Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 45,791 : : Positions : : 10,289 30,976 7,678 866 283 7,096 3,270 692 13,150 3,409 5,022 : : : : Changes from: January 16, 2018 : : -7 116 451 0 0 -105 -443 132 -248 368 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 67.6 16.8 1.9 0.6 15.5 7.1 1.5 28.7 7.4 11.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 11 4 . . . 5 4 9 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 4,993 : : Positions : : 663 2,627 15 1,100 69 790 285 45 1,829 0 667 : : : : Changes from: January 16, 2018 : : -55 155 0 -5 0 15 0 0 205 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 52.6 0.3 22.0 1.4 15.8 5.7 0.9 36.6 0.0 13.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 7 . . . . . . 7 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 88,547 : : Positions : : 51,004 54,852 5,405 8,673 14,283 9,811 4 1,580 1,497 4,677 4,058 : : : : Changes from: January 16, 2018 : : 1,810 1,783 348 765 324 146 -3 176 265 -3 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 61.9 6.1 9.8 16.1 11.1 0.0 1.8 1.7 5.3 4.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 30 . . . 6 . 6 4 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 36,848 : : Positions : : 29,886 29,351 0 3,305 2,687 500 300 0 3,025 275 750 : : : : Changes from: January 16, 2018 : : 715 907 0 -402 260 0 75 0 50 125 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 79.7 0.0 9.0 7.3 1.4 0.8 0.0 8.2 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 0 . . . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 24,634 : : Positions : : 22,509 14,202 0 8,022 325 0 0 0 900 1,185 900 : : : : Changes from: January 16, 2018 : : -542 33 0 625 -60 0 0 0 500 -700 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 57.7 0.0 32.6 1.3 0.0 0.0 0.0 3.7 4.8 3.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 170,765 : : Positions : : 135,527 123,353 17,393 13,727 4,812 6,583 14,618 2,346 2,236 10,250 1,575 : : : : Changes from: January 16, 2018 : : 3,835 2,559 -1,624 -206 600 260 -870 -210 -110 850 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 72.2 10.2 8.0 2.8 3.9 8.6 1.4 1.3 6.0 0.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 34 32 4 . 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 56,505 : : Positions : : 40,279 27,858 9,305 13,443 3,596 791 9,725 559 1,350 700 625 : : : : Changes from: January 16, 2018 : : 1,118 592 200 2,201 -1,684 325 -1,550 175 -300 100 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 49.3 16.5 23.8 6.4 1.4 17.2 1.0 2.4 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 . . . . 4 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 37,045 : : Positions : : 31,290 16,430 5,755 19,565 0 0 450 0 0 600 0 : : : : Changes from: January 16, 2018 : : 1,800 1,750 100 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 44.4 15.5 52.8 0.0 0.0 1.2 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 53,961 : : Positions : : 38,501 36,412 3,440 2,735 9,305 400 4,400 0 1,340 100 825 : : : : Changes from: January 16, 2018 : : -161 -561 -125 0 -550 0 0 0 -275 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 67.5 6.4 5.1 17.2 0.7 8.2 0.0 2.5 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 61,834 : : Positions : : 51,602 40,896 2,725 12,695 5,075 715 1,530 125 890 905 480 : : : : Changes from: January 16, 2018 : : 554 1,899 0 -715 55 715 -50 0 0 -45 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 66.1 4.4 20.5 8.2 1.2 2.5 0.2 1.4 1.5 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 27 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 77,137 : : Positions : : 50,407 59,102 21,235 13,655 3,320 750 0 0 630 85 765 : : : : Changes from: January 16, 2018 : : -340 385 605 0 155 150 0 0 -5 25 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 76.6 27.5 17.7 4.3 1.0 0.0 0.0 0.8 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 103,249 : : Positions : : 68,539 68,489 26,840 28,805 5,270 750 0 0 1,295 0 555 : : : : Changes from: January 16, 2018 : : 888 923 280 100 60 100 0 0 -245 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 66.3 26.0 27.9 5.1 0.7 0.0 0.0 1.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 31,160 : : Positions : : 20,300 27,535 7,415 0 3,140 0 0 0 300 0 0 : : : : Changes from: January 16, 2018 : : 225 285 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 88.4 23.8 0.0 10.1 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 33,590 : : Positions : : 27,490 26,980 530 1,365 4,675 0 0 0 450 390 90 : : : : Changes from: January 16, 2018 : : -20 -365 -170 185 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 80.3 1.6 4.1 13.9 0.0 0.0 0.0 1.3 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 24,471 : : Positions : : 11,219 13,998 0 6,293 1,020 2,261 0 0 7,430 668 2,202 : : : : Changes from: January 16, 2018 : : 166 63 -150 161 150 255 0 0 -60 60 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 57.2 0.0 25.7 4.2 9.2 0.0 0.0 30.4 2.7 9.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 38,886 : : Positions : : 25,706 35,896 10,725 0 2,430 0 50 0 25 410 0 : : : : Changes from: January 16, 2018 : : 180 240 60 0 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 92.3 27.6 0.0 6.2 0.0 0.1 0.0 0.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 43,185 : : Positions : : 39,410 28,155 1,320 13,535 585 0 0 0 665 565 215 : : : : Changes from: January 16, 2018 : : 136 546 0 -400 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 65.2 3.1 31.3 1.4 0.0 0.0 0.0 1.5 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 42,315 : : Positions : : 32,618 32,627 7,474 8,885 623 0 0 0 1,360 0 10 : : : : Changes from: January 16, 2018 : : -12 358 0 0 0 0 0 0 80 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 77.1 17.7 21.0 1.5 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 49,324 : : Positions : : 37,948 35,465 7,647 9,940 2,049 0 0 0 1,680 1,700 0 : : : : Changes from: January 16, 2018 : : 263 288 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 71.9 15.5 20.2 4.2 0.0 0.0 0.0 3.4 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 80,747 : : Positions : : 69,889 71,094 8,352 6,702 1,245 0 0 0 0 423 1,055 : : : : Changes from: January 16, 2018 : : -2,071 -1,373 107 0 -28 0 0 0 -25 -611 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 88.0 10.3 8.3 1.5 0.0 0.0 0.0 0.0 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 109,936 : : Positions : : 94,612 94,860 11,128 9,264 1,371 35 984 40 1,890 2,520 552 : : : : Changes from: January 16, 2018 : : 1,708 1,580 549 415 -155 35 447 0 -187 -375 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 86.3 10.1 8.4 1.2 0.0 0.9 0.0 1.7 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 23 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 32,386 : : Positions : : 25,411 31,211 5,926 0 975 0 50 0 50 150 0 : : : : Changes from: January 16, 2018 : : 25 25 -25 0 75 0 50 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 96.4 18.3 0.0 3.0 0.0 0.2 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 34,175 : : Positions : : 26,750 23,595 1,100 4,230 3,685 600 2,100 250 1,400 0 125 : : : : Changes from: January 16, 2018 : : 435 300 0 50 -50 0 0 0 -85 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.0 3.2 12.4 10.8 1.8 6.1 0.7 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 39,241 : : Positions : : 20,691 31,161 6,020 2,210 3,965 6,230 0 500 1,180 1,200 200 : : : : Changes from: January 16, 2018 : : 478 248 0 150 330 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 79.4 15.3 5.6 10.1 15.9 0.0 1.3 3.0 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 42,515 : : Positions : : 20,545 39,381 21,603 0 125 0 1,600 0 92 1,300 4 : : : : Changes from: January 16, 2018 : : -29 -40 29 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 92.6 50.8 0.0 0.3 0.0 3.8 0.0 0.2 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 37,164 : : Positions : : 17,010 34,329 19,839 70 310 0 2,260 0 0 0 0 : : : : Changes from: January 16, 2018 : : -140 -65 15 -135 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 92.4 53.4 0.2 0.8 0.0 6.1 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- Options and Futures Combined Positions as of January 23, 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 28,453 : : Positions : : 22,160 25,535 2,762 200 1,193 0 1,525 0 1,801 0 0 : : : : Changes from: January 16, 2018 : : 930 890 0 200 4 0 -75 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 89.7 9.7 0.7 4.2 0.0 5.4 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 4 . . 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 23,097 : : Positions : : 20,045 20,965 376 745 587 0 345 320 1,180 0 0 : : : : Changes from: January 16, 2018 : : 965 1,080 80 30 15 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 90.8 1.6 3.2 2.5 0.0 1.5 1.4 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 49,167 : : Positions : : 44,143 34,167 2,690 6,992 1,374 30 5,759 41 266 378 415 : : : : Changes from: January 16, 2018 : : 2 -254 -133 13 103 0 317 -192 20 -172 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 69.5 5.5 14.2 2.8 0.1 11.7 0.1 0.5 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 37,875 : : Positions : : 31,506 25,501 4,655 8,684 640 50 2,018 607 0 385 0 : : : : Changes from: January 16, 2018 : : -209 260 454 15 -82 0 -52 52 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.3 12.3 22.9 1.7 0.1 5.3 1.6 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 13,835 : : Positions : : 6,580 13,285 5,050 0 530 225 0 0 1,235 0 0 : : : : Changes from: January 16, 2018 : : 0 -25 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 96.0 36.5 0.0 3.8 1.6 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 13,935 : : Positions : : 6,810 13,385 5,350 0 530 225 0 0 875 0 0 : : : : Changes from: January 16, 2018 : : 0 -25 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 96.1 38.4 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- Options and Futures Combined Positions as of January 23, 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 269,861 : : Positions : : 218,996 137,469 510 65,127 17,770 0 10,409 19,223 0 6,756 12,852 : : : : Changes from: January 16, 2018 : : 3,207 3,061 0 659 -549 0 -393 -886 0 -119 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 50.9 0.2 24.1 6.6 0.0 3.9 7.1 0.0 2.5 4.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 16,880 : : Positions : : 10,300 13,310 5,765 2,940 160 0 0 0 425 0 0 : : : : Changes from: January 16, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 78.9 34.2 17.4 0.9 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 22,955 : : Positions : : 9,734 16,855 11,485 3,910 1,240 0 825 75 50 50 0 : : : : Changes from: January 16, 2018 : : 270 2,450 980 -1,200 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 73.4 50.0 17.0 5.4 0.0 3.6 0.3 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 20,365 : : Positions : : 7,440 14,325 9,235 2,710 2,580 0 625 75 50 50 0 : : : : Changes from: January 16, 2018 : : 120 2,300 980 -1,200 590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 70.3 45.3 13.3 12.7 0.0 3.1 0.4 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 8 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 16, 2018 : : 75 0 0 75 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- Options and Futures Combined Positions as of January 23, 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 16, 2018 : : 75 0 0 75 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- Options and Futures Combined Positions as of January 23, 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 25,238 : : Positions : : 18,005 16,437 3,155 2,515 3,260 0 0 0 444 2,940 0 : : : : Changes from: January 16, 2018 : : 1,815 145 -1,250 470 700 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 65.1 12.5 10.0 12.9 0.0 0.0 0.0 1.8 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 25,658 : : Positions : : 18,355 15,768 3,155 3,685 3,225 0 0 0 444 2,890 45 : : : : Changes from: January 16, 2018 : : 1,715 145 -1,250 370 700 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 61.5 12.3 14.4 12.6 0.0 0.0 0.0 1.7 11.3 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 116,435 : : Positions : : 95,381 81,294 10,850 25,358 4,832 0 885 920 3,300 1,951 867 : : : : Changes from: January 16, 2018 : : 1,030 1,975 0 -765 -60 -100 -75 125 0 -165 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 69.8 9.3 21.8 4.1 0.0 0.8 0.8 2.8 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 25 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 130,759 : : Positions : : 110,217 91,065 10,460 26,518 4,428 385 5,091 930 3,668 1,925 406 : : : : Changes from: January 16, 2018 : : 1,107 2,823 0 -735 90 -25 -935 50 303 0 271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.6 8.0 20.3 3.4 0.3 3.9 0.7 2.8 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 24 . 4 . . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 262,970 : : Positions : : 177,901 197,971 2,578 1,325 37,089 19,983 3,962 6,724 7,305 4,667 10,816 : : : : Changes from: January 16, 2018 : : 10,252 2,553 -6,412 625 2,111 -1,840 -1,393 -79 -111 182 1,008 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 75.3 1.0 0.5 14.1 7.6 1.5 2.6 2.8 1.8 4.1 : : : : Number of Traders in Each Category Total Traders: 87 : : 37 41 4 . 4 8 6 9 15 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 36,830 : : Positions : : 26,692 32,760 5,305 630 2,430 1,435 75 635 0 250 25 : : : : Changes from: January 16, 2018 : : 205 -1,020 -545 630 285 -75 25 75 0 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 88.9 14.4 1.7 6.6 3.9 0.2 1.7 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 35,035 : : Positions : : 25,537 31,730 4,510 0 2,485 1,700 50 470 0 250 25 : : : : Changes from: January 16, 2018 : : 55 -1,145 -1,175 0 715 -75 0 75 0 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 90.6 12.9 0.0 7.1 4.9 0.1 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 16, 2018 : : 0 600 300 0 0 0 0 0 300 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- Options and Futures Combined Positions as of January 23, 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 16, 2018 : : 0 600 300 0 0 0 0 0 300 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- Options and Futures Combined Positions as of January 23, 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 193,417 : : Positions : : 81,485 132,347 49,492 8,767 39,680 20,739 0 1,715 0 10,602 306 : : : : Changes from: January 16, 2018 : : -1,665 973 -901 -3,205 -778 -315 0 -9 0 -649 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 68.4 25.6 4.5 20.5 10.7 0.0 0.9 0.0 5.5 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 12 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 29,273 : : Positions : : 13,212 20,642 10,930 200 1,225 50 0 125 0 2,900 0 : : : : Changes from: January 16, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 70.5 37.3 0.7 4.2 0.2 0.0 0.4 0.0 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 27,957 : : Positions : : 12,186 19,586 11,130 430 1,515 50 0 125 0 2,900 0 : : : : Changes from: January 16, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 70.1 39.8 1.5 5.4 0.2 0.0 0.4 0.0 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 26,375 : : Positions : : 20,075 6,845 475 2,400 3,000 0 9,985 0 0 1,490 0 : : : : Changes from: January 16, 2018 : : 280 -320 0 300 -300 0 600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 26.0 1.8 9.1 11.4 0.0 37.9 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 26,790 : : Positions : : 20,530 7,255 475 3,295 3,000 0 9,835 0 0 790 0 : : : : Changes from: January 16, 2018 : : 275 -325 0 300 -300 0 600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 27.1 1.8 12.3 11.2 0.0 36.7 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 39,275 : : Positions : : 15,885 33,135 17,600 0 745 625 375 225 0 630 75 : : : : Changes from: January 16, 2018 : : 825 2,125 550 -775 150 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 84.4 44.8 0.0 1.9 1.6 1.0 0.6 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 36,965 : : Positions : : 14,125 31,315 17,580 0 595 825 325 75 0 680 75 : : : : Changes from: January 16, 2018 : : 650 1,850 1,050 -175 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 84.7 47.6 0.0 1.6 2.2 0.9 0.2 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 19,785 : : Positions : : 14,835 8,205 0 1,390 2,370 0 5,315 0 0 0 0 : : : : Changes from: January 16, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 41.5 0.0 7.0 12.0 0.0 26.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 22,985 : : Positions : : 17,040 12,135 0 5,900 1,420 200 430 50 300 0 0 : : : : Changes from: January 16, 2018 : : 420 1,075 0 -175 -190 150 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 52.8 0.0 25.7 6.2 0.9 1.9 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 20,780 : : Positions : : 14,930 10,370 0 5,815 1,360 150 430 50 500 0 0 : : : : Changes from: January 16, 2018 : : -320 305 0 -175 -225 150 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 49.9 0.0 28.0 6.5 0.7 2.1 0.2 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 37,140 : : Positions : : 24,525 10,915 0 23,850 0 9,540 700 0 1,375 0 0 : : : : Changes from: January 16, 2018 : : 120 25 0 25 0 30 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 29.4 0.0 64.2 0.0 25.7 1.9 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 32,590 : : Positions : : 20,780 12,800 0 16,885 185 8,205 700 0 1,375 0 0 : : : : Changes from: January 16, 2018 : : 125 25 0 0 185 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 39.3 0.0 51.8 0.6 25.2 2.1 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 93,935 : : Positions : : 46,060 82,110 27,650 0 920 8,445 0 1,665 825 825 570 : : : : Changes from: January 16, 2018 : : 615 -915 -2,575 0 770 1,545 0 155 0 500 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 87.4 29.4 0.0 1.0 9.0 0.0 1.8 0.9 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 86,335 : : Positions : : 44,770 72,780 20,245 0 1,100 8,510 0 1,315 125 825 540 : : : : Changes from: January 16, 2018 : : 2,250 925 -2,400 0 650 1,575 0 50 0 500 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 84.3 23.4 0.0 1.3 9.9 0.0 1.5 0.1 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 21 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 16, 2018 : : 0 0 0 0 0 100 0 0 -100 0 75 : : : : 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- Options and Futures Combined Positions as of January 23, 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 47,805 : : Positions : : 34,495 28,850 0 2,195 4,425 0 2,950 500 0 500 100 : : : : Changes from: January 16, 2018 : : 200 0 0 200 -175 0 100 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 60.3 0.0 4.6 9.3 0.0 6.2 1.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 19 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 30,060 : : Positions : : 17,010 15,480 190 1,540 3,860 300 0 225 0 600 0 : : : : Changes from: January 16, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 51.5 0.6 5.1 12.8 1.0 0.0 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 26, 2018