4 . . 5 .: Old : 44: 25 27 . . . 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 : 63.8 38.0 73.5 56.1 60.4 36.2 67.8 50.9 Old : 63.8 38.0 73.5 56.1 60.4 36.2 67.8 50.9 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, October 08, 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 : 139,321: 88,861 83,588 24,593 0 3,805 0 7,576 6,154 1,050 23,340 1,260: 13,598 13,598 Old : 139,321: 88,861 83,588 24,593 0 3,805 0 7,576 6,154 1,050 23,340 1,260: 13,598 13,598 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -5,150: -3,624 -4,818 -794 0 150 0 -95 -480 -75 420 0: -327 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 60.0 17.7 0.0 2.7 0.0 5.4 4.4 0.8 16.8 0.9: 9.8 9.8 Old : 100.0: 63.8 60.0 17.7 0.0 2.7 0.0 5.4 4.4 0.8 16.8 0.9: 9.8 9.8 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 : 42: 21 26 . 0 . 0 4 . . 4 .: Old : 42: 21 26 . 0 . 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 : 64.0 43.9 77.1 61.9 60.9 42.1 70.5 57.5 Old : 64.0 43.9 77.1 61.9 60.9 42.1 70.5 57.5 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, October 08, 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 : 54,585: 28,235 25,830 15,696 8,361 3,099 320 1,195 2,305 0 9,410 50: 4,880 4,335 Old : 54,585: 28,235 25,830 15,696 8,361 3,099 320 1,195 2,305 0 9,410 50: 4,880 4,335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 5,705: 2,360 2,470 536 106 1,874 -490 -340 150 0 150 50: 1,225 1,245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 47.3 28.8 15.3 5.7 0.6 2.2 4.2 0.0 17.2 0.1: 8.9 7.9 Old : 100.0: 51.7 47.3 28.8 15.3 5.7 0.6 2.2 4.2 0.0 17.2 0.1: 8.9 7.9 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 : 26: 14 14 . . . . . . 0 . .: Old : 26: 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 : 61.5 50.0 78.4 70.5 56.2 48.0 67.4 60.4 Old : 61.5 50.0 78.4 70.5 56.2 48.0 67.4 60.4 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, October 08, 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 : 47,759: 23,070 21,885 13,721 5,921 3,483 365 1,340 2,955 0 8,460 250: 3,915 3,465 Old : 47,759: 23,070 21,885 13,721 5,921 3,483 365 1,340 2,955 0 8,460 250: 3,915 3,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 3,019: 2,215 875 -479 71 1,033 -520 -35 -90 0 275 25: 835 865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 45.8 28.7 12.4 7.3 0.8 2.8 6.2 0.0 17.7 0.5: 8.2 7.3 Old : 100.0: 48.3 45.8 28.7 12.4 7.3 0.8 2.8 6.2 0.0 17.7 0.5: 8.2 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 : 24: 14 17 . . . . . . 0 . .: Old : 24: 14 17 . . . . . . 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 : 56.6 52.0 71.9 73.8 51.3 45.2 61.4 57.4 Old : 56.6 52.0 71.9 73.8 51.3 45.2 61.4 57.4 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, October 08, 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 : 38,100: 16,925 20,205 0 14,070 1,860 14,330 75 470 2,750 0 300: 1,465 1,120 Old : 38,100: 16,925 20,205 0 14,070 1,860 14,330 75 470 2,750 0 300: 1,465 1,120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -295: -110 100 0 -115 -35 40 0 -275 50 0 0: 35 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 53.0 0.0 36.9 4.9 37.6 0.2 1.2 7.2 0.0 0.8: 3.8 2.9 Old : 100.0: 44.4 53.0 0.0 36.9 4.9 37.6 0.2 1.2 7.2 0.0 0.8: 3.8 2.9 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 : 25: 11 15 0 . . . . . . 0 .: Old : 25: 11 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 : 64.0 71.5 81.2 88.1 62.2 61.3 74.2 77.7 Old : 64.0 71.5 81.2 88.1 62.2 61.3 74.2 77.7 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, October 08, 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 : 115,966: 71,229 59,439 1,365 11,090 11,055 1,365 11,415 4,220 7,925 0 0: 18,807 18,747 Old : 115,966: 71,229 59,439 1,365 11,090 11,055 1,365 11,415 4,220 7,925 0 0: 18,807 18,747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,514: -1,032 -1,547 -105 625 -500 50 10 -565 175 0 0: 463 463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 51.3 1.2 9.6 9.5 1.2 9.8 3.6 6.8 0.0 0.0: 16.2 16.2 Old : 100.0: 61.4 51.3 1.2 9.6 9.5 1.2 9.8 3.6 6.8 0.0 0.0: 16.2 16.2 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 : 38: 26 24 . . . . . . . 0 0: Old : 38: 26 24 . . . . . . . 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 : 33.5 44.4 51.4 62.5 29.6 33.3 39.0 42.1 Old : 33.5 44.4 51.4 62.5 29.6 33.3 39.0 42.1 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, October 08, 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 : 91,230: 54,615 37,669 0 20,306 7,125 0 3,865 8,780 7,080 0 0: 13,630 13,485 Old : 91,230: 54,615 37,669 0 20,306 7,125 0 3,865 8,780 7,080 0 0: 13,630 13,485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -1,544: -829 -1,414 0 510 -125 -25 340 -795 300 0 -125: 55 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 41.3 0.0 22.3 7.8 0.0 4.2 9.6 7.8 0.0 0.0: 14.9 14.8 Old : 100.0: 59.9 41.3 0.0 22.3 7.8 0.0 4.2 9.6 7.8 0.0 0.0: 14.9 14.8 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 : 33: 23 23 0 . . 0 . . . 0 0: Old : 33: 23 23 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 : 45.1 47.9 66.1 66.4 35.7 34.3 44.0 42.9 Old : 45.1 47.9 66.1 66.4 35.7 34.3 44.0 42.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Futures Only, October 08, 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 : 33,215: 22,540 16,885 0 11,580 1,280 4,820 300 0 1,340 0 545: 2,690 2,625 Old : 33,215: 22,540 16,885 0 11,580 1,280 4,820 300 0 1,340 0 545: 2,690 2,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : -180: 320 710 0 -600 -20 -155 0 0 -85 0 -65: -175 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 50.8 0.0 34.9 3.9 14.5 0.9 0.0 4.0 0.0 1.6: 8.1 7.9 Old : 100.0: 67.9 50.8 0.0 34.9 3.9 14.5 0.9 0.0 4.0 0.0 1.6: 8.1 7.9 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 : 20: 11 10 0 . . . . 0 . 0 .: Old : 20: 11 10 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 73.1 81.5 85.9 63.8 69.3 75.4 77.5 Old : 63.8 73.1 81.5 85.9 63.8 69.3 75.4 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Futures Only, October 08, 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 : 32,000: 22,870 15,905 0 11,155 1,710 3,545 530 30 1,160 0 375: 2,310 2,295 Old : 32,000: 22,870 15,905 0 11,155 1,710 3,545 530 30 1,160 0 375: 2,310 2,295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 1, 2019 : : 10: 385 670 0 -445 -40 20 -35 -65 -225 0 50: -115 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 49.7 0.0 34.9 5.3 11.1 1.7 0.1 3.6 0.0 1.2: 7.2 7.2 Old : 100.0: 71.5 49.7 0.0 34.9 5.3 11.1 1.7 0.1 3.6 0.0 1.2: 7.2 7.2 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 : 20: 11 9 0 . . . . . . 0 .: Old : 20: 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 : 64.8 72.5 81.3 86.8 64.7 67.2 76.1 77.0 Old : 64.8 72.5 81.3 86.8 64.7 67.2 76.1 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019