Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 19,371 : : Positions : : 13,421 10,695 1,848 413 369 804 1,655 180 447 3,646 1,220 : : : : Changes from: December 31, 2019 : : 120 74 116 37 -32 0 5 0 -15 95 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 55.2 9.5 2.1 1.9 4.2 8.5 0.9 2.3 18.8 6.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 24,269 : : Positions : : 13,522 12,884 439 2,308 3,742 2,835 575 1,061 258 1,539 1,882 : : : : Changes from: December 31, 2019 : : -1,721 -575 250 -444 -352 2,098 -268 650 -2,521 -569 -907 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 53.1 1.8 9.5 15.4 11.7 2.4 4.4 1.1 6.3 7.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 . . . 4 . 6 5 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 41,033 : : Positions : : 25,882 37,149 6,432 0 1,899 325 565 230 5,485 530 660 : : : : Changes from: December 31, 2019 : : 672 -1,722 -142 0 17 25 92 -25 -1,775 275 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 90.5 15.7 0.0 4.6 0.8 1.4 0.6 13.4 1.3 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . 0 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 31,020 : : Positions : : 22,774 27,684 1,165 449 1,928 244 0 159 4,375 425 375 : : : : Changes from: December 31, 2019 : : -488 -1,757 290 -108 -215 -515 0 134 -775 250 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 89.2 3.8 1.4 6.2 0.8 0.0 0.5 14.1 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 130,267 : : Positions : : 108,598 88,863 2,131 17,376 5,311 2,192 1,760 7,514 1,336 6,089 2,905 : : : : Changes from: December 31, 2019 : : -4,206 -2,541 194 -1,643 -1,351 266 300 6,133 -686 -465 -6,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 68.2 1.6 13.3 4.1 1.7 1.4 5.8 1.0 4.7 2.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 29 . . 4 . 5 4 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 69,937 : : Positions : : 55,899 53,924 5,835 8,275 4,109 420 561 2,011 970 375 662 : : : : Changes from: December 31, 2019 : : -2,657 -4,788 -252 1,314 -139 195 221 -293 -505 125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 77.1 8.3 11.8 5.9 0.6 0.8 2.9 1.4 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 32,287 : : Positions : : 29,825 22,672 1,291 8,920 420 0 0 0 551 75 200 : : : : Changes from: December 31, 2019 : : -1,165 -1,600 -200 310 -310 0 0 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 70.2 4.0 27.6 1.3 0.0 0.0 0.0 1.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 59,109 : : Positions : : 31,124 26,881 726 20,653 5,349 15,724 0 286 404 795 5,113 : : : : Changes from: December 31, 2019 : : 259 -2,728 10 2,043 -1,448 15,000 -75 -52 -15,145 754 -662 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 45.5 1.2 34.9 9.0 26.6 0.0 0.5 0.7 1.3 8.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 80,005 : : Positions : : 44,170 30,871 0 36,865 5,634 24,603 840 460 1,006 1,474 3,796 : : : : Changes from: December 31, 2019 : : -887 -2,575 0 1,253 -1,127 22,996 15 -201 -22,913 641 -961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 38.6 0.0 46.1 7.0 30.8 1.0 0.6 1.3 1.8 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 0 4 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,817 : : Positions : : 55,723 52,615 10,369 15,146 2,338 950 0 0 1,295 1,320 1,294 : : : : Changes from: December 31, 2019 : : -4,309 -3,806 -645 -1,985 0 -250 0 0 -563 -52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 72.3 14.2 20.8 3.2 1.3 0.0 0.0 1.8 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 92,321 : : Positions : : 66,749 57,391 19,221 30,556 1,188 950 0 0 1,411 1,290 1,836 : : : : Changes from: December 31, 2019 : : -5,421 -5,376 -1,172 -2,281 -24 -200 0 0 -773 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 62.2 20.8 33.1 1.3 1.0 0.0 0.0 1.5 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 40,807 : : Positions : : 28,478 37,424 9,363 0 2,374 0 0 0 450 420 0 : : : : Changes from: December 31, 2019 : : -15 1,280 1,559 0 -106 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 91.7 22.9 0.0 5.8 0.0 0.0 0.0 1.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,579 : : Positions : : 23,462 18,766 0 4,417 1,426 0 600 0 355 205 65 : : : : Changes from: December 31, 2019 : : 591 77 0 514 -14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 73.4 0.0 17.3 5.6 0.0 2.3 0.0 1.4 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 86,509 : : Positions : : 54,271 62,741 320 10,776 9,298 9,245 145 642 10,141 559 2,240 : : : : Changes from: December 31, 2019 : : 1,030 418 0 283 -27 -124 29 300 -177 3 259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 72.5 0.4 12.5 10.7 10.7 0.2 0.7 11.7 0.6 2.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 29 . . . 7 . 5 12 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 37,189 : : Positions : : 25,082 27,804 0 5,807 2,281 500 0 0 8,421 355 600 : : : : Changes from: December 31, 2019 : : 285 85 0 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 74.8 0.0 15.6 6.1 1.3 0.0 0.0 22.6 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 46,531 : : Positions : : 34,955 43,018 8,234 0 2,564 0 0 0 600 395 25 : : : : Changes from: December 31, 2019 : : 93 1,488 1,659 0 -106 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 92.5 17.7 0.0 5.5 0.0 0.0 0.0 1.3 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 41,264 : : Positions : : 34,212 27,361 0 6,308 5,457 210 1,695 0 325 338 5 : : : : Changes from: December 31, 2019 : : 559 9 0 550 50 150 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 66.3 0.0 15.3 13.2 0.5 4.1 0.0 0.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 61,580 : : Positions : : 48,656 56,465 6,843 60 3,010 0 0 0 2,463 1,700 0 : : : : Changes from: December 31, 2019 : : -2,279 -3,367 -892 15 -15 0 -75 0 -241 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 91.7 11.1 0.1 4.9 0.0 0.0 0.0 4.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 11 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 64,626 : : Positions : : 53,534 55,536 4,767 2,346 2,464 0 0 0 3,471 4,000 60 : : : : Changes from: December 31, 2019 : : -2,755 -4,071 -1,041 80 -126 0 -75 0 -525 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 85.9 7.4 3.6 3.8 0.0 0.0 0.0 5.4 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 77,836 : : Positions : : 62,045 71,649 10,270 282 3,674 148 0 20 1,379 2,161 35 : : : : Changes from: December 31, 2019 : : -3,534 -4,513 -237 197 -152 0 0 0 -4 523 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.1 13.2 0.4 4.7 0.2 0.0 0.0 1.8 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 5 . 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 95,939 : : Positions : : 74,708 81,200 12,633 1,424 5,308 122 1,548 208 2,447 5,997 184 : : : : Changes from: December 31, 2019 : : -4,351 -4,689 -1,017 69 -92 22 -269 -22 63 -432 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 84.6 13.2 1.5 5.5 0.1 1.6 0.2 2.6 6.3 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 25 5 . . . 7 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 52,822 : : Positions : : 34,859 47,497 17,508 1,218 60 0 1,322 125 50 2,400 200 : : : : Changes from: December 31, 2019 : : -2,893 -2,475 469 44 -256 0 357 0 -25 -375 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 89.9 33.1 2.3 0.1 0.0 2.5 0.2 0.1 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 63,245 : : Positions : : 44,906 58,579 13,925 0 2,176 700 0 0 746 1,490 743 : : : : Changes from: December 31, 2019 : : -2,196 -958 477 0 -63 425 0 0 -655 -1,101 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 92.6 22.0 0.0 3.4 1.1 0.0 0.0 1.2 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 70,343 : : Positions : : 51,057 63,156 12,542 78 232 809 575 3,250 951 1,523 1,442 : : : : Changes from: December 31, 2019 : : -1,127 1,224 1,630 0 -365 170 58 3,190 -325 -967 -3,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 89.8 17.8 0.1 0.3 1.2 0.8 4.6 1.4 2.2 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 26,667 : : Positions : : 14,998 26,022 10,558 0 50 0 575 0 865 0 0 : : : : Changes from: December 31, 2019 : : -940 -1,220 -91 0 -173 0 35 -40 -135 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 97.6 39.6 0.0 0.2 0.0 2.2 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 25,986 : : Positions : : 14,458 25,746 10,306 0 120 0 50 0 745 0 0 : : : : Changes from: December 31, 2019 : : -1,151 -1,120 -89 0 -181 0 -10 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 99.1 39.7 0.0 0.5 0.0 0.2 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 33,789 : : Positions : : 27,512 25,344 3,681 2,985 1,195 0 1,070 340 36 1,918 790 : : : : Changes from: December 31, 2019 : : -1,680 -1,830 -269 -30 0 0 -25 0 0 41 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 75.0 10.9 8.8 3.5 0.0 3.2 1.0 0.1 5.7 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 21,329 : : Positions : : 17,158 17,849 2,405 0 120 0 1,460 10 333 1,503 367 : : : : Changes from: December 31, 2019 : : -1,513 -1,510 -387 0 0 0 -25 0 40 -67 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 83.7 11.3 0.0 0.6 0.0 6.8 0.0 1.6 7.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 54,785 : : Positions : : 43,379 34,772 7,161 14,538 501 230 2,943 619 2,066 672 725 : : : : Changes from: December 31, 2019 : : -1,271 -2,235 -573 172 5 95 96 -70 -248 -11 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 63.5 13.1 26.5 0.9 0.4 5.4 1.1 3.8 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 5 . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 38,774 : : Positions : : 33,608 19,800 2,672 16,575 682 275 253 327 351 571 566 : : : : Changes from: December 31, 2019 : : -1,050 -662 -349 -325 -49 200 0 -200 -141 -158 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 51.1 6.9 42.7 1.8 0.7 0.7 0.8 0.9 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,918 : : Positions : : 9,088 17,681 7,214 0 1,670 24 300 252 1,550 0 0 : : : : Changes from: December 31, 2019 : : -662 -1,075 22 0 -322 -370 300 150 -75 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 88.8 36.2 0.0 8.4 0.1 1.5 1.3 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 10,664 : : Positions : : 9,341 7,765 125 681 683 0 260 0 100 1,025 250 : : : : Changes from: December 31, 2019 : : -583 -940 -56 286 -286 0 0 0 0 -10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 72.8 1.2 6.4 6.4 0.0 2.4 0.0 0.9 9.6 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 10,826 : : Positions : : 9,589 7,765 125 494 717 0 250 0 100 1,425 175 : : : : Changes from: December 31, 2019 : : -639 -940 -212 99 -99 0 0 0 0 -10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 71.7 1.2 4.6 6.6 0.0 2.3 0.0 0.9 13.2 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 14,070 : : Positions : : 8,073 12,485 3,575 575 35 0 80 0 1,155 120 730 : : : : Changes from: December 31, 2019 : : -1,527 -1,200 -560 -574 0 0 -100 0 -25 45 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 88.7 25.4 4.1 0.2 0.0 0.6 0.0 8.2 0.9 5.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 13,810 : : Positions : : 7,590 12,460 3,790 575 35 0 80 0 1,355 50 565 : : : : Changes from: December 31, 2019 : : -1,554 -1,095 -598 -569 0 0 -100 0 90 -25 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 90.2 27.4 4.2 0.3 0.0 0.6 0.0 9.8 0.4 4.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 37,506 : : Positions : : 26,055 32,546 6,860 0 960 0 55 0 500 920 2,965 : : : : Changes from: December 31, 2019 : : -2,127 -1,836 -158 -200 -250 0 -75 0 -15 -80 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 86.8 18.3 0.0 2.6 0.0 0.1 0.0 1.3 2.5 7.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 37,397 : : Positions : : 26,350 32,912 6,415 0 860 0 55 0 745 710 2,860 : : : : Changes from: December 31, 2019 : : -2,177 -1,801 -121 -200 -204 0 -75 0 115 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.0 17.2 0.0 2.3 0.0 0.1 0.0 2.0 1.9 7.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 102,104 : : Positions : : 77,164 73,779 19,818 16,360 2,706 595 400 20 525 7,601 1,203 : : : : Changes from: December 31, 2019 : : -5,058 -4,891 -1,203 -1,004 -95 -380 -367 0 -25 -399 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 72.3 19.4 16.0 2.7 0.6 0.4 0.0 0.5 7.4 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 27 4 4 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 109,594 : : Positions : : 78,447 84,539 22,958 11,254 4,280 1,009 785 115 647 6,470 2,086 : : : : Changes from: December 31, 2019 : : -7,810 -6,764 -1,015 -1,422 -347 -195 -200 0 37 -572 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 77.1 20.9 10.3 3.9 0.9 0.7 0.1 0.6 5.9 1.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 29 . 4 5 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 418,630 : : Positions : : 227,171 271,607 54,263 2,510 75,299 10,816 22,100 21,479 9,208 5,366 20,038 : : : : Changes from: December 31, 2019 : : -1,021 -76 2,179 -604 -495 -1,358 13,375 14,175 -2,429 -15,465 -15,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 64.9 13.0 0.6 18.0 2.6 5.3 5.1 2.2 1.3 4.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 35 35 5 . 5 7 9 8 13 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 14,617 : : Positions : : 7,586 13,403 2,630 778 436 610 0 0 3,210 0 0 : : : : Changes from: December 31, 2019 : : -992 -1,299 -200 -40 0 -215 0 0 -95 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 91.7 18.0 5.3 3.0 4.2 0.0 0.0 22.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 6 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 14,182 : : Positions : : 7,091 13,168 2,697 105 709 10 0 70 3,280 0 0 : : : : Changes from: December 31, 2019 : : -944 -1,170 -128 1 -73 -140 -90 -10 -85 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 92.9 19.0 0.7 5.0 0.1 0.0 0.5 23.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 4 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 4,789 : : Positions : : 2,383 4,074 335 0 265 200 0 0 1,605 450 0 : : : : Changes from: December 31, 2019 : : 0 200 0 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 85.1 7.0 0.0 5.5 4.2 0.0 0.0 33.5 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 69,401 : : Positions : : 46,099 47,251 14,241 10,671 0 0 1,718 240 0 700 0 : : : : Changes from: December 31, 2019 : : -1,103 -1,953 -635 -35 0 0 240 -95 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 68.1 20.5 15.4 0.0 0.0 2.5 0.3 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 57,725 : : Positions : : 38,424 36,729 11,061 10,606 0 0 1,885 275 0 250 0 : : : : Changes from: December 31, 2019 : : -615 -1,815 -735 140 0 0 315 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.6 19.2 18.4 0.0 0.0 3.3 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,580 : : Positions : : 8,000 18,900 12,750 2,180 940 150 1,760 0 2,085 0 0 : : : : Changes from: December 31, 2019 : : 151 -55 -571 -265 -164 0 -120 0 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 71.1 48.0 8.2 3.5 0.6 6.6 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 47,903 : : Positions : : 21,846 15,533 6,363 21,131 498 10,055 1,035 6,120 0 610 350 : : : : Changes from: December 31, 2019 : : -1,093 -3,275 -182 825 0 -540 575 1,070 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 32.4 13.3 44.1 1.0 21.0 2.2 12.8 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 27,387 : : Positions : : 11,070 10,402 6,568 9,721 0 2,355 0 4,335 0 360 300 : : : : Changes from: December 31, 2019 : : 1,421 198 -307 311 0 -845 -20 765 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 38.0 24.0 35.5 0.0 8.6 0.0 15.8 0.0 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 28,075 : : Positions : : 19,755 10,135 4,080 1,330 360 535 13,405 1,920 0 0 0 : : : : Changes from: December 31, 2019 : : 1,405 460 35 445 -60 225 935 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 36.1 14.5 4.7 1.3 1.9 47.7 6.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 92,293 : : Positions : : 45,115 33,283 9,548 33,360 3,115 11,530 2,285 120 3,325 170 1,380 : : : : Changes from: December 31, 2019 : : -1,830 -930 -950 -1,325 -25 -450 -30 -30 835 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 36.1 10.3 36.1 3.4 12.5 2.5 0.1 3.6 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 90,254 : : Positions : : 43,860 31,755 10,850 32,955 3,115 12,730 2,325 95 125 50 2,135 : : : : Changes from: December 31, 2019 : : -1,114 -689 -635 -750 -25 -650 145 -155 125 -940 745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 35.2 12.0 36.5 3.5 14.1 2.6 0.1 0.1 0.1 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,044 : : Positions : : 12,636 6,587 2,415 3,239 1,065 3,480 7,410 425 825 2,565 445 : : : : Changes from: December 31, 2019 : : -106 -460 -295 1,104 -839 1,200 -750 -25 -255 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 26.3 9.6 12.9 4.3 13.9 29.6 1.7 3.3 10.2 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 26,189 : : Positions : : 11,511 6,712 2,315 3,664 840 3,480 10,110 425 1,860 0 1,405 : : : : Changes from: December 31, 2019 : : -261 -460 -275 1,129 -606 1,200 -900 -25 -400 -175 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 25.6 8.8 14.0 3.2 13.3 38.6 1.6 7.1 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 27,088 : : Positions : : 12,893 9,020 1,517 8,075 184 8,790 155 350 0 6,390 70 : : : : Changes from: December 31, 2019 : : -15 270 -5 -300 0 -225 0 0 0 -80 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 33.3 5.6 29.8 0.7 32.4 0.6 1.3 0.0 23.6 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 25,649 : : Positions : : 11,840 8,220 1,850 7,825 36 8,790 125 350 0 6,690 15 : : : : Changes from: December 31, 2019 : : -618 -275 -27 -200 0 -225 0 0 0 -255 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 32.0 7.2 30.5 0.1 34.3 0.5 1.4 0.0 26.1 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 55,183 : : Positions : : 17,683 42,085 7,052 9,045 260 17,470 0 0 9,315 0 0 : : : : Changes from: December 31, 2019 : : -676 -3,786 -360 -400 0 -2,440 0 0 -445 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 76.3 12.8 16.4 0.5 31.7 0.0 0.0 16.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 54,560 : : Positions : : 17,835 40,586 6,255 9,865 295 17,645 0 0 9,100 0 0 : : : : Changes from: December 31, 2019 : : -649 -3,476 -460 -395 0 -2,365 0 0 -395 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 74.4 11.5 18.1 0.5 32.3 0.0 0.0 16.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 57,095 : : Positions : : 20,740 47,555 1,445 4,040 1,555 7,630 0 855 21,600 0 110 : : : : Changes from: December 31, 2019 : : -1,800 -2,735 495 -150 -395 -50 0 -250 -1,605 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 83.3 2.5 7.1 2.7 13.4 0.0 1.5 37.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 56,180 : : Positions : : 20,830 46,190 540 4,040 2,175 7,380 0 1,005 21,300 0 110 : : : : Changes from: December 31, 2019 : : -1,855 -2,685 395 -150 -495 0 0 -300 -1,400 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 82.2 1.0 7.2 3.9 13.1 0.0 1.8 37.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 8 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 21,190 : : Positions : : 12,035 7,960 4,180 0 2,025 100 6,610 0 0 1,810 590 : : : : Changes from: December 31, 2019 : : -500 -410 1,760 0 -795 -25 945 0 0 585 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 37.6 19.7 0.0 9.6 0.5 31.2 0.0 0.0 8.5 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 69,345 : : Positions : : 37,840 36,330 0 2,070 3,265 1,575 21,070 680 21,230 1,250 450 : : : : Changes from: December 31, 2019 : : -560 -2,000 -200 55 0 -415 260 -110 -420 75 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 52.4 0.0 3.0 4.7 2.3 30.4 1.0 30.6 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 65,635 : : Positions : : 36,375 34,075 35 215 3,865 1,650 21,070 600 18,475 1,250 420 : : : : Changes from: December 31, 2019 : : -565 -2,000 -305 -85 90 -380 335 -185 -485 0 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 51.9 0.1 0.3 5.9 2.5 32.1 0.9 28.1 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 52,774 : : Positions : : 33,079 19,200 1,005 13,984 1,190 13,580 230 1,630 50 14,660 0 : : : : Changes from: December 31, 2019 : : -2,863 -95 -445 -1,743 -175 1,445 -50 -940 -25 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 36.4 1.9 26.5 2.3 25.7 0.4 3.1 0.1 27.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 43,024 : : Positions : : 29,655 16,370 75 10,195 2,260 8,155 225 1,705 50 11,265 260 : : : : Changes from: December 31, 2019 : : -2,480 -580 -470 -1,680 0 395 -50 -940 -25 -280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 38.0 0.2 23.7 5.3 19.0 0.5 4.0 0.1 26.2 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 155,982 : : Positions : : 90,314 88,589 19,091 470 5,945 6,444 10,950 4,300 1,330 17,170 750 : : : : Changes from: December 31, 2019 : : -3,848 -2,927 -2,304 165 -990 605 -205 -405 -50 -2,630 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 56.8 12.2 0.3 3.8 4.1 7.0 2.8 0.9 11.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 136,871 : : Positions : : 78,899 77,762 16,229 0 5,235 8,694 5,635 4,380 1,400 21,825 930 : : : : Changes from: December 31, 2019 : : -4,620 -3,229 -2,379 0 -470 600 -1,120 -400 -100 -2,150 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 56.8 11.9 0.0 3.8 6.4 4.1 3.2 1.0 15.9 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 28 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 60,725 : : Positions : : 30,030 27,310 19,775 6,945 2,965 0 8,335 2,325 0 7,215 0 : : : : Changes from: December 31, 2019 : : 2,110 -1,575 1,315 -645 -385 0 7,320 -700 0 -1,825 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 45.0 32.6 11.4 4.9 0.0 13.7 3.8 0.0 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 52,590 : : Positions : : 24,320 22,940 17,125 3,575 2,970 0 8,505 2,535 0 6,465 0 : : : : Changes from: December 31, 2019 : : 2,975 -745 1,795 -605 -470 0 7,975 -1,000 0 -1,865 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 43.6 32.6 6.8 5.6 0.0 16.2 4.8 0.0 12.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 42,575 : : Positions : : 15,025 20,285 0 15,975 1,740 20,330 40 255 595 0 785 : : : : Changes from: December 31, 2019 : : -1,145 2,740 0 1,270 -225 6,605 0 -150 -1,725 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 47.6 0.0 37.5 4.1 47.8 0.1 0.6 1.4 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 49,075 : : Positions : : 11,590 30,005 0 14,600 1,680 32,280 0 685 595 0 785 : : : : Changes from: December 31, 2019 : : -2,230 2,070 0 1,250 -235 6,970 0 -355 -1,725 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 61.1 0.0 29.8 3.4 65.8 0.0 1.4 1.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 117,780 : : Positions : : 76,720 69,725 1,670 8,805 10,290 3,740 11,200 1,710 7,660 0 0 : : : : Changes from: December 31, 2019 : : -2,283 -1,773 -250 450 -760 570 -740 -25 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 59.2 1.4 7.5 8.7 3.2 9.5 1.5 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 96,929 : : Positions : : 61,215 47,574 1,630 16,101 8,329 0 6,115 5,815 6,845 0 0 : : : : Changes from: December 31, 2019 : : -1,730 335 -130 -1,240 -95 0 -1,280 -145 -340 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 49.1 1.7 16.6 8.6 0.0 6.3 6.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 29,640 : : Positions : : 20,480 14,885 0 10,950 1,145 4,380 300 190 1,225 0 575 : : : : Changes from: December 31, 2019 : : -755 -750 0 -10 0 320 0 0 -320 0 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 50.2 0.0 36.9 3.9 14.8 1.0 0.6 4.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2020 : 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 29,080 : : Positions : : 20,535 13,715 0 11,310 1,480 3,695 325 270 775 0 500 : : : : Changes from: December 31, 2019 : : -1,110 -900 0 390 0 535 -135 0 -410 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 47.2 0.0 38.9 5.1 12.7 1.1 0.9 2.7 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 10, 2020