Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 42,721 : : Positions : : 9,935 29,228 6,975 858 422 6,716 3,229 664 12,516 2,893 4,251 : : : : Changes from: January 23, 2018 : : -354 -1,748 -703 -8 139 -380 -41 -28 -634 -516 -771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 68.4 16.3 2.0 1.0 15.7 7.6 1.6 29.3 6.8 10.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 9 4 . . . 5 5 9 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 4,865 : : Positions : : 866 2,227 65 873 29 805 300 30 1,591 435 574 : : : : Changes from: January 23, 2018 : : 203 -400 50 -227 -40 15 15 -15 -238 435 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 45.8 1.3 17.9 0.6 16.5 6.2 0.6 32.7 8.9 11.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 6 . . . . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 65,513 : : Positions : : 39,612 44,509 6,755 10,217 5,359 10,016 40 109 2,613 4,832 84 : : : : Changes from: January 23, 2018 : : 276 1,004 980 880 0 260 40 -40 540 240 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.9 10.3 15.6 8.2 15.3 0.1 0.2 4.0 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 24 . . . 6 . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 37,683 : : Positions : : 29,609 30,167 348 3,260 2,466 400 300 0 3,775 225 1,025 : : : : Changes from: January 23, 2018 : : 28 918 348 158 -221 -100 0 0 750 -50 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 80.1 0.9 8.7 6.5 1.1 0.8 0.0 10.0 0.6 2.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . . . . . 0 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 25,727 : : Positions : : 22,942 14,585 0 7,897 560 0 0 0 1,100 1,560 1,125 : : : : Changes from: January 23, 2018 : : 570 520 0 -125 235 0 0 0 200 375 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 56.7 0.0 30.7 2.2 0.0 0.0 0.0 4.3 6.1 4.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 0 . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 175,766 : : Positions : : 140,048 129,741 16,759 11,789 5,242 7,118 14,627 2,406 2,288 10,280 1,538 : : : : Changes from: January 23, 2018 : : 4,521 6,388 -634 -1,938 430 535 9 60 52 30 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 73.8 9.5 6.7 3.0 4.0 8.3 1.4 1.3 5.8 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 32 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 59,112 : : Positions : : 42,401 30,215 9,380 14,111 3,431 995 9,425 730 1,600 625 575 : : : : Changes from: January 23, 2018 : : 2,293 2,372 75 825 -150 204 -300 171 250 -75 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 51.1 15.9 23.9 5.8 1.7 15.9 1.2 2.7 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 18 . . . 4 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 53,059 : : Positions : : 38,579 34,874 2,900 3,355 8,920 400 4,750 0 1,340 200 775 : : : : Changes from: January 23, 2018 : : 78 -1,538 -540 620 -385 0 350 0 0 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 65.7 5.5 6.3 16.8 0.8 9.0 0.0 2.5 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 63,947 : : Positions : : 53,312 42,319 2,740 13,152 5,293 540 1,615 160 1,185 890 510 : : : : Changes from: January 23, 2018 : : 1,710 1,423 15 457 218 -175 85 35 295 -15 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 66.2 4.3 20.6 8.3 0.8 2.5 0.3 1.9 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 27 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 78,567 : : Positions : : 51,582 60,022 21,570 14,225 3,260 750 0 0 630 150 700 : : : : Changes from: January 23, 2018 : : 1,175 920 335 570 -60 0 0 0 0 65 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 76.4 27.5 18.1 4.1 1.0 0.0 0.0 0.8 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 105,659 : : Positions : : 70,179 69,694 27,385 30,045 5,235 1,025 0 0 1,280 0 555 : : : : Changes from: January 23, 2018 : : 1,640 1,205 545 1,240 -35 275 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 66.0 25.9 28.4 5.0 1.0 0.0 0.0 1.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 31,183 : : Positions : : 20,623 27,558 7,075 0 3,140 0 0 0 340 0 0 : : : : Changes from: January 23, 2018 : : 323 23 -340 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 88.4 22.7 0.0 10.1 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 14 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 33,985 : : Positions : : 27,860 27,755 1,130 1,350 4,390 0 0 0 450 390 90 : : : : Changes from: January 23, 2018 : : 370 775 600 -15 -285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 81.7 3.3 4.0 12.9 0.0 0.0 0.0 1.3 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 25,672 : : Positions : : 12,263 14,809 0 6,518 1,020 2,361 0 0 7,480 868 2,152 : : : : Changes from: January 23, 2018 : : 1,044 811 0 225 0 100 0 0 50 200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 57.7 0.0 25.4 4.0 9.2 0.0 0.0 29.1 3.4 8.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 0 . . . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 39,211 : : Positions : : 26,281 36,001 10,225 0 2,680 0 50 0 25 380 0 : : : : Changes from: January 23, 2018 : : 575 105 -500 0 250 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 91.8 26.1 0.0 6.8 0.0 0.1 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 43,580 : : Positions : : 39,515 29,035 1,320 12,705 845 0 0 0 605 560 305 : : : : Changes from: January 23, 2018 : : 105 880 0 -830 260 0 0 0 -60 -5 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 66.6 3.0 29.2 1.9 0.0 0.0 0.0 1.4 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 43,705 : : Positions : : 33,963 33,517 7,494 9,385 623 0 0 0 1,375 0 10 : : : : Changes from: January 23, 2018 : : 1,345 890 20 500 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 76.7 17.1 21.5 1.4 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 51,027 : : Positions : : 40,081 36,448 7,272 10,740 1,969 0 0 0 1,705 1,700 0 : : : : Changes from: January 23, 2018 : : 2,133 983 -375 800 -80 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 71.4 14.3 21.0 3.9 0.0 0.0 0.0 3.3 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 82,638 : : Positions : : 71,461 72,632 8,325 6,412 1,268 0 0 0 0 733 1,363 : : : : Changes from: January 23, 2018 : : 1,572 1,538 -27 -290 23 0 0 0 0 310 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 87.9 10.1 7.8 1.5 0.0 0.0 0.0 0.0 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 113,090 : : Positions : : 97,648 96,604 11,025 9,124 1,376 60 1,094 45 1,335 3,254 1,273 : : : : Changes from: January 23, 2018 : : 3,036 1,744 -103 -140 5 25 110 5 -555 734 721 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 85.4 9.7 8.1 1.2 0.1 1.0 0.0 1.2 2.9 1.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 32,686 : : Positions : : 25,411 31,586 5,976 0 900 0 50 0 225 0 150 : : : : Changes from: January 23, 2018 : : 0 375 50 0 -75 0 0 0 175 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 96.6 18.3 0.0 2.8 0.0 0.2 0.0 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 34,550 : : Positions : : 26,945 24,355 1,325 4,335 3,190 950 2,100 250 1,490 0 130 : : : : Changes from: January 23, 2018 : : 195 760 225 105 -495 350 0 0 90 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 70.5 3.8 12.5 9.2 2.7 6.1 0.7 4.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 39,641 : : Positions : : 20,816 31,686 6,420 2,235 3,840 6,230 0 500 1,475 1,200 180 : : : : Changes from: January 23, 2018 : : 125 525 400 25 -125 0 0 0 295 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 79.9 16.2 5.6 9.7 15.7 0.0 1.3 3.7 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 44,595 : : Positions : : 20,819 41,462 23,468 0 125 0 1,600 0 92 1,300 4 : : : : Changes from: January 23, 2018 : : 274 2,081 1,865 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 93.0 52.6 0.0 0.3 0.0 3.6 0.0 0.2 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 37,454 : : Positions : : 17,300 34,619 19,839 70 310 0 2,260 0 0 0 0 : : : : Changes from: January 23, 2018 : : 290 290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 92.4 53.0 0.2 0.8 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 29,754 : : Positions : : 23,148 26,907 2,654 200 1,222 50 1,425 0 2,146 0 0 : : : : Changes from: January 23, 2018 : : 988 1,372 -108 0 29 50 -100 0 345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 90.4 8.9 0.7 4.1 0.2 4.8 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 4 . . . . 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 24,039 : : Positions : : 20,975 21,985 351 655 594 0 345 320 1,180 0 0 : : : : Changes from: January 23, 2018 : : 930 1,020 -25 -90 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 91.5 1.5 2.7 2.5 0.0 1.4 1.3 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 48,651 : : Positions : : 43,661 34,044 2,822 6,844 1,255 55 5,685 0 266 378 415 : : : : Changes from: January 23, 2018 : : -237 -59 132 -148 -119 25 107 -32 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 70.0 5.8 14.1 2.6 0.1 11.7 0.0 0.5 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 37,851 : : Positions : : 31,239 25,707 4,860 8,514 520 25 1,868 807 0 384 1 : : : : Changes from: January 23, 2018 : : -267 206 205 -170 -120 -25 -150 200 0 -1 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 67.9 12.8 22.5 1.4 0.1 4.9 2.1 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 13,810 : : Positions : : 6,780 13,260 4,965 0 530 225 0 0 1,235 0 0 : : : : Changes from: January 23, 2018 : : 200 -25 -85 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 96.0 36.0 0.0 3.8 1.6 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 13,910 : : Positions : : 6,860 13,360 5,275 0 530 225 0 0 875 0 0 : : : : Changes from: January 23, 2018 : : 50 -25 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 96.0 37.9 0.0 3.8 1.6 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 18,705 : : Positions : : 11,225 15,510 6,665 2,565 160 0 0 0 425 0 0 : : : : Changes from: January 23, 2018 : : 925 2,200 900 -375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 82.9 35.6 13.7 0.9 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 23,005 : : Positions : : 9,889 16,830 11,400 3,910 1,340 0 825 75 50 25 0 : : : : Changes from: January 23, 2018 : : 155 -25 -85 0 100 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 73.2 49.6 17.0 5.8 0.0 3.6 0.3 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 20,415 : : Positions : : 7,603 14,300 9,125 2,710 2,680 0 625 75 50 25 0 : : : : Changes from: January 23, 2018 : : 163 -25 -110 0 100 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 70.0 44.7 13.3 13.1 0.0 3.1 0.4 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 7,340 : : Positions : : 6,110 4,915 0 1,765 550 660 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.0 0.0 24.0 7.5 9.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 6,440 : : Positions : : 5,900 4,295 0 1,515 520 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 66.7 0.0 23.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 26,628 : : Positions : : 18,795 17,668 3,155 2,105 3,860 0 0 0 444 2,940 0 : : : : Changes from: January 23, 2018 : : 790 1,231 0 -410 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 66.4 11.8 7.9 14.5 0.0 0.0 0.0 1.7 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 27,003 : : Positions : : 19,090 16,913 3,155 3,275 3,825 0 0 0 444 2,890 45 : : : : Changes from: January 23, 2018 : : 735 1,145 0 -410 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 62.6 11.7 12.1 14.2 0.0 0.0 0.0 1.6 10.7 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 117,527 : : Positions : : 95,907 81,713 10,850 25,573 5,300 0 885 920 3,359 1,925 883 : : : : Changes from: January 23, 2018 : : 526 419 0 215 468 0 0 0 59 -26 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.5 9.2 21.8 4.5 0.0 0.8 0.8 2.9 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 26 . 4 5 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 132,276 : : Positions : : 111,508 91,231 10,460 26,659 4,628 310 6,101 930 3,769 1,925 396 : : : : Changes from: January 23, 2018 : : 1,291 166 0 141 200 -75 1,010 0 101 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.0 7.9 20.2 3.5 0.2 4.6 0.7 2.8 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 26 . 4 . . 5 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 260,068 : : Positions : : 177,905 199,530 2,978 1,576 35,109 21,002 3,661 4,531 8,761 6,013 9,436 : : : : Changes from: January 23, 2018 : : 4,624 9,231 859 -2,451 2,280 1,142 -301 -644 1,225 1,346 -625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 76.7 1.1 0.6 13.5 8.1 1.4 1.7 3.4 2.3 3.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 37 40 4 4 5 9 4 8 16 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 36,925 : : Positions : : 26,812 32,565 5,305 1,020 2,405 1,510 75 560 0 250 25 : : : : Changes from: January 23, 2018 : : 120 -195 0 390 -25 75 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 88.2 14.4 2.8 6.5 4.1 0.2 1.5 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 35,115 : : Positions : : 25,682 31,485 4,405 285 2,525 1,700 50 470 0 250 25 : : : : Changes from: January 23, 2018 : : 145 -245 -105 285 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.7 12.5 0.8 7.2 4.8 0.1 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 12,630 : : Positions : : 7,315 7,655 2,810 3,070 1,905 0 0 0 600 0 0 : : : : Changes from: January 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 60.6 22.2 24.3 15.1 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 12,450 : : Positions : : 6,005 7,180 4,245 3,670 1,600 0 0 0 600 0 0 : : : : Changes from: January 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 57.7 34.1 29.5 12.9 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 138,929 : : Positions : : 47,110 115,158 58,077 215 13,250 19,296 0 1,196 0 9,110 0 : : : : Changes from: January 23, 2018 : : 640 -360 0 0 0 0 0 0 0 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 82.9 41.8 0.2 9.5 13.9 0.0 0.9 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 30,908 : : Positions : : 12,969 22,079 12,320 200 1,575 50 0 125 0 2,900 0 : : : : Changes from: January 23, 2018 : : -243 1,437 1,390 0 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 71.4 39.9 0.6 5.1 0.2 0.0 0.4 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 28,667 : : Positions : : 11,946 20,006 11,390 200 2,095 50 0 125 0 2,900 0 : : : : Changes from: January 23, 2018 : : -240 420 260 -230 580 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 69.8 39.7 0.7 7.3 0.2 0.0 0.4 0.0 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 26,875 : : Positions : : 20,735 6,760 475 3,220 2,930 0 9,985 0 0 1,415 15 : : : : Changes from: January 23, 2018 : : 660 -85 0 820 -70 0 0 0 0 -75 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 25.2 1.8 12.0 10.9 0.0 37.2 0.0 0.0 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 27,340 : : Positions : : 21,215 7,170 475 4,115 2,930 0 9,860 0 0 715 15 : : : : Changes from: January 23, 2018 : : 685 -85 0 820 -70 0 25 0 0 -75 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 26.2 1.7 15.1 10.7 0.0 36.1 0.0 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 39,610 : : Positions : : 16,055 33,330 17,150 0 745 725 0 375 0 630 75 : : : : Changes from: January 23, 2018 : : 170 195 -450 0 0 100 -375 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 84.1 43.3 0.0 1.9 1.8 0.0 0.9 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 37,060 : : Positions : : 14,245 31,750 17,180 0 595 975 0 200 0 680 75 : : : : Changes from: January 23, 2018 : : 120 435 -400 0 0 150 -325 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 85.7 46.4 0.0 1.6 2.6 0.0 0.5 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 19,885 : : Positions : : 14,885 8,205 0 1,490 2,270 0 5,315 0 0 130 50 : : : : Changes from: January 23, 2018 : : 50 0 0 100 -100 0 0 0 0 130 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 41.3 0.0 7.5 11.4 0.0 26.7 0.0 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 7 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 19,420 : : Positions : : 13,645 8,400 0 515 2,645 0 4,855 0 0 130 50 : : : : Changes from: January 23, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 43.3 0.0 2.7 13.6 0.0 25.0 0.0 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 7 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 23,855 : : Positions : : 17,600 12,210 0 6,460 1,645 200 380 100 475 0 0 : : : : Changes from: January 23, 2018 : : 560 75 0 560 225 0 -50 50 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 51.2 0.0 27.1 6.9 0.8 1.6 0.4 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 21,715 : : Positions : : 15,590 10,520 0 6,325 1,660 150 430 50 500 0 0 : : : : Changes from: January 23, 2018 : : 660 150 0 510 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 48.4 0.0 29.1 7.6 0.7 2.0 0.2 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 37,020 : : Positions : : 24,980 10,615 0 24,105 0 9,090 700 0 1,325 0 0 : : : : Changes from: January 23, 2018 : : 455 -300 0 255 0 -450 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 28.7 0.0 65.1 0.0 24.6 1.9 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 32,315 : : Positions : : 21,055 12,500 0 16,910 115 7,705 700 75 1,325 0 0 : : : : Changes from: January 23, 2018 : : 275 -300 0 25 -70 -500 0 75 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 38.7 0.0 52.3 0.4 23.8 2.2 0.2 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 96,545 : : Positions : : 45,335 84,595 30,855 0 920 8,370 0 1,890 825 745 560 : : : : Changes from: January 23, 2018 : : -725 2,485 3,205 0 0 -75 0 225 0 -80 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 87.6 32.0 0.0 1.0 8.7 0.0 2.0 0.9 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 89,030 : : Positions : : 44,465 75,505 23,120 0 1,100 8,560 0 1,515 125 720 530 : : : : Changes from: January 23, 2018 : : -305 2,725 2,875 0 0 50 0 200 0 -105 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 84.8 26.0 0.0 1.2 9.6 0.0 1.7 0.1 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 23 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 18,190 : : Positions : : 13,795 5,725 200 7,525 1,065 100 1,650 0 625 0 75 : : : : Changes from: January 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 31.5 1.1 41.4 5.9 0.5 9.1 0.0 3.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 17,660 : : Positions : : 13,425 7,185 200 8,265 1,090 0 175 0 1,775 0 0 : : : : Changes from: January 23, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 40.7 1.1 46.8 6.2 0.0 1.0 0.0 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 48,055 : : Positions : : 34,650 29,105 0 2,095 4,505 0 2,950 500 0 500 100 : : : : Changes from: January 23, 2018 : : 155 255 0 -100 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 60.6 0.0 4.4 9.4 0.0 6.1 1.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 30, 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 31,540 : : Positions : : 17,630 16,100 190 1,515 3,860 275 0 225 0 600 0 : : : : Changes from: January 23, 2018 : : 620 620 0 -25 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 51.0 0.6 4.8 12.2 0.9 0.0 0.7 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 2, 2018