Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 23,321 : : Positions : : 11,218 12,053 1,184 477 1,863 677 3,148 508 5,806 3,009 1,403 : : : : Changes from: August 27, 2019 : : 920 281 68 77 178 0 244 0 -156 50 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 51.7 5.1 2.0 8.0 2.9 13.5 2.2 24.9 12.9 6.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 14 4 . 5 . 4 . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 33,223 : : Positions : : 18,234 19,269 0 2,947 5,109 3,875 295 1,525 617 409 3,222 : : : : Changes from: August 27, 2019 : : -1,399 -1,147 0 36 -123 0 -73 -2 88 -211 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 58.0 0.0 8.9 15.4 11.7 0.9 4.6 1.9 1.2 9.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 0 . . . . 4 8 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 38,581 : : Positions : : 23,525 34,167 5,172 99 2,772 81 657 225 6,225 100 425 : : : : Changes from: August 27, 2019 : : -1,179 -1,185 -638 99 51 81 -195 -81 370 -100 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 88.6 13.4 0.3 7.2 0.2 1.7 0.6 16.1 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . . . . 4 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 28,279 : : Positions : : 23,402 25,005 0 385 1,479 0 0 75 2,375 475 850 : : : : Changes from: August 27, 2019 : : -1,790 -1,675 -120 -62 -40 0 -50 25 150 25 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 88.4 0.0 1.4 5.2 0.0 0.0 0.3 8.4 1.7 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 0 . . 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 146,208 : : Positions : : 120,979 96,698 2,727 25,483 6,079 6,723 2,400 6,939 882 7,117 1,400 : : : : Changes from: August 27, 2019 : : 2,358 -1,490 -93 2,456 -365 -446 -248 716 0 1,149 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 66.1 1.9 17.4 4.2 4.6 1.6 4.7 0.6 4.9 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 32 . . 5 4 . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 71,406 : : Positions : : 60,983 50,523 2,754 10,462 3,416 325 2,574 2,245 600 1,090 1,075 : : : : Changes from: August 27, 2019 : : 1,032 4,024 0 -1,699 540 0 -1,084 169 275 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 70.8 3.9 14.7 4.8 0.5 3.6 3.1 0.8 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 22 . . . . 6 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 33,383 : : Positions : : 29,677 24,666 2,116 6,972 1,240 0 25 0 250 350 100 : : : : Changes from: August 27, 2019 : : -465 50 0 35 100 0 0 0 250 -300 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 73.9 6.3 20.9 3.7 0.0 0.1 0.0 0.7 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 71,576 : : Positions : : 42,433 40,234 468 17,552 7,386 15,490 250 835 420 1,137 4,173 : : : : Changes from: August 27, 2019 : : 135 538 0 787 450 -450 0 410 0 -1,640 1,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 56.2 0.7 24.5 10.3 21.6 0.3 1.2 0.6 1.6 5.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 89,587 : : Positions : : 53,658 40,101 0 34,612 4,933 25,482 2,530 1,830 420 2,973 2,420 : : : : Changes from: August 27, 2019 : : 374 770 0 874 433 -350 120 450 0 -1,740 1,740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 44.8 0.0 38.6 5.5 28.4 2.8 2.0 0.5 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 0 4 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 72,715 : : Positions : : 54,939 51,184 10,869 18,656 1,330 1,550 200 0 2,336 25 1,168 : : : : Changes from: August 27, 2019 : : 420 62 -20 663 120 0 0 0 325 0 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 70.4 14.9 25.7 1.8 2.1 0.3 0.0 3.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 99,739 : : Positions : : 68,928 62,273 23,347 34,815 572 1,550 250 0 3,052 75 1,672 : : : : Changes from: August 27, 2019 : : 95 394 -86 -60 120 0 0 0 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 62.4 23.4 34.9 0.6 1.6 0.3 0.0 3.1 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 45,140 : : Positions : : 34,945 42,495 7,900 65 1,860 0 0 0 300 420 0 : : : : Changes from: August 27, 2019 : : 250 50 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 94.1 17.5 0.1 4.1 0.0 0.0 0.0 0.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 25,431 : : Positions : : 21,484 19,967 288 1,631 3,078 0 600 0 335 0 25 : : : : Changes from: August 27, 2019 : : 405 -35 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 78.5 1.1 6.4 12.1 0.0 2.4 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 14,995 : : Positions : : 9,570 10,920 4,560 0 0 200 3,950 0 450 0 125 : : : : Changes from: August 27, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 72.8 30.4 0.0 0.0 1.3 26.3 0.0 3.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . 0 0 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 76,069 : : Positions : : 45,690 51,800 319 11,033 8,066 7,569 0 644 9,007 129 4,309 : : : : Changes from: August 27, 2019 : : 1,264 1,486 80 -18 55 176 0 -38 -133 -111 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 68.1 0.4 14.5 10.6 9.9 0.0 0.8 11.8 0.2 5.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 31 . . . 5 0 . 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 4,860 : : Positions : : 2,650 3,550 1,460 0 0 0 0 0 750 1,250 0 : : : : Changes from: August 27, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 73.0 30.0 0.0 0.0 0.0 0.0 0.0 15.4 25.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 9 . 0 0 0 0 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27,735 : : Positions : : 17,914 20,112 0 5,002 854 4,150 0 300 3,415 325 800 : : : : Changes from: August 27, 2019 : : 50 175 0 -225 150 550 -100 0 -750 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 72.5 0.0 18.0 3.1 15.0 0.0 1.1 12.3 1.2 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 55,760 : : Positions : : 46,746 52,373 5,427 100 2,652 0 0 0 650 280 140 : : : : Changes from: August 27, 2019 : : -65 320 385 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 93.9 9.7 0.2 4.8 0.0 0.0 0.0 1.2 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 September 3, 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 42,658 : : Positions : : 36,465 28,032 0 8,621 3,783 750 1,950 0 1,035 0 235 : : : : Changes from: August 27, 2019 : : -177 -242 0 785 -185 0 0 0 710 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 65.7 0.0 20.2 8.9 1.8 4.6 0.0 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 65,313 : : Positions : : 52,323 61,293 6,306 895 2,760 150 0 0 3,346 200 0 : : : : Changes from: August 27, 2019 : : 139 203 -46 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 93.8 9.7 1.4 4.2 0.2 0.0 0.0 5.1 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 September 3, 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 72,600 : : Positions : : 58,772 63,135 7,264 3,265 1,980 175 0 0 4,214 4,150 60 : : : : Changes from: August 27, 2019 : : 175 275 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 87.0 10.0 4.5 2.7 0.2 0.0 0.0 5.8 5.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 16 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 88,071 : : Positions : : 65,918 81,004 14,268 1,924 3,320 0 334 34 4,156 1,188 267 : : : : Changes from: August 27, 2019 : : 132 646 7 -380 52 0 -115 30 -56 -68 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 92.0 16.2 2.2 3.8 0.0 0.4 0.0 4.7 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 26 4 . 4 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 113,248 : : Positions : : 82,624 95,189 17,385 4,292 4,892 140 2,764 707 6,686 4,750 639 : : : : Changes from: August 27, 2019 : : 61 593 70 -45 -59 140 30 29 192 -116 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.1 15.4 3.8 4.3 0.1 2.4 0.6 5.9 4.2 0.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 29 4 . 4 . 8 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 54,080 : : Positions : : 45,491 46,475 5,369 0 2,750 0 1,750 225 50 2,675 175 : : : : Changes from: August 27, 2019 : : 940 740 178 0 -153 0 428 0 50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 85.9 9.9 0.0 5.1 0.0 3.2 0.4 0.1 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 50,235 : : Positions : : 42,943 47,675 6,487 0 780 0 0 0 25 1,780 0 : : : : Changes from: August 27, 2019 : : 1,425 1,200 -75 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 94.9 12.9 0.0 1.6 0.0 0.0 0.0 0.0 3.5 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 September 3, 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 64,492 : : Positions : : 47,161 58,830 12,542 0 2,336 650 150 250 415 1,737 1,005 : : : : Changes from: August 27, 2019 : : -74 41 527 0 0 0 0 0 -2 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 91.2 19.4 0.0 3.6 1.0 0.2 0.4 0.6 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 65,299 : : Positions : : 44,185 56,924 13,642 641 725 695 75 3,880 645 1,743 1,141 : : : : Changes from: August 27, 2019 : : 678 1,281 948 0 5 -155 0 -140 120 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 87.2 20.9 1.0 1.1 1.1 0.1 5.9 1.0 2.7 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 31,003 : : Positions : : 16,469 30,366 13,421 0 164 0 318 80 750 0 0 : : : : Changes from: August 27, 2019 : : 366 -50 -360 0 69 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 97.9 43.3 0.0 0.5 0.0 1.0 0.3 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 5 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 29,095 : : Positions : : 15,783 28,727 12,404 0 113 0 200 0 575 35 0 : : : : Changes from: August 27, 2019 : : 360 -55 -360 0 40 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 98.7 42.6 0.0 0.4 0.0 0.7 0.0 2.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 34,554 : : Positions : : 27,613 26,936 3,579 1,210 1,012 0 2,591 1,239 209 699 816 : : : : Changes from: August 27, 2019 : : -58 609 -10 0 10 0 -592 300 0 -77 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 78.0 10.4 3.5 2.9 0.0 7.5 3.6 0.6 2.0 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,451 : : Positions : : 17,864 19,575 2,349 0 198 360 725 650 217 638 437 : : : : Changes from: August 27, 2019 : : 0 300 0 0 0 310 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 87.2 10.5 0.0 0.9 1.6 3.2 2.9 1.0 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 56,427 : : Positions : : 43,993 36,904 5,836 12,228 900 3,305 3,650 1,095 328 770 850 : : : : Changes from: August 27, 2019 : : 1,031 1,043 213 15 3 -251 -42 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 65.4 10.3 21.7 1.6 5.9 6.5 1.9 0.6 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 4 . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 36,559 : : Positions : : 31,311 19,336 3,523 13,960 764 0 610 225 35 1,135 355 : : : : Changes from: August 27, 2019 : : 67 288 208 18 10 0 90 -90 0 -106 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 52.9 9.6 38.2 2.1 0.0 1.7 0.6 0.1 3.1 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 20,644 : : Positions : : 11,161 17,582 5,481 0 2,622 725 225 0 275 0 200 : : : : Changes from: August 27, 2019 : : -280 -745 -350 0 137 -75 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 85.2 26.6 0.0 12.7 3.5 1.1 0.0 1.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 13,937 : : Positions : : 11,292 11,775 993 800 637 0 125 25 470 175 400 : : : : Changes from: August 27, 2019 : : 375 325 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 84.5 7.1 5.7 4.6 0.0 0.9 0.2 3.4 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 15,217 : : Positions : : 12,725 12,070 1,105 700 547 0 975 25 50 255 645 : : : : Changes from: August 27, 2019 : : 300 400 150 0 -20 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 79.3 7.3 4.6 3.6 0.0 6.4 0.2 0.3 1.7 4.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 20,365 : : Positions : : 11,490 15,435 6,430 3,255 125 25 0 0 1,580 1,100 405 : : : : Changes from: August 27, 2019 : : 640 615 -30 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 75.8 31.6 16.0 0.6 0.1 0.0 0.0 7.8 5.4 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 19,568 : : Positions : : 10,292 14,745 7,155 3,230 128 25 0 0 1,625 1,100 320 : : : : Changes from: August 27, 2019 : : 640 615 240 0 3 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 75.4 36.6 16.5 0.7 0.1 0.0 0.0 8.3 5.6 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 48,936 : : Positions : : 31,896 42,576 10,214 1,700 1,725 750 0 100 1,800 575 2,260 : : : : Changes from: August 27, 2019 : : 630 600 70 0 -30 0 0 0 50 150 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 87.0 20.9 3.5 3.5 1.5 0.0 0.2 3.7 1.2 4.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 48,339 : : Positions : : 31,655 42,467 10,246 1,700 1,362 735 0 115 1,980 650 2,045 : : : : Changes from: August 27, 2019 : : 640 600 70 0 -10 0 0 0 40 150 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 87.9 21.2 3.5 2.8 1.5 0.0 0.2 4.1 1.3 4.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 127,350 : : Positions : : 95,339 89,332 26,410 22,441 1,800 515 1,290 460 1,729 11,268 735 : : : : Changes from: August 27, 2019 : : 614 978 0 -570 -5 0 -50 50 175 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 70.1 20.7 17.6 1.4 0.4 1.0 0.4 1.4 8.8 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 25 . . . . . . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 138,443 : : Positions : : 102,938 96,890 28,739 25,619 2,067 1,225 1,295 450 1,847 11,032 1,090 : : : : Changes from: August 27, 2019 : : 1,635 2,118 0 -280 -43 175 -50 50 175 252 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 70.0 20.8 18.5 1.5 0.9 0.9 0.3 1.3 8.0 0.8 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 27 . . 5 . . . 5 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 502,093 : : Positions : : 293,997 309,954 25,539 10,590 91,796 15,872 19,276 37,346 10,740 6,452 26,033 : : : : Changes from: August 27, 2019 : : 4,745 2,493 -3,407 -1,980 2,809 3,113 3,347 52 -256 253 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 61.7 5.1 2.1 18.3 3.2 3.8 7.4 2.1 1.3 5.2 : : : : Number of Traders in Each Category Total Traders: 94 : : 38 38 4 . 6 6 12 5 17 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 18,539 : : Positions : : 11,078 17,484 2,770 520 430 635 0 0 3,510 25 75 : : : : Changes from: August 27, 2019 : : 20 120 -100 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 94.3 14.9 2.8 2.3 3.4 0.0 0.0 18.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 17,372 : : Positions : : 10,116 16,247 2,961 0 565 0 490 10 3,545 25 35 : : : : Changes from: August 27, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 93.5 17.0 0.0 3.3 0.0 2.8 0.1 20.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 8,355 : : Positions : : 4,675 5,305 750 70 260 35 425 250 1,215 1,095 500 : : : : Changes from: August 27, 2019 : : 235 1,270 380 70 120 -50 45 155 -80 -725 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 63.5 9.0 0.8 3.1 0.4 5.1 3.0 14.5 13.1 6.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 24 . . . . . . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 2,194 : : Positions : : 1,816 2,186 120 0 0 0 0 0 258 0 0 : : : : Changes from: August 27, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 99.6 5.5 0.0 0.0 0.0 0.0 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 52,616 : : Positions : : 36,761 35,373 5,725 6,340 255 0 823 1,680 0 0 0 : : : : Changes from: August 27, 2019 : : 400 1,055 830 175 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 67.2 10.9 12.0 0.5 0.0 1.6 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 45,475 : : Positions : : 32,774 30,708 5,150 5,020 240 0 2,265 625 0 0 0 : : : : Changes from: August 27, 2019 : : 280 330 25 175 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 67.5 11.3 11.0 0.5 0.0 5.0 1.4 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 September 3, 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 27,950 : : Positions : : 7,200 19,895 13,860 1,160 1,440 225 1,705 440 1,705 0 175 : : : : Changes from: August 27, 2019 : : 505 1,105 900 600 -310 0 180 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 71.2 49.6 4.2 5.2 0.8 6.1 1.6 6.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 22,945 : : Positions : : 4,830 17,225 11,850 0 2,005 275 1,230 500 1,680 0 0 : : : : Changes from: August 27, 2019 : : 0 600 300 0 320 0 180 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 75.1 51.6 0.0 8.7 1.2 5.4 2.2 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 39,356 : : Positions : : 15,958 16,091 4,169 15,641 827 12,690 0 3,130 0 1,300 0 : : : : Changes from: August 27, 2019 : : 1,414 1,030 1,056 1,800 0 660 0 -115 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 40.9 10.6 39.7 2.1 32.2 0.0 8.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 26,684 : : Positions : : 9,840 12,539 4,054 7,980 60 7,145 195 3,720 0 675 0 : : : : Changes from: August 27, 2019 : : 1,629 1,345 936 600 -510 -320 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 47.0 15.2 29.9 0.2 26.8 0.7 13.9 0.0 2.5 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 September 3, 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 82,157 : : Positions : : 32,085 31,822 18,603 27,525 1,260 5,520 1,835 3,755 5,545 200 1,530 : : : : Changes from: August 27, 2019 : : 5 735 360 -600 0 -1,170 -1,200 995 -185 75 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 38.7 22.6 33.5 1.5 6.7 2.2 4.6 6.7 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 76,743 : : Positions : : 30,552 28,751 19,710 27,025 1,260 5,895 1,595 3,095 1,630 0 1,845 : : : : Changes from: August 27, 2019 : : 250 1,055 360 -600 0 -1,170 -1,200 995 -185 0 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 37.5 25.7 35.2 1.6 7.7 2.1 4.0 2.1 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 24,030 : : Positions : : 11,298 8,079 2,950 1,114 1,704 1,315 6,450 335 1,145 1,680 1,550 : : : : Changes from: August 27, 2019 : : -174 -24 100 -100 0 0 0 0 45 95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 33.6 12.3 4.6 7.1 5.5 26.8 1.4 4.8 7.0 6.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,125 : : Positions : : 10,388 8,054 2,650 959 1,246 1,275 7,650 325 1,590 25 1,855 : : : : Changes from: August 27, 2019 : : -124 -24 100 -50 0 0 0 0 -50 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 34.8 11.5 4.1 5.4 5.5 33.1 1.4 6.9 0.1 8.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27,919 : : Positions : : 13,876 7,495 0 10,021 646 9,440 185 375 25 6,015 35 : : : : Changes from: August 27, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 26.8 0.0 35.9 2.3 33.8 0.7 1.3 0.1 21.5 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 49,447 : : Positions : : 14,419 34,732 3,887 9,555 35 15,625 0 0 10,480 0 0 : : : : Changes from: August 27, 2019 : : 25 1,050 0 -900 0 50 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 70.2 7.9 19.3 0.1 31.6 0.0 0.0 21.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 49,780 : : Positions : : 15,571 31,902 3,235 12,240 35 15,525 0 0 10,055 0 0 : : : : Changes from: August 27, 2019 : : 0 50 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 64.1 6.5 24.6 0.1 31.2 0.0 0.0 20.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 56,490 : : Positions : : 21,890 47,530 1,665 1,040 2,175 5,675 0 1,765 19,740 400 0 : : : : Changes from: August 27, 2019 : : 265 -210 -250 250 90 100 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 84.1 2.9 1.8 3.9 10.0 0.0 3.1 34.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 . . . 5 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 55,895 : : Positions : : 21,835 46,500 1,100 1,040 2,380 5,035 0 2,165 19,710 150 50 : : : : Changes from: August 27, 2019 : : 265 -210 -250 250 100 100 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 83.2 2.0 1.9 4.3 9.0 0.0 3.9 35.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,445 : : Positions : : 9,940 7,055 1,125 40 1,410 0 5,795 0 1,795 410 535 : : : : Changes from: August 27, 2019 : : 300 -50 -310 40 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 42.9 6.8 0.2 8.6 0.0 35.2 0.0 10.9 2.5 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 15,980 : : Positions : : 9,485 6,770 1,445 0 1,135 0 6,095 0 2,195 410 415 : : : : Changes from: August 27, 2019 : : 300 0 -300 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 42.4 9.0 0.0 7.1 0.0 38.1 0.0 13.7 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 67,025 : : Positions : : 31,640 31,805 1,700 2,115 3,085 2,730 22,060 1,330 20,935 1,175 845 : : : : Changes from: August 27, 2019 : : -1,185 230 0 -365 75 0 480 0 1,430 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 47.5 2.5 3.2 4.6 4.1 32.9 2.0 31.2 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 65,190 : : Positions : : 30,160 30,760 2,950 935 2,880 2,730 21,935 1,440 18,305 1,175 1,250 : : : : Changes from: August 27, 2019 : : -1,335 140 300 -100 -215 0 480 0 1,455 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 47.2 4.5 1.4 4.4 4.2 33.6 2.2 28.1 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 57,816 : : Positions : : 34,647 21,530 0 13,637 2,602 16,175 125 1,675 125 15,825 65 : : : : Changes from: August 27, 2019 : : 1,030 500 0 480 200 250 0 -80 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 37.2 0.0 23.6 4.5 28.0 0.2 2.9 0.2 27.4 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 September 3, 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 47,437 : : Positions : : 29,736 19,205 0 10,666 2,683 11,175 0 1,650 150 11,495 470 : : : : Changes from: August 27, 2019 : : 1,030 500 0 480 200 250 0 -80 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 40.5 0.0 22.5 5.7 23.6 0.0 3.5 0.3 24.2 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 September 3, 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 155,771 : : Positions : : 99,262 90,453 18,852 1,360 7,142 1,104 13,125 6,460 1,550 15,830 1,480 : : : : Changes from: August 27, 2019 : : 3,525 2,275 745 400 -105 -770 100 0 -100 625 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 58.1 12.1 0.9 4.6 0.7 8.4 4.1 1.0 10.2 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 28 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 141,104 : : Positions : : 88,916 83,937 19,087 0 6,735 2,929 7,835 5,505 1,300 20,460 1,215 : : : : Changes from: August 27, 2019 : : 3,545 2,260 610 0 240 -770 100 0 -100 925 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 59.5 13.5 0.0 4.8 2.1 5.6 3.9 0.9 14.5 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 26 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 42,040 : : Positions : : 19,535 21,500 14,390 7,490 1,080 1,270 625 2,280 0 5,645 0 : : : : Changes from: August 27, 2019 : : 375 -100 -280 -305 200 0 0 0 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 51.1 34.2 17.8 2.6 3.0 1.5 5.4 0.0 13.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 38,050 : : Positions : : 15,925 18,880 12,970 5,525 1,525 820 0 3,700 0 5,420 0 : : : : Changes from: August 27, 2019 : : 375 -100 -280 -305 140 0 0 0 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 49.6 34.1 14.5 4.0 2.2 0.0 9.7 0.0 14.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 33,575 : : Positions : : 13,925 18,275 0 10,490 2,315 11,805 0 765 2,700 0 300 : : : : Changes from: August 27, 2019 : : -210 130 0 -230 355 80 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 54.4 0.0 31.2 6.9 35.2 0.0 2.3 8.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 107,912 : : Positions : : 66,708 52,203 1,405 12,435 8,465 1,075 9,865 6,115 5,255 0 0 : : : : Changes from: August 27, 2019 : : -10 125 75 2,060 -560 0 -1,720 1,370 400 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 48.4 1.3 11.5 7.8 1.0 9.1 5.7 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 89,102 : : Positions : : 52,909 37,284 0 21,480 4,498 1,225 965 10,000 5,010 0 0 : : : : Changes from: August 27, 2019 : : 155 945 0 1,240 -250 875 -585 485 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 41.8 0.0 24.1 5.0 1.4 1.1 11.2 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 06, 2019