Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 21,782 : : Positions : : 10,113 11,449 1,102 387 1,345 677 2,699 508 5,699 2,950 1,709 : : : : Changes from: August 13, 2019 : : 581 329 -51 23 -110 0 165 0 73 80 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 52.6 5.1 1.8 6.2 3.1 12.4 2.3 26.2 13.5 7.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 14 4 . 4 . 4 . 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 34,311 : : Positions : : 19,350 20,177 0 2,957 5,206 3,815 395 1,510 593 508 3,452 : : : : Changes from: August 13, 2019 : : 25 62 0 23 -6 12 -12 -8 63 26 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 58.8 0.0 8.6 15.2 11.1 1.2 4.4 1.7 1.5 10.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 0 . . . . 4 7 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 39,691 : : Positions : : 24,301 35,347 5,968 0 2,637 28 910 227 6,055 125 445 : : : : Changes from: August 13, 2019 : : 866 584 -645 0 39 -20 -184 227 145 -50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 89.1 15.0 0.0 6.6 0.1 2.3 0.6 15.3 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 0 . . 5 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 29,946 : : Positions : : 24,967 26,355 170 547 1,399 0 50 50 2,225 500 1,025 : : : : Changes from: August 13, 2019 : : 375 450 0 -75 0 0 0 0 75 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 88.0 0.6 1.8 4.7 0.0 0.2 0.2 7.4 1.7 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 143,891 : : Positions : : 118,782 98,374 2,824 23,451 6,029 7,135 2,433 6,222 1,064 5,894 1,396 : : : : Changes from: August 13, 2019 : : 1,627 2,371 428 -976 261 -1,270 110 850 95 -709 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 68.4 2.0 16.3 4.2 5.0 1.7 4.3 0.7 4.1 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 31 . . 5 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 66,911 : : Positions : : 57,532 44,278 2,754 10,640 3,292 325 4,279 1,926 400 1,815 675 : : : : Changes from: August 13, 2019 : : 1,386 983 0 -81 -210 24 494 137 250 265 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 66.2 4.1 15.9 4.9 0.5 6.4 2.9 0.6 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 . . . . 7 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 33,523 : : Positions : : 30,092 24,741 2,216 6,912 1,165 0 25 0 0 600 50 : : : : Changes from: August 13, 2019 : : 365 415 -25 -225 365 0 0 0 0 150 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 73.8 6.6 20.6 3.5 0.0 0.1 0.0 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 15 . . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 68,064 : : Positions : : 42,640 39,495 475 13,895 6,746 15,940 250 425 600 6,327 925 : : : : Changes from: August 13, 2019 : : 353 -353 249 509 161 0 0 0 0 682 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 58.0 0.7 20.4 9.9 23.4 0.4 0.6 0.9 9.3 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 21 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 86,734 : : Positions : : 53,442 39,163 0 30,757 4,556 25,832 2,310 1,380 1,141 8,248 152 : : : : Changes from: August 13, 2019 : : 1,209 -530 -159 354 -6 0 140 0 49 955 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 45.2 0.0 35.5 5.3 29.8 2.7 1.6 1.3 9.5 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 0 4 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 71,823 : : Positions : : 54,608 50,924 10,599 18,030 1,210 1,550 150 0 2,011 25 1,328 : : : : Changes from: August 13, 2019 : : -625 -115 750 200 95 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 70.9 14.8 25.1 1.7 2.2 0.2 0.0 2.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 98,746 : : Positions : : 68,675 61,431 23,143 34,830 452 1,550 175 0 2,727 75 1,672 : : : : Changes from: August 13, 2019 : : -2,268 992 3,525 200 50 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 62.2 23.4 35.3 0.5 1.6 0.2 0.0 2.8 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 45,620 : : Positions : : 34,905 44,125 9,870 65 710 0 0 0 0 420 0 : : : : Changes from: August 13, 2019 : : 195 305 110 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 96.7 21.6 0.1 1.6 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 25,066 : : Positions : : 20,627 20,330 1,438 1,581 2,400 0 600 0 0 0 0 : : : : Changes from: August 13, 2019 : : 501 -71 -632 -60 174 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 81.1 5.7 6.3 9.6 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 17 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 14,870 : : Positions : : 9,445 10,920 4,560 0 0 200 3,950 0 575 0 0 : : : : Changes from: August 13, 2019 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 73.4 30.7 0.0 0.0 1.3 26.6 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 73,682 : : Positions : : 44,222 49,646 313 10,953 7,988 7,171 0 642 8,880 246 4,126 : : : : Changes from: August 13, 2019 : : -513 1,751 -28 -1,735 -283 538 -75 -116 -548 -248 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 67.4 0.4 14.9 10.8 9.7 0.0 0.9 12.1 0.3 5.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 30 . . . 4 0 . 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 27,473 : : Positions : : 18,027 19,937 0 5,490 429 3,600 0 300 4,165 325 650 : : : : Changes from: August 13, 2019 : : -445 455 0 0 0 0 0 0 900 0 -1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 72.6 0.0 20.0 1.6 13.1 0.0 1.1 15.2 1.2 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 55,580 : : Positions : : 46,471 53,333 6,962 100 1,512 0 0 0 350 280 140 : : : : Changes from: August 13, 2019 : : 170 370 75 0 0 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 96.0 12.5 0.2 2.7 0.0 0.0 0.0 0.6 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 40,573 : : Positions : : 34,895 26,462 0 7,806 4,098 750 1,950 0 50 0 210 : : : : Changes from: August 13, 2019 : : 2,640 1,440 0 1,030 -980 -25 0 0 -150 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 65.2 0.0 19.2 10.1 1.8 4.8 0.0 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 21 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 64,637 : : Positions : : 51,821 60,517 6,352 1,195 2,560 150 0 0 3,336 200 0 : : : : Changes from: August 13, 2019 : : -889 310 1,200 0 0 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 93.6 9.8 1.8 4.0 0.2 0.0 0.0 5.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 71,380 : : Positions : : 57,822 61,825 7,264 3,365 1,980 175 0 0 3,984 4,150 60 : : : : Changes from: August 13, 2019 : : -43 332 397 0 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 86.6 10.2 4.7 2.8 0.2 0.0 0.0 5.6 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 17 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 87,644 : : Positions : : 65,458 79,978 14,291 2,274 3,298 0 404 0 4,200 1,401 289 : : : : Changes from: August 13, 2019 : : -2,023 1,531 3,615 42 -25 0 109 -159 0 -76 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 91.3 16.3 2.6 3.8 0.0 0.5 0.0 4.8 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 26 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 111,836 : : Positions : : 81,314 93,889 17,308 4,281 4,946 0 2,802 715 6,569 4,390 799 : : : : Changes from: August 13, 2019 : : -4,109 1,865 5,675 -26 11 0 177 115 445 13 -385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 84.0 15.5 3.8 4.4 0.0 2.5 0.6 5.9 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 29 5 . 4 0 8 4 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 52,735 : : Positions : : 44,282 45,760 5,380 525 2,528 0 1,242 225 150 2,275 150 : : : : Changes from: August 13, 2019 : : 400 625 275 -327 0 0 27 0 25 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 86.8 10.2 1.0 4.8 0.0 2.4 0.4 0.3 4.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 47,685 : : Positions : : 40,343 45,375 6,537 0 780 0 0 0 25 1,530 0 : : : : Changes from: August 13, 2019 : : 198 450 102 0 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 95.2 13.7 0.0 1.6 0.0 0.0 0.0 0.1 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 0 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 62,981 : : Positions : : 46,888 58,930 8,875 0 3,210 700 150 250 2,585 0 223 : : : : Changes from: August 13, 2019 : : -1,076 488 1,605 0 -32 0 0 0 4 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 93.6 14.1 0.0 5.1 1.1 0.2 0.4 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 62,139 : : Positions : : 42,829 55,349 9,249 641 1,772 850 75 4,020 2,907 0 122 : : : : Changes from: August 13, 2019 : : 314 1,177 1,450 0 -155 -850 0 150 213 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 89.1 14.9 1.0 2.9 1.4 0.1 6.5 4.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 22 . . . 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 31,215 : : Positions : : 16,388 30,749 13,877 0 60 0 258 80 645 0 0 : : : : Changes from: August 13, 2019 : : 589 890 74 0 0 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 98.5 44.5 0.0 0.2 0.0 0.8 0.3 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 29,367 : : Positions : : 15,733 29,072 12,837 0 50 0 200 0 470 45 0 : : : : Changes from: August 13, 2019 : : 140 740 364 0 0 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 99.0 43.7 0.0 0.2 0.0 0.7 0.0 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 33,759 : : Positions : : 27,161 25,208 3,670 1,210 976 0 3,810 879 209 863 788 : : : : Changes from: August 13, 2019 : : -148 985 1,200 0 -1 0 120 0 0 -53 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 74.7 10.9 3.6 2.9 0.0 11.3 2.6 0.6 2.6 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 21,726 : : Positions : : 17,414 18,890 2,419 0 178 40 725 650 217 618 437 : : : : Changes from: August 13, 2019 : : 299 360 60 0 0 0 0 0 4 3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 86.9 11.1 0.0 0.8 0.2 3.3 3.0 1.0 2.8 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 54,496 : : Positions : : 41,110 35,934 4,706 10,877 1,338 4,831 3,755 975 689 839 758 : : : : Changes from: August 13, 2019 : : -325 518 910 18 -284 0 50 0 -86 -97 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 65.9 8.6 20.0 2.5 8.9 6.9 1.8 1.3 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 4 . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 36,106 : : Positions : : 31,274 19,217 2,540 13,007 1,248 0 475 380 45 1,317 332 : : : : Changes from: August 13, 2019 : : -836 565 1,029 -352 -392 0 0 0 0 -20 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 53.2 7.0 36.0 3.5 0.0 1.3 1.1 0.1 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 19,892 : : Positions : : 10,956 17,092 5,056 0 2,435 775 225 0 350 0 125 : : : : Changes from: August 13, 2019 : : 100 -250 -500 0 20 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 85.9 25.4 0.0 12.2 3.9 1.1 0.0 1.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,562 : : Positions : : 10,817 11,450 843 800 637 0 75 25 720 175 400 : : : : Changes from: August 13, 2019 : : 0 0 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 84.4 6.2 5.9 4.7 0.0 0.6 0.2 5.3 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 14,787 : : Positions : : 12,325 11,670 805 700 567 0 925 25 220 175 725 : : : : Changes from: August 13, 2019 : : 0 0 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 78.9 5.4 4.7 3.8 0.0 6.3 0.2 1.5 1.2 4.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 19,847 : : Positions : : 10,370 14,910 7,135 3,255 132 25 0 0 1,755 1,100 405 : : : : Changes from: August 13, 2019 : : 220 0 -200 0 -3 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 75.1 36.0 16.4 0.7 0.1 0.0 0.0 8.8 5.5 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 19,058 : : Positions : : 9,172 14,220 7,575 3,230 143 25 0 0 1,800 1,100 320 : : : : Changes from: August 13, 2019 : : 220 0 -200 0 -3 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 74.6 39.7 16.9 0.8 0.1 0.0 0.0 9.4 5.8 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 47,726 : : Positions : : 31,061 41,376 9,724 1,700 1,790 750 0 100 1,775 425 2,335 : : : : Changes from: August 13, 2019 : : 300 145 -55 0 125 -100 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 86.7 20.4 3.6 3.8 1.6 0.0 0.2 3.7 0.9 4.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 4 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 47,169 : : Positions : : 30,810 41,267 9,756 1,700 1,477 735 0 115 1,965 500 2,110 : : : : Changes from: August 13, 2019 : : 50 45 95 0 -50 -100 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.5 20.7 3.6 3.1 1.6 0.0 0.2 4.2 1.1 4.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 4 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 126,150 : : Positions : : 94,696 87,808 26,510 22,842 1,725 515 1,390 410 1,487 11,240 735 : : : : Changes from: August 13, 2019 : : -6,877 888 7,510 -260 -14 0 -100 100 0 55 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 69.6 21.0 18.1 1.4 0.4 1.1 0.3 1.2 8.9 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 25 . . . . . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 135,770 : : Positions : : 100,719 93,959 28,739 25,678 2,125 1,050 1,420 400 1,550 11,001 1,112 : : : : Changes from: August 13, 2019 : : -8,558 1,092 9,740 -100 -75 0 100 -50 0 40 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 69.2 21.2 18.9 1.6 0.8 1.0 0.3 1.1 8.1 0.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 26 . . 5 . . . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 490,374 : : Positions : : 288,471 304,811 27,789 11,722 88,880 10,404 15,551 36,881 11,265 6,021 25,918 : : : : Changes from: August 13, 2019 : : 1,275 11,369 4,280 -1,357 1,940 2,682 -363 1,400 1,432 -7 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 62.2 5.7 2.4 18.1 2.1 3.2 7.5 2.3 1.2 5.3 : : : : Number of Traders in Each Category Total Traders: 92 : : 38 35 . . 7 7 12 4 17 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 18,299 : : Positions : : 10,938 17,244 2,900 520 430 635 0 0 3,280 25 75 : : : : Changes from: August 13, 2019 : : -250 0 250 25 -5 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 94.2 15.8 2.8 2.3 3.5 0.0 0.0 17.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 17,252 : : Positions : : 9,996 16,127 2,991 0 565 0 490 10 3,490 25 35 : : : : Changes from: August 13, 2019 : : -250 0 225 0 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 93.5 17.3 0.0 3.3 0.0 2.8 0.1 20.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 6 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 9,970 : : Positions : : 6,630 6,160 255 155 10 115 350 100 1,530 2,260 625 : : : : Changes from: August 13, 2019 : : 1,010 620 20 -55 -60 115 255 20 955 780 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 61.8 2.6 1.6 0.1 1.2 3.5 1.0 15.3 22.7 6.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 28 . . . . . . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 50,141 : : Positions : : 35,311 33,773 4,820 5,445 275 0 963 1,550 0 0 0 : : : : Changes from: August 13, 2019 : : 1,070 1,735 215 0 -120 0 -500 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 67.4 9.6 10.9 0.5 0.0 1.9 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 43,970 : : Positions : : 31,839 30,203 5,050 4,125 240 0 2,630 430 0 0 0 : : : : Changes from: August 13, 2019 : : 530 615 -15 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 68.7 11.5 9.4 0.5 0.0 6.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 25,845 : : Positions : : 6,155 18,700 13,410 360 2,050 750 1,350 265 325 0 175 : : : : Changes from: August 13, 2019 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 72.4 51.9 1.4 7.9 2.9 5.2 1.0 1.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 21,390 : : Positions : : 3,915 16,460 12,550 0 1,685 825 950 250 300 0 0 : : : : Changes from: August 13, 2019 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 77.0 58.7 0.0 7.9 3.9 4.4 1.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 33,601 : : Positions : : 14,464 14,881 2,638 11,381 900 10,250 155 2,895 0 1,150 0 : : : : Changes from: August 13, 2019 : : 60 600 600 150 0 90 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 44.3 7.9 33.9 2.7 30.5 0.5 8.6 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 23,574 : : Positions : : 8,191 11,349 3,118 6,420 570 6,730 195 3,420 0 425 0 : : : : Changes from: August 13, 2019 : : 201 891 600 300 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 48.1 13.2 27.2 2.4 28.5 0.8 14.5 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 80,862 : : Positions : : 30,965 31,022 18,003 26,855 1,260 7,085 3,035 2,760 5,280 50 1,590 : : : : Changes from: August 13, 2019 : : 1,245 320 325 1,200 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 38.4 22.3 33.2 1.6 8.8 3.8 3.4 6.5 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 75,113 : : Positions : : 29,102 27,341 19,050 26,425 1,260 7,460 2,795 2,150 1,365 0 1,960 : : : : Changes from: August 13, 2019 : : 1,125 225 300 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 36.4 25.4 35.2 1.7 9.9 3.7 2.9 1.8 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 23,750 : : Positions : : 11,262 8,103 2,700 1,214 1,704 1,465 6,450 335 1,100 1,375 1,550 : : : : Changes from: August 13, 2019 : : 0 0 0 60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 34.1 11.4 5.1 7.2 6.2 27.2 1.4 4.6 5.8 6.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 22,795 : : Positions : : 10,302 8,078 2,400 1,009 1,246 1,425 7,650 325 1,850 25 1,550 : : : : Changes from: August 13, 2019 : : 0 0 0 60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 35.4 10.5 4.4 5.5 6.3 33.6 1.4 8.1 0.1 6.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 48,342 : : Positions : : 14,554 32,727 3,047 10,455 165 15,475 0 0 10,230 0 0 : : : : Changes from: August 13, 2019 : : -25 0 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 67.7 6.3 21.6 0.3 32.0 0.0 0.0 21.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 48,860 : : Positions : : 15,511 31,267 2,270 12,240 165 15,375 0 0 10,055 0 0 : : : : Changes from: August 13, 2019 : : -60 40 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 64.0 4.6 25.1 0.3 31.5 0.0 0.0 20.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 56,025 : : Positions : : 20,985 47,455 2,065 940 1,935 5,655 0 1,765 20,090 400 0 : : : : Changes from: August 13, 2019 : : 50 0 -50 300 50 200 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 84.7 3.7 1.7 3.5 10.1 0.0 3.2 35.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . 5 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 55,375 : : Positions : : 20,940 46,435 1,500 940 2,130 5,015 0 2,165 20,060 150 50 : : : : Changes from: August 13, 2019 : : 50 0 -50 300 50 200 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 83.9 2.7 1.7 3.8 9.1 0.0 3.9 36.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 15,880 : : Positions : : 9,665 6,305 1,385 0 1,400 0 5,795 0 1,095 485 645 : : : : Changes from: August 13, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 39.7 8.7 0.0 8.8 0.0 36.5 0.0 6.9 3.1 4.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 15,380 : : Positions : : 9,210 6,020 1,745 0 1,085 0 6,095 0 1,495 485 490 : : : : Changes from: August 13, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 39.1 11.3 0.0 7.1 0.0 39.6 0.0 9.7 3.2 3.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 65,055 : : Positions : : 31,740 30,685 1,700 2,160 3,040 2,680 21,580 1,330 19,430 1,275 745 : : : : Changes from: August 13, 2019 : : 75 25 0 -525 585 0 450 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 47.2 2.6 3.3 4.7 4.1 33.2 2.0 29.9 2.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 63,930 : : Positions : : 31,145 29,745 2,250 1,035 3,365 2,680 21,455 1,440 16,775 1,275 1,150 : : : : Changes from: August 13, 2019 : : 75 25 75 -450 515 0 450 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 46.5 3.5 1.6 5.3 4.2 33.6 2.3 26.2 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 56,506 : : Positions : : 33,617 21,030 0 13,157 2,402 15,925 125 1,755 125 15,525 65 : : : : Changes from: August 13, 2019 : : 100 455 0 715 -470 -200 0 0 0 -1,270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 37.2 0.0 23.3 4.3 28.2 0.2 3.1 0.2 27.5 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 46,037 : : Positions : : 28,706 18,705 0 10,186 2,483 10,925 0 1,730 150 11,195 470 : : : : Changes from: August 13, 2019 : : 20 -105 0 -95 420 -200 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 40.6 0.0 22.1 5.4 23.7 0.0 3.8 0.3 24.3 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 149,484 : : Positions : : 94,115 86,091 17,662 435 7,422 1,124 13,135 6,410 1,650 14,890 1,380 : : : : Changes from: August 13, 2019 : : 550 485 845 165 -800 450 0 -325 0 1,205 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 57.6 11.8 0.3 5.0 0.8 8.8 4.3 1.1 10.0 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 29 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 135,394 : : Positions : : 83,956 80,167 19,027 0 6,145 2,949 7,845 5,455 1,400 19,320 1,215 : : : : Changes from: August 13, 2019 : : 190 580 -55 0 105 450 100 -160 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 59.2 14.1 0.0 4.5 2.2 5.8 4.0 1.0 14.3 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 27 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 41,035 : : Positions : : 18,560 20,460 14,770 8,350 810 1,270 625 2,280 0 5,170 0 : : : : Changes from: August 13, 2019 : : 300 1,200 0 -1,200 360 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 49.9 36.0 20.3 2.0 3.1 1.5 5.6 0.0 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 37,030 : : Positions : : 15,585 17,725 12,850 6,510 1,295 670 0 3,700 0 4,920 0 : : : : Changes from: August 13, 2019 : : 60 1,260 0 -1,200 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 47.9 34.7 17.6 3.5 1.8 0.0 10.0 0.0 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 32,710 : : Positions : : 13,875 18,225 0 10,410 1,960 11,755 0 765 2,700 0 300 : : : : Changes from: August 13, 2019 : : -120 0 0 0 0 120 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 55.7 0.0 31.8 6.0 35.9 0.0 2.3 8.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 105,097 : : Positions : : 66,453 51,563 1,255 10,445 8,845 1,075 11,765 4,690 4,930 0 40 : : : : Changes from: August 13, 2019 : : 1,840 2,250 0 -630 -120 0 520 -40 300 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 49.1 1.2 9.9 8.4 1.0 11.2 4.5 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 20, 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 87,367 : : Positions : : 53,049 36,139 0 20,405 4,688 350 1,930 9,200 4,660 0 0 : : : : Changes from: August 13, 2019 : : 690 1,050 0 -500 -70 0 170 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 41.4 0.0 23.4 5.4 0.4 2.2 10.5 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 23, 2019