Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 26,910 : : Positions : : 11,186 12,136 2,387 54 661 289 9,390 719 10,284 2,012 709 : : : : Changes from: December 18, 2018 : : 60 -133 -62 -29 21 0 53 0 33 135 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 45.1 8.9 0.2 2.5 1.1 34.9 2.7 38.2 7.5 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 13 4 . . . 4 . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 44,714 : : Positions : : 21,926 21,459 0 7,724 7,978 6,355 0 2,289 1,252 857 4,016 : : : : Changes from: December 18, 2018 : : -75 -115 0 107 -145 72 0 -174 -13 -8 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 48.0 0.0 17.3 17.8 14.2 0.0 5.1 2.8 1.9 9.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 27 0 . . 7 0 6 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,520 : : Positions : : 28,669 40,483 6,054 0 1,674 455 825 233 6,275 205 100 : : : : Changes from: December 18, 2018 : : -324 -221 52 0 -3 26 -25 -225 25 25 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 93.0 13.9 0.0 3.8 1.0 1.9 0.5 14.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 23,653 : : Positions : : 17,284 18,918 0 3,515 1,060 25 0 0 5,150 140 0 : : : : Changes from: December 18, 2018 : : 0 50 0 -25 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 80.0 0.0 14.9 4.5 0.1 0.0 0.0 21.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 0 . . . 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 146,799 : : Positions : : 131,964 103,054 1,420 31,258 3,410 315 2,386 2,730 4,083 1,100 2,623 : : : : Changes from: December 18, 2018 : : 1,040 -1,027 -302 1,726 181 -55 6 0 -64 -94 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 70.2 1.0 21.3 2.3 0.2 1.6 1.9 2.8 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 33 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 45,920 : : Positions : : 38,418 33,276 4,322 4,509 1,853 300 4,970 572 200 550 175 : : : : Changes from: December 18, 2018 : : 689 411 -75 326 -307 25 1 0 25 -75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 72.5 9.4 9.8 4.0 0.7 10.8 1.2 0.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 26,959 : : Positions : : 23,335 18,810 2,962 7,667 440 150 0 0 8 0 42 : : : : Changes from: December 18, 2018 : : 600 525 0 75 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 69.8 11.0 28.4 1.6 0.6 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 50,892 : : Positions : : 36,804 42,037 7,904 6,035 1,920 3,300 650 0 675 0 120 : : : : Changes from: December 18, 2018 : : 1,107 2,922 494 -1,545 500 0 0 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 82.6 15.5 11.9 3.8 6.5 1.3 0.0 1.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 73,299 : : Positions : : 44,425 46,294 5,949 20,510 4,955 15,435 1,115 225 1,544 0 180 : : : : Changes from: December 18, 2018 : : 1,163 2,585 768 -820 -115 0 100 0 -40 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 63.2 8.1 28.0 6.8 21.1 1.5 0.3 2.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 25 4 . 4 . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 81,833 : : Positions : : 62,156 58,584 13,778 21,288 300 920 110 5 3,457 0 1,005 : : : : Changes from: December 18, 2018 : : -647 200 680 53 0 0 0 0 10 -210 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 71.6 16.8 26.0 0.4 1.1 0.1 0.0 4.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 115,214 : : Positions : : 83,995 73,223 23,554 39,321 1,040 930 110 0 4,446 0 970 : : : : Changes from: December 18, 2018 : : 335 784 630 221 -15 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 63.6 20.4 34.1 0.9 0.8 0.1 0.0 3.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 42,845 : : Positions : : 30,070 40,640 10,455 0 1,860 85 0 0 105 75 145 : : : : Changes from: December 18, 2018 : : 190 540 300 0 0 0 0 0 30 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 94.9 24.4 0.0 4.3 0.2 0.0 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 27,709 : : Positions : : 24,196 23,109 0 1,916 2,579 0 0 0 564 10 95 : : : : Changes from: December 18, 2018 : : 756 766 0 -80 -170 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 83.4 0.0 6.9 9.3 0.0 0.0 0.0 2.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 19 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 7,700 : : Positions : : 6,460 7,150 190 0 450 0 100 0 600 0 0 : : : : Changes from: December 18, 2018 : : 100 -200 0 -50 50 0 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 92.9 2.5 0.0 5.8 0.0 1.3 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 58,820 : : Positions : : 39,892 34,804 2,119 8,956 8,544 294 1,002 400 4,326 2,299 2,807 : : : : Changes from: December 18, 2018 : : 519 1,505 85 -908 489 -19 16 0 41 -19 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 59.2 3.6 15.2 14.5 0.5 1.7 0.7 7.4 3.9 4.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 28 . . . . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 11,577 : : Positions : : 6,503 7,713 2,571 600 200 0 950 0 1,250 960 750 : : : : Changes from: December 18, 2018 : : 600 550 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 66.6 22.2 5.2 1.7 0.0 8.2 0.0 10.8 8.3 6.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 56,546 : : Positions : : 41,551 52,946 11,095 0 3,195 85 0 0 480 100 120 : : : : Changes from: December 18, 2018 : : 1,620 2,175 500 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 93.6 19.6 0.0 5.7 0.2 0.0 0.0 0.8 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 40,028 : : Positions : : 36,113 26,928 630 12,400 0 2,310 190 0 285 270 240 : : : : Changes from: December 18, 2018 : : -1,245 -1,297 0 40 -50 0 20 0 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 67.3 1.6 31.0 0.0 5.8 0.5 0.0 0.7 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 23 . . 0 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 72,073 : : Positions : : 57,758 63,628 7,160 5,675 1,790 600 0 0 4,120 300 7 : : : : Changes from: December 18, 2018 : : 778 -172 -900 0 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 88.3 9.9 7.9 2.5 0.8 0.0 0.0 5.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 77,615 : : Positions : : 62,115 65,937 7,736 7,253 2,280 300 0 0 4,356 1,800 35 : : : : Changes from: December 18, 2018 : : 1,310 460 -700 0 425 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 85.0 10.0 9.3 2.9 0.4 0.0 0.0 5.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 95,251 : : Positions : : 84,455 85,732 7,820 5,906 2,491 0 0 0 45 797 310 : : : : Changes from: December 18, 2018 : : 970 2,430 -45 -1,470 743 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 90.0 8.2 6.2 2.6 0.0 0.0 0.0 0.0 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 24 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 122,382 : : Positions : : 107,002 108,465 9,709 6,659 3,007 25 1,618 111 1,020 1,361 1,086 : : : : Changes from: December 18, 2018 : : 1,128 2,228 -129 -1,393 620 -25 160 3 -65 -81 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 88.6 7.9 5.4 2.5 0.0 1.3 0.1 0.8 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 26 . 5 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 51,765 : : Positions : : 44,290 47,545 3,980 0 3,495 0 225 0 0 500 0 : : : : Changes from: December 18, 2018 : : 275 775 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 91.8 7.7 0.0 6.8 0.0 0.4 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 41,049 : : Positions : : 36,331 37,461 2,993 1,480 1,700 0 0 0 0 383 25 : : : : Changes from: December 18, 2018 : : 300 330 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 91.3 7.3 3.6 4.1 0.0 0.0 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 47,448 : : Positions : : 39,073 39,091 3,500 3,796 2,677 650 725 250 0 528 275 : : : : Changes from: December 18, 2018 : : 1,182 1,241 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 82.4 7.4 8.0 5.6 1.4 1.5 0.5 0.0 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 55,894 : : Positions : : 29,176 48,567 1,045 2,990 3,175 21,510 300 0 415 708 154 : : : : Changes from: December 18, 2018 : : 1,059 782 0 48 -98 -400 0 0 415 -150 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 86.9 1.9 5.3 5.7 38.5 0.5 0.0 0.7 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 24 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 36,989 : : Positions : : 20,883 36,462 15,459 0 115 135 0 345 0 0 0 : : : : Changes from: December 18, 2018 : : 5 14 70 0 0 -60 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 98.6 41.8 0.0 0.3 0.4 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 33,762 : : Positions : : 20,835 33,292 12,507 0 180 0 265 0 0 0 0 : : : : Changes from: December 18, 2018 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 98.6 37.0 0.0 0.5 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,924 : : Positions : : 30,552 30,396 843 300 1,741 140 425 100 66 606 300 : : : : Changes from: December 18, 2018 : : 40 189 25 0 0 0 -175 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 89.6 2.5 0.9 5.1 0.4 1.3 0.3 0.2 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 24,219 : : Positions : : 20,807 23,231 2,260 100 343 15 0 250 225 100 160 : : : : Changes from: December 18, 2018 : : -150 -56 14 0 0 0 0 0 -50 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 95.9 9.3 0.4 1.4 0.1 0.0 1.0 0.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 47,169 : : Positions : : 40,362 33,100 4,273 10,801 426 70 1,311 1,222 490 75 200 : : : : Changes from: December 18, 2018 : : 973 -21 -73 745 28 0 193 86 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 70.2 9.1 22.9 0.9 0.1 2.8 2.6 1.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 39,630 : : Positions : : 34,089 26,006 3,228 12,563 731 1,147 0 65 90 225 10 : : : : Changes from: December 18, 2018 : : -165 -120 225 170 9 -10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 65.6 8.1 31.7 1.8 2.9 0.0 0.2 0.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 17,395 : : Positions : : 11,893 13,582 1,580 1,769 1,969 1,535 0 75 150 0 0 : : : : Changes from: December 18, 2018 : : 185 28 0 160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 78.1 9.1 10.2 11.3 8.8 0.0 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 17,881 : : Positions : : 9,996 15,836 3,019 0 1,540 0 300 50 3,116 0 155 : : : : Changes from: December 18, 2018 : : 0 0 100 0 -100 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 88.6 16.9 0.0 8.6 0.0 1.7 0.3 17.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . 0 . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 18,699 : : Positions : : 11,209 15,994 3,281 0 1,130 0 1,050 50 2,509 0 475 : : : : Changes from: December 18, 2018 : : 0 0 100 0 -100 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 85.5 17.5 0.0 6.0 0.0 5.6 0.3 13.4 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 17,505 : : Positions : : 15,640 5,990 1,525 8,180 300 0 1,760 0 0 1,275 0 : : : : Changes from: December 18, 2018 : : -305,347 -211,373 -18,819 -87,928 -20,825 -23 -10,605 -24,458 -20 -14,283 -18,064 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 34.2 8.7 46.7 1.7 0.0 10.1 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 16,565 : : Positions : : 11,000 9,125 3,350 6,345 695 0 0 0 900 400 0 : : : : Changes from: December 18, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 55.1 20.2 38.3 4.2 0.0 0.0 0.0 5.4 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 21,060 : : Positions : : 13,570 11,805 5,500 7,885 970 0 0 0 900 400 0 : : : : Changes from: December 18, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 56.1 26.1 37.4 4.6 0.0 0.0 0.0 4.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 25,664 : : Positions : : 10,840 13,510 9,395 8,568 170 90 0 110 4,150 2,805 450 : : : : Changes from: December 18, 2018 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 52.6 36.6 33.4 0.7 0.4 0.0 0.4 16.2 10.9 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 23,474 : : Positions : : 9,563 11,240 8,808 8,438 270 90 25 110 3,655 2,805 550 : : : : Changes from: December 18, 2018 : : -68 50 0 -18 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 47.9 37.5 35.9 1.2 0.4 0.1 0.5 15.6 11.9 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 49,284 : : Positions : : 34,672 42,384 8,235 0 3,485 0 475 225 0 600 2,115 : : : : Changes from: December 18, 2018 : : -80 -400 -120 0 60 0 0 0 0 200 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 86.0 16.7 0.0 7.1 0.0 1.0 0.5 0.0 1.2 4.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 49,091 : : Positions : : 35,006 42,067 8,144 0 2,934 0 475 225 15 910 2,480 : : : : Changes from: December 18, 2018 : : -70 -420 -120 0 60 0 0 0 -230 0 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 85.7 16.6 0.0 6.0 0.0 1.0 0.5 0.0 1.9 5.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 123,662 : : Positions : : 92,336 95,031 14,530 12,803 4,043 1,755 655 290 10,087 10,422 353 : : : : Changes from: December 18, 2018 : : 2,856 4,610 0 -1,631 400 0 0 0 15 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 76.8 11.7 10.4 3.3 1.4 0.5 0.2 8.2 8.4 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 24 . 4 . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 129,341 : : Positions : : 99,102 91,089 17,040 19,997 3,109 330 775 1,060 8,142 13,008 238 : : : : Changes from: December 18, 2018 : : 1,900 3,865 0 -1,720 540 0 0 0 15 -230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 70.4 13.2 15.5 2.4 0.3 0.6 0.8 6.3 10.1 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 28 . 5 4 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 280,655 : : Positions : : 174,070 186,716 45,481 25,608 19,546 7,495 17,732 14,126 8,729 6,884 10,017 : : : : Changes from: December 18, 2018 : : -6,848 -9,255 272 907 -6,838 -240 97 -5,752 -1,729 69 -2,417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 66.5 16.2 9.1 7.0 2.7 6.3 5.0 3.1 2.5 3.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 39 38 4 . 5 11 4 7 6 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 28,585 : : Positions : : 14,749 28,130 7,665 0 0 980 0 70 4,820 205 180 : : : : Changes from: December 18, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 98.4 26.8 0.0 0.0 3.4 0.0 0.2 16.9 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2018 : 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 27,510 : : Positions : : 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 255 : : : : Changes from: December 18, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 93.2 29.3 0.0 0.0 1.5 5.1 0.6 18.2 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . 0 0 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 1, 2019