Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 22,086 : : Positions : : 15,152 10,768 857 884 691 817 2,730 441 1,754 3,610 1,699 : : : : Changes from: October 22, 2019 : : 2,627 -347 -44 -408 10 208 520 0 -3,344 -641 314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 48.8 3.9 4.0 3.1 3.7 12.4 2.0 7.9 16.3 7.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 14 . . 5 . 4 4 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 33,407 : : Positions : : 16,447 18,302 21 2,937 5,978 3,556 37 1,904 1,461 145 3,719 : : : : Changes from: October 22, 2019 : : -507 -557 5 47 -307 33 11 0 274 -18 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 54.8 0.1 8.8 17.9 10.6 0.1 5.7 4.4 0.4 11.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 . . . 5 . 5 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,276 : : Positions : : 24,387 34,712 3,982 0 3,229 114 125 425 7,165 685 965 : : : : Changes from: October 22, 2019 : : 640 380 200 0 -311 -250 0 0 -100 110 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 86.2 9.9 0.0 8.0 0.3 0.3 1.1 17.8 1.7 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . 0 . . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 28,564 : : Positions : : 22,643 24,831 291 444 1,649 125 0 50 3,100 950 625 : : : : Changes from: October 22, 2019 : : 225 510 0 -225 150 0 0 0 75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 86.9 1.0 1.6 5.8 0.4 0.0 0.2 10.9 3.3 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 140,760 : : Positions : : 114,457 92,378 1,985 21,919 7,506 3,455 405 8,354 2,580 8,060 2,025 : : : : Changes from: October 22, 2019 : : 2,360 4,000 -165 -1,567 1,163 111 -450 -5 -202 1 293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 65.6 1.4 15.6 5.3 2.5 0.3 5.9 1.8 5.7 1.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 31 . . 5 5 . 5 8 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 74,729 : : Positions : : 61,392 56,767 5,250 8,704 3,911 150 2,020 2,353 848 125 825 : : : : Changes from: October 22, 2019 : : 1,418 1,774 0 -127 108 0 -155 -72 65 -25 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 76.0 7.0 11.6 5.2 0.2 2.7 3.1 1.1 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . . . . 6 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 33,857 : : Positions : : 30,902 23,305 1,680 8,977 800 0 0 0 300 600 175 : : : : Changes from: October 22, 2019 : : 570 720 300 225 -300 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 68.8 5.0 26.5 2.4 0.0 0.0 0.0 0.9 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 68,758 : : Positions : : 38,844 37,251 480 17,557 7,599 15,620 150 531 420 707 4,963 : : : : Changes from: October 22, 2019 : : 522 -49 0 508 -242 -57 0 57 0 3 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 54.2 0.7 25.5 11.1 22.7 0.2 0.8 0.6 1.0 7.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 86,097 : : Positions : : 48,879 36,465 0 37,282 5,897 25,751 410 686 470 1,549 3,596 : : : : Changes from: October 22, 2019 : : 303 -509 0 1,002 36 54 -10 -39 25 -64 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 42.4 0.0 43.3 6.8 29.9 0.5 0.8 0.5 1.8 4.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 0 4 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 78,415 : : Positions : : 57,724 53,244 13,067 21,219 1,891 1,200 25 0 2,170 449 1,500 : : : : Changes from: October 22, 2019 : : 788 -25 -101 650 56 0 25 0 18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 67.9 16.7 27.1 2.4 1.5 0.0 0.0 2.8 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 102,389 : : Positions : : 71,165 61,700 23,900 37,597 492 1,200 100 0 2,604 428 2,025 : : : : Changes from: October 22, 2019 : : 647 -340 -300 650 0 0 0 0 -276 0 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 60.3 23.3 36.7 0.5 1.2 0.1 0.0 2.5 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 25 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 44,340 : : Positions : : 31,825 42,370 10,715 0 1,275 0 0 0 400 420 0 : : : : Changes from: October 22, 2019 : : -220 900 1,120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 95.6 24.2 0.0 2.9 0.0 0.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 27,406 : : Positions : : 24,250 20,124 0 4,449 1,998 0 600 0 945 97 18 : : : : Changes from: October 22, 2019 : : 1,142 -413 0 1,555 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 73.4 0.0 16.2 7.3 0.0 2.2 0.0 3.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 76,084 : : Positions : : 43,471 53,662 0 7,754 10,950 12,332 0 509 6,401 957 2,098 : : : : Changes from: October 22, 2019 : : 717 371 -380 783 -253 532 -26 -150 541 242 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 70.5 0.0 10.2 14.4 16.2 0.0 0.7 8.4 1.3 2.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 28 0 . . 9 0 4 9 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 27,189 : : Positions : : 16,332 20,488 0 3,143 2,241 3,850 0 100 3,675 165 700 : : : : Changes from: October 22, 2019 : : -50 -200 0 0 0 0 0 0 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 75.4 0.0 11.6 8.2 14.2 0.0 0.4 13.5 0.6 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 52,213 : : Positions : : 41,573 49,395 7,752 0 2,183 0 0 0 500 345 75 : : : : Changes from: October 22, 2019 : : 225 1,245 1,020 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.6 14.8 0.0 4.2 0.0 0.0 0.0 1.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,405 : : Positions : : 33,924 27,212 0 7,252 5,124 450 1,410 0 900 191 134 : : : : Changes from: October 22, 2019 : : 1,406 556 0 876 70 0 0 0 0 -6 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 65.7 0.0 17.5 12.4 1.1 3.4 0.0 2.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 64,373 : : Positions : : 50,861 61,588 7,734 130 2,110 0 0 0 3,070 200 0 : : : : Changes from: October 22, 2019 : : 1,430 2,435 430 -660 535 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 95.7 12.0 0.2 3.3 0.0 0.0 0.0 4.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 68,338 : : Positions : : 55,246 60,793 6,582 1,020 2,685 0 0 0 3,469 3,600 60 : : : : Changes from: October 22, 2019 : : 1,108 2,195 40 -1,100 525 0 0 0 -53 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 89.0 9.6 1.5 3.9 0.0 0.0 0.0 5.1 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 83,549 : : Positions : : 64,631 78,150 13,032 186 4,391 111 0 87 904 591 124 : : : : Changes from: October 22, 2019 : : 791 394 97 30 15 -225 0 57 0 240 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 93.5 15.6 0.2 5.3 0.1 0.0 0.1 1.1 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 109,502 : : Positions : : 85,640 94,727 15,182 2,490 5,748 140 1,282 139 1,497 4,297 778 : : : : Changes from: October 22, 2019 : : 1,478 1,026 -4 104 81 -40 1 11 115 460 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 86.5 13.9 2.3 5.2 0.1 1.2 0.1 1.4 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 22 27 5 . 4 . 8 . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 57,858 : : Positions : : 39,545 51,500 16,758 442 1,110 0 1,631 250 50 2,800 125 : : : : Changes from: October 22, 2019 : : 1,585 1,260 0 300 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 89.0 29.0 0.8 1.9 0.0 2.8 0.4 0.1 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 49,765 : : Positions : : 41,243 48,635 8,297 0 60 0 0 0 0 905 165 : : : : Changes from: October 22, 2019 : : -300 675 975 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 97.7 16.7 0.0 0.1 0.0 0.0 0.0 0.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 62,091 : : Positions : : 45,666 56,738 11,239 0 2,119 825 100 200 516 1,422 1,402 : : : : Changes from: October 22, 2019 : : -219 254 333 0 -308 0 -50 50 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 91.4 18.1 0.0 3.4 1.3 0.2 0.3 0.8 2.3 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 65,112 : : Positions : : 45,851 57,344 10,668 406 653 1,188 330 3,230 911 804 2,214 : : : : Changes from: October 22, 2019 : : -327 -328 -43 0 89 0 0 0 -15 -59 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 88.1 16.4 0.6 1.0 1.8 0.5 5.0 1.4 1.2 3.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 30,164 : : Positions : : 17,227 29,009 11,455 0 524 0 485 80 785 0 0 : : : : Changes from: October 22, 2019 : : 0 -3 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 96.2 38.0 0.0 1.7 0.0 1.6 0.3 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 29,546 : : Positions : : 16,930 29,096 11,488 0 288 0 80 0 640 0 0 : : : : Changes from: October 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 98.5 38.9 0.0 1.0 0.0 0.3 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,476 : : Positions : : 27,583 27,314 3,842 3,030 1,298 220 699 435 59 402 819 : : : : Changes from: October 22, 2019 : : 115 195 -15 0 0 -40 0 -20 59 -76 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 79.2 11.1 8.8 3.8 0.6 2.0 1.3 0.2 1.2 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 21,402 : : Positions : : 18,072 18,249 2,310 0 120 0 1,375 0 25 933 575 : : : : Changes from: October 22, 2019 : : 150 180 0 0 0 0 -50 0 -45 -10 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 85.3 10.8 0.0 0.6 0.0 6.4 0.0 0.1 4.4 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 59,572 : : Positions : : 47,593 40,170 8,443 15,138 354 364 2,260 720 1,859 711 152 : : : : Changes from: October 22, 2019 : : 617 450 192 430 -30 120 -229 -5 -169 50 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 67.4 14.2 25.4 0.6 0.6 3.8 1.2 3.1 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 6 . 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 40,359 : : Positions : : 34,389 20,177 3,170 16,423 831 111 1,036 552 484 795 425 : : : : Changes from: October 22, 2019 : : 907 550 46 299 0 0 0 0 -94 5 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 50.0 7.9 40.7 2.1 0.3 2.6 1.4 1.2 2.0 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,649 : : Positions : : 11,026 17,743 5,282 0 2,441 760 300 0 825 0 150 : : : : Changes from: October 22, 2019 : : 175 125 -75 0 50 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 85.9 25.6 0.0 11.8 3.7 1.5 0.0 4.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,315 : : Positions : : 11,236 10,325 659 710 844 0 125 0 50 1,005 295 : : : : Changes from: October 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 77.5 4.9 5.3 6.3 0.0 0.9 0.0 0.4 7.5 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,476 : : Positions : : 11,617 10,325 778 710 691 0 125 0 50 1,405 220 : : : : Changes from: October 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 76.6 5.8 5.3 5.1 0.0 0.9 0.0 0.4 10.4 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 18,013 : : Positions : : 9,306 14,575 5,420 2,277 195 0 150 0 2,425 275 485 : : : : Changes from: October 22, 2019 : : 5 175 0 -200 120 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 80.9 30.1 12.6 1.1 0.0 0.8 0.0 13.5 1.5 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 17,730 : : Positions : : 8,526 14,260 5,804 2,262 195 0 150 0 2,480 275 540 : : : : Changes from: October 22, 2019 : : 5 175 0 -200 120 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 80.4 32.7 12.8 1.1 0.0 0.8 0.0 14.0 1.6 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 44,014 : : Positions : : 30,014 39,179 8,978 600 1,250 0 320 0 1,560 525 2,140 : : : : Changes from: October 22, 2019 : : 0 -575 -300 0 0 0 0 0 -275 0 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 89.0 20.4 1.4 2.8 0.0 0.7 0.0 3.5 1.2 4.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 11 4 . . 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 44,137 : : Positions : : 30,124 39,375 8,429 600 1,217 0 320 0 2,195 530 2,095 : : : : Changes from: October 22, 2019 : : 175 -700 -600 0 0 0 0 0 -275 0 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 89.2 19.1 1.4 2.8 0.0 0.7 0.0 5.0 1.2 4.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 12 4 . . 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,404 : : Positions : : 87,478 80,803 23,937 20,115 1,827 940 1,105 105 730 11,058 1,372 : : : : Changes from: October 22, 2019 : : 820 592 0 215 -95 -75 100 0 0 -160 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 69.4 20.6 17.3 1.6 0.8 0.9 0.1 0.6 9.5 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 25 . 4 . . . . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 126,763 : : Positions : : 95,221 91,406 26,395 20,478 1,660 690 967 45 990 10,445 1,747 : : : : Changes from: October 22, 2019 : : 1,744 1,833 0 -9 -25 -100 100 0 50 -230 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.1 20.8 16.2 1.3 0.5 0.8 0.0 0.8 8.2 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 28 . 4 5 . 4 . 5 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 506,454 : : Positions : : 278,481 308,783 42,144 3,381 103,283 14,857 23,962 33,892 8,643 8,362 24,625 : : : : Changes from: October 22, 2019 : : -4,163 4,399 8,611 70 982 293 567 -257 274 -135 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 61.0 8.3 0.7 20.4 2.9 4.7 6.7 1.7 1.7 4.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 35 34 5 . 6 9 9 10 12 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,313 : : Positions : : 9,927 15,773 2,505 915 625 635 0 0 3,410 0 0 : : : : Changes from: October 22, 2019 : : -50 -100 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 91.1 14.5 5.3 3.6 3.7 0.0 0.0 19.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,837 : : Positions : : 9,297 15,285 2,349 72 1,110 150 310 60 3,435 0 0 : : : : Changes from: October 22, 2019 : : -20 -70 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 90.8 14.0 0.4 6.6 0.9 1.8 0.4 20.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 3,356 : : Positions : : 2,551 3,131 0 25 0 200 0 0 600 200 0 : : : : Changes from: October 22, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 93.3 0.0 0.7 0.0 6.0 0.0 0.0 17.9 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 0 . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 63,886 : : Positions : : 41,927 45,548 12,404 7,600 85 0 733 995 0 450 0 : : : : Changes from: October 22, 2019 : : 2,230 1,338 128 480 0 0 480 -460 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 71.3 19.4 11.9 0.1 0.0 1.1 1.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 55,767 : : Positions : : 37,738 37,779 10,296 8,060 0 0 2,195 190 0 0 0 : : : : Changes from: October 22, 2019 : : 2,070 1,850 60 480 0 0 -200 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 67.7 18.5 14.5 0.0 0.0 3.9 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 20 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 27,505 : : Positions : : 8,842 18,815 11,998 1,975 1,487 155 2,160 0 2,160 0 75 : : : : Changes from: October 22, 2019 : : 1,200 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 68.4 43.6 7.2 5.4 0.6 7.9 0.0 7.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 24,095 : : Positions : : 6,890 17,990 10,930 290 1,795 175 1,680 140 2,005 0 0 : : : : Changes from: October 22, 2019 : : 1,200 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 74.7 45.4 1.2 7.4 0.7 7.0 0.6 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 47,515 : : Positions : : 20,928 20,387 5,130 18,386 432 12,885 0 4,160 0 685 350 : : : : Changes from: October 22, 2019 : : 1,310 295 50 0 0 -1,125 0 640 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 42.9 10.8 38.7 0.9 27.1 0.0 8.8 0.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 26,755 : : Positions : : 10,289 10,729 4,580 9,050 18 5,420 470 3,675 0 310 400 : : : : Changes from: October 22, 2019 : : -195 -1,335 0 0 0 -800 400 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 40.1 17.1 33.8 0.1 20.3 1.8 13.7 0.0 1.2 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 26,105 : : Positions : : 17,520 9,895 4,035 780 770 460 11,730 2,195 0 0 0 : : : : Changes from: October 22, 2019 : : 25 55 0 -20 0 0 -10 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 37.9 15.5 3.0 2.9 1.8 44.9 8.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 94,158 : : Positions : : 46,078 32,608 11,743 32,595 3,260 5,275 2,385 2,210 5,480 425 1,315 : : : : Changes from: October 22, 2019 : : 2,185 -1,320 -455 1,175 0 -1,675 50 600 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 34.6 12.5 34.6 3.5 5.6 2.5 2.3 5.8 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 88,511 : : Positions : : 42,915 30,384 13,065 31,425 3,260 6,600 1,960 1,950 1,890 100 1,305 : : : : Changes from: October 22, 2019 : : 1,875 -930 -405 625 0 -1,575 50 440 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 34.3 14.8 35.5 3.7 7.5 2.2 2.2 2.1 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 26,781 : : Positions : : 13,784 8,682 2,750 1,727 1,904 2,280 6,920 500 1,105 3,415 345 : : : : Changes from: October 22, 2019 : : -450 -440 50 75 0 30 -25 200 -15 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 32.4 10.3 6.4 7.1 8.5 25.8 1.9 4.1 12.8 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 27,006 : : Positions : : 12,739 8,857 2,590 2,027 1,446 2,280 9,470 500 1,305 65 1,395 : : : : Changes from: October 22, 2019 : : -450 -440 50 75 0 30 -25 200 -15 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 32.8 9.6 7.5 5.4 8.4 35.1 1.9 4.8 0.2 5.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 27,119 : : Positions : : 13,073 8,155 0 8,888 737 9,540 75 400 0 5,870 75 : : : : Changes from: October 22, 2019 : : 360 345 -22 88 44 0 0 0 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 30.1 0.0 32.8 2.7 35.2 0.3 1.5 0.0 21.6 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 26,381 : : Positions : : 12,607 8,160 68 8,575 613 9,540 75 400 50 5,755 75 : : : : Changes from: October 22, 2019 : : 245 0 68 -42 -8 0 0 0 0 355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 30.9 0.3 32.5 2.3 36.2 0.3 1.5 0.2 21.8 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 55,243 : : Positions : : 15,266 42,291 6,912 8,440 140 18,195 0 0 10,505 0 0 : : : : Changes from: October 22, 2019 : : 265 3,140 400 400 140 2,500 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 76.6 12.5 15.3 0.3 32.9 0.0 0.0 19.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 55,989 : : Positions : : 17,026 40,052 6,465 11,350 140 18,020 0 0 10,005 0 0 : : : : Changes from: October 22, 2019 : : 375 3,390 400 400 140 2,500 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 71.5 11.5 20.3 0.3 32.2 0.0 0.0 17.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 64,565 : : Positions : : 22,670 52,320 1,110 4,290 2,320 7,655 0 1,555 24,995 0 135 : : : : Changes from: October 22, 2019 : : 235 335 -300 100 -65 25 0 25 475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 81.0 1.7 6.6 3.6 11.9 0.0 2.4 38.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 12 . . . 5 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 63,780 : : Positions : : 22,680 51,100 480 4,290 2,755 7,155 0 1,855 24,895 0 60 : : : : Changes from: October 22, 2019 : : 245 345 -300 100 -65 25 0 25 475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 80.1 0.8 6.7 4.3 11.2 0.0 2.9 39.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 . . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,950 : : Positions : : 11,575 7,415 80 300 3,530 100 5,910 25 2,240 450 260 : : : : Changes from: October 22, 2019 : : 410 265 0 300 0 -25 0 25 165 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 39.1 0.4 1.6 18.6 0.5 31.2 0.1 11.8 2.4 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 18,470 : : Positions : : 9,935 7,380 270 300 3,160 100 5,910 25 2,790 450 205 : : : : Changes from: October 22, 2019 : : 410 265 -100 300 0 -25 0 25 265 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 40.0 1.5 1.6 17.1 0.5 32.0 0.1 15.1 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 69,525 : : Positions : : 36,375 38,050 600 895 3,460 2,425 18,905 1,050 19,480 1,150 980 : : : : Changes from: October 22, 2019 : : 0 50 0 0 0 0 0 0 50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 54.7 0.9 1.3 5.0 3.5 27.2 1.5 28.0 1.7 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 13 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 66,500 : : Positions : : 35,325 35,860 1,820 465 3,090 2,395 18,905 1,045 16,720 1,150 1,165 : : : : Changes from: October 22, 2019 : : 0 50 0 0 0 0 0 0 50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 53.9 2.7 0.7 4.6 3.6 28.4 1.6 25.1 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 14 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 56,068 : : Positions : : 35,265 20,480 1,185 14,525 2,520 12,235 255 2,365 50 13,820 15 : : : : Changes from: October 22, 2019 : : 740 440 400 400 50 -350 0 450 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 36.5 2.1 25.9 4.5 21.8 0.5 4.2 0.1 24.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 47,224 : : Positions : : 31,224 18,580 0 10,384 3,270 8,335 250 2,440 125 10,620 505 : : : : Changes from: October 22, 2019 : : 465 465 0 -250 450 -400 0 450 0 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 39.3 0.0 22.0 6.9 17.6 0.5 5.2 0.3 22.5 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 163,490 : : Positions : : 104,042 92,361 21,795 1,450 6,525 0 14,056 5,339 1,150 19,120 1,440 : : : : Changes from: October 22, 2019 : : 1,740 325 860 -425 566 0 2,205 -2,200 0 495 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 56.5 13.3 0.9 4.0 0.0 8.6 3.3 0.7 11.7 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 146,704 : : Positions : : 91,501 84,758 23,043 0 5,670 0 7,211 7,559 1,000 23,575 1,345 : : : : Changes from: October 22, 2019 : : 1,825 570 1,245 0 100 -1,274 981 -941 0 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 57.8 15.7 0.0 3.9 0.0 4.9 5.2 0.7 16.1 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . 0 . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 56,100 : : Positions : : 28,500 27,425 17,266 7,761 3,259 120 1,145 2,570 0 9,560 0 : : : : Changes from: October 22, 2019 : : 300 1,080 150 -550 390 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 48.9 30.8 13.8 5.8 0.2 2.0 4.6 0.0 17.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 48,425 : : Positions : : 23,035 22,570 14,641 5,921 3,374 235 840 3,220 0 8,610 100 : : : : Changes from: October 22, 2019 : : 565 690 0 50 0 -25 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 46.6 30.2 12.2 7.0 0.5 1.7 6.6 0.0 17.8 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 37,485 : : Positions : : 18,435 18,115 0 15,450 1,675 12,160 75 695 2,700 0 300 : : : : Changes from: October 22, 2019 : : 100 -2,100 0 0 0 -2,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 48.3 0.0 41.2 4.5 32.4 0.2 1.9 7.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,335 : : Positions : : 14,085 25,705 0 14,355 2,385 23,170 0 1,330 2,700 0 300 : : : : Changes from: October 22, 2019 : : -150 -2,300 0 -25 0 -2,175 0 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 56.7 0.0 31.7 5.3 51.1 0.0 2.9 6.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 122,574 : : Positions : : 77,017 66,682 525 10,940 12,010 1,490 9,470 3,955 8,000 0 0 : : : : Changes from: October 22, 2019 : : 4,125 5,705 -150 495 260 0 -2,225 290 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 54.4 0.4 8.9 9.8 1.2 7.7 3.2 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 96,724 : : Positions : : 56,380 42,649 0 17,911 9,674 0 3,145 8,550 7,180 0 0 : : : : Changes from: October 22, 2019 : : 215 1,665 0 600 0 0 -2,050 550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 44.1 0.0 18.5 10.0 0.0 3.3 8.8 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 25 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 33,615 : : Positions : : 22,940 17,185 0 11,580 1,280 4,820 300 0 1,240 0 645 : : : : Changes from: October 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 51.1 0.0 34.4 3.8 14.3 0.9 0.0 3.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 32,400 : : Positions : : 23,270 16,205 0 11,155 1,710 3,545 530 30 1,060 0 475 : : : : Changes from: October 22, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 50.0 0.0 34.4 5.3 10.9 1.6 0.1 3.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 01, 2019