Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 22,258 : : Positions : : 15,596 10,361 860 962 717 674 3,198 404 1,618 3,643 1,899 : : : : Changes from: October 29, 2019 : : 444 -407 3 78 26 -143 468 -37 -136 33 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 46.5 3.9 4.3 3.2 3.0 14.4 1.8 7.3 16.4 8.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 14 . . 5 . 5 4 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 31,485 : : Positions : : 15,453 17,034 166 1,775 6,312 3,042 359 1,733 1,081 533 3,384 : : : : Changes from: October 29, 2019 : : -993 -1,268 145 -1,162 334 -514 322 -172 -380 388 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 54.1 0.5 5.6 20.0 9.7 1.1 5.5 3.4 1.7 10.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 . . . 4 . 6 6 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 37,241 : : Positions : : 22,371 33,172 4,613 0 2,554 75 161 239 6,680 400 700 : : : : Changes from: October 29, 2019 : : -2,016 -1,540 631 0 -675 -39 36 -186 -485 -285 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 89.1 12.4 0.0 6.9 0.2 0.4 0.6 17.9 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . 0 . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 26,503 : : Positions : : 20,289 23,506 466 483 1,324 100 0 50 3,525 450 675 : : : : Changes from: October 29, 2019 : : -2,354 -1,325 175 39 -325 -25 0 0 425 -500 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 88.7 1.8 1.8 5.0 0.4 0.0 0.2 13.3 1.7 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 135,265 : : Positions : : 107,730 87,779 1,677 19,920 8,531 3,252 112 8,452 2,626 7,639 2,584 : : : : Changes from: October 29, 2019 : : -6,727 -4,599 -308 -1,999 1,025 -203 -293 98 46 -421 559 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 64.9 1.2 14.7 6.3 2.4 0.1 6.2 1.9 5.6 1.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 31 . 4 5 5 . 5 7 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 76,460 : : Positions : : 63,188 58,593 5,250 9,063 3,736 150 1,531 2,463 738 125 900 : : : : Changes from: October 29, 2019 : : 1,796 1,826 0 359 -175 0 -489 110 -110 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 76.6 6.9 11.9 4.9 0.2 2.0 3.2 1.0 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 21 . . . . 6 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 35,492 : : Positions : : 32,340 23,315 1,680 9,852 825 0 0 0 275 650 125 : : : : Changes from: October 29, 2019 : : 1,438 10 0 875 25 0 0 0 -25 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 65.7 4.7 27.8 2.3 0.0 0.0 0.0 0.8 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 68,058 : : Positions : : 38,224 35,760 480 18,500 7,271 15,488 248 514 420 340 5,395 : : : : Changes from: October 29, 2019 : : -620 -1,491 0 943 -328 -132 98 -17 0 -367 432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 52.5 0.7 27.2 10.7 22.8 0.4 0.8 0.6 0.5 7.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 84,772 : : Positions : : 47,329 34,594 0 38,394 5,582 25,861 190 766 475 1,053 4,002 : : : : Changes from: October 29, 2019 : : -1,550 -1,871 0 1,112 -315 110 -220 80 5 -496 406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 40.8 0.0 45.3 6.6 30.5 0.2 0.9 0.6 1.2 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 0 4 4 8 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 75,501 : : Positions : : 55,027 52,047 12,551 19,623 1,859 1,550 25 0 2,093 376 1,498 : : : : Changes from: October 29, 2019 : : -2,697 -1,197 -516 -1,596 -32 350 0 0 -77 -73 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 68.9 16.6 26.0 2.5 2.1 0.0 0.0 2.8 0.5 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 97,485 : : Positions : : 67,805 60,029 22,338 34,443 465 1,450 50 0 2,661 429 2,054 : : : : Changes from: October 29, 2019 : : -3,360 -1,671 -1,562 -3,154 -27 250 -50 0 57 1 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 61.6 22.9 35.3 0.5 1.5 0.1 0.0 2.7 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 44,595 : : Positions : : 31,980 42,545 10,735 0 1,355 0 0 0 400 420 0 : : : : Changes from: October 29, 2019 : : 155 175 20 0 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 95.4 24.1 0.0 3.0 0.0 0.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 27,434 : : Positions : : 23,958 20,002 0 4,279 2,318 0 600 0 945 97 18 : : : : Changes from: October 29, 2019 : : -292 -122 0 -170 320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 72.9 0.0 15.6 8.4 0.0 2.2 0.0 3.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 80,279 : : Positions : : 44,312 57,621 320 8,169 10,563 12,855 0 537 9,120 1,026 2,229 : : : : Changes from: October 29, 2019 : : 841 3,959 320 416 -387 523 0 28 2,720 69 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 71.8 0.4 10.2 13.2 16.0 0.0 0.7 11.4 1.3 2.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 28 . . . 10 0 4 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 30,045 : : Positions : : 16,672 23,344 0 3,143 2,241 3,850 0 100 6,191 165 700 : : : : Changes from: October 29, 2019 : : 340 2,856 0 0 0 0 0 0 2,516 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 77.7 0.0 10.5 7.5 12.8 0.0 0.3 20.6 0.5 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 52,188 : : Positions : : 41,643 49,345 7,632 0 2,208 0 0 0 500 345 75 : : : : Changes from: October 29, 2019 : : 70 -50 -120 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 94.6 14.6 0.0 4.2 0.0 0.0 0.0 1.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 41,731 : : Positions : : 33,934 27,323 0 7,167 5,424 485 1,410 0 900 190 135 : : : : Changes from: October 29, 2019 : : 10 111 0 -85 300 35 0 0 0 -1 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 65.5 0.0 17.2 13.0 1.2 3.4 0.0 2.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 61,658 : : Positions : : 48,578 59,223 7,815 130 1,760 0 0 0 2,932 200 0 : : : : Changes from: October 29, 2019 : : -2,283 -2,365 81 0 -350 0 0 0 -138 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 96.1 12.7 0.2 2.9 0.0 0.0 0.0 4.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 64,279 : : Positions : : 52,221 57,219 5,739 800 2,720 0 0 0 3,259 3,300 60 : : : : Changes from: October 29, 2019 : : -3,025 -3,574 -843 -220 35 0 0 0 -210 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 89.0 8.9 1.2 4.2 0.0 0.0 0.0 5.1 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 84,817 : : Positions : : 64,416 79,025 13,432 186 4,371 188 0 45 1,058 68 314 : : : : Changes from: October 29, 2019 : : -215 875 400 0 -20 77 0 -42 154 -523 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 93.2 15.8 0.2 5.2 0.2 0.0 0.1 1.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 108,380 : : Positions : : 83,106 94,735 15,121 1,983 5,842 140 1,231 125 1,850 3,592 735 : : : : Changes from: October 29, 2019 : : -2,535 8 -61 -507 94 0 -51 -14 353 -705 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 87.4 14.0 1.8 5.4 0.1 1.1 0.1 1.7 3.3 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 24 28 5 . 4 . 8 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 58,283 : : Positions : : 39,630 49,950 16,758 567 960 0 1,631 250 50 2,500 125 : : : : Changes from: October 29, 2019 : : 85 -1,550 0 125 -150 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 85.7 28.8 1.0 1.6 0.0 2.8 0.4 0.1 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 51,265 : : Positions : : 41,177 50,135 9,197 0 60 0 0 0 0 470 465 : : : : Changes from: October 29, 2019 : : -66 1,500 900 0 0 0 0 0 0 -435 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 97.8 17.9 0.0 0.1 0.0 0.0 0.0 0.0 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 62,138 : : Positions : : 46,880 56,842 10,514 0 1,734 925 0 100 504 1,956 1,407 : : : : Changes from: October 29, 2019 : : 1,214 104 -725 0 -385 100 -100 -100 -12 534 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 91.5 16.9 0.0 2.8 1.5 0.0 0.2 0.8 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 4 0 . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 63,998 : : Positions : : 45,797 55,924 9,722 401 634 1,087 110 3,230 946 1,391 2,211 : : : : Changes from: October 29, 2019 : : -54 -1,420 -946 -5 -19 -101 -220 0 35 587 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.4 15.2 0.6 1.0 1.7 0.2 5.0 1.5 2.2 3.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . . 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 28,325 : : Positions : : 15,805 27,220 11,066 0 519 0 450 80 690 0 0 : : : : Changes from: October 29, 2019 : : -1,422 -1,789 -389 0 -5 0 -35 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 96.1 39.1 0.0 1.8 0.0 1.6 0.3 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 28,160 : : Positions : : 16,120 27,771 10,979 0 287 0 0 0 575 0 0 : : : : Changes from: October 29, 2019 : : -810 -1,325 -509 0 -1 0 -80 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 98.6 39.0 0.0 1.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 32,878 : : Positions : : 26,418 26,228 3,833 3,000 1,200 365 865 194 184 719 670 : : : : Changes from: October 29, 2019 : : -1,165 -1,086 -9 -30 -98 145 166 -241 125 317 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.8 11.7 9.1 3.6 1.1 2.6 0.6 0.6 2.2 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 21,176 : : Positions : : 17,454 18,170 2,662 0 120 0 1,270 0 46 967 554 : : : : Changes from: October 29, 2019 : : -618 -79 352 0 0 0 -105 0 21 34 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 85.8 12.6 0.0 0.6 0.0 6.0 0.0 0.2 4.6 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 56,913 : : Positions : : 45,771 37,499 7,890 15,126 344 0 2,141 859 1,734 662 219 : : : : Changes from: October 29, 2019 : : -1,822 -2,671 -553 -12 -10 -364 -119 139 -125 -49 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 65.9 13.9 26.6 0.6 0.0 3.8 1.5 3.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 6 . 5 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 39,515 : : Positions : : 33,714 19,059 3,030 16,620 831 84 1,036 579 433 797 473 : : : : Changes from: October 29, 2019 : : -675 -1,118 -140 197 0 -27 0 27 -51 2 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 48.2 7.7 42.1 2.1 0.2 2.6 1.5 1.1 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 21,122 : : Positions : : 10,659 18,788 6,854 0 1,919 340 300 100 1,100 0 0 : : : : Changes from: October 29, 2019 : : -367 1,045 1,572 0 -522 -420 0 100 275 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 88.9 32.4 0.0 9.1 1.6 1.4 0.5 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 12,299 : : Positions : : 10,462 9,460 463 640 844 0 100 0 50 970 280 : : : : Changes from: October 29, 2019 : : -774 -865 -196 -70 0 0 -25 0 0 -35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 76.9 3.8 5.2 6.9 0.0 0.8 0.0 0.4 7.9 2.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 12,466 : : Positions : : 10,791 9,460 609 640 691 0 100 0 50 1,370 205 : : : : Changes from: October 29, 2019 : : -826 -865 -169 -70 0 0 -25 0 0 -35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 75.9 4.9 5.1 5.5 0.0 0.8 0.0 0.4 11.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 16,398 : : Positions : : 8,559 13,695 4,890 1,603 195 0 100 0 2,090 275 485 : : : : Changes from: October 29, 2019 : : -747 -880 -530 -674 0 0 -50 0 -335 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 83.5 29.8 9.8 1.2 0.0 0.6 0.0 12.7 1.7 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 16,206 : : Positions : : 7,756 13,460 5,211 1,593 195 0 100 0 2,160 275 540 : : : : Changes from: October 29, 2019 : : -770 -800 -593 -669 0 0 -50 0 -320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 83.1 32.2 9.8 1.2 0.0 0.6 0.0 13.3 1.7 3.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 41,473 : : Positions : : 28,248 37,008 8,335 400 1,160 0 225 0 1,530 525 2,135 : : : : Changes from: October 29, 2019 : : -1,766 -2,171 -643 -200 -90 0 -95 0 -30 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 89.2 20.1 1.0 2.8 0.0 0.5 0.0 3.7 1.3 5.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 4 . . 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 41,401 : : Positions : : 28,333 37,174 7,773 400 1,017 0 225 0 2,150 525 2,060 : : : : Changes from: October 29, 2019 : : -1,791 -2,201 -656 -200 -200 0 -95 0 -45 -5 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 89.8 18.8 1.0 2.5 0.0 0.5 0.0 5.2 1.3 5.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 13 4 . . 0 . 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 110,747 : : Positions : : 83,240 75,380 22,720 20,072 1,955 740 1,350 60 870 10,724 1,127 : : : : Changes from: October 29, 2019 : : -4,238 -5,423 -1,217 -43 128 -200 245 -45 140 -334 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 68.1 20.5 18.1 1.8 0.7 1.2 0.1 0.8 9.7 1.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 26 . 4 . . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 119,767 : : Positions : : 89,972 85,936 25,510 20,084 1,255 545 1,102 90 955 9,875 1,425 : : : : Changes from: October 29, 2019 : : -5,249 -5,470 -885 -394 -405 -145 135 45 -35 -570 -322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 71.8 21.3 16.8 1.0 0.5 0.9 0.1 0.8 8.2 1.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 28 . 4 5 . . . 5 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 503,163 : : Positions : : 276,414 305,437 36,953 3,449 103,900 14,206 21,813 35,008 10,983 7,798 25,433 : : : : Changes from: October 29, 2019 : : -2,066 -3,346 -5,191 68 617 -651 -2,149 1,115 2,341 -564 807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 60.7 7.3 0.7 20.6 2.8 4.3 7.0 2.2 1.5 5.1 : : : : Number of Traders in Each Category Total Traders: 87 : : 33 32 5 . 7 9 9 9 11 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 16,281 : : Positions : : 9,222 14,977 2,655 829 475 570 0 0 3,345 0 0 : : : : Changes from: October 29, 2019 : : -705 -796 150 -86 -150 -65 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 92.0 16.3 5.1 2.9 3.5 0.0 0.0 20.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,913 : : Positions : : 8,606 14,720 2,608 73 850 150 210 60 3,425 0 0 : : : : Changes from: October 29, 2019 : : -691 -565 259 1 -260 0 -100 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 92.5 16.4 0.5 5.3 0.9 1.3 0.4 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 3,606 : : Positions : : 2,201 3,381 600 25 0 200 0 0 600 200 0 : : : : Changes from: October 29, 2019 : : -350 250 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 93.8 16.6 0.7 0.0 5.5 0.0 0.0 16.6 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 65,296 : : Positions : : 42,287 46,278 12,724 7,850 85 0 433 995 0 450 0 : : : : Changes from: October 29, 2019 : : 360 730 320 250 0 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 70.9 19.5 12.0 0.1 0.0 0.7 1.5 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 57,382 : : Positions : : 38,078 38,564 10,536 8,240 0 0 1,795 375 0 0 0 : : : : Changes from: October 29, 2019 : : 340 785 240 180 0 0 -400 185 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 67.2 18.4 14.4 0.0 0.0 3.1 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 27,505 : : Positions : : 8,842 18,815 11,998 1,975 1,487 155 2,160 0 2,160 0 75 : : : : Changes from: October 29, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 68.4 43.6 7.2 5.4 0.6 7.9 0.0 7.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 24,095 : : Positions : : 6,890 17,990 10,930 290 1,795 175 1,680 140 2,005 0 0 : : : : Changes from: October 29, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 74.7 45.4 1.2 7.4 0.7 7.0 0.6 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 47,890 : : Positions : : 21,125 20,559 5,385 18,316 498 12,530 0 4,385 0 685 350 : : : : Changes from: October 29, 2019 : : 197 172 255 -70 66 -355 0 225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 42.9 11.2 38.2 1.0 26.2 0.0 9.2 0.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 26,495 : : Positions : : 10,099 10,354 4,795 9,050 0 5,120 470 3,675 0 410 400 : : : : Changes from: October 29, 2019 : : -190 -375 215 0 -18 -300 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 39.1 18.1 34.2 0.0 19.3 1.8 13.9 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 26,185 : : Positions : : 17,640 9,975 4,035 700 770 460 11,850 2,075 0 0 0 : : : : Changes from: October 29, 2019 : : 120 80 0 -80 0 0 120 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 38.1 15.4 2.7 2.9 1.8 45.3 7.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 97,133 : : Positions : : 48,085 34,458 11,153 32,895 3,260 8,425 2,435 2,060 3,080 425 1,315 : : : : Changes from: October 29, 2019 : : 2,007 1,850 -590 300 0 3,150 50 -150 -2,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 35.5 11.5 33.9 3.4 8.7 2.5 2.1 3.2 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 92,516 : : Positions : : 45,184 32,404 12,415 31,725 3,260 9,750 2,010 1,900 0 610 1,570 : : : : Changes from: October 29, 2019 : : 2,269 2,020 -650 300 0 3,150 50 -50 -1,890 510 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 35.0 13.4 34.3 3.5 10.5 2.2 2.1 0.0 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 26,886 : : Positions : : 13,577 8,285 2,900 2,037 1,904 2,280 7,315 550 955 3,140 345 : : : : Changes from: October 29, 2019 : : -207 -397 150 310 0 0 395 50 -150 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 30.8 10.8 7.6 7.1 8.5 27.2 2.0 3.6 11.7 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 27,936 : : Positions : : 12,532 8,460 2,740 2,337 1,446 2,280 10,465 550 2,015 50 1,360 : : : : Changes from: October 29, 2019 : : -207 -397 150 310 0 0 995 50 710 -15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 30.3 9.8 8.4 5.2 8.2 37.5 2.0 7.2 0.2 4.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 27,269 : : Positions : : 13,073 8,255 37 8,775 850 9,540 75 400 0 5,925 70 : : : : Changes from: October 29, 2019 : : 0 100 37 -113 113 0 0 0 0 55 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 30.3 0.1 32.2 3.1 35.0 0.3 1.5 0.0 21.7 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 26,531 : : Positions : : 12,607 8,260 218 8,575 613 9,540 75 400 50 5,810 70 : : : : Changes from: October 29, 2019 : : 0 100 150 0 0 0 0 0 0 55 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 31.1 0.8 32.3 2.3 36.0 0.3 1.5 0.2 21.9 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 56,148 : : Positions : : 15,661 42,811 6,597 8,440 140 18,515 0 0 10,625 0 0 : : : : Changes from: October 29, 2019 : : 395 520 -315 0 0 320 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 76.2 11.7 15.0 0.2 33.0 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 56,870 : : Positions : : 17,432 40,583 6,170 11,350 140 18,340 0 0 10,105 0 0 : : : : Changes from: October 29, 2019 : : 406 531 -295 0 0 320 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 71.4 10.8 20.0 0.2 32.2 0.0 0.0 17.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 65,680 : : Positions : : 23,370 53,320 760 4,465 2,260 7,880 0 1,355 25,595 0 135 : : : : Changes from: October 29, 2019 : : 700 1,000 -350 175 -60 225 0 -200 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 81.2 1.2 6.8 3.4 12.0 0.0 2.1 39.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 12 . . . 5 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 65,030 : : Positions : : 23,580 52,050 0 4,585 2,815 7,380 0 1,655 25,495 0 60 : : : : Changes from: October 29, 2019 : : 900 950 -480 295 60 225 0 -200 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 80.0 0.0 7.1 4.3 11.3 0.0 2.5 39.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 0 . . 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,995 : : Positions : : 11,575 7,415 330 300 3,530 50 5,910 25 2,040 450 330 : : : : Changes from: October 29, 2019 : : 0 0 250 0 0 -50 0 0 -200 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 39.0 1.7 1.6 18.6 0.3 31.1 0.1 10.7 2.4 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 18,460 : : Positions : : 9,935 7,380 295 300 3,160 50 5,910 25 2,815 450 205 : : : : Changes from: October 29, 2019 : : 0 0 25 0 0 -50 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 40.0 1.6 1.6 17.1 0.3 32.0 0.1 15.2 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 70,580 : : Positions : : 36,980 38,545 600 1,085 3,410 2,350 19,005 1,050 19,735 1,150 1,185 : : : : Changes from: October 29, 2019 : : 605 495 0 190 -50 -75 100 0 255 0 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 54.6 0.9 1.5 4.8 3.3 26.9 1.5 28.0 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 13 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 67,605 : : Positions : : 36,005 36,430 1,470 305 3,320 2,320 19,005 1,045 16,975 1,150 1,360 : : : : Changes from: October 29, 2019 : : 680 570 -350 -160 230 -75 100 0 255 0 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 53.9 2.2 0.5 4.9 3.4 28.1 1.5 25.1 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 15 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 56,518 : : Positions : : 35,380 20,510 1,285 15,095 2,450 12,470 305 2,365 50 13,620 15 : : : : Changes from: October 29, 2019 : : 115 30 100 570 -70 235 50 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 36.3 2.3 26.7 4.3 22.1 0.5 4.2 0.1 24.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 47,624 : : Positions : : 31,339 18,560 80 10,934 3,220 8,520 300 2,440 125 10,420 505 : : : : Changes from: October 29, 2019 : : 115 -20 80 550 -50 185 50 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 39.0 0.2 23.0 6.8 17.9 0.6 5.1 0.3 21.9 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 165,275 : : Positions : : 103,596 91,435 23,130 2,285 6,480 0 14,091 5,614 1,150 20,065 1,515 : : : : Changes from: October 29, 2019 : : -446 -926 1,335 835 -45 0 35 275 0 945 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 55.3 14.0 1.4 3.9 0.0 8.5 3.4 0.7 12.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 149,429 : : Positions : : 91,222 84,239 23,938 0 6,050 0 6,596 8,434 1,000 25,325 1,400 : : : : Changes from: October 29, 2019 : : -279 -519 895 0 380 0 -615 875 0 1,750 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 56.4 16.0 0.0 4.0 0.0 4.4 5.6 0.7 16.9 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . 0 . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 56,810 : : Positions : : 29,500 28,580 17,646 7,876 2,929 60 1,895 2,275 0 8,860 0 : : : : Changes from: October 29, 2019 : : 1,000 1,155 380 115 -330 -60 750 -295 0 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 50.3 31.1 13.9 5.2 0.1 3.3 4.0 0.0 15.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 49,019 : : Positions : : 24,010 23,645 15,171 6,026 3,333 175 1,650 2,640 0 8,050 0 : : : : Changes from: October 29, 2019 : : 975 1,075 530 105 -41 -60 810 -580 0 -560 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 48.2 30.9 12.3 6.8 0.4 3.4 5.4 0.0 16.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 37,585 : : Positions : : 17,975 18,455 0 14,880 1,675 12,740 75 645 2,350 0 650 : : : : Changes from: October 29, 2019 : : -460 340 0 -570 0 580 0 -50 -350 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 49.1 0.0 39.6 4.5 33.9 0.2 1.7 6.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,075 : : Positions : : 13,755 26,425 0 13,085 2,385 23,300 0 1,270 2,350 0 650 : : : : Changes from: October 29, 2019 : : -330 720 0 -1,270 0 130 0 -60 -350 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 58.6 0.0 29.0 5.3 51.7 0.0 2.8 5.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 123,724 : : Positions : : 77,754 65,904 920 10,930 11,345 1,490 11,140 3,900 7,750 0 0 : : : : Changes from: October 29, 2019 : : 737 -778 395 -10 -665 0 1,670 -55 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 53.3 0.7 8.8 9.2 1.2 9.0 3.2 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 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 98,719 : : Positions : : 57,115 42,154 1,315 17,556 9,874 0 5,865 8,050 6,970 0 0 : : : : Changes from: October 29, 2019 : : 735 -495 1,315 -355 200 0 2,720 -500 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 42.7 1.3 17.8 10.0 0.0 5.9 8.2 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 25 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 33,615 : : Positions : : 22,940 17,185 0 11,580 1,280 4,820 300 0 1,240 0 645 : : : : Changes from: October 29, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 51.1 0.0 34.4 3.8 14.3 0.9 0.0 3.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 32,400 : : Positions : : 23,270 16,205 0 11,155 1,710 3,545 530 30 1,060 0 475 : : : : Changes from: October 29, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 50.0 0.0 34.4 5.3 10.9 1.6 0.1 3.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 08, 2019