Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 58,266 : : Positions : : 21,972 27,915 4,506 4,038 2,581 5,280 10,947 1,467 13,780 2,761 7,678 : : : : Changes from: September 19, 2017 : : 32 8 -131 565 65 34 -404 128 193 -291 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 47.9 7.7 6.9 4.4 9.1 18.8 2.5 23.7 4.7 13.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 14 . 4 4 . 6 6 11 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 8,510 : : Positions : : 1,379 5,255 717 1,712 0 880 704 240 4,670 21 250 : : : : Changes from: September 19, 2017 : : 39 54 0 60 0 0 0 0 140 5 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 61.8 8.4 20.1 0.0 10.3 8.3 2.8 54.9 0.2 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 7 . . 0 . . . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 1,690 : : Positions : : 345 914 391 7 65 295 134 166 54 29 370 : : : : Changes from: September 19, 2017 : : -48 -93 -5 2 3 -32 -8 -9 -19 -5 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 54.1 23.1 0.4 3.9 17.5 7.9 9.8 3.2 1.7 21.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 . . . . . 5 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 110,680 : : Positions : : 60,924 69,968 3,500 8,678 15,109 12,810 157 2,860 6,309 4,840 8,497 : : : : Changes from: September 19, 2017 : : 238 715 105 -26 -19 -49 6 -25 42 -380 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 63.2 3.2 7.8 13.7 11.6 0.1 2.6 5.7 4.4 7.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 36 . . 4 5 . 5 7 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 32,695 : : Positions : : 25,717 28,135 2,098 930 2,830 400 175 0 1,175 150 475 : : : : Changes from: September 19, 2017 : : 1,676 1,688 -513 125 163 0 -75 0 550 -25 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 86.1 6.4 2.8 8.7 1.2 0.5 0.0 3.6 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 16 . . . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 22,202 : : Positions : : 19,117 16,435 0 3,182 2,035 0 0 0 625 125 425 : : : : Changes from: September 19, 2017 : : -113 553 0 -450 370 0 0 0 -25 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 74.0 0.0 14.3 9.2 0.0 0.0 0.0 2.8 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 173,290 : : Positions : : 135,725 113,730 16,878 17,017 6,962 7,255 16,078 3,481 2,600 15,668 343 : : : : Changes from: September 19, 2017 : : 1,264 1,081 -982 -85 1,002 600 -60 0 55 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 65.6 9.7 9.8 4.0 4.2 9.3 2.0 1.5 9.0 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 35 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 55,863 : : Positions : : 43,077 33,204 8,180 11,910 1,471 763 6,375 1,200 825 1,373 325 : : : : Changes from: September 19, 2017 : : -229 -944 0 39 65 150 575 525 -250 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 59.4 14.6 21.3 2.6 1.4 11.4 2.1 1.5 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 21 . . . . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 56,126 : : Positions : : 43,360 40,030 2,317 2,520 9,211 200 3,300 300 150 25 360 : : : : Changes from: September 19, 2017 : : -560 540 1,000 0 -850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 71.3 4.1 4.5 16.4 0.4 5.9 0.5 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 63,153 : : Positions : : 53,721 43,706 2,060 12,923 4,929 0 665 210 1,865 450 170 : : : : Changes from: September 19, 2017 : : 4,421 6,351 0 -1,765 513 0 200 0 300 -100 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 69.2 3.3 20.5 7.8 0.0 1.1 0.3 3.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 65,261 : : Positions : : 41,881 28,832 19,210 15,915 2,955 0 0 0 1,070 17,400 0 : : : : Changes from: September 19, 2017 : : 885 1,335 -150 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 44.2 29.4 24.4 4.5 0.0 0.0 0.0 1.6 26.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 88,120 : : Positions : : 58,569 37,958 26,140 23,545 1,785 0 0 0 1,520 24,550 0 : : : : Changes from: September 19, 2017 : : 2,680 1,755 -75 700 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 43.1 29.7 26.7 2.0 0.0 0.0 0.0 1.7 27.9 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 33,036 : : Positions : : 23,524 27,321 4,065 0 4,875 0 800 0 400 0 0 : : : : Changes from: September 19, 2017 : : 745 735 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 82.7 12.3 0.0 14.8 0.0 2.4 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 16 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 36,085 : : Positions : : 29,085 31,497 2,670 1,455 2,470 500 420 0 1,225 0 75 : : : : Changes from: September 19, 2017 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 87.3 7.4 4.0 6.8 1.4 1.2 0.0 3.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 4 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 12,445 : : Positions : : 11,095 9,970 300 2,025 150 0 0 0 900 300 0 : : : : Changes from: September 19, 2017 : : 0 150 0 -50 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 80.1 2.4 16.3 1.2 0.0 0.0 0.0 7.2 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 19,691 : : Positions : : 15,606 12,224 0 3,960 830 1,200 1,032 0 1,300 800 550 : : : : Changes from: September 19, 2017 : : 555 405 0 300 -50 0 0 0 0 -150 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 62.1 0.0 20.1 4.2 6.1 5.2 0.0 6.6 4.1 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 10,990 : : Positions : : 9,090 8,765 450 850 760 0 50 25 0 120 280 : : : : Changes from: September 19, 2017 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 79.8 4.1 7.7 6.9 0.0 0.5 0.2 0.0 1.1 2.5 : : : : 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 26, 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 40,972 : : Positions : : 28,397 35,702 7,405 0 4,170 400 0 600 0 400 0 : : : : Changes from: September 19, 2017 : : 730 730 50 0 -75 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 87.1 18.1 0.0 10.2 1.0 0.0 1.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 47,241 : : Positions : : 41,260 32,261 1,710 11,259 2,101 0 300 0 1,800 1,200 50 : : : : Changes from: September 19, 2017 : : -900 1,122 0 -1,372 472 0 0 0 600 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 68.3 3.6 23.8 4.4 0.0 0.6 0.0 3.8 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 52,107 : : Positions : : 40,915 40,127 8,597 10,875 620 325 0 0 1,250 0 300 : : : : Changes from: September 19, 2017 : : 1,250 1,590 190 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 77.0 16.5 20.9 1.2 0.6 0.0 0.0 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 59,363 : : Positions : : 44,275 41,948 10,108 12,760 2,295 325 0 0 2,030 2,000 175 : : : : Changes from: September 19, 2017 : : 1,455 2,010 375 -30 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 70.7 17.0 21.5 3.9 0.5 0.0 0.0 3.4 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 73,041 : : Positions : : 70,024 63,802 897 6,645 1,581 0 0 0 155 377 321 : : : : Changes from: September 19, 2017 : : 2,395 2,320 0 -160 -122 0 0 0 0 225 -508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 87.4 1.2 9.1 2.2 0.0 0.0 0.0 0.2 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 95,335 : : Positions : : 82,201 80,352 2,561 6,895 3,086 3,430 403 74 2,196 2,565 1,666 : : : : Changes from: September 19, 2017 : : 2,660 1,674 220 475 -505 0 50 0 -280 386 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.3 2.7 7.2 3.2 3.6 0.4 0.1 2.3 2.7 1.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 29 . . . . 5 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 32,072 : : Positions : : 25,027 31,695 6,241 0 327 0 0 0 425 50 0 : : : : Changes from: September 19, 2017 : : 800 900 0 0 0 0 0 0 150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 98.8 19.5 0.0 1.0 0.0 0.0 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 41,231 : : Positions : : 32,980 28,942 2,785 2,935 4,020 0 4,730 120 863 25 214 : : : : Changes from: September 19, 2017 : : -270 -1,190 -750 190 750 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 70.2 6.8 7.1 9.7 0.0 11.5 0.3 2.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 41,062 : : Positions : : 25,431 31,514 6,218 2,155 3,868 1,550 150 1,800 1,670 1,400 50 : : : : Changes from: September 19, 2017 : : -305 -590 -310 75 10 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 76.7 15.1 5.2 9.4 3.8 0.4 4.4 4.1 3.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 39,795 : : Positions : : 19,942 34,913 19,428 1,592 40 0 1,490 275 25 1,330 15 : : : : Changes from: September 19, 2017 : : 330 920 1,390 25 0 0 0 0 25 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 87.7 48.8 4.0 0.1 0.0 3.7 0.7 0.1 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 34,120 : : Positions : : 16,310 30,440 16,990 1,063 242 0 2,200 140 350 0 0 : : : : Changes from: September 19, 2017 : : 0 25 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 89.2 49.8 3.1 0.7 0.0 6.4 0.4 1.0 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 26, 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 27,555 : : Positions : : 20,968 24,194 2,512 182 2,194 75 730 10 1,228 0 184 : : : : Changes from: September 19, 2017 : : 1,721 1,496 -185 0 101 0 50 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.8 9.1 0.7 8.0 0.3 2.6 0.0 4.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 22,271 : : Positions : : 19,137 18,955 904 2,457 393 685 0 300 736 25 1 : : : : Changes from: September 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 85.1 4.1 11.0 1.8 3.1 0.0 1.3 3.3 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 26, 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 50,735 : : Positions : : 43,053 29,778 1,936 8,641 2,795 1,200 8,976 254 1,070 107 175 : : : : Changes from: September 19, 2017 : : 1,454 2,266 -861 -1,231 1,041 0 338 6 795 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 58.7 3.8 17.0 5.5 2.4 17.7 0.5 2.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 24 . 4 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 36,117 : : Positions : : 28,730 20,560 4,744 10,515 1,158 1,200 3,530 0 30 350 0 : : : : Changes from: September 19, 2017 : : 1,615 2,455 -55 -1,500 318 0 600 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 56.9 13.1 29.1 3.2 3.3 9.8 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 22,461 : : Positions : : 12,492 14,186 5,620 0 3,675 0 3,850 650 0 100 0 : : : : Changes from: September 19, 2017 : : 125 750 625 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 63.2 25.0 0.0 16.4 0.0 17.1 2.9 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 12,374 : : Positions : : 9,668 6,199 1,205 4,575 1,500 0 0 0 0 100 0 : : : : Changes from: September 19, 2017 : : -26 -1 50 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 50.1 9.7 37.0 12.1 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 26, 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 17,990 : : Positions : : 8,645 17,325 7,150 0 645 405 0 0 705 0 0 : : : : Changes from: September 19, 2017 : : -50 1,300 1,350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 96.3 39.7 0.0 3.6 2.3 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 18,310 : : Positions : : 9,360 17,615 7,435 0 620 305 0 55 235 0 0 : : : : Changes from: September 19, 2017 : : -60 1,300 1,360 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 96.2 40.6 0.0 3.4 1.7 0.0 0.3 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 727,769 : : Positions : : 474,336 330,200 6,103 90,727 129,370 188 72,359 17,188 12,595 0 87,906 : : : : Changes from: September 19, 2017 : : 19,874 -22,365 1 42,421 -25,911 20 -456 -145 -295 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 45.4 0.8 12.5 17.8 0.0 9.9 2.4 1.7 0.0 12.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . . . . 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 10,005 : : Positions : : 6,385 4,530 2,535 4,420 1,055 0 0 0 25 0 0 : : : : Changes from: September 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 45.3 25.3 44.2 10.5 0.0 0.0 0.0 0.2 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 26, 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 23,715 : : Positions : : 9,414 15,775 11,445 6,090 1,570 730 25 50 360 125 0 : : : : Changes from: September 19, 2017 : : 897 -1,420 -2,300 -275 345 105 0 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 66.5 48.3 25.7 6.6 3.1 0.1 0.2 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 22,095 : : Positions : : 7,942 14,355 9,900 4,890 2,545 730 25 50 360 125 0 : : : : Changes from: September 19, 2017 : : 260 -1,420 -2,300 -275 305 105 0 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 65.0 44.8 22.1 11.5 3.3 0.1 0.2 1.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 26, 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 22,773 : : Positions : : 18,339 13,584 925 6,590 2,470 450 0 0 435 100 29 : : : : Changes from: September 19, 2017 : : 195 150 -75 -30 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 59.6 4.1 28.9 10.8 2.0 0.0 0.0 1.9 0.4 0.1 : : : : 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 26, 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 23,912 : : Positions : : 19,068 14,773 755 5,895 3,065 450 0 0 409 150 29 : : : : Changes from: September 19, 2017 : : 195 150 -75 -30 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 61.8 3.2 24.7 12.8 1.9 0.0 0.0 1.7 0.6 0.1 : : : : 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 26, 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 114,932 : : Positions : : 104,117 78,840 4,400 21,242 5,275 75 4,502 80 190 4,215 750 : : : : Changes from: September 19, 2017 : : 3,203 1,114 -305 1,673 460 0 105 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 68.6 3.8 18.5 4.6 0.1 3.9 0.1 0.2 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 25 . . 5 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 352 MWh : CFTC Code #0643DC Open Interest is 128,803 : : Positions : : 120,293 91,393 2,350 22,964 4,465 300 4,982 360 448 4,060 542 : : : : Changes from: September 19, 2017 : : 6,038 3,861 -350 1,500 289 0 360 295 68 25 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 71.0 1.8 17.8 3.5 0.2 3.9 0.3 0.3 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 30 . . 4 . 4 . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 229,131 : : Positions : : 150,017 146,882 7,866 12,139 16,896 27,843 8,857 8,584 7,704 25,508 10,139 : : : : Changes from: September 19, 2017 : : 3,810 9,379 878 -4,760 3,522 1,052 564 538 -330 231 1,165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 64.1 3.4 5.3 7.4 12.2 3.9 3.7 3.4 11.1 4.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 40 40 4 . 4 6 8 4 9 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 44,154 : : Positions : : 33,156 35,979 6,140 5,745 1,970 1,355 300 115 1,090 0 0 : : : : Changes from: September 19, 2017 : : -1,735 95 600 -1,230 -520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 81.5 13.9 13.0 4.5 3.1 0.7 0.3 2.5 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 26, 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 40,794 : : Positions : : 30,761 35,589 5,165 2,295 2,460 1,080 275 130 915 0 0 : : : : Changes from: September 19, 2017 : : -1,570 260 600 -1,230 -435 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 87.2 12.7 5.6 6.0 2.6 0.7 0.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 203,159 : : Positions : : 122,928 120,324 4,694 30,780 47,249 22,483 0 4,647 936 0 159 : : : : Changes from: September 19, 2017 : : -884 -4,033 -3,870 -823 1,114 -87 0 -206 -14 0 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 59.2 2.3 15.2 23.3 11.1 0.0 2.3 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 34,119 : : Positions : : 26,602 29,612 3,460 430 770 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 15 50 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 86.8 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: 22 : : 16 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 32,280 : : Positions : : 24,615 27,420 3,615 430 615 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 10 45 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 84.9 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: 21 : : 14 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 33,084 : : Positions : : 17,946 24,981 9,880 710 1,910 0 450 0 0 1,650 0 : : : : Changes from: September 19, 2017 : : -1,340 2,260 1,800 -1,800 950 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 75.5 29.9 2.1 5.8 0.0 1.4 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 31,375 : : Positions : : 17,064 23,499 9,860 1,210 1,910 0 450 0 0 1,650 0 : : : : Changes from: September 19, 2017 : : -1,375 2,225 1,800 -1,800 950 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 74.9 31.4 3.9 6.1 0.0 1.4 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 36,385 : : Positions : : 29,760 9,790 1,075 8,125 500 0 10,220 0 200 3,150 0 : : : : Changes from: September 19, 2017 : : -2,150 -350 0 -2,100 430 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 26.9 3.0 22.3 1.4 0.0 28.1 0.0 0.5 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 36,915 : : Positions : : 30,350 10,510 950 9,725 500 0 9,520 0 200 1,995 0 : : : : Changes from: September 19, 2017 : : -2,100 -300 0 -2,100 430 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 28.5 2.6 26.3 1.4 0.0 25.8 0.0 0.5 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 41,455 : : Positions : : 16,555 35,635 21,010 1,125 635 825 0 375 150 1,800 75 : : : : Changes from: September 19, 2017 : : -315 -975 -585 0 0 100 0 -100 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 86.0 50.7 2.7 1.5 2.0 0.0 0.9 0.4 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 38,815 : : Positions : : 14,930 33,940 20,540 625 490 825 0 375 150 1,900 75 : : : : Changes from: September 19, 2017 : : -315 -1,075 -685 0 0 100 0 -100 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 87.4 52.9 1.6 1.3 2.1 0.0 1.0 0.4 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 19, 2017 : : 0 0 0 0 0 0 0 0 0 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 26, 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 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 26, 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 20,990 : : Positions : : 17,765 10,575 0 7,265 0 0 130 50 0 390 205 : : : : Changes from: September 19, 2017 : : 205 75 0 55 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 50.4 0.0 34.6 0.0 0.0 0.6 0.2 0.0 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 20,410 : : Positions : : 17,440 10,365 0 7,280 0 0 130 50 50 225 265 : : : : Changes from: September 19, 2017 : : 205 75 0 55 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 50.8 0.0 35.7 0.0 0.0 0.6 0.2 0.2 1.1 1.3 : : : : 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 September 26, 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 37,395 : : Positions : : 25,795 14,075 0 20,910 0 9,815 575 275 350 425 0 : : : : Changes from: September 19, 2017 : : -500 -50 0 -95 0 255 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 37.6 0.0 55.9 0.0 26.2 1.5 0.7 0.9 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 30,115 : : Positions : : 21,090 13,840 0 13,340 0 6,625 575 250 350 335 0 : : : : Changes from: September 19, 2017 : : -550 -100 0 -170 0 180 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 46.0 0.0 44.3 0.0 22.0 1.9 0.8 1.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 105,560 : : Positions : : 53,365 91,640 24,735 0 1,955 9,485 125 775 4,590 350 280 : : : : Changes from: September 19, 2017 : : 2,400 530 -1,785 0 75 -55 0 110 -30 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 86.8 23.4 0.0 1.9 9.0 0.1 0.7 4.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 94,285 : : Positions : : 51,685 82,110 16,950 0 1,855 10,705 50 665 3,230 350 250 : : : : Changes from: September 19, 2017 : : 2,225 470 -1,755 -10 10 20 0 0 -30 0 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 87.1 18.0 0.0 2.0 11.4 0.1 0.7 3.4 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 18,800 : : Positions : : 14,835 8,295 0 6,860 610 50 750 0 900 0 0 : : : : Changes from: September 19, 2017 : : -90 0 0 360 -165 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 44.1 0.0 36.5 3.2 0.3 4.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 18,810 : : Positions : : 14,345 10,200 0 6,895 750 0 0 0 2,550 0 0 : : : : Changes from: September 19, 2017 : : -15 0 0 360 -75 0 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 54.2 0.0 36.7 4.0 0.0 0.0 0.0 13.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 50,810 : : Positions : : 37,690 33,495 890 1,905 4,360 0 2,850 600 0 450 0 : : : : Changes from: September 19, 2017 : : 250 75 75 -300 165 0 100 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 65.9 1.8 3.7 8.6 0.0 5.6 1.2 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 32,875 : : Positions : : 23,200 20,015 160 2,165 3,970 0 1,000 150 0 300 0 : : : : Changes from: September 19, 2017 : : 0 0 0 -300 300 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 60.9 0.5 6.6 12.1 0.0 3.0 0.5 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . 0 . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 29, 2017