Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 23,963 : : Positions : : 17,953 11,394 1,062 1,009 888 674 3,561 439 515 3,617 1,792 : : : : Changes from: November 12, 2019 : : 1,682 426 303 -18 5 0 117 62 -1,273 103 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 47.5 4.4 4.2 3.7 2.8 14.9 1.8 2.1 15.1 7.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 15 . . 5 . 5 4 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 30,958 : : Positions : : 16,234 16,795 102 1,847 5,959 252 423 957 3,718 1,497 3,439 : : : : Changes from: November 12, 2019 : : -23 -407 12 -56 -20 -2,909 -126 -722 2,828 499 531 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 54.3 0.3 6.0 19.2 0.8 1.4 3.1 12.0 4.8 11.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 27 . . . . . 5 7 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 41,467 : : Positions : : 24,148 38,680 6,903 0 1,472 300 220 195 7,915 375 525 : : : : Changes from: November 12, 2019 : : 2,064 3,854 659 0 5 -25 -81 31 850 -225 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 93.3 16.6 0.0 3.5 0.7 0.5 0.5 19.1 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 22 . 0 . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 29,588 : : Positions : : 21,948 26,666 1,216 695 1,274 250 0 50 4,322 375 528 : : : : Changes from: November 12, 2019 : : 1,434 2,285 725 132 -50 0 0 0 247 -75 -197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 90.1 4.1 2.3 4.3 0.8 0.0 0.2 14.6 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 137,895 : : Positions : : 109,308 88,721 1,826 19,434 10,008 2,132 653 1,818 3,384 7,842 8,989 : : : : Changes from: November 12, 2019 : : 1,436 1,925 13 -779 545 -1,315 250 -6,445 1,071 -187 6,547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 64.3 1.3 14.1 7.3 1.5 0.5 1.3 2.5 5.7 6.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 . . 4 . 4 . 8 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 74,584 : : Positions : : 60,973 58,201 5,000 7,420 4,561 75 1,320 2,081 925 62 938 : : : : Changes from: November 12, 2019 : : 350 1,828 0 -1,134 817 -75 -40 -4 350 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 78.0 6.7 9.9 6.1 0.1 1.8 2.8 1.2 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . . 5 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 34,481 : : Positions : : 31,585 24,135 1,517 8,667 804 0 0 0 350 650 225 : : : : Changes from: November 12, 2019 : : 465 1,520 20 -1,135 79 0 0 0 -50 50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 70.0 4.4 25.1 2.3 0.0 0.0 0.0 1.0 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 67,364 : : Positions : : 36,944 35,301 480 17,689 7,732 645 200 417 15,425 600 5,395 : : : : Changes from: November 12, 2019 : : -235 -929 0 254 -54 -14,995 0 5 15,005 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 52.4 0.7 26.3 11.5 1.0 0.3 0.6 22.9 0.9 8.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 85,591 : : Positions : : 47,787 34,808 0 37,987 5,955 1,678 240 684 24,531 1,603 4,097 : : : : Changes from: November 12, 2019 : : 318 26 0 37 -32 -24,133 45 -77 24,085 135 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 40.7 0.0 44.4 7.0 2.0 0.3 0.8 28.7 1.9 4.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 23 0 4 4 5 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 76,732 : : Positions : : 56,632 54,362 12,246 18,308 1,937 1,600 25 0 2,093 726 1,301 : : : : Changes from: November 12, 2019 : : 440 660 -80 -650 74 0 0 0 0 350 -197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 70.8 16.0 23.9 2.5 2.1 0.0 0.0 2.7 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 98,043 : : Positions : : 68,625 61,909 21,893 32,743 729 1,450 50 0 2,741 704 1,893 : : : : Changes from: November 12, 2019 : : 555 910 -220 -850 264 0 0 0 25 300 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 63.1 22.3 33.4 0.7 1.5 0.1 0.0 2.8 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 5 . 5 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 42,988 : : Positions : : 30,628 40,343 9,865 0 1,955 0 0 0 400 420 0 : : : : Changes from: November 12, 2019 : : 650 -250 -900 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 93.8 22.9 0.0 4.5 0.0 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 26,238 : : Positions : : 23,542 19,626 0 3,665 2,067 0 600 0 350 147 13 : : : : Changes from: November 12, 2019 : : 450 400 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 74.8 0.0 14.0 7.9 0.0 2.3 0.0 1.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 79,492 : : Positions : : 43,071 57,576 320 8,655 10,182 13,843 0 503 9,496 683 1,758 : : : : Changes from: November 12, 2019 : : 864 1,349 0 251 -84 637 0 -46 191 78 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 72.4 0.4 10.9 12.8 17.4 0.0 0.6 11.9 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 29 . . . 9 0 4 10 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 28,976 : : Positions : : 15,738 22,504 0 3,004 2,266 3,700 0 100 6,236 110 650 : : : : Changes from: November 12, 2019 : : 96 60 0 36 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 77.7 0.0 10.4 7.8 12.8 0.0 0.3 21.5 0.4 2.2 : : : : 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 19, 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 49,016 : : Positions : : 39,111 45,771 6,695 0 2,615 0 0 0 400 370 50 : : : : Changes from: November 12, 2019 : : 570 -330 -900 0 685 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 93.4 13.7 0.0 5.3 0.0 0.0 0.0 0.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 40,533 : : Positions : : 32,193 26,552 0 5,636 6,671 0 1,460 0 605 0 120 : : : : Changes from: November 12, 2019 : : 116 506 0 -390 460 -300 25 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 65.5 0.0 13.9 16.5 0.0 3.6 0.0 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 0 . . 0 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 62,753 : : Positions : : 49,413 60,318 8,095 130 1,760 0 0 0 2,912 200 0 : : : : Changes from: November 12, 2019 : : 565 575 30 0 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 96.1 12.9 0.2 2.8 0.0 0.0 0.0 4.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 66,614 : : Positions : : 54,386 59,299 6,014 1,160 2,615 0 0 0 3,259 3,300 60 : : : : Changes from: November 12, 2019 : : 1,530 1,220 50 360 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 89.0 9.0 1.7 3.9 0.0 0.0 0.0 4.9 5.0 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 19, 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 81,916 : : Positions : : 63,458 76,249 12,312 141 4,295 223 0 15 1,177 1,045 171 : : : : Changes from: November 12, 2019 : : 864 457 -149 80 0 100 0 -30 236 514 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 93.1 15.0 0.2 5.2 0.3 0.0 0.0 1.4 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 104,606 : : Positions : : 81,343 90,775 14,185 1,588 6,184 140 1,307 208 1,524 3,862 666 : : : : Changes from: November 12, 2019 : : 1,021 1,275 -2 -394 349 0 23 132 -254 -133 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 86.8 13.6 1.5 5.9 0.1 1.2 0.2 1.5 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 26 5 . 4 . 8 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 56,323 : : Positions : : 37,698 50,370 17,613 955 567 0 1,256 150 150 2,900 125 : : : : Changes from: November 12, 2019 : : 313 115 100 -27 -3 0 0 0 50 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 89.4 31.3 1.7 1.0 0.0 2.2 0.3 0.3 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 50,540 : : Positions : : 38,889 49,670 11,126 0 60 0 0 0 125 470 340 : : : : Changes from: November 12, 2019 : : -58 635 618 0 0 0 0 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 98.3 22.0 0.0 0.1 0.0 0.0 0.0 0.2 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 62,702 : : Positions : : 47,765 57,181 10,045 0 1,901 325 0 0 1,102 1,956 1,512 : : : : Changes from: November 12, 2019 : : 181 145 -33 0 25 -600 0 -100 597 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 91.2 16.0 0.0 3.0 0.5 0.0 0.0 1.8 3.1 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 64,398 : : Positions : : 46,931 55,931 8,584 376 1,073 654 70 0 1,422 1,452 5,378 : : : : Changes from: November 12, 2019 : : 1,272 208 -1,039 0 534 -433 0 -3,230 427 25 3,204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 86.9 13.3 0.6 1.7 1.0 0.1 0.0 2.2 2.3 8.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . 6 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 28,785 : : Positions : : 16,200 27,680 10,844 0 519 0 450 80 990 0 0 : : : : Changes from: November 12, 2019 : : 420 360 -40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 96.2 37.7 0.0 1.8 0.0 1.6 0.3 3.4 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 19, 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 28,460 : : Positions : : 16,293 28,056 10,794 0 292 0 0 0 875 0 0 : : : : Changes from: November 12, 2019 : : 235 225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 98.6 37.9 0.0 1.0 0.0 0.0 0.0 3.1 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 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,568 : : Positions : : 27,068 26,505 4,007 3,100 1,200 235 915 214 154 959 675 : : : : Changes from: November 12, 2019 : : 386 16 179 100 0 -130 0 20 -80 240 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 79.0 11.9 9.2 3.6 0.7 2.7 0.6 0.5 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 22,370 : : Positions : : 18,092 19,053 3,097 0 120 0 1,570 0 325 1,252 275 : : : : Changes from: November 12, 2019 : : 20 75 115 0 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 85.2 13.8 0.0 0.5 0.0 7.0 0.0 1.5 5.6 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 58,629 : : Positions : : 47,147 38,757 7,847 15,187 440 65 2,673 651 2,111 639 266 : : : : Changes from: November 12, 2019 : : 787 400 -216 -60 116 0 353 -150 71 -3 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 66.1 13.4 25.9 0.8 0.1 4.6 1.1 3.6 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 23 6 . 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 39,975 : : Positions : : 34,110 19,569 3,112 16,397 806 0 1,158 655 433 783 487 : : : : Changes from: November 12, 2019 : : 359 504 55 -210 -5 -84 36 84 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 49.0 7.8 41.0 2.0 0.0 2.9 1.6 1.1 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 15 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,527 : : Positions : : 10,689 20,343 7,504 0 1,769 565 0 100 1,750 300 0 : : : : Changes from: November 12, 2019 : : 100 1,275 525 0 0 0 -300 0 650 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 90.3 33.3 0.0 7.9 2.5 0.0 0.4 7.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 12,506 : : Positions : : 10,652 9,545 383 465 924 0 250 0 50 1,020 280 : : : : Changes from: November 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 76.3 3.1 3.7 7.4 0.0 2.0 0.0 0.4 8.2 2.2 : : : : 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 19, 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 12,656 : : Positions : : 10,996 9,545 514 465 771 0 250 0 50 1,420 205 : : : : Changes from: November 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 75.4 4.1 3.7 6.1 0.0 2.0 0.0 0.4 11.2 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 17,253 : : Positions : : 9,354 14,425 4,860 1,703 195 0 100 0 2,135 275 530 : : : : Changes from: November 12, 2019 : : 720 660 0 100 0 0 0 0 40 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 83.6 28.2 9.9 1.1 0.0 0.6 0.0 12.4 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 16,981 : : Positions : : 8,551 14,190 5,181 1,693 195 0 100 0 2,205 275 495 : : : : Changes from: November 12, 2019 : : 720 660 0 100 0 0 0 0 40 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 83.6 30.5 10.0 1.1 0.0 0.6 0.0 13.0 1.6 2.9 : : : : 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 19, 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 42,483 : : Positions : : 29,213 36,483 8,320 400 1,245 0 225 0 405 835 3,235 : : : : Changes from: November 12, 2019 : : 240 -250 -35 0 0 0 0 0 -280 135 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 85.9 19.6 0.9 2.9 0.0 0.5 0.0 1.0 2.0 7.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 4 . . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 42,296 : : Positions : : 29,463 36,749 7,728 400 1,122 0 225 0 815 700 3,100 : : : : Changes from: November 12, 2019 : : 350 -150 -35 0 0 0 0 0 -465 0 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 86.9 18.3 0.9 2.7 0.0 0.5 0.0 1.9 1.7 7.3 : : : : 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 19, 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 111,139 : : Positions : : 83,028 76,637 22,536 20,080 2,121 1,090 1,400 60 880 9,437 1,364 : : : : Changes from: November 12, 2019 : : 568 621 -4 213 6 0 0 0 -165 -395 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 69.0 20.3 18.1 1.9 1.0 1.3 0.1 0.8 8.5 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 29 . 4 . . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 124,421 : : Positions : : 91,062 92,359 25,485 16,387 4,042 945 1,102 90 955 8,614 1,827 : : : : Changes from: November 12, 2019 : : 905 1,040 0 160 92 100 0 0 -175 -370 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 74.2 20.5 13.2 3.2 0.8 0.9 0.1 0.8 6.9 1.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 30 . 4 5 . . . 5 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 513,054 : : Positions : : 281,429 311,040 38,882 3,891 107,933 13,916 6,302 13,721 9,954 22,475 46,654 : : : : Changes from: November 12, 2019 : : -5,596 3,221 6,005 104 -309 1,471 -16,337 -19,286 1,653 15,769 18,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 60.6 7.6 0.8 21.0 2.7 1.2 2.7 1.9 4.4 9.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 34 34 4 4 6 8 10 6 13 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 16,426 : : Positions : : 9,167 15,122 2,855 829 475 570 0 0 3,345 0 0 : : : : Changes from: November 12, 2019 : : -55 145 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 92.1 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 16,053 : : Positions : : 8,546 14,860 2,858 123 800 150 210 60 3,425 0 0 : : : : Changes from: November 12, 2019 : : -60 140 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 92.6 17.8 0.8 5.0 0.9 1.3 0.4 21.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 3,390 : : Positions : : 1,983 3,075 510 25 90 200 0 0 600 200 0 : : : : Changes from: November 12, 2019 : : 283 193 -90 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 90.7 15.0 0.7 2.7 5.9 0.0 0.0 17.7 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 68,106 : : Positions : : 45,327 46,323 13,224 10,745 85 0 803 475 0 700 0 : : : : Changes from: November 12, 2019 : : 2,410 1,520 -120 650 0 0 -30 -20 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.0 19.4 15.8 0.1 0.0 1.2 0.7 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 57,741 : : Positions : : 38,820 37,296 10,706 10,405 0 0 1,730 305 0 100 0 : : : : Changes from: November 12, 2019 : : 1,450 930 -120 350 0 0 -50 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 64.6 18.5 18.0 0.0 0.0 3.0 0.5 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 27,070 : : Positions : : 8,038 18,840 12,642 1,925 1,493 155 2,050 0 2,135 0 50 : : : : Changes from: November 12, 2019 : : 0 345 300 -165 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 69.6 46.7 7.1 5.5 0.6 7.6 0.0 7.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 23,580 : : Positions : : 6,280 17,620 11,070 85 1,845 175 1,670 110 2,005 0 0 : : : : Changes from: November 12, 2019 : : 0 345 300 -165 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 74.7 46.9 0.4 7.8 0.7 7.1 0.5 8.5 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 19, 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 46,792 : : Positions : : 21,384 19,451 5,418 18,706 498 11,920 0 4,250 0 685 350 : : : : Changes from: November 12, 2019 : : 1,065 -310 80 480 0 -575 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 41.6 11.6 40.0 1.1 25.5 0.0 9.1 0.0 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 26,450 : : Positions : : 9,636 10,594 5,668 9,020 0 4,670 220 3,735 0 410 400 : : : : Changes from: November 12, 2019 : : -10 565 600 0 0 0 25 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 40.1 21.4 34.1 0.0 17.7 0.8 14.1 0.0 1.6 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 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 25,825 : : Positions : : 17,590 9,825 4,070 545 735 260 11,880 2,055 0 0 0 : : : : Changes from: November 12, 2019 : : 60 0 0 -20 0 0 80 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 38.0 15.8 2.1 2.8 1.0 46.0 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 94,735 : : Positions : : 47,667 32,925 10,553 34,510 3,260 9,455 2,435 820 2,985 300 1,315 : : : : Changes from: November 12, 2019 : : 1,564 524 -65 1,075 0 100 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 34.8 11.1 36.4 3.4 10.0 2.6 0.9 3.2 0.3 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 19, 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 90,688 : : Positions : : 44,946 30,956 11,675 33,265 3,260 10,930 2,145 615 0 625 1,570 : : : : Changes from: November 12, 2019 : : 1,398 383 -115 1,075 0 225 0 -25 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 34.1 12.9 36.7 3.6 12.1 2.4 0.7 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 19, 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 26,325 : : Positions : : 12,891 7,585 3,205 1,766 1,904 2,280 8,225 500 1,080 2,930 345 : : : : Changes from: November 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 28.8 12.2 6.7 7.2 8.7 31.2 1.9 4.1 11.1 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 27,400 : : Positions : : 11,946 7,760 3,065 2,091 1,446 2,280 11,225 500 2,075 25 1,325 : : : : Changes from: November 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 28.3 11.2 7.6 5.3 8.3 41.0 1.8 7.6 0.1 4.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 28,373 : : Positions : : 13,092 8,450 1,738 8,725 123 9,290 100 375 0 7,245 75 : : : : Changes from: November 12, 2019 : : 375 425 1,550 0 -641 0 0 0 0 1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 29.8 6.1 30.8 0.4 32.7 0.4 1.3 0.0 25.5 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 27,583 : : Positions : : 12,689 8,405 1,856 8,525 136 9,290 100 375 0 7,105 65 : : : : Changes from: November 12, 2019 : : 735 425 1,550 0 -331 0 0 0 0 1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 30.5 6.7 30.9 0.5 33.7 0.4 1.4 0.0 25.8 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 56,451 : : Positions : : 16,581 41,938 7,327 10,040 140 18,025 0 0 10,170 0 0 : : : : Changes from: November 12, 2019 : : 1,750 750 300 1,800 0 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 74.3 13.0 17.8 0.2 31.9 0.0 0.0 18.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 55,687 : : Positions : : 16,797 40,030 6,785 11,155 140 17,925 0 0 9,775 0 0 : : : : Changes from: November 12, 2019 : : 0 950 450 0 0 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 71.9 12.2 20.0 0.3 32.2 0.0 0.0 17.6 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 19, 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 63,510 : : Positions : : 23,440 52,110 1,100 4,490 1,920 7,790 0 1,230 24,165 75 110 : : : : Changes from: November 12, 2019 : : 410 245 -75 0 75 0 0 0 -90 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 82.1 1.7 7.1 3.0 12.3 0.0 1.9 38.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 11 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 62,885 : : Positions : : 23,655 50,970 270 4,490 2,565 7,365 0 1,480 23,990 0 110 : : : : Changes from: November 12, 2019 : : 410 245 -75 0 75 0 0 0 -90 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 81.1 0.4 7.1 4.1 11.7 0.0 2.4 38.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 18,345 : : Positions : : 11,415 7,475 365 350 3,480 75 5,445 0 1,735 390 330 : : : : Changes from: November 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 40.7 2.0 1.9 19.0 0.4 29.7 0.0 9.5 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 17,790 : : Positions : : 9,790 7,440 330 350 3,110 75 5,445 0 2,520 390 205 : : : : Changes from: November 12, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 41.8 1.9 2.0 17.5 0.4 30.6 0.0 14.2 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 69,605 : : Positions : : 37,825 36,755 400 835 3,535 2,135 19,900 1,050 18,275 1,250 1,320 : : : : Changes from: November 12, 2019 : : 1,610 25 -25 -275 250 0 860 0 -875 100 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 52.8 0.6 1.2 5.1 3.1 28.6 1.5 26.3 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 13 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 66,565 : : Positions : : 36,630 34,475 1,345 195 3,295 2,140 19,900 1,020 15,600 1,250 1,585 : : : : Changes from: November 12, 2019 : : 1,660 75 445 195 -210 0 860 0 -875 100 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 51.8 2.0 0.3 5.0 3.2 29.9 1.5 23.4 1.9 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 15 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 55,523 : : Positions : : 34,467 19,665 1,690 14,937 2,020 12,465 330 2,365 50 14,090 0 : : : : Changes from: November 12, 2019 : : 80 -420 -250 50 50 350 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 35.4 3.0 26.9 3.6 22.5 0.6 4.3 0.1 25.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,764 : : Positions : : 30,589 17,685 710 11,229 2,765 8,415 325 2,440 50 10,665 465 : : : : Changes from: November 12, 2019 : : 50 -200 0 200 0 250 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 37.8 1.5 24.0 5.9 18.0 0.7 5.2 0.1 22.8 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 160,050 : : Positions : : 96,112 88,471 18,965 2,795 6,431 2,259 10,690 7,430 1,325 16,705 1,255 : : : : Changes from: November 12, 2019 : : -2,700 375 -2,225 -470 71 2,259 -201 601 0 -2,370 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 55.3 11.8 1.7 4.0 1.4 6.7 4.6 0.8 10.4 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 145,444 : : Positions : : 84,262 82,250 19,939 0 6,940 5,119 6,395 7,390 1,225 21,900 1,335 : : : : Changes from: November 12, 2019 : : -2,290 485 -1,855 0 -60 2,740 280 120 0 -2,170 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 56.6 13.7 0.0 4.8 3.5 4.4 5.1 0.8 15.1 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 57,525 : : Positions : : 28,580 28,540 18,141 7,946 2,869 25 1,125 2,865 0 9,140 0 : : : : Changes from: November 12, 2019 : : 295 295 0 100 0 0 -530 810 0 430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 49.6 31.5 13.8 5.0 0.0 2.0 5.0 0.0 15.9 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 19, 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 49,685 : : Positions : : 23,245 23,950 15,701 5,626 3,064 0 960 3,415 0 8,430 0 : : : : Changes from: November 12, 2019 : : 790 815 0 -50 0 0 -405 710 0 430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 48.2 31.6 11.3 6.2 0.0 1.9 6.9 0.0 17.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 37,175 : : Positions : : 17,740 16,835 0 15,840 1,645 12,260 25 410 2,350 0 650 : : : : Changes from: November 12, 2019 : : -20 -220 0 200 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 45.3 0.0 42.6 4.4 33.0 0.1 1.1 6.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 45,800 : : Positions : : 13,570 26,550 0 13,110 2,775 23,810 0 930 2,350 0 650 : : : : Changes from: November 12, 2019 : : 410 1,280 0 -750 600 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 58.0 0.0 28.6 6.1 52.0 0.0 2.0 5.1 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 119,567 : : Positions : : 75,730 62,385 1,580 12,955 9,475 1,590 11,465 3,130 7,905 0 0 : : : : Changes from: November 12, 2019 : : 723 748 350 800 -360 25 -20 -20 430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 52.2 1.3 10.8 7.9 1.3 9.6 2.6 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 97,314 : : Positions : : 55,805 41,264 1,490 17,701 10,404 0 5,815 7,965 7,325 0 0 : : : : Changes from: November 12, 2019 : : 795 1,220 0 -50 700 0 55 -5 430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 42.4 1.5 18.2 10.7 0.0 6.0 8.2 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 24 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 32,325 : : Positions : : 22,100 16,435 0 11,245 1,280 4,515 300 0 1,305 0 580 : : : : Changes from: November 12, 2019 : : 75 0 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 50.8 0.0 34.8 4.0 14.0 0.9 0.0 4.0 0.0 1.8 : : : : 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 19, 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 31,265 : : Positions : : 22,470 15,460 0 10,975 1,670 3,415 495 35 1,035 0 475 : : : : Changes from: November 12, 2019 : : 75 0 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 49.4 0.0 35.1 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 22, 2019