Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 58,219 : : Positions : : 21,011 27,322 4,642 3,180 2,873 6,184 11,452 1,215 13,740 3,971 7,447 : : : : Changes from: September 5, 2017 : : 708 647 150 -87 90 -380 -285 204 173 310 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 46.9 8.0 5.5 4.9 10.6 19.7 2.1 23.6 6.8 12.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 14 . 4 4 . 5 6 11 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 8,266 : : Positions : : 1,400 5,111 692 1,652 0 955 704 240 4,360 16 265 : : : : Changes from: September 5, 2017 : : -230 -65 10 65 0 15 0 0 155 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 61.8 8.4 20.0 0.0 11.6 8.5 2.9 52.7 0.2 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 7 . . 0 . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 1,657 : : Positions : : 333 925 358 9 65 287 135 158 120 30 332 : : : : Changes from: September 5, 2017 : : 11 13 12 -1 -1 1 12 18 -1 -1 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 55.8 21.6 0.5 3.9 17.3 8.1 9.6 7.3 1.8 20.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 8 . . . . . 5 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 109,813 : : Positions : : 60,883 69,513 3,377 8,678 15,202 12,886 156 2,707 6,125 5,043 7,965 : : : : Changes from: September 5, 2017 : : -4,710 -4,290 -40 -1,116 85 -1,236 -253 127 -141 -1,500 -584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 63.3 3.1 7.9 13.8 11.7 0.1 2.5 5.6 4.6 7.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 35 . . 4 6 . 6 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 30,912 : : Positions : : 24,199 26,532 2,613 855 2,550 400 250 0 600 175 550 : : : : Changes from: September 5, 2017 : : 627 175 -126 275 286 0 0 0 -150 -100 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 85.8 8.5 2.8 8.2 1.3 0.8 0.0 1.9 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 17 . . . . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 21,454 : : Positions : : 19,240 15,067 0 4,257 1,265 0 0 0 450 150 475 : : : : Changes from: September 5, 2017 : : 425 -250 0 475 -300 0 0 0 -200 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 70.2 0.0 19.8 5.9 0.0 0.0 0.0 2.1 0.7 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 171,719 : : Positions : : 134,497 110,815 17,833 17,165 6,189 6,690 17,518 3,481 2,680 16,228 313 : : : : Changes from: September 5, 2017 : : -6,413 -2,416 -2,994 -4,254 2,138 300 -405 -414 245 -2 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 64.5 10.4 10.0 3.6 3.9 10.2 2.0 1.6 9.5 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 36 . . . . 4 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 55,639 : : Positions : : 43,048 34,779 8,755 11,719 1,488 577 5,775 675 725 848 350 : : : : Changes from: September 5, 2017 : : -1,933 -1,576 230 -935 -32 -24 550 0 -525 -298 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 62.5 15.7 21.1 2.7 1.0 10.4 1.2 1.3 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 21 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 56,261 : : Positions : : 44,010 39,680 1,377 2,520 9,761 200 3,300 300 150 25 360 : : : : Changes from: September 5, 2017 : : -1,685 -2,195 -168 -180 118 150 75 -225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 70.5 2.4 4.5 17.3 0.4 5.9 0.5 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 58,159 : : Positions : : 49,785 37,970 2,060 14,588 4,146 0 585 150 1,615 450 40 : : : : Changes from: September 5, 2017 : : -2,560 -2,456 0 293 -205 0 -650 0 -100 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 65.3 3.5 25.1 7.1 0.0 1.0 0.3 2.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 63,391 : : Positions : : 39,871 26,362 19,375 16,515 2,955 0 0 0 775 17,400 0 : : : : Changes from: September 5, 2017 : : -3,308 -2,885 -580 -790 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 41.6 30.6 26.1 4.7 0.0 0.0 0.0 1.2 27.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 84,625 : : Positions : : 55,009 35,320 26,230 22,845 1,785 0 0 0 1,255 24,400 0 : : : : Changes from: September 5, 2017 : : -4,552 -3,827 -745 -1,060 0 0 0 0 0 -650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 41.7 31.0 27.0 2.1 0.0 0.0 0.0 1.5 28.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,147 : : Positions : : 22,709 26,372 4,075 0 4,875 0 800 0 400 0 0 : : : : Changes from: September 5, 2017 : : -1,305 -1,487 -195 0 -180 0 -50 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 82.0 12.7 0.0 15.2 0.0 2.5 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 17 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 36,415 : : Positions : : 29,740 31,927 2,520 1,355 2,470 500 420 0 1,050 0 75 : : : : Changes from: September 5, 2017 : : -911 -1,379 -185 -80 -55 -125 420 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 87.7 6.9 3.7 6.8 1.4 1.2 0.0 2.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 12,565 : : Positions : : 11,315 9,840 300 2,275 150 0 0 0 800 300 0 : : : : Changes from: September 5, 2017 : : -1,300 -1,200 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 78.3 2.4 18.1 1.2 0.0 0.0 0.0 6.4 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 16,846 : : Positions : : 13,761 10,679 0 2,710 880 400 1,032 0 1,300 950 300 : : : : Changes from: September 5, 2017 : : -3,716 -2,385 0 -675 -10 -100 -200 0 -350 -906 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 63.4 0.0 16.1 5.2 2.4 6.1 0.0 7.7 5.6 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,090 : : Positions : : 8,290 7,865 450 950 660 0 50 25 0 120 280 : : : : Changes from: September 5, 2017 : : -650 -960 0 125 -125 -125 50 -50 -50 -30 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 77.9 4.5 9.4 6.5 0.0 0.5 0.2 0.0 1.2 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,013 : : Positions : : 27,413 34,718 7,355 0 4,245 400 0 600 0 350 0 : : : : Changes from: September 5, 2017 : : -1,945 -1,980 130 0 -580 -250 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 86.8 18.4 0.0 10.6 1.0 0.0 1.5 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 46,141 : : Positions : : 41,445 30,311 1,485 12,569 1,691 0 300 0 1,200 1,200 0 : : : : Changes from: September 5, 2017 : : -1,903 -2,585 -370 432 -232 0 125 0 125 -100 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 65.7 3.2 27.2 3.7 0.0 0.7 0.0 2.6 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 49,947 : : Positions : : 39,055 37,982 8,407 11,025 620 225 0 0 1,250 0 300 : : : : Changes from: September 5, 2017 : : -1,965 -2,731 -526 -710 0 -75 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 76.0 16.8 22.1 1.2 0.5 0.0 0.0 2.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 56,238 : : Positions : : 41,775 38,958 9,733 12,790 2,295 225 0 0 1,880 2,000 175 : : : : Changes from: September 5, 2017 : : -2,825 -3,280 -500 -590 0 -75 0 0 10 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 69.3 17.3 22.7 4.1 0.4 0.0 0.0 3.3 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 70,140 : : Positions : : 66,883 59,526 897 6,320 2,123 0 0 0 155 1,847 19 : : : : Changes from: September 5, 2017 : : -3,778 -4,272 -630 -142 143 0 0 0 -55 10 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 84.9 1.3 9.0 3.0 0.0 0.0 0.0 0.2 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 92,313 : : Positions : : 78,851 77,556 3,266 6,160 2,739 3,430 353 74 2,286 3,601 1,551 : : : : Changes from: September 5, 2017 : : -6,543 -6,077 -928 -497 293 -10 81 -81 70 -1,115 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 84.0 3.5 6.7 3.0 3.7 0.4 0.1 2.5 3.9 1.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 30 . . . . 4 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 30,372 : : Positions : : 23,777 30,045 5,941 0 327 0 0 0 275 0 0 : : : : Changes from: September 5, 2017 : : -1,748 -2,600 -985 0 -38 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 98.9 19.6 0.0 1.1 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 41,406 : : Positions : : 32,960 30,412 3,805 2,745 3,140 0 4,650 0 943 25 189 : : : : Changes from: September 5, 2017 : : -2,030 -1,861 -400 0 260 0 0 0 -142 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 73.4 9.2 6.6 7.6 0.0 11.2 0.0 2.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 42,012 : : Positions : : 25,731 32,519 6,798 2,080 3,858 1,550 0 1,800 1,770 1,400 50 : : : : Changes from: September 5, 2017 : : -3,030 -2,610 83 0 -83 -250 0 0 -425 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 77.4 16.2 5.0 9.2 3.7 0.0 4.3 4.2 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 36,626 : : Positions : : 18,548 32,649 17,678 1,567 40 0 1,490 275 0 330 15 : : : : Changes from: September 5, 2017 : : -1,779 -1,517 620 -38 40 0 -335 110 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 89.1 48.3 4.3 0.1 0.0 4.1 0.8 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 32,008 : : Positions : : 15,410 28,015 15,790 1,388 230 0 2,200 140 350 0 0 : : : : Changes from: September 5, 2017 : : -1,288 -740 665 -85 0 0 -100 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 87.5 49.3 4.3 0.7 0.0 6.9 0.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 25,292 : : Positions : : 18,105 22,471 3,277 182 1,744 75 680 15 1,223 0 149 : : : : Changes from: September 5, 2017 : : -2,300 -2,753 -795 0 -39 0 -145 0 59 -50 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 88.8 13.0 0.7 6.9 0.3 2.7 0.1 4.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 20,676 : : Positions : : 18,127 18,035 904 1,752 423 80 0 300 736 25 1 : : : : Changes from: September 5, 2017 : : -190 -277 -160 -339 0 -110 0 0 -23 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 87.2 4.4 8.5 2.0 0.4 0.0 1.5 3.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 48,285 : : Positions : : 41,645 27,326 2,352 9,697 2,049 1,200 8,604 252 385 187 150 : : : : Changes from: September 5, 2017 : : -802 643 875 820 -792 -80 -608 -4 -245 -544 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 56.6 4.9 20.1 4.2 2.5 17.8 0.5 0.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 32,407 : : Positions : : 26,367 19,067 3,944 10,020 606 1,200 2,360 0 35 350 0 : : : : Changes from: September 5, 2017 : : -1,434 -672 504 726 21 -150 -780 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 58.8 12.2 30.9 1.9 3.7 7.3 0.0 0.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,346 : : Positions : : 12,542 13,161 4,545 0 3,585 0 3,850 650 0 100 0 : : : : Changes from: September 5, 2017 : : 789 1,239 450 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 61.7 21.3 0.0 16.8 0.0 18.0 3.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 12,375 : : Positions : : 9,694 6,200 1,155 4,550 1,525 0 0 0 0 100 0 : : : : Changes from: September 5, 2017 : : 0 225 0 -225 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 50.1 9.3 36.8 12.3 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 16,685 : : Positions : : 8,495 16,075 6,050 0 590 405 0 0 705 0 0 : : : : Changes from: September 5, 2017 : : -30 -770 -525 0 -75 5 0 -5 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 96.3 36.3 0.0 3.5 2.4 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 17,035 : : Positions : : 9,220 16,365 6,325 0 595 305 0 55 235 0 0 : : : : Changes from: September 5, 2017 : : -1,240 -905 -80 0 0 305 -100 -305 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 96.1 37.1 0.0 3.5 1.8 0.0 0.3 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 722,377 : : Positions : : 449,569 346,969 6,100 42,145 161,555 0 77,660 15,748 11,141 37 78,181 : : : : Changes from: September 5, 2017 : : -4,884 -3,932 -1,545 -456 -733 0 -3,430 433 -1,436 -25 -896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 48.0 0.8 5.8 22.4 0.0 10.8 2.2 1.5 0.0 10.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 9,860 : : Positions : : 6,115 4,530 2,730 4,420 910 0 0 0 25 0 0 : : : : Changes from: September 5, 2017 : : -660 -280 -70 -630 45 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 45.9 27.7 44.8 9.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 24,520 : : Positions : : 7,642 16,875 14,270 6,390 1,055 625 25 50 310 100 0 : : : : Changes from: September 5, 2017 : : -944 -2,315 -1,210 -80 0 -25 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 68.8 58.2 26.1 4.3 2.5 0.1 0.2 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 22,985 : : Positions : : 7,082 15,505 12,525 5,215 2,065 625 25 50 310 100 0 : : : : Changes from: September 5, 2017 : : -403 -1,670 -905 95 -105 -25 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 67.5 54.5 22.7 9.0 2.7 0.1 0.2 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 10,785 : : Positions : : 8,055 8,895 1,835 810 695 0 325 0 0 0 0 : : : : Changes from: September 5, 2017 : : -670 -1,080 -115 40 -115 0 -50 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 82.5 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 22,775 : : Positions : : 18,728 13,813 1,050 6,550 2,275 450 0 0 110 100 37 : : : : Changes from: September 5, 2017 : : -1,478 -1,215 155 -60 -255 -150 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 60.6 4.6 28.8 10.0 2.0 0.0 0.0 0.5 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 23,908 : : Positions : : 19,461 15,006 880 5,855 2,860 450 0 0 84 150 37 : : : : Changes from: September 5, 2017 : : -2,041 -1,414 685 205 -995 -150 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 62.8 3.7 24.5 12.0 1.9 0.0 0.0 0.4 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 110,579 : : Positions : : 100,459 76,401 4,705 21,329 4,200 75 4,397 80 490 3,625 525 : : : : Changes from: September 5, 2017 : : -5,055 -2,915 -480 -1,660 715 50 -145 -50 0 10 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 69.1 4.3 19.3 3.8 0.1 4.0 0.1 0.4 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 27 . . 5 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 1 MW : CFTC Code #0643DC Open Interest is 121,431 : : Positions : : 113,655 86,242 2,725 23,069 3,586 300 4,622 65 705 3,470 350 : : : : Changes from: September 5, 2017 : : -7,380 -4,272 -730 -1,593 565 25 -365 -305 125 -615 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 71.0 2.2 19.0 3.0 0.2 3.8 0.1 0.6 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 32 . . 4 . 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 221,888 : : Positions : : 152,323 141,192 5,659 16,942 13,751 28,043 8,015 7,373 6,698 26,468 7,910 : : : : Changes from: September 5, 2017 : : -6,901 -7,564 776 1,703 -753 -249 -322 -2,970 288 -172 718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 63.6 2.6 7.6 6.2 12.6 3.6 3.3 3.0 11.9 3.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 43 42 4 . 4 6 7 4 6 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 45,659 : : Positions : : 34,711 36,674 5,440 5,745 2,800 1,355 300 115 910 0 0 : : : : Changes from: September 5, 2017 : : -575 -1,150 -840 265 -420 -85 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 80.3 11.9 12.6 6.1 3.0 0.7 0.3 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 41,834 : : Positions : : 31,936 35,869 4,465 2,330 3,205 1,080 275 130 735 0 0 : : : : Changes from: September 5, 2017 : : -860 -710 5 555 -495 -25 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 85.7 10.7 5.6 7.7 2.6 0.7 0.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 211,507 : : Positions : : 127,191 126,168 8,934 33,492 46,760 22,490 0 4,893 982 0 194 : : : : Changes from: September 5, 2017 : : -1,661 -185 -81 -1,505 902 19 0 -39 33 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 59.7 4.2 15.8 22.1 10.6 0.0 2.3 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 33,827 : : Positions : : 26,292 29,387 3,425 430 770 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -1,320 -2,780 -1,405 -25 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 86.9 10.1 1.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 31,945 : : Positions : : 24,375 27,265 3,580 430 615 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -1,260 -2,950 -1,250 -25 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 85.3 11.2 1.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 30,864 : : Positions : : 18,616 22,346 7,780 2,510 960 0 450 0 0 1,050 0 : : : : Changes from: September 5, 2017 : : -667 -1,502 -820 -175 0 0 -50 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 72.4 25.2 8.1 3.1 0.0 1.5 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 29,650 : : Positions : : 18,144 21,274 7,760 3,010 960 0 450 0 0 1,050 0 : : : : Changes from: September 5, 2017 : : -561 -1,266 -705 -170 0 0 -50 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 71.8 26.2 10.2 3.2 0.0 1.5 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 37,355 : : Positions : : 31,860 10,440 1,075 9,975 70 100 9,920 0 200 3,150 0 : : : : Changes from: September 5, 2017 : : -2,160 -445 -150 -415 0 0 -965 0 0 -595 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 27.9 2.9 26.7 0.2 0.3 26.6 0.0 0.5 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 37,860 : : Positions : : 32,350 11,060 950 11,575 70 100 9,220 0 200 1,995 0 : : : : Changes from: September 5, 2017 : : -2,200 -390 -100 -920 0 0 -590 0 0 -495 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 29.2 2.5 30.6 0.2 0.3 24.4 0.0 0.5 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 41,450 : : Positions : : 16,870 36,430 21,595 1,125 635 725 0 475 150 1,805 0 : : : : Changes from: September 5, 2017 : : -660 -2,725 -2,135 0 0 0 0 -25 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.9 52.1 2.7 1.5 1.7 0.0 1.1 0.4 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 38,875 : : Positions : : 15,185 34,835 21,285 625 490 725 0 475 150 1,905 0 : : : : Changes from: September 5, 2017 : : -440 -1,870 -1,230 75 -75 -25 0 -25 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 89.6 54.8 1.6 1.3 1.9 0.0 1.2 0.4 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 26,840 : : Positions : : 17,560 16,185 7,330 475 1,080 0 8,310 0 0 0 0 : : : : Changes from: September 5, 2017 : : -1,410 -1,655 -890 50 -75 0 -755 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 60.3 27.3 1.8 4.0 0.0 31.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 25,270 : : Positions : : 15,395 15,630 8,180 550 980 0 7,475 0 0 0 0 : : : : Changes from: September 5, 2017 : : -1,080 -1,400 -840 50 -50 0 -455 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 61.9 32.4 2.2 3.9 0.0 29.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 20,500 : : Positions : : 17,525 10,315 0 7,360 0 0 130 50 0 315 205 : : : : Changes from: September 5, 2017 : : -1,335 -700 0 -1,155 0 -25 0 0 -500 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 50.3 0.0 35.9 0.0 0.0 0.6 0.2 0.0 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 20,000 : : Positions : : 17,260 10,165 0 7,375 0 0 130 50 50 150 265 : : : : Changes from: September 5, 2017 : : -1,265 -675 0 -935 0 -25 0 0 -325 35 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 50.8 0.0 36.9 0.0 0.0 0.7 0.3 0.3 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 0 . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 36,535 : : Positions : : 25,795 14,755 0 19,175 0 8,910 625 225 250 425 0 : : : : Changes from: September 5, 2017 : : -1,085 -1,257 0 -778 -100 -920 -25 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 40.4 0.0 52.5 0.0 24.4 1.7 0.6 0.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 29,080 : : Positions : : 20,885 14,315 0 11,630 0 5,795 675 175 250 335 0 : : : : Changes from: September 5, 2017 : : -1,145 -435 0 -610 0 70 0 0 -25 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 49.2 0.0 40.0 0.0 19.9 2.3 0.6 0.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 102,400 : : Positions : : 50,635 89,975 24,820 0 1,880 10,340 225 665 4,800 350 20 : : : : Changes from: September 5, 2017 : : -5,232 -6,130 -218 0 -220 -765 -50 0 55 0 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 87.9 24.2 0.0 1.8 10.1 0.2 0.6 4.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 91,675 : : Positions : : 49,420 80,885 17,145 10 1,845 11,435 150 665 3,440 350 0 : : : : Changes from: September 5, 2017 : : -2,345 -4,485 -1,360 -320 -50 -1,080 -25 0 -45 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 88.2 18.7 0.0 2.0 12.5 0.2 0.7 3.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 18,630 : : Positions : : 14,940 8,490 0 6,320 775 50 750 0 450 0 0 : : : : Changes from: September 5, 2017 : : -880 -600 0 -365 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 45.6 0.0 33.9 4.2 0.3 4.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 18,770 : : Positions : : 14,315 10,275 0 6,415 945 0 0 0 2,175 0 0 : : : : Changes from: September 5, 2017 : : -800 -235 0 -820 485 -50 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 54.7 0.0 34.2 5.0 0.0 0.0 0.0 11.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 50,615 : : Positions : : 37,615 33,375 815 2,325 4,195 0 2,850 600 0 0 0 : : : : Changes from: September 5, 2017 : : -1,095 -1,305 -35 -25 0 0 25 -25 -50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 65.9 1.6 4.6 8.3 0.0 5.6 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : 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 32,920 : : Positions : : 23,800 20,495 160 2,585 3,620 0 1,000 150 0 0 0 : : : : Changes from: September 5, 2017 : : -1,145 -1,205 145 75 -220 0 -175 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 62.3 0.5 7.9 11.0 0.0 3.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 15, 2017