Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 25,360 : : Positions : : 10,355 10,600 2,656 1 532 299 9,917 540 9,241 1,756 757 : : : : Changes from: January 15, 2019 : : 177 107 255 -113 -25 -45 35 0 -255 59 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 41.8 10.5 0.0 2.1 1.2 39.1 2.1 36.4 6.9 3.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 11 4 . 4 . . . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 22,171 : : Positions : : 13,492 14,468 0 4,038 2,348 5,712 3 4 168 290 40 : : : : Changes from: January 15, 2019 : : 257 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 65.3 0.0 18.2 10.6 25.8 0.0 0.0 0.8 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 15 0 4 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 42,962 : : Positions : : 26,799 39,383 7,792 0 2,136 325 588 100 5,050 50 700 : : : : Changes from: January 15, 2019 : : -308 1,407 1,690 0 -39 -25 50 25 -75 -175 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 91.7 18.1 0.0 5.0 0.8 1.4 0.2 11.8 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . 0 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 23,162 : : Positions : : 16,744 18,943 0 2,820 1,024 25 0 0 4,925 75 300 : : : : Changes from: January 15, 2019 : : -50 170 0 -245 64 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 81.8 0.0 12.2 4.4 0.1 0.0 0.0 21.3 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 148,963 : : Positions : : 131,979 105,580 1,251 29,738 3,676 600 2,917 3,245 4,922 538 3,043 : : : : Changes from: January 15, 2019 : : 3,447 2,877 -367 -1,162 227 45 1,241 0 -77 88 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 70.9 0.8 20.0 2.5 0.4 2.0 2.2 3.3 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 34 . . 4 4 4 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 52,786 : : Positions : : 44,695 37,569 3,543 5,321 3,574 175 4,783 499 75 925 100 : : : : Changes from: January 15, 2019 : : 1,976 1,576 395 660 700 100 95 0 25 225 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 71.2 6.7 10.1 6.8 0.3 9.1 0.9 0.1 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 17 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 54,073 : : Positions : : 35,514 43,388 8,644 7,115 1,850 7,200 650 0 0 258 702 : : : : Changes from: January 15, 2019 : : 940 3,115 615 -350 150 1,200 -25 0 0 3 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 80.2 16.0 13.2 3.4 13.3 1.2 0.0 0.0 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 76,269 : : Positions : : 44,133 46,994 4,732 21,562 5,313 19,410 1,190 210 752 0 945 : : : : Changes from: January 15, 2019 : : 791 2,838 588 -178 -12 1,250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.6 6.2 28.3 7.0 25.4 1.6 0.3 1.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . . 4 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 77,860 : : Positions : : 59,095 55,404 13,178 21,029 225 875 100 0 2,852 0 840 : : : : Changes from: January 15, 2019 : : 427 151 -30 281 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 71.2 16.9 27.0 0.3 1.1 0.1 0.0 3.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 8,000 : : Positions : : 7,400 6,700 200 500 50 150 50 150 0 0 0 : : : : Changes from: January 15, 2019 : : -450 300 200 0 -200 100 -450 150 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 83.8 2.5 6.3 0.6 1.9 0.6 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 111,976 : : Positions : : 81,181 71,566 23,339 38,631 821 1,145 100 0 3,806 0 800 : : : : Changes from: January 15, 2019 : : 350 354 300 346 -14 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 63.9 20.8 34.5 0.7 1.0 0.1 0.0 3.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 24 . . 4 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 42,930 : : Positions : : 31,080 40,715 9,620 0 1,875 0 0 0 95 100 120 : : : : Changes from: January 15, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 94.8 22.4 0.0 4.4 0.0 0.0 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 25,951 : : Positions : : 22,714 21,279 0 2,027 2,495 0 0 0 327 30 60 : : : : Changes from: January 15, 2019 : : 185 -51 0 235 -135 0 0 0 -11 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.0 0.0 7.8 9.6 0.0 0.0 0.0 1.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 18 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 58,988 : : Positions : : 39,485 36,645 3,303 8,303 7,844 346 126 416 3,942 2,467 3,176 : : : : Changes from: January 15, 2019 : : 2,143 2,237 750 -90 195 -9 48 12 86 800 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 62.1 5.6 14.1 13.3 0.6 0.2 0.7 6.7 4.2 5.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 27 . . . . . . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 11,021 : : Positions : : 5,415 8,615 3,196 600 150 0 0 0 1,650 960 300 : : : : Changes from: January 15, 2019 : : -95 -45 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 78.2 29.0 5.4 1.4 0.0 0.0 0.0 15.0 8.7 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 57,570 : : Positions : : 43,830 53,957 9,925 0 3,195 0 0 0 490 100 120 : : : : Changes from: January 15, 2019 : : -59 58 130 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 93.7 17.2 0.0 5.5 0.0 0.0 0.0 0.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 38,339 : : Positions : : 34,533 24,865 600 12,830 54 2,346 90 0 203 329 171 : : : : Changes from: January 15, 2019 : : -302 -441 0 131 14 0 0 0 -26 -6 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 64.9 1.6 33.5 0.1 6.1 0.2 0.0 0.5 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 22 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 69,139 : : Positions : : 55,808 61,829 6,586 4,850 1,790 600 0 0 3,925 300 7 : : : : Changes from: January 15, 2019 : : 760 815 50 0 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 89.4 9.5 7.0 2.6 0.9 0.0 0.0 5.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 74,016 : : Positions : : 59,685 63,733 7,049 6,113 2,330 0 0 0 4,269 1,800 10 : : : : Changes from: January 15, 2019 : : -140 -130 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 86.1 9.5 8.3 3.1 0.0 0.0 0.0 5.8 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 92,768 : : Positions : : 81,080 84,354 9,047 5,795 2,349 0 0 0 65 178 91 : : : : Changes from: January 15, 2019 : : 419 264 20 0 30 0 0 0 -10 165 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 90.9 9.8 6.2 2.5 0.0 0.0 0.0 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 118,223 : : Positions : : 102,927 105,790 10,315 6,398 2,823 0 2,146 0 1,134 492 517 : : : : Changes from: January 15, 2019 : : 415 -98 10 0 30 0 337 -39 -55 145 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 89.5 8.7 5.4 2.4 0.0 1.8 0.0 1.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 25 . 5 . 0 5 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 50,050 : : Positions : : 41,775 46,055 4,730 0 3,495 0 75 0 50 425 0 : : : : Changes from: January 15, 2019 : : -125 650 800 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 92.0 9.5 0.0 7.0 0.0 0.1 0.0 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 51,664 : : Positions : : 41,647 45,829 3,865 1,868 2,799 1,275 0 350 300 523 195 : : : : Changes from: January 15, 2019 : : 74 129 75 17 17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 88.7 7.5 3.6 5.4 2.5 0.0 0.7 0.6 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 59,884 : : Positions : : 31,024 53,989 2,415 1,483 3,543 22,046 0 0 0 756 69 : : : : Changes from: January 15, 2019 : : 656 846 170 -29 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 90.2 4.0 2.5 5.9 36.8 0.0 0.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . 5 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 34,782 : : Positions : : 19,895 34,294 14,111 0 150 200 0 280 0 0 0 : : : : Changes from: January 15, 2019 : : 50 30 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 98.6 40.6 0.0 0.4 0.6 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 31,505 : : Positions : : 20,255 31,185 11,000 0 180 0 0 0 0 0 0 : : : : Changes from: January 15, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 99.0 34.9 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 32,997 : : Positions : : 29,735 30,069 1,742 370 933 120 605 0 0 696 300 : : : : Changes from: January 15, 2019 : : 493 518 45 0 0 0 40 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 91.1 5.3 1.1 2.8 0.4 1.8 0.0 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 19 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 22,710 : : Positions : : 19,112 21,970 2,793 0 160 0 195 205 190 65 110 : : : : Changes from: January 15, 2019 : : -10 0 0 0 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 96.7 12.3 0.0 0.7 0.0 0.9 0.9 0.8 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 45,607 : : Positions : : 38,640 31,744 4,432 10,910 391 0 688 1,414 356 180 240 : : : : Changes from: January 15, 2019 : : -130 99 85 0 0 0 -159 59 -15 -10 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 69.6 9.7 23.9 0.9 0.0 1.5 3.1 0.8 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 38,204 : : Positions : : 33,143 25,029 3,247 12,330 527 1,172 0 90 0 145 5 : : : : Changes from: January 15, 2019 : : 40 105 20 0 0 0 0 0 0 -85 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 65.5 8.5 32.3 1.4 3.1 0.0 0.2 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 15,937 : : Positions : : 11,060 12,010 1,981 2,429 1,498 597 0 0 625 0 0 : : : : Changes from: January 15, 2019 : : 11 211 25 -150 69 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 75.4 12.4 15.2 9.4 3.7 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 18,031 : : Positions : : 10,026 16,091 3,154 0 1,290 0 300 50 3,211 0 300 : : : : Changes from: January 15, 2019 : : 500 980 0 0 0 0 0 0 480 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 89.2 17.5 0.0 7.2 0.0 1.7 0.3 17.8 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 19,204 : : Positions : : 11,424 16,349 3,236 0 1,060 0 1,000 50 2,689 0 745 : : : : Changes from: January 15, 2019 : : 500 980 0 0 0 0 0 0 480 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 85.1 16.9 0.0 5.5 0.0 5.2 0.3 14.0 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 23,957 : : Positions : : 9,812 12,140 9,150 8,313 125 100 0 0 3,860 2,905 390 : : : : Changes from: January 15, 2019 : : 150 325 0 0 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 50.7 38.2 34.7 0.5 0.4 0.0 0.0 16.1 12.1 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 22,499 : : Positions : : 8,659 10,725 8,733 8,283 125 100 0 0 3,940 2,855 440 : : : : Changes from: January 15, 2019 : : 125 350 0 0 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 47.7 38.8 36.8 0.6 0.4 0.0 0.0 17.5 12.7 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 51,930 : : Positions : : 32,800 45,940 8,632 0 3,175 600 575 150 4,595 300 1,750 : : : : Changes from: January 15, 2019 : : 600 4,500 -10 0 0 -600 0 0 4,595 85 -545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 88.5 16.6 0.0 6.1 1.2 1.1 0.3 8.8 0.6 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 52,020 : : Positions : : 33,501 45,763 8,266 0 2,692 600 575 150 4,805 1,050 1,750 : : : : Changes from: January 15, 2019 : : 720 4,500 -130 0 50 -600 0 0 4,660 150 -610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 88.0 15.9 0.0 5.2 1.2 1.1 0.3 9.2 2.0 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 127,928 : : Positions : : 99,460 93,067 14,440 13,204 3,175 1,810 965 125 8,680 17,232 110 : : : : Changes from: January 15, 2019 : : 6,505 -250 0 20 -120 0 -600 0 160 7,495 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 72.7 11.3 10.3 2.5 1.4 0.8 0.1 6.8 13.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 22 . 4 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 133,732 : : Positions : : 104,836 91,345 17,350 18,815 3,056 350 1,085 755 6,715 18,065 470 : : : : Changes from: January 15, 2019 : : 4,219 -2,434 0 -30 -110 0 -600 0 170 7,445 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 68.3 13.0 14.1 2.3 0.3 0.8 0.6 5.0 13.5 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 26 . 5 . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 252,674 : : Positions : : 163,966 178,683 48,348 30,369 7,108 10,924 24,755 2,565 14,602 4,328 4,441 : : : : Changes from: January 15, 2019 : : 5,229 1,714 703 228 132 -1,116 1,434 98 -1,474 -8 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 70.7 19.1 12.0 2.8 4.3 9.8 1.0 5.8 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 37 39 . 4 4 11 4 11 9 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 26,373 : : Positions : : 13,238 25,968 7,195 0 0 930 0 20 4,785 205 180 : : : : Changes from: January 15, 2019 : : 60 110 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 98.5 27.3 0.0 0.0 3.5 0.0 0.1 18.1 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 25,333 : : Positions : : 12,156 23,523 7,544 0 0 450 1,500 0 4,891 55 255 : : : : Changes from: January 15, 2019 : : 60 110 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 92.9 29.8 0.0 0.0 1.8 5.9 0.0 19.3 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 18,987 : : Positions : : 5,970 10,102 10,577 4,680 245 475 2,390 200 450 300 0 : : : : Changes from: January 15, 2019 : : 75 75 -300 350 -25 450 -200 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 53.2 55.7 24.6 1.3 2.5 12.6 1.1 2.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 63,591 : : Positions : : 25,274 21,666 18,578 24,055 140 1,360 5,675 2,445 6,835 0 1,455 : : : : Changes from: January 15, 2019 : : 190 840 155 -700 0 300 535 -840 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 34.1 29.2 37.8 0.2 2.1 8.9 3.8 10.7 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 62,761 : : Positions : : 25,282 20,956 17,860 24,650 175 2,190 5,675 2,505 6,420 0 1,285 : : : : Changes from: January 15, 2019 : : 100 480 160 -465 0 300 535 -780 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 33.4 28.5 39.3 0.3 3.5 9.0 4.0 10.2 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 22,045 : : Positions : : 13,066 5,360 3,719 0 785 150 6,050 350 0 5,850 0 : : : : Changes from: January 15, 2019 : : 0 160 -5 0 0 0 -100 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 24.3 16.9 0.0 3.6 0.7 27.4 1.6 0.0 26.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 21,790 : : Positions : : 12,426 5,410 4,114 0 678 150 6,050 350 0 5,550 0 : : : : Changes from: January 15, 2019 : : 0 160 0 0 0 0 -100 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 24.8 18.9 0.0 3.1 0.7 27.8 1.6 0.0 25.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 31,441 : : Positions : : 10,486 23,081 3,477 3,555 385 11,450 730 0 2,200 0 0 : : : : Changes from: January 15, 2019 : : -15 510 -75 600 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 73.4 11.1 11.3 1.2 36.4 2.3 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 30,182 : : Positions : : 10,682 19,388 3,315 6,010 410 9,950 730 0 2,100 0 0 : : : : Changes from: January 15, 2019 : : -75 510 -75 600 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 64.2 11.0 19.9 1.4 33.0 2.4 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 34,655 : : Positions : : 12,565 28,460 7,985 0 155 3,450 725 80 5,315 350 1,790 : : : : Changes from: January 15, 2019 : : 0 25 -175 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 82.1 23.0 0.0 0.4 10.0 2.1 0.2 15.3 1.0 5.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 32,655 : : Positions : : 11,170 27,585 7,730 0 120 3,000 725 80 6,190 0 1,090 : : : : Changes from: January 15, 2019 : : 0 25 -175 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 84.5 23.7 0.0 0.4 9.2 2.2 0.2 19.0 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 8 . 0 . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 11,955 : : Positions : : 8,335 3,565 1,225 4,300 50 25 1,445 65 0 595 715 : : : : Changes from: January 15, 2019 : : 105 50 0 0 0 0 0 0 0 60 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 29.8 10.2 36.0 0.4 0.2 12.1 0.5 0.0 5.0 6.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 11,415 : : Positions : : 7,775 3,175 1,525 4,250 0 25 1,425 65 0 735 515 : : : : Changes from: January 15, 2019 : : 105 50 0 0 0 0 0 0 0 60 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 27.8 13.4 37.2 0.0 0.2 12.5 0.6 0.0 6.4 4.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 48,270 : : Positions : : 31,465 17,840 0 7,840 2,315 1,275 13,710 1,000 6,120 80 3,645 : : : : Changes from: January 15, 2019 : : 310 265 0 425 -600 0 970 545 1,350 0 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 37.0 0.0 16.2 4.8 2.6 28.4 2.1 12.7 0.2 7.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 48,110 : : Positions : : 31,440 16,835 0 8,590 2,315 825 13,710 1,175 6,310 80 3,460 : : : : Changes from: January 15, 2019 : : 205 160 0 425 -600 0 970 545 1,350 0 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 35.0 0.0 17.9 4.8 1.7 28.5 2.4 13.1 0.2 7.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 45,630 : : Positions : : 25,320 12,125 0 18,150 175 14,710 325 320 1,980 11,650 50 : : : : Changes from: January 15, 2019 : : 2,740 -50 0 1,490 -460 0 50 0 0 1,250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 26.6 0.0 39.8 0.4 32.2 0.7 0.7 4.3 25.5 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 41,125 : : Positions : : 22,050 13,465 0 15,455 175 14,385 325 365 1,860 9,290 50 : : : : Changes from: January 15, 2019 : : 2,540 -50 0 1,490 -140 0 50 0 0 1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 32.7 0.0 37.6 0.4 35.0 0.8 0.9 4.5 22.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 113,067 : : Positions : : 46,677 84,077 27,661 0 3,025 3,474 830 7,760 9,410 1,930 2,770 : : : : Changes from: January 15, 2019 : : 870 3,710 2,820 0 -1,320 920 0 325 -900 0 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 74.4 24.5 0.0 2.7 3.1 0.7 6.9 8.3 1.7 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 . 0 . . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 104,613 : : Positions : : 44,660 76,480 24,806 0 3,355 4,542 275 6,927 4,850 1,800 4,310 : : : : Changes from: January 15, 2019 : : 1,070 3,705 2,815 0 -1,320 820 -100 375 -1,100 0 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 73.1 23.7 0.0 3.2 4.3 0.3 6.6 4.6 1.7 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 24 . 0 . . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 30,395 : : Positions : : 10,145 16,910 14,030 5,470 775 2,405 2,700 1,920 0 1,630 0 : : : : Changes from: January 15, 2019 : : 420 -600 125 300 0 -845 0 1,020 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 55.6 46.2 18.0 2.5 7.9 8.9 6.3 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 24,580 : : Positions : : 7,415 13,080 13,445 5,435 165 1,245 2,520 1,405 0 1,200 0 : : : : Changes from: January 15, 2019 : : 420 -600 125 300 -85 -75 770 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 53.2 54.7 22.1 0.7 5.1 10.3 5.7 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 22,865 : : Positions : : 7,980 12,470 0 7,095 1,880 11,870 445 120 0 0 0 : : : : Changes from: January 15, 2019 : : 300 1,320 0 625 0 1,570 -75 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 54.5 0.0 31.0 8.2 51.9 1.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 59,600 : : Positions : : 34,430 30,480 4,220 1,005 8,215 0 8,380 475 1,025 0 0 : : : : Changes from: January 15, 2019 : : 700 -350 300 50 -600 0 1,250 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 51.1 7.1 1.7 13.8 0.0 14.1 0.8 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 47,030 : : Positions : : 23,705 21,070 875 835 7,350 475 3,875 130 425 0 0 : : : : Changes from: January 15, 2019 : : 350 0 50 -550 50 0 850 -50 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 44.8 1.9 1.8 15.6 1.0 8.2 0.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 15, 2019