Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 19,759 : : Positions : : 6,054 12,104 2,302 0 594 464 1,684 613 7,107 1,953 1,789 : : : : Changes from: May 14, 2019 : : -273 504 23 0 71 0 112 180 795 -14 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 61.3 11.7 0.0 3.0 2.3 8.5 3.1 36.0 9.9 9.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 12 5 0 . . 4 . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 36,985 : : Positions : : 19,427 20,544 42 3,042 6,044 4,586 884 2,157 724 456 3,513 : : : : Changes from: May 14, 2019 : : 280 557 28 -187 268 -105 68 180 144 -100 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 55.5 0.1 8.2 16.3 12.4 2.4 5.8 2.0 1.2 9.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 23 . . . . 5 7 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 42,104 : : Positions : : 26,301 37,801 7,354 0 2,273 445 1,339 0 5,300 260 430 : : : : Changes from: May 14, 2019 : : 102 284 -3 0 -119 25 39 0 175 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 89.8 17.5 0.0 5.4 1.1 3.2 0.0 12.6 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . 0 . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 29,056 : : Positions : : 22,123 25,426 1,025 1,116 1,744 98 0 52 3,175 0 700 : : : : Changes from: May 14, 2019 : : 1,160 230 -730 175 50 -25 0 0 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.5 3.5 3.8 6.0 0.3 0.0 0.2 10.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . . . . 0 . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 151,158 : : Positions : : 121,253 112,585 1,137 17,699 9,458 10,030 505 5,709 300 2,368 2,556 : : : : Changes from: May 14, 2019 : : 502 1,064 122 918 -1,230 1,800 25 550 0 430 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 74.5 0.8 11.7 6.3 6.6 0.3 3.8 0.2 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 31 . . . 5 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 61,075 : : Positions : : 49,911 40,365 4,681 9,451 4,965 877 4,142 437 75 1,535 130 : : : : Changes from: May 14, 2019 : : 2,612 1,256 -621 778 67 -36 -179 110 0 85 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 66.1 7.7 15.5 8.1 1.4 6.8 0.7 0.1 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 31,199 : : Positions : : 27,510 25,245 3,527 5,667 12 0 75 0 150 200 0 : : : : Changes from: May 14, 2019 : : 1,192 625 -192 600 -12 0 0 0 75 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 80.9 11.3 18.2 0.0 0.0 0.2 0.0 0.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 68,584 : : Positions : : 41,899 43,996 954 10,921 6,690 17,043 400 355 600 5,222 898 : : : : Changes from: May 14, 2019 : : 44 -128 -2 150 -5 -120 0 130 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 64.1 1.4 15.9 9.8 24.8 0.6 0.5 0.9 7.6 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 90,424 : : Positions : : 52,303 48,179 1,456 31,900 3,291 29,822 975 780 800 3,517 1,678 : : : : Changes from: May 14, 2019 : : 681 -473 -60 77 8 -1,320 25 530 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 53.3 1.6 35.3 3.6 33.0 1.1 0.9 0.9 3.9 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 75,457 : : Positions : : 56,478 54,803 14,410 18,900 205 1,855 0 25 645 0 1,345 : : : : Changes from: May 14, 2019 : : 141 185 137 118 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 72.6 19.1 25.0 0.3 2.5 0.0 0.0 0.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 108,158 : : Positions : : 77,079 69,560 24,930 36,398 263 2,055 100 25 1,710 0 1,702 : : : : Changes from: May 14, 2019 : : 246 126 -15 110 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 64.3 23.0 33.7 0.2 1.9 0.1 0.0 1.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 48,405 : : Positions : : 35,470 47,300 11,840 0 770 0 0 0 25 0 0 : : : : Changes from: May 14, 2019 : : -225 685 910 0 -335 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 97.7 24.5 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 24,924 : : Positions : : 21,028 20,372 650 1,766 2,446 0 300 0 210 0 0 : : : : Changes from: May 14, 2019 : : -480 -95 130 -60 90 0 0 0 160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 81.7 2.6 7.1 9.8 0.0 1.2 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 12,110 : : Positions : : 6,815 12,010 3,980 0 100 350 0 0 775 0 0 : : : : Changes from: May 14, 2019 : : 0 100 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 99.2 32.9 0.0 0.8 2.9 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 75,760 : : Positions : : 55,446 41,100 2,638 13,917 7,395 1,273 703 580 5,533 9,229 2,577 : : : : Changes from: May 14, 2019 : : 2,283 1,253 -873 -238 169 -51 -158 13 -137 248 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 54.3 3.5 18.4 9.8 1.7 0.9 0.8 7.3 12.2 3.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 . . . 4 . 5 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 11,200 : : Positions : : 11,050 7,200 0 500 0 0 50 0 150 3,400 0 : : : : Changes from: May 14, 2019 : : 4,100 3,050 0 -150 0 0 -100 0 150 1,450 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 64.3 0.0 4.5 0.0 0.0 0.4 0.0 1.3 30.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 0 . 0 0 . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 19,491 : : Positions : : 17,816 11,444 100 4,006 609 50 525 0 0 1,965 600 : : : : Changes from: May 14, 2019 : : 650 200 50 0 0 -100 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 58.7 0.5 20.6 3.1 0.3 2.7 0.0 0.0 10.1 3.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 60,803 : : Positions : : 49,628 58,533 8,465 0 2,045 0 0 0 510 0 0 : : : : Changes from: May 14, 2019 : : 650 520 -245 0 20 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 96.3 13.9 0.0 3.4 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 37,036 : : Positions : : 31,635 23,854 229 9,768 2,078 1,200 920 60 882 25 135 : : : : Changes from: May 14, 2019 : : 402 657 0 -284 25 -100 25 -20 70 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 64.4 0.6 26.4 5.6 3.2 2.5 0.2 2.4 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 69,482 : : Positions : : 57,642 64,902 4,768 535 3,545 25 0 0 3,034 200 0 : : : : Changes from: May 14, 2019 : : 535 655 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 93.4 6.9 0.8 5.1 0.0 0.0 0.0 4.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 76,016 : : Positions : : 62,532 66,371 6,540 3,210 2,490 25 0 0 3,541 3,800 60 : : : : Changes from: May 14, 2019 : : 155 332 172 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 87.3 8.6 4.2 3.3 0.0 0.0 0.0 4.7 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 93,862 : : Positions : : 76,742 85,824 10,977 3,319 2,462 613 0 547 1,955 1,185 485 : : : : Changes from: May 14, 2019 : : 167 118 131 0 0 100 0 -100 -300 10 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 91.4 11.7 3.5 2.6 0.7 0.0 0.6 2.1 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 119,565 : : Positions : : 98,150 104,909 11,484 3,704 4,330 185 987 1,000 2,605 2,969 1,655 : : : : Changes from: May 14, 2019 : : 1,450 1,002 40 -258 56 -46 78 21 20 631 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 87.7 9.6 3.1 3.6 0.2 0.8 0.8 2.2 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 28 . . . . 6 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 54,710 : : Positions : : 46,105 49,510 6,005 880 2,375 0 1,050 225 0 625 0 : : : : Changes from: May 14, 2019 : : 1,250 650 -100 -50 -100 0 400 225 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 90.5 11.0 1.6 4.3 0.0 1.9 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . . 0 . . 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 41,280 : : Positions : : 34,820 39,455 5,335 0 1,125 0 0 0 0 700 0 : : : : Changes from: May 14, 2019 : : 1,160 1,650 815 0 -790 0 0 0 0 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 95.6 12.9 0.0 2.7 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 55,631 : : Positions : : 43,663 52,649 7,793 0 2,008 800 60 350 658 497 67 : : : : Changes from: May 14, 2019 : : -884 -404 450 0 -40 0 0 0 20 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 94.6 14.0 0.0 3.6 1.4 0.1 0.6 1.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 54,673 : : Positions : : 34,121 51,110 7,960 365 1,683 8,575 0 710 737 0 629 : : : : Changes from: May 14, 2019 : : -532 -517 40 0 210 -70 0 0 23 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 93.5 14.6 0.7 3.1 15.7 0.0 1.3 1.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 34,791 : : Positions : : 19,349 34,290 15,038 0 88 0 260 80 170 0 0 : : : : Changes from: May 14, 2019 : : 1,005 1,545 200 0 -175 0 -360 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 98.6 43.2 0.0 0.3 0.0 0.7 0.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 31,680 : : Positions : : 19,228 31,215 12,227 0 65 0 380 0 95 0 0 : : : : Changes from: May 14, 2019 : : 1,313 1,805 312 0 -200 0 -360 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 98.5 38.6 0.0 0.2 0.0 1.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 28,549 : : Positions : : 23,698 25,953 2,662 170 887 713 890 75 0 120 205 : : : : Changes from: May 14, 2019 : : 389 483 -2 0 5 10 0 0 0 -95 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 90.9 9.3 0.6 3.1 2.5 3.1 0.3 0.0 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 22,344 : : Positions : : 18,525 21,049 3,069 0 80 100 800 0 0 275 0 : : : : Changes from: May 14, 2019 : : 1,010 1,180 224 0 5 -25 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 94.2 13.7 0.0 0.4 0.4 3.6 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 48,415 : : Positions : : 40,287 32,547 3,296 10,383 556 2,888 3,585 765 480 570 0 : : : : Changes from: May 14, 2019 : : 899 -658 2 1,128 -76 310 856 142 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.2 6.8 21.4 1.1 6.0 7.4 1.6 1.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 25 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 39,078 : : Positions : : 34,493 24,345 1,805 12,948 965 880 160 540 0 0 0 : : : : Changes from: May 14, 2019 : : 1,405 625 -325 60 0 -360 0 360 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 62.3 4.6 33.1 2.5 2.3 0.4 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 18,386 : : Positions : : 11,031 15,935 4,744 0 2,326 125 0 25 0 100 0 : : : : Changes from: May 14, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 86.7 25.8 0.0 12.7 0.7 0.0 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 14,442 : : Positions : : 10,898 12,717 1,294 205 570 0 100 0 930 100 750 : : : : Changes from: May 14, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.1 9.0 1.4 3.9 0.0 0.7 0.0 6.4 0.7 5.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 16,905 : : Positions : : 13,632 13,283 1,126 5 742 0 1,800 0 430 100 975 : : : : Changes from: May 14, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 78.6 6.7 0.0 4.4 0.0 10.6 0.0 2.5 0.6 5.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 23,419 : : Positions : : 12,581 15,745 8,910 5,142 125 0 25 0 925 1,635 705 : : : : Changes from: May 14, 2019 : : 255 160 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 67.2 38.0 22.0 0.5 0.0 0.1 0.0 3.9 7.0 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 22,217 : : Positions : : 11,517 14,670 8,948 5,112 125 0 25 0 780 1,585 660 : : : : Changes from: May 14, 2019 : : 160 60 0 0 0 0 0 0 -100 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 66.0 40.3 23.0 0.6 0.0 0.1 0.0 3.5 7.1 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 57,844 : : Positions : : 37,208 53,684 10,945 0 2,290 650 25 25 5,015 375 1,445 : : : : Changes from: May 14, 2019 : : 150 0 0 0 5 -25 25 25 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 92.8 18.9 0.0 4.0 1.1 0.0 0.0 8.7 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 56,875 : : Positions : : 36,818 53,150 10,834 0 1,845 650 25 25 5,465 865 955 : : : : Changes from: May 14, 2019 : : 150 0 0 0 0 -25 25 25 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 93.5 19.0 0.0 3.2 1.1 0.0 0.0 9.6 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 123,372 : : Positions : : 106,984 85,751 8,960 22,172 1,003 980 1,250 310 4,240 12,305 340 : : : : Changes from: May 14, 2019 : : 745 485 0 1,292 -545 25 0 0 -100 -1,150 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 69.5 7.3 18.0 0.8 0.8 1.0 0.3 3.4 10.0 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 23 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 137,481 : : Positions : : 120,428 93,718 10,450 26,900 543 1,550 940 800 2,830 13,580 740 : : : : Changes from: May 14, 2019 : : 2,954 2,364 0 1,005 -373 25 0 0 -50 -375 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 68.2 7.6 19.6 0.4 1.1 0.7 0.6 2.1 9.9 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 36 26 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 340,228 : : Positions : : 210,504 230,580 27,119 9,978 43,850 13,117 13,931 25,083 8,516 5,592 11,111 : : : : Changes from: May 14, 2019 : : 376 2,117 -68 44 -381 2,443 758 -920 -626 -599 1,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 67.8 8.0 2.9 12.9 3.9 4.1 7.4 2.5 1.6 3.3 : : : : Number of Traders in Each Category Total Traders: 85 : : 38 36 . . 4 7 11 11 9 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 21,420 : : Positions : : 14,104 20,330 2,775 315 525 530 0 0 3,145 0 230 : : : : Changes from: May 14, 2019 : : 170 100 250 -380 280 0 0 0 -700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 94.9 13.0 1.5 2.5 2.5 0.0 0.0 14.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 20,299 : : Positions : : 12,681 18,822 3,057 0 472 0 790 10 3,675 0 195 : : : : Changes from: May 14, 2019 : : 170 100 630 0 -48 0 0 0 -700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 92.7 15.1 0.0 2.3 0.0 3.9 0.0 18.1 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 39,164 : : Positions : : 31,239 28,139 2,480 3,095 60 0 2,565 990 0 0 0 : : : : Changes from: May 14, 2019 : : 233 785 300 0 0 0 -360 215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.8 6.3 7.9 0.2 0.0 6.5 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 35,682 : : Positions : : 29,502 26,505 1,930 2,980 120 0 2,115 535 0 0 0 : : : : Changes from: May 14, 2019 : : 300 -75 0 0 0 0 375 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 74.3 5.4 8.4 0.3 0.0 5.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 24,113 : : Positions : : 7,168 16,506 11,808 1,650 1,365 500 1,660 355 600 0 200 : : : : Changes from: May 14, 2019 : : 150 260 75 -60 0 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 68.5 49.0 6.8 5.7 2.1 6.9 1.5 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 24,969 : : Positions : : 13,011 9,330 484 3,180 3,990 0 985 6,660 0 0 0 : : : : Changes from: May 14, 2019 : : 970 -290 -345 900 105 0 15 660 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 37.4 1.9 12.7 16.0 0.0 3.9 26.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 20,709 : : Positions : : 7,445 8,614 1,449 1,140 3,188 1,940 1,080 5,930 0 0 0 : : : : Changes from: May 14, 2019 : : 0 -480 -45 660 0 225 0 -225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 41.6 7.0 5.5 15.4 9.4 5.2 28.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 71,963 : : Positions : : 24,288 25,778 19,738 25,180 35 11,795 4,970 1,755 590 0 1,955 : : : : Changes from: May 14, 2019 : : 350 0 -1,050 -600 0 -780 420 0 590 -710 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 35.8 27.4 35.0 0.0 16.4 6.9 2.4 0.8 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 69,618 : : Positions : : 25,057 21,506 18,230 26,125 295 10,835 5,120 1,860 0 800 2,395 : : : : Changes from: May 14, 2019 : : 350 -100 -1,050 -500 0 -780 420 0 0 -1,300 1,250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 30.9 26.2 37.5 0.4 15.6 7.4 2.7 0.0 1.1 3.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 25,592 : : Positions : : 13,894 6,083 3,890 3,301 1,156 595 8,555 705 0 965 1,565 : : : : Changes from: May 14, 2019 : : 859 468 240 1,670 -890 0 50 0 0 -1,165 750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 23.8 15.2 12.9 4.5 2.3 33.4 2.8 0.0 3.8 6.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 23,662 : : Positions : : 12,214 5,763 3,450 3,411 863 595 7,940 705 210 25 1,930 : : : : Changes from: May 14, 2019 : : 283 448 0 1,370 -748 -5 45 5 210 -1,255 915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 24.4 14.6 14.4 3.6 2.5 33.6 3.0 0.9 0.1 8.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 42,198 : : Positions : : 14,738 27,598 1,622 8,980 618 13,855 0 25 6,605 0 0 : : : : Changes from: May 14, 2019 : : 995 2,920 -300 1,200 153 1,520 0 0 1,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 65.4 3.8 21.3 1.5 32.8 0.0 0.1 15.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 42,525 : : Positions : : 15,521 25,877 905 10,535 770 13,495 0 25 6,605 0 0 : : : : Changes from: May 14, 2019 : : 1,100 2,920 -300 1,200 275 1,520 0 0 1,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 60.9 2.1 24.8 1.8 31.7 0.0 0.1 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 48,735 : : Positions : : 15,630 40,225 2,320 0 2,255 4,245 0 2,110 18,205 400 50 : : : : Changes from: May 14, 2019 : : 25 0 -50 0 0 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 82.5 4.8 0.0 4.6 8.7 0.0 4.3 37.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . 0 . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 48,440 : : Positions : : 15,400 39,390 1,535 0 2,170 3,370 50 2,560 18,965 50 150 : : : : Changes from: May 14, 2019 : : 25 0 -50 0 0 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 81.3 3.2 0.0 4.5 7.0 0.1 5.3 39.2 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 8 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 16,885 : : Positions : : 10,865 6,225 1,275 595 1,220 0 6,540 0 1,150 185 640 : : : : Changes from: May 14, 2019 : : 125 1,550 0 -400 150 0 45 0 1,070 0 -545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 36.9 7.6 3.5 7.2 0.0 38.7 0.0 6.8 1.1 3.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 16,425 : : Positions : : 10,305 5,635 1,275 245 1,210 0 7,040 0 1,330 185 610 : : : : Changes from: May 14, 2019 : : 125 1,550 0 -400 165 0 45 0 1,070 0 -545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 34.3 7.8 1.5 7.4 0.0 42.9 0.0 8.1 1.1 3.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 50,370 : : Positions : : 29,190 18,510 105 930 3,085 1,295 18,080 2,370 7,575 1,275 1,370 : : : : Changes from: May 14, 2019 : : 25 0 0 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 36.7 0.2 1.8 6.1 2.6 35.9 4.7 15.0 2.5 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 51,500 : : Positions : : 29,815 19,630 165 1,010 3,060 930 18,140 2,510 8,550 1,300 1,055 : : : : Changes from: May 14, 2019 : : 25 0 0 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 38.1 0.3 2.0 5.9 1.8 35.2 4.9 16.6 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 59,845 : : Positions : : 34,585 20,425 0 12,235 2,681 17,665 175 1,405 0 19,760 95 : : : : Changes from: May 14, 2019 : : 105 375 0 -490 250 300 0 0 0 520 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 34.1 0.0 20.4 4.5 29.5 0.3 2.3 0.0 33.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 49,295 : : Positions : : 29,150 21,010 0 11,940 1,758 14,440 150 1,455 0 10,860 340 : : : : Changes from: May 14, 2019 : : 90 300 0 -490 110 0 0 0 0 280 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 42.6 0.0 24.2 3.6 29.3 0.3 3.0 0.0 22.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 139,103 : : Positions : : 73,905 90,760 19,311 520 6,816 3,389 8,855 7,425 4,145 735 3,370 : : : : Changes from: May 14, 2019 : : 1,533 -697 210 0 202 -375 400 450 -1,965 -300 935 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 65.2 13.9 0.4 4.9 2.4 6.4 5.3 3.0 0.5 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 131,371 : : Positions : : 69,623 84,586 25,449 0 5,115 3,489 4,810 7,480 1,375 10,660 1,290 : : : : Changes from: May 14, 2019 : : 1,886 -494 400 0 40 -425 100 500 25 2,280 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 64.4 19.4 0.0 3.9 2.7 3.7 5.7 1.0 8.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 26 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 38,140 : : Positions : : 15,570 19,995 13,965 7,005 1,530 1,905 2,340 2,420 0 2,100 0 : : : : Changes from: May 14, 2019 : : -80 255 -520 -125 -50 130 -600 530 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 52.4 36.6 18.4 4.0 5.0 6.1 6.3 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 33,860 : : Positions : : 11,060 18,500 14,475 5,715 695 1,815 1,200 3,235 0 2,000 0 : : : : Changes from: May 14, 2019 : : -115 255 -420 -190 -150 95 -505 395 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 54.6 42.7 16.9 2.1 5.4 3.5 9.6 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 26,985 : : Positions : : 5,170 17,425 0 6,055 2,105 18,170 0 340 0 0 0 : : : : Changes from: May 14, 2019 : : -150 100 0 -150 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 64.6 0.0 22.4 7.8 67.3 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 32,315 : : Positions : : 7,390 22,875 0 5,210 2,145 20,735 0 845 0 0 0 : : : : Changes from: May 14, 2019 : : 500 600 0 0 0 100 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 70.8 0.0 16.1 6.6 64.2 0.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 81,898 : : Positions : : 47,764 31,489 2,235 5,295 9,310 275 14,925 4,370 1,365 0 30 : : : : Changes from: May 14, 2019 : : 1,118 818 240 -290 80 0 830 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 38.4 2.7 6.5 11.4 0.3 18.2 5.3 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 77,480 : : Positions : : 43,241 29,550 0 10,586 7,614 400 5,015 8,055 1,215 35 0 : : : : Changes from: May 14, 2019 : : 2,500 1,145 -140 175 -605 0 800 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 38.1 0.0 13.7 9.8 0.5 6.5 10.4 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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.DEOK_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064GAA Open Interest is 11,013 : : Positions : : 6,813 1,245 135 3,513 0 1,190 5,820 175 2,285 0 0 : : : : Changes from: May 14, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 11.3 1.2 31.9 0.0 10.8 52.8 1.6 20.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . 0 . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 24, 2019