Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 48,792 : : Positions : : 11,513 31,039 8,490 1,042 978 6,741 5,181 647 13,017 2,893 6,078 : : : : Changes from: December 26, 2017 : : -144 170 41 0 0 45 0 0 303 60 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 63.6 17.4 2.1 2.0 13.8 10.6 1.3 26.7 5.9 12.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 10 4 . 4 . 5 6 11 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,773 : : Positions : : 554 2,711 253 1,409 79 940 316 120 2,773 0 685 : : : : Changes from: December 26, 2017 : : 60 -9 10 0 50 0 0 0 -44 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 47.0 4.4 24.4 1.4 16.3 5.5 2.1 48.0 0.0 11.9 : : : : Number of Traders in Each Category Total Traders: 27 : : . 5 . . . . . . 12 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 68,879 : : Positions : : 42,133 47,043 6,198 10,759 5,419 10,796 0 209 2,949 4,688 282 : : : : Changes from: December 26, 2017 : : 1,212 -358 990 924 0 118 -124 80 -1,504 374 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 68.3 9.0 15.6 7.9 15.7 0.0 0.3 4.3 6.8 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 26 . . 4 6 0 4 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 33,821 : : Positions : : 27,478 25,406 333 4,905 2,485 525 150 0 2,275 150 725 : : : : Changes from: December 26, 2017 : : -2,410 -1,800 100 165 -300 50 -25 0 75 -525 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 75.1 1.0 14.5 7.3 1.6 0.4 0.0 6.7 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 22,722 : : Positions : : 21,817 13,360 0 7,047 355 0 0 0 250 1,660 300 : : : : Changes from: December 26, 2017 : : -965 -1,525 0 335 -310 0 0 0 -100 125 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 58.8 0.0 31.0 1.6 0.0 0.0 0.0 1.1 7.3 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 172,807 : : Positions : : 135,003 122,382 18,781 14,795 5,274 7,589 17,663 2,146 2,314 8,900 1,577 : : : : Changes from: December 26, 2017 : : -1,110 607 40 -1,857 -428 -500 110 0 290 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 70.8 10.9 8.6 3.1 4.4 10.2 1.2 1.3 5.2 0.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 32 4 . . . 6 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 55,706 : : Positions : : 37,327 28,550 8,955 9,568 5,963 406 10,275 625 2,175 475 250 : : : : Changes from: December 26, 2017 : : -545 -1,170 0 375 -75 25 0 25 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 51.3 16.1 17.2 10.7 0.7 18.4 1.1 3.9 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 31,306 : : Positions : : 25,445 14,596 5,711 15,960 0 0 300 150 0 300 0 : : : : Changes from: December 26, 2017 : : -50 0 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 46.6 18.2 51.0 0.0 0.0 1.0 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 58,848 : : Positions : : 42,578 38,773 2,423 2,785 11,610 400 4,425 75 660 275 715 : : : : Changes from: December 26, 2017 : : -1,280 -1,665 -425 -50 0 0 -500 0 -510 0 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 65.9 4.1 4.7 19.7 0.7 7.5 0.1 1.1 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 65,756 : : Positions : : 56,226 41,898 2,780 14,708 5,433 0 1,715 250 170 1,195 555 : : : : Changes from: December 26, 2017 : : -2,684 -2,641 0 -535 165 0 -210 0 -500 210 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 63.7 4.2 22.4 8.3 0.0 2.6 0.4 0.3 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 26 . . 4 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 75,580 : : Positions : : 47,688 57,995 22,905 13,495 3,165 50 0 0 1,346 450 375 : : : : Changes from: December 26, 2017 : : 1,159 22,849 840 200 0 -500 0 0 550 -21,000 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 76.7 30.3 17.9 4.2 0.1 0.0 0.0 1.8 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 25 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 98,307 : : Positions : : 61,526 62,812 28,950 29,055 5,200 200 0 0 2,391 1,050 40 : : : : Changes from: December 26, 2017 : : 440 22,040 400 200 0 -100 0 0 500 -21,000 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.9 29.4 29.6 5.3 0.2 0.0 0.0 2.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 32,237 : : Positions : : 21,087 28,327 6,925 0 3,820 0 0 0 400 0 0 : : : : Changes from: December 26, 2017 : : 0 250 250 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 87.9 21.5 0.0 11.8 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 33,835 : : Positions : : 26,850 27,590 855 670 5,095 150 0 0 750 405 75 : : : : Changes from: December 26, 2017 : : -465 -465 150 150 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 81.5 2.5 2.0 15.1 0.4 0.0 0.0 2.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,435 : : Positions : : 8,635 9,085 200 900 350 0 0 0 1,250 100 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 24,986 : : Positions : : 12,999 14,208 0 7,263 1,020 2,366 0 0 6,402 260 1,950 : : : : Changes from: December 26, 2017 : : 100 10 0 500 0 10 0 0 500 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 56.9 0.0 29.1 4.1 9.5 0.0 0.0 25.6 1.0 7.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 6,449 : : Positions : : 3,874 3,535 410 630 870 100 0 0 400 499 600 : : : : Changes from: December 26, 2017 : : 200 0 200 0 0 0 0 0 0 400 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 54.8 6.4 9.8 13.5 1.6 0.0 0.0 6.2 7.7 9.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 40,150 : : Positions : : 26,815 36,675 10,455 0 2,880 0 50 0 0 435 0 : : : : Changes from: December 26, 2017 : : 172 -253 -300 0 300 0 0 0 0 135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 91.3 26.0 0.0 7.2 0.0 0.1 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 23 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 44,055 : : Positions : : 39,350 28,955 1,565 13,645 645 100 0 0 1,340 515 65 : : : : Changes from: December 26, 2017 : : -975 -650 0 -275 30 0 0 0 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 65.7 3.6 31.0 1.5 0.2 0.0 0.0 3.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 46,593 : : Positions : : 35,732 35,670 8,703 9,730 623 0 0 0 1,275 0 80 : : : : Changes from: December 26, 2017 : : -5 20 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.6 18.7 20.9 1.3 0.0 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 53,545 : : Positions : : 40,617 38,491 8,984 11,105 2,049 0 0 0 1,895 1,900 0 : : : : Changes from: December 26, 2017 : : 110 135 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 71.9 16.8 20.7 3.8 0.0 0.0 0.0 3.5 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 85,479 : : Positions : : 75,080 75,764 7,541 6,583 1,588 0 0 0 62 259 1,027 : : : : Changes from: December 26, 2017 : : 1,530 2,058 175 -35 0 0 0 0 10 -308 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 88.6 8.8 7.7 1.9 0.0 0.0 0.0 0.1 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 110,049 : : Positions : : 94,609 94,597 10,079 8,292 1,734 0 454 6 1,939 3,381 1,272 : : : : Changes from: December 26, 2017 : : 902 1,077 95 -45 0 0 -65 0 -20 34 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 86.0 9.2 7.5 1.6 0.0 0.4 0.0 1.8 3.1 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 34,524 : : Positions : : 27,224 33,336 6,351 0 713 0 0 0 200 475 0 : : : : Changes from: December 26, 2017 : : 150 300 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 96.6 18.4 0.0 2.1 0.0 0.0 0.0 0.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 36,081 : : Positions : : 28,400 25,573 1,445 4,325 3,500 600 2,100 250 1,457 0 153 : : : : Changes from: December 26, 2017 : : 165 65 0 170 -110 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 70.9 4.0 12.0 9.7 1.7 5.8 0.7 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 40,925 : : Positions : : 21,103 33,425 7,532 2,310 3,385 6,455 0 500 1,355 1,200 100 : : : : Changes from: December 26, 2017 : : 20 -430 0 500 -500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 81.7 18.4 5.6 8.3 15.8 0.0 1.2 3.3 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 45,319 : : Positions : : 23,018 42,104 21,758 39 268 0 1,440 160 42 1,300 8 : : : : Changes from: December 26, 2017 : : 665 645 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 92.9 48.0 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 38,986 : : Positions : : 18,393 35,721 19,876 185 670 0 2,285 0 0 0 0 : : : : Changes from: December 26, 2017 : : 55 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 91.6 51.0 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 28,218 : : Positions : : 21,559 24,860 2,509 0 1,497 75 1,690 0 1,990 0 41 : : : : Changes from: December 26, 2017 : : -300 -275 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.1 8.9 0.0 5.3 0.3 6.0 0.0 7.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 0 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 22,710 : : Positions : : 19,188 20,008 901 905 762 0 595 320 1,259 0 0 : : : : Changes from: December 26, 2017 : : 100 70 -30 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 88.1 4.0 4.0 3.4 0.0 2.6 1.4 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 52,116 : : Positions : : 46,928 35,487 2,673 7,056 1,527 0 6,885 0 185 540 591 : : : : Changes from: December 26, 2017 : : 445 424 -66 -6 112 0 0 0 -5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 68.1 5.1 13.5 2.9 0.0 13.2 0.0 0.4 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 39,081 : : Positions : : 33,257 25,741 4,539 9,217 631 0 2,539 395 50 512 0 : : : : Changes from: December 26, 2017 : : -50 -50 -24 0 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 65.9 11.6 23.6 1.6 0.0 6.5 1.0 0.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 22,789 : : Positions : : 10,252 16,414 8,992 0 3,375 0 3,000 0 50 0 0 : : : : Changes from: December 26, 2017 : : -66 -924 -658 0 0 0 225 -225 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 72.0 39.5 0.0 14.8 0.0 13.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 14,940 : : Positions : : 7,255 14,415 5,455 0 505 270 0 0 1,270 0 0 : : : : Changes from: December 26, 2017 : : 50 0 -50 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 96.5 36.5 0.0 3.4 1.8 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 15,050 : : Positions : : 7,390 14,525 5,715 0 505 420 0 0 890 0 0 : : : : Changes from: December 26, 2017 : : 50 0 -50 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 96.5 38.0 0.0 3.4 2.8 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 19,180 : : Positions : : 17,640 5,290 510 3,900 180 0 9,535 0 320 0 0 : : : : Changes from: December 26, 2017 : : -1,020 0 0 0 0 0 0 0 160 -860 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 27.6 2.7 20.3 0.9 0.0 49.7 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 16,205 : : Positions : : 9,530 14,150 5,675 1,355 220 0 0 0 720 0 0 : : : : Changes from: December 26, 2017 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 87.3 35.0 8.4 1.4 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 18,315 : : Positions : : 11,025 14,670 6,350 3,005 160 0 0 0 720 0 0 : : : : Changes from: December 26, 2017 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 80.1 34.7 16.4 0.9 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 11,590 : : Positions : : 5,740 5,075 5,110 6,030 475 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 43.8 44.1 52.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 22,750 : : Positions : : 10,219 15,250 10,705 5,190 1,260 0 800 200 25 50 0 : : : : Changes from: December 26, 2017 : : 30 280 350 0 25 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 67.0 47.1 22.8 5.5 0.0 3.5 0.9 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 19,407 : : Positions : : 8,100 12,655 8,280 3,940 1,960 0 600 200 25 50 0 : : : : Changes from: December 26, 2017 : : 60 85 125 0 -190 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 65.2 42.7 20.3 10.1 0.0 3.1 1.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 8,320 : : Positions : : 6,875 5,885 0 1,540 750 660 25 0 0 0 0 : : : : Changes from: December 26, 2017 : : 0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 70.7 0.0 18.5 9.0 7.9 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 7,020 : : Positions : : 6,285 4,915 0 1,285 700 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : 0 50 0 -50 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 70.0 0.0 18.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 25,878 : : Positions : : 18,052 18,248 4,455 1,940 2,665 100 0 0 457 2,965 0 : : : : Changes from: December 26, 2017 : : 250 50 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 70.5 17.2 7.5 10.3 0.4 0.0 0.0 1.8 11.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 26,578 : : Positions : : 18,604 17,755 4,455 3,017 2,773 100 0 0 457 2,915 45 : : : : Changes from: December 26, 2017 : : 335 100 0 235 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 66.8 16.8 11.4 10.4 0.4 0.0 0.0 1.7 11.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 117,209 : : Positions : : 95,757 81,558 11,180 25,058 5,332 150 1,740 395 3,390 2,351 715 : : : : Changes from: December 26, 2017 : : 115 145 0 445 350 0 -475 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 69.6 9.5 21.4 4.5 0.1 1.5 0.3 2.9 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 27 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 133,589 : : Positions : : 112,436 90,330 10,615 26,276 5,147 300 8,446 880 3,395 2,065 135 : : : : Changes from: December 26, 2017 : : 1,477 1,305 0 -550 300 -25 697 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.6 7.9 19.7 3.9 0.2 6.3 0.7 2.5 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 34 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 255,856 : : Positions : : 166,466 186,829 8,135 0 36,049 20,606 5,507 7,063 3,903 7,250 13,048 : : : : Changes from: December 26, 2017 : : 2,259 7,042 272 0 1,185 -148 -1,365 -400 207 -3,134 556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 73.0 3.2 0.0 14.1 8.1 2.2 2.8 1.5 2.8 5.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 37 42 6 0 4 8 5 4 9 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 39,315 : : Positions : : 29,542 34,705 5,135 2,090 2,015 2,020 0 180 100 250 50 : : : : Changes from: December 26, 2017 : : 451 176 0 400 -330 125 0 -70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 88.3 13.1 5.3 5.1 5.1 0.0 0.5 0.3 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 37,530 : : Positions : : 28,317 34,155 4,285 850 2,190 2,360 0 10 100 300 0 : : : : Changes from: December 26, 2017 : : 441 166 0 400 -415 125 0 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 91.0 11.4 2.3 5.8 6.3 0.0 0.0 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . . . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 12,495 : : Positions : : 7,645 7,240 2,740 3,480 1,775 0 0 0 300 0 0 : : : : Changes from: December 26, 2017 : : 125 -175 -300 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 57.9 21.9 27.9 14.2 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F3 Open Interest is 12,330 : : Positions : : 6,225 6,690 4,140 4,005 1,630 0 0 0 300 0 0 : : : : Changes from: December 26, 2017 : : 125 -175 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 54.3 33.6 32.5 13.2 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 138,329 : : Positions : : 45,840 113,763 60,232 215 11,765 19,296 0 1,196 0 11,390 0 : : : : Changes from: December 26, 2017 : : -11,953 -14,593 -6,116 0 0 396 0 -396 0 -3,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 82.2 43.5 0.2 8.5 13.9 0.0 0.9 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 29,444 : : Positions : : 22,312 24,607 2,830 355 120 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 83.6 9.6 1.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 28,310 : : Positions : : 20,780 23,405 3,155 355 120 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 82.7 11.1 1.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 11,955 : : Positions : : 3,095 9,565 6,795 0 950 0 375 0 50 0 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 30,330 : : Positions : : 13,658 21,723 11,155 200 1,400 0 0 175 0 2,700 0 : : : : Changes from: December 26, 2017 : : 0 0 300 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 71.6 36.8 0.7 4.6 0.0 0.0 0.6 0.0 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 29,360 : : Positions : : 13,139 21,019 11,390 600 1,515 0 0 175 0 2,700 0 : : : : Changes from: December 26, 2017 : : 0 0 300 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 71.6 38.8 2.0 5.2 0.0 0.0 0.6 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 27,865 : : Positions : : 21,795 7,760 675 3,615 2,575 0 9,385 0 0 1,900 0 : : : : Changes from: December 26, 2017 : : 0 0 -150 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 27.8 2.4 13.0 9.2 0.0 33.7 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 28,370 : : Positions : : 22,355 8,320 650 4,530 2,575 0 9,085 0 0 1,260 0 : : : : Changes from: December 26, 2017 : : 0 0 -150 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 29.3 2.3 16.0 9.1 0.0 32.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 39,745 : : Positions : : 17,395 32,010 16,565 1,575 460 550 300 350 0 655 125 : : : : Changes from: December 26, 2017 : : -710 1,710 2,420 -400 0 0 300 0 -50 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 80.5 41.7 4.0 1.2 1.4 0.8 0.9 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 36,640 : : Positions : : 15,555 30,200 15,820 1,000 420 750 250 200 0 705 125 : : : : Changes from: December 26, 2017 : : -640 1,780 2,420 -400 0 -50 250 0 -50 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 82.4 43.2 2.7 1.1 2.0 0.7 0.5 0.0 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 22,165 : : Positions : : 16,345 9,835 0 325 3,435 0 6,070 0 0 0 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 22,380 : : Positions : : 16,680 11,860 0 5,295 1,635 50 430 50 100 25 50 : : : : Changes from: December 26, 2017 : : 290 0 0 70 -170 50 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 53.0 0.0 23.7 7.3 0.2 1.9 0.2 0.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 20,885 : : Positions : : 15,695 10,840 0 5,160 1,610 0 430 50 160 25 40 : : : : Changes from: December 26, 2017 : : 50 0 0 20 -120 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 51.9 0.0 24.7 7.7 0.0 2.1 0.2 0.8 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 38,535 : : Positions : : 24,820 11,595 0 24,905 0 10,680 725 0 1,800 100 0 : : : : Changes from: December 26, 2017 : : 150 0 0 875 -100 525 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 30.1 0.0 64.6 0.0 27.7 1.9 0.0 4.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 8 0 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 33,395 : : Positions : : 20,475 13,255 0 17,180 300 9,060 725 0 1,700 100 0 : : : : Changes from: December 26, 2017 : : 150 0 0 875 0 525 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 39.7 0.0 51.4 0.9 27.1 2.2 0.0 5.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 97,355 : : Positions : : 48,735 87,720 32,020 0 270 6,675 150 1,430 965 480 615 : : : : Changes from: December 26, 2017 : : -110 -2,110 -1,705 0 0 -225 50 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 90.1 32.9 0.0 0.3 6.9 0.2 1.5 1.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 86,180 : : Positions : : 46,270 76,940 24,155 0 750 6,825 200 1,190 275 340 585 : : : : Changes from: December 26, 2017 : : -350 -2,350 -1,755 0 0 -225 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 89.3 28.0 0.0 0.9 7.9 0.2 1.4 0.3 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 18,245 : : Positions : : 14,670 6,095 200 8,640 475 0 1,050 0 750 0 0 : : : : Changes from: December 26, 2017 : : 500 50 0 450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 33.4 1.1 47.4 2.6 0.0 5.8 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 18,745 : : Positions : : 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 48,800 : : Positions : : 35,575 30,695 0 1,455 4,800 0 2,825 525 0 600 0 : : : : Changes from: December 26, 2017 : : -490 -40 0 -450 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 62.9 0.0 3.0 9.8 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 2, 2018 : 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 30,135 : : Positions : : 19,105 17,605 45 1,465 4,080 400 0 225 0 600 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 58.4 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 5, 2018