Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 20,945 : : Positions : : 15,387 11,260 1,360 930 690 739 1,658 293 553 3,787 1,314 : : : : Changes from: December 3, 2019 : : -120 152 -56 24 22 0 -646 -9 -6 182 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 53.8 6.5 4.4 3.3 3.5 7.9 1.4 2.6 18.1 6.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 . . 5 . 4 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 14,078 : : Positions : : 7,785 7,349 389 4,066 1,405 168 273 0 3,654 796 126 : : : : Changes from: December 3, 2019 : : -715 -462 138 280 -418 0 -20 0 -520 -60 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 52.2 2.8 28.9 10.0 1.2 1.9 0.0 26.0 5.7 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 15 . . . . . 0 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 39,722 : : Positions : : 22,868 37,266 6,418 0 1,766 375 208 232 7,815 150 100 : : : : Changes from: December 3, 2019 : : -42 465 317 0 -87 0 -25 100 175 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 93.8 16.2 0.0 4.4 0.9 0.5 0.6 19.7 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 21 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 30,489 : : Positions : : 22,157 27,515 370 409 2,115 650 0 25 5,025 278 147 : : : : Changes from: December 3, 2019 : : 880 1,809 -50 -104 175 375 0 0 578 78 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.2 1.2 1.3 6.9 2.1 0.0 0.1 16.5 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 135,701 : : Positions : : 110,662 90,048 1,841 19,523 7,314 1,996 1,481 1,590 2,697 6,103 9,209 : : : : Changes from: December 3, 2019 : : 496 -1,537 -28 1,665 -1,957 -333 463 -298 -98 -109 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 66.4 1.4 14.4 5.4 1.5 1.1 1.2 2.0 4.5 6.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 31 . . 4 . 6 . 8 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 70,910 : : Positions : : 56,218 56,080 6,087 7,483 4,247 350 585 1,890 1,513 0 605 : : : : Changes from: December 3, 2019 : : -4,615 -3,180 1,130 -94 -98 200 -111 -275 -175 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 79.1 8.6 10.6 6.0 0.5 0.8 2.7 2.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 33,947 : : Positions : : 31,120 23,585 1,572 9,032 730 0 0 0 325 400 200 : : : : Changes from: December 3, 2019 : : -1,040 -1,250 115 325 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 69.5 4.6 26.6 2.2 0.0 0.0 0.0 1.0 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 64,561 : : Positions : : 33,897 32,757 676 18,369 7,273 870 75 292 15,420 38 5,757 : : : : Changes from: December 3, 2019 : : -3,518 -2,131 186 -22 88 225 -125 -125 0 -550 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 50.7 1.0 28.5 11.3 1.3 0.1 0.5 23.9 0.1 8.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 84,085 : : Positions : : 46,349 34,965 0 35,802 6,339 1,714 675 589 24,109 971 4,581 : : : : Changes from: December 3, 2019 : : -1,997 -306 0 -2,191 162 35 190 0 -482 -495 347 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 41.6 0.0 42.6 7.5 2.0 0.8 0.7 28.7 1.2 5.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 22 0 4 4 4 5 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 74,587 : : Positions : : 56,245 52,899 10,650 16,517 2,438 1,200 0 0 1,848 1,376 1,294 : : : : Changes from: December 3, 2019 : : 281 -423 -1,459 -1,841 467 -400 -25 0 -183 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 70.9 14.3 22.1 3.3 1.6 0.0 0.0 2.5 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 96,024 : : Positions : : 68,440 60,389 20,299 31,222 1,182 1,150 0 0 2,375 1,353 1,866 : : : : Changes from: December 3, 2019 : : -238 -831 -1,434 -1,996 403 -300 -50 0 -259 349 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 62.9 21.1 32.5 1.2 1.2 0.0 0.0 2.5 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 5 . 5 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 38,434 : : Positions : : 28,158 35,549 7,484 0 2,200 0 0 0 450 420 0 : : : : Changes from: December 3, 2019 : : -2,320 -4,744 -2,425 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 92.5 19.5 0.0 5.7 0.0 0.0 0.0 1.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 25,804 : : Positions : : 23,651 19,413 0 4,014 1,462 0 600 0 355 150 65 : : : : Changes from: December 3, 2019 : : -751 -923 0 199 -550 0 0 0 5 3 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 75.2 0.0 15.6 5.7 0.0 2.3 0.0 1.4 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 15,730 : : Positions : : 9,225 13,930 5,790 0 0 0 1,800 0 625 0 0 : : : : Changes from: December 3, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 88.6 36.8 0.0 0.0 0.0 11.4 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 82,983 : : Positions : : 48,985 59,452 320 11,137 9,438 11,389 40 326 10,251 544 1,911 : : : : Changes from: December 3, 2019 : : 2,355 12 0 976 -361 -1,793 -49 -199 92 -233 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 71.6 0.4 13.4 11.4 13.7 0.0 0.4 12.4 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 29 . . . 9 . . 11 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 34,806 : : Positions : : 21,423 24,689 0 6,539 2,281 2,500 0 0 7,721 355 600 : : : : Changes from: December 3, 2019 : : 3,595 595 -68 1,767 -17 -1,400 0 -100 485 245 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 70.9 0.0 18.8 6.6 7.2 0.0 0.0 22.2 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 43,655 : : Positions : : 34,792 40,155 5,315 0 2,875 0 0 0 500 395 25 : : : : Changes from: December 3, 2019 : : -4,331 -5,585 -1,230 0 310 0 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.0 12.2 0.0 6.6 0.0 0.0 0.0 1.1 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 40,919 : : Positions : : 32,947 27,799 0 4,708 6,437 60 1,660 0 475 210 5 : : : : Changes from: December 3, 2019 : : 749 569 0 -283 -760 0 250 0 -160 110 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 67.9 0.0 11.5 15.7 0.1 4.1 0.0 1.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 60,013 : : Positions : : 46,243 56,203 8,683 115 1,775 0 75 0 2,694 1,500 0 : : : : Changes from: December 3, 2019 : : -2,234 -4,412 -265 0 0 0 0 0 -168 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 93.7 14.5 0.2 3.0 0.0 0.1 0.0 4.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 63,065 : : Positions : : 50,972 54,785 5,738 1,000 2,665 0 75 0 3,295 4,300 60 : : : : Changes from: December 3, 2019 : : -2,114 -4,471 -630 240 -240 0 0 0 -217 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 86.9 9.1 1.6 4.2 0.0 0.1 0.0 5.2 6.8 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 78,150 : : Positions : : 60,897 72,313 10,993 85 4,361 238 0 0 1,365 1,351 35 : : : : Changes from: December 3, 2019 : : -3,688 -4,027 -604 -56 56 15 0 -15 142 -56 -191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 92.5 14.1 0.1 5.6 0.3 0.0 0.0 1.7 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 6 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 99,091 : : Positions : : 77,219 85,420 13,509 1,114 5,450 100 1,440 230 2,003 5,141 235 : : : : Changes from: December 3, 2019 : : -3,888 -4,268 -213 -179 -181 -30 35 0 126 422 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 86.2 13.6 1.1 5.5 0.1 1.5 0.2 2.0 5.2 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 21 26 5 . 4 . 8 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 53,463 : : Positions : : 35,373 48,097 17,379 1,006 316 0 894 150 100 2,875 125 : : : : Changes from: December 3, 2019 : : -2,550 -2,560 -495 40 -240 0 -350 0 -25 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 90.0 32.5 1.9 0.6 0.0 1.7 0.3 0.2 5.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 48,930 : : Positions : : 37,333 48,110 10,737 0 60 0 0 0 575 535 225 : : : : Changes from: December 3, 2019 : : -2,281 -2,760 -464 0 0 0 0 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 98.3 21.9 0.0 0.1 0.0 0.0 0.0 1.2 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 63,181 : : Positions : : 47,022 58,022 11,969 0 1,753 395 0 0 1,271 2,521 733 : : : : Changes from: December 3, 2019 : : -1,527 -1,552 420 0 -166 -125 0 0 71 500 -658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 91.8 18.9 0.0 2.8 0.6 0.0 0.0 2.0 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 4 0 . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 69,276 : : Positions : : 51,637 61,197 9,715 78 460 849 577 0 1,630 2,220 4,632 : : : : Changes from: December 3, 2019 : : 3,962 3,950 260 -48 -643 -59 73 -73 170 491 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 88.3 14.0 0.1 0.7 1.2 0.8 0.0 2.4 3.2 6.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . 5 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 27,440 : : Positions : : 15,219 26,593 10,778 0 223 0 540 40 975 0 10 : : : : Changes from: December 3, 2019 : : -892 -912 -62 0 -280 0 90 -50 -86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 96.9 39.3 0.0 0.8 0.0 2.0 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 27,174 : : Positions : : 15,369 26,776 10,555 0 231 0 60 0 810 0 0 : : : : Changes from: December 3, 2019 : : -775 -1,045 -289 0 -61 0 40 -25 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 98.5 38.8 0.0 0.9 0.0 0.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,686 : : Positions : : 28,292 26,187 3,908 3,070 1,200 0 1,295 90 24 1,684 859 : : : : Changes from: December 3, 2019 : : 1,264 -496 -44 -30 0 -235 330 -124 -170 755 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 75.5 11.3 8.9 3.5 0.0 3.7 0.3 0.1 4.9 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 21,550 : : Positions : : 17,366 17,868 2,790 0 120 0 1,630 0 408 1,570 292 : : : : Changes from: December 3, 2019 : : -524 -394 -30 0 0 0 25 0 -40 -31 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 82.9 12.9 0.0 0.6 0.0 7.6 0.0 1.9 7.3 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 55,232 : : Positions : : 43,478 36,174 7,746 14,382 313 95 2,291 627 2,083 593 828 : : : : Changes from: December 3, 2019 : : -3,722 -2,773 -497 -728 -31 0 -268 -17 417 -41 193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 65.5 14.0 26.0 0.6 0.2 4.1 1.1 3.8 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 20 6 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 39,308 : : Positions : : 34,197 18,897 2,797 16,822 708 75 1,128 510 507 764 406 : : : : Changes from: December 3, 2019 : : -407 -733 -301 382 -90 75 -30 -145 99 -19 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 48.1 7.1 42.8 1.8 0.2 2.9 1.3 1.3 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 22,525 : : Positions : : 11,232 19,998 7,201 0 2,112 395 0 100 1,350 300 0 : : : : Changes from: December 3, 2019 : : 350 25 -325 0 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 88.8 32.0 0.0 9.4 1.8 0.0 0.4 6.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 11,589 : : Positions : : 9,934 8,655 181 395 969 0 270 0 50 1,035 265 : : : : Changes from: December 3, 2019 : : -733 -710 -142 -70 0 0 20 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 74.7 1.6 3.4 8.4 0.0 2.3 0.0 0.4 8.9 2.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 11,741 : : Positions : : 10,228 8,655 337 395 816 0 250 0 50 1,435 190 : : : : Changes from: December 3, 2019 : : -758 -165 -117 -70 0 0 0 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 73.7 2.9 3.4 7.0 0.0 2.1 0.0 0.4 12.2 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 15,625 : : Positions : : 8,686 13,685 4,200 1,029 145 0 180 0 1,880 75 505 : : : : Changes from: December 3, 2019 : : -594 -650 -660 -275 -50 0 80 0 -280 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 87.6 26.9 6.6 0.9 0.0 1.2 0.0 12.0 0.5 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 15,454 : : Positions : : 8,066 13,555 4,453 1,024 145 0 180 0 1,965 75 470 : : : : Changes from: December 3, 2019 : : -419 -545 -728 -275 -50 0 80 0 -265 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 87.7 28.8 6.6 0.9 0.0 1.2 0.0 12.7 0.5 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 39,427 : : Positions : : 27,512 34,057 7,383 200 985 0 130 0 365 870 3,125 : : : : Changes from: December 3, 2019 : : -1,779 -1,921 -387 -200 -260 0 -100 0 10 35 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 86.4 18.7 0.5 2.5 0.0 0.3 0.0 0.9 2.2 7.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 39,342 : : Positions : : 27,887 34,388 6,871 200 894 0 130 0 610 710 3,020 : : : : Changes from: December 3, 2019 : : -1,749 -1,966 -307 -200 -228 0 -100 0 -115 10 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 87.4 17.5 0.5 2.3 0.0 0.3 0.0 1.6 1.8 7.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 4 . . 0 . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 105,720 : : Positions : : 79,242 74,437 21,143 17,846 2,747 805 767 60 550 8,717 1,116 : : : : Changes from: December 3, 2019 : : -4,059 -2,281 -470 -1,724 508 -175 -500 0 -385 -929 -209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 70.4 20.0 16.9 2.6 0.8 0.7 0.1 0.5 8.2 1.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 28 4 4 4 . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 115,102 : : Positions : : 83,829 87,410 24,029 13,453 4,095 690 850 0 585 7,386 1,852 : : : : Changes from: December 3, 2019 : : -8,216 -5,066 -41 -2,083 -73 -225 -110 -190 -430 -1,165 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 75.9 20.9 11.7 3.6 0.6 0.7 0.0 0.5 6.4 1.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 30 4 4 6 . . 0 . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 271,827 : : Positions : : 149,500 186,342 37,832 3,350 37,318 12,033 10,221 4,035 6,404 6,135 24,160 : : : : Changes from: December 3, 2019 : : -4,167 -3,848 1,761 -341 -2,371 -1,417 136 -410 -179 -2,265 388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 68.6 13.9 1.2 13.7 4.4 3.8 1.5 2.4 2.3 8.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 36 35 5 . 6 8 9 6 14 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 15,491 : : Positions : : 8,408 14,207 2,880 823 436 505 0 0 3,255 25 0 : : : : Changes from: December 3, 2019 : : -464 -85 25 -6 -39 -65 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 91.7 18.6 5.3 2.8 3.3 0.0 0.0 21.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 15,279 : : Positions : : 7,865 14,218 2,875 84 782 150 110 60 3,365 25 0 : : : : Changes from: December 3, 2019 : : -562 -40 37 -19 -38 0 -100 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 93.1 18.8 0.5 5.1 1.0 0.7 0.4 22.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 4,389 : : Positions : : 2,183 3,674 335 0 265 200 0 0 1,405 450 0 : : : : Changes from: December 3, 2019 : : -100 -81 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 83.7 7.6 0.0 6.0 4.6 0.0 0.0 32.0 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 70,645 : : Positions : : 46,713 48,055 14,216 10,706 0 0 1,478 335 0 700 0 : : : : Changes from: December 3, 2019 : : -1,603 -1,354 420 61 -85 0 100 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 68.0 20.1 15.2 0.0 0.0 2.1 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 58,650 : : Positions : : 38,794 37,624 11,156 10,466 0 0 1,605 350 0 250 0 : : : : Changes from: December 3, 2019 : : -1,749 -1,650 70 61 0 0 -100 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 64.2 19.0 17.8 0.0 0.0 2.7 0.6 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 26,560 : : Positions : : 7,864 18,535 12,761 2,320 1,344 150 1,880 0 2,110 0 25 : : : : Changes from: December 3, 2019 : : -174 -430 119 520 -169 -5 -170 0 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 69.8 48.0 8.7 5.1 0.6 7.1 0.0 7.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 23,020 : : Positions : : 6,270 16,960 10,885 605 1,870 150 1,600 80 2,005 0 0 : : : : Changes from: December 3, 2019 : : -10 -685 -185 545 0 -25 -70 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 73.7 47.3 2.6 8.1 0.7 7.0 0.3 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 47,192 : : Positions : : 21,683 18,927 6,265 19,106 498 10,590 0 4,960 0 685 350 : : : : Changes from: December 3, 2019 : : -760 -817 233 -90 0 -380 0 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 40.1 13.3 40.5 1.1 22.4 0.0 10.5 0.0 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 26,166 : : Positions : : 9,554 9,989 6,410 9,410 0 3,575 0 3,880 0 510 300 : : : : Changes from: December 3, 2019 : : -198 15 178 -30 0 -125 -220 -55 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 38.2 24.5 36.0 0.0 13.7 0.0 14.8 0.0 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 16 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 25,990 : : Positions : : 17,625 9,155 4,105 885 360 310 12,150 2,095 0 0 0 : : : : Changes from: December 3, 2019 : : -570 -575 35 40 -75 150 150 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 35.2 15.8 3.4 1.4 1.2 46.7 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 95,003 : : Positions : : 46,580 34,368 10,168 33,855 3,140 11,880 2,315 450 2,590 225 1,380 : : : : Changes from: December 3, 2019 : : -1,117 -22 -180 -1,480 0 -575 -100 50 85 -150 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 36.2 10.7 35.6 3.3 12.5 2.4 0.5 2.7 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 91,691 : : Positions : : 44,363 32,983 11,010 32,105 3,140 13,280 2,155 490 0 890 1,490 : : : : Changes from: December 3, 2019 : : -448 157 -205 -1,185 0 -650 30 -55 0 -265 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 36.0 12.0 35.0 3.4 14.5 2.4 0.5 0.0 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,265 : : Positions : : 12,620 6,985 2,685 1,770 1,904 2,280 8,110 500 1,080 2,845 345 : : : : Changes from: December 3, 2019 : : -421 -650 -520 -21 0 0 -115 0 -50 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 27.6 10.6 7.0 7.5 9.0 32.1 2.0 4.3 11.3 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 26,450 : : Positions : : 11,700 7,160 2,565 2,120 1,446 2,280 10,960 500 2,135 175 1,325 : : : : Changes from: December 3, 2019 : : -396 -650 -500 4 0 0 -265 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 27.1 9.7 8.0 5.5 8.6 41.4 1.9 8.1 0.7 5.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 27,393 : : Positions : : 12,948 8,690 1,607 8,425 144 9,015 155 350 0 6,605 25 : : : : Changes from: December 3, 2019 : : -474 120 39 -400 9 -250 55 -25 0 -465 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 31.7 5.9 30.8 0.5 32.9 0.6 1.3 0.0 24.1 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 26,657 : : Positions : : 12,558 8,495 1,902 8,225 36 9,015 125 350 0 6,870 15 : : : : Changes from: December 3, 2019 : : -551 -30 236 -400 -136 -250 25 -25 0 -160 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 31.9 7.1 30.9 0.1 33.8 0.5 1.3 0.0 25.8 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 54,839 : : Positions : : 18,249 41,476 7,017 9,265 260 15,860 0 0 9,740 0 0 : : : : Changes from: December 3, 2019 : : 973 -1,257 -270 -825 0 -2,165 0 0 -620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 75.6 12.8 16.9 0.5 28.9 0.0 0.0 17.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 54,529 : : Positions : : 18,484 39,762 6,465 10,260 295 15,960 0 0 9,495 0 0 : : : : Changes from: December 3, 2019 : : 1,152 -508 -185 -945 0 -1,965 0 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 72.9 11.9 18.8 0.5 29.3 0.0 0.0 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 60,535 : : Positions : : 22,270 49,990 1,150 4,190 1,750 7,550 0 1,105 23,105 75 110 : : : : Changes from: December 3, 2019 : : -1,220 -2,345 -50 -350 -70 -240 0 -125 -1,210 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 82.6 1.9 6.9 2.9 12.5 0.0 1.8 38.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 10 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 59,650 : : Positions : : 22,415 48,575 345 4,190 2,470 7,250 0 1,305 22,600 25 110 : : : : Changes from: December 3, 2019 : : -1,270 -2,320 50 -350 -70 -165 0 -175 -1,285 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 81.4 0.6 7.0 4.1 12.2 0.0 2.2 37.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,685 : : Positions : : 11,360 8,620 1,125 0 3,645 75 4,665 0 775 230 605 : : : : Changes from: December 3, 2019 : : -710 -10 360 -350 165 0 -730 0 -1,010 -160 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 46.1 6.0 0.0 19.5 0.4 25.0 0.0 4.1 1.2 3.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 17,930 : : Positions : : 9,790 8,535 1,090 0 3,275 75 4,665 0 1,555 305 245 : : : : Changes from: December 3, 2019 : : -655 -60 360 -350 165 0 -730 0 -1,015 -85 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 47.6 6.1 0.0 18.3 0.4 26.0 0.0 8.7 1.7 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 67,635 : : Positions : : 37,520 35,120 220 1,320 3,195 2,070 20,060 740 17,775 1,175 1,395 : : : : Changes from: December 3, 2019 : : -820 -1,800 -180 -200 -20 -65 85 -235 -835 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 51.9 0.3 2.0 4.7 3.1 29.7 1.1 26.3 1.7 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 64,500 : : Positions : : 36,205 32,800 495 0 3,595 2,110 19,985 785 15,135 1,250 1,585 : : : : Changes from: December 3, 2019 : : -940 -1,840 -165 -195 -35 -30 85 -235 -800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 50.9 0.8 0.0 5.6 3.3 31.0 1.2 23.5 1.9 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 54,354 : : Positions : : 33,932 19,210 2,220 14,502 1,540 11,735 480 2,415 75 14,125 0 : : : : Changes from: December 3, 2019 : : -710 -475 530 -470 -480 -730 150 0 -25 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 35.3 4.1 26.7 2.8 21.6 0.9 4.4 0.1 26.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 45,744 : : Positions : : 30,395 17,200 1,265 11,260 2,260 7,660 475 2,490 75 10,590 390 : : : : Changes from: December 3, 2019 : : -499 -570 555 -229 -505 -605 150 0 -25 65 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 37.6 2.8 24.6 4.9 16.7 1.0 5.4 0.2 23.2 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 162,590 : : Positions : : 92,277 91,786 18,590 305 9,066 7,989 10,280 4,860 1,230 17,715 1,460 : : : : Changes from: December 3, 2019 : : -3,869 -1,639 -2,760 175 375 2,725 -555 -2,190 55 -1,830 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 56.5 11.4 0.2 5.6 4.9 6.3 3.0 0.8 10.9 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 28 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 143,104 : : Positions : : 80,364 80,556 17,038 0 7,300 10,244 6,180 5,115 1,350 22,260 1,635 : : : : Changes from: December 3, 2019 : : -3,919 -1,730 -2,901 0 275 2,195 -260 -1,970 75 -2,560 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 56.3 11.9 0.0 5.1 7.2 4.3 3.6 0.9 15.6 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 27 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 58,090 : : Positions : : 27,920 29,070 18,560 7,390 3,125 0 1,135 3,055 0 9,040 0 : : : : Changes from: December 3, 2019 : : -710 -1,150 -195 310 -200 -25 160 40 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 50.0 32.0 12.7 5.4 0.0 2.0 5.3 0.0 15.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 49,490 : : Positions : : 22,170 23,725 15,376 4,866 3,039 0 635 3,480 0 8,330 0 : : : : Changes from: December 3, 2019 : : -1,075 -1,325 -525 -60 -275 0 -125 -85 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 47.9 31.1 9.8 6.1 0.0 1.3 7.0 0.0 16.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 38,505 : : Positions : : 15,310 17,660 0 14,195 2,045 14,195 0 400 2,320 0 680 : : : : Changes from: December 3, 2019 : : -1,630 -505 0 -895 100 550 0 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 45.9 0.0 36.9 5.3 36.9 0.0 1.0 6.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 0 . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 46,185 : : Positions : : 12,170 28,020 0 12,290 2,555 25,880 0 765 2,320 0 680 : : : : Changes from: December 3, 2019 : : -1,715 -260 0 -705 -85 770 0 -165 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 60.7 0.0 26.6 5.5 56.0 0.0 1.7 5.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 119,875 : : Positions : : 77,223 64,198 2,145 12,520 9,720 2,155 12,565 2,655 7,760 0 0 : : : : Changes from: December 3, 2019 : : -527 -547 -115 -145 -155 20 -105 -40 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 53.6 1.8 10.4 8.1 1.8 10.5 2.2 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 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 97,584 : : Positions : : 58,985 40,494 1,570 19,581 8,704 0 7,885 7,260 7,230 0 0 : : : : Changes from: December 3, 2019 : : -65 -3,165 -95 2,205 -1,325 0 720 -390 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 41.5 1.6 20.1 8.9 0.0 8.1 7.4 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 31,040 : : Positions : : 21,185 15,635 0 10,785 1,330 4,160 300 90 1,320 0 565 : : : : Changes from: December 3, 2019 : : -915 -800 0 -460 50 -355 0 90 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 50.4 0.0 34.7 4.3 13.4 1.0 0.3 4.3 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 10, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 30,155 : : Positions : : 21,605 14,625 0 10,720 1,680 3,235 460 170 960 0 475 : : : : Changes from: December 3, 2019 : : -865 -835 0 -255 10 -180 -35 135 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 48.5 0.0 35.5 5.6 10.7 1.5 0.6 3.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 13, 2019