Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 48,119 : : Positions : : 13,433 24,982 4,356 2,207 2,153 4,241 7,074 1,252 14,492 2,974 6,878 : : : : Changes from: November 14, 2017 : : -387 -148 182 8 -7 240 -140 -205 -14 174 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 51.9 9.1 4.6 4.5 8.8 14.7 2.6 30.1 6.2 14.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 12 . . 4 . 5 5 12 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 6,089 : : Positions : : 637 3,338 446 1,485 0 645 407 150 3,498 0 353 : : : : Changes from: November 14, 2017 : : 70 245 45 -25 0 -130 30 -15 275 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 54.8 7.3 24.4 0.0 10.6 6.7 2.5 57.4 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 6 . . 0 . . . 10 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 1,825 : : Positions : : 347 1,011 462 0 85 260 130 210 128 60 322 : : : : Changes from: November 14, 2017 : : -27 -23 6 -1 -8 -19 -3 -2 17 1 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 55.4 25.3 0.0 4.7 14.3 7.1 11.5 7.0 3.3 17.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 . . . . . 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 104,157 : : Positions : : 54,631 62,639 3,564 6,887 16,953 11,395 140 2,932 4,237 4,537 9,487 : : : : Changes from: November 14, 2017 : : 672 254 -140 -163 1,712 146 14 -44 -588 2 1,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 60.1 3.4 6.6 16.3 10.9 0.1 2.8 4.1 4.4 9.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 32 . . 4 6 . 7 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 36,484 : : Positions : : 29,441 28,457 180 4,340 2,938 525 225 0 3,000 125 400 : : : : Changes from: November 14, 2017 : : 932 1,101 169 75 71 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 78.0 0.5 11.9 8.1 1.4 0.6 0.0 8.2 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 22,211 : : Positions : : 20,376 14,064 0 5,812 1,010 0 0 0 425 925 400 : : : : Changes from: November 14, 2017 : : 503 253 0 450 75 0 0 0 100 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 63.3 0.0 26.2 4.5 0.0 0.0 0.0 1.9 4.2 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 174,975 : : Positions : : 140,686 123,194 17,964 19,272 2,646 6,970 15,533 3,016 2,126 9,860 1,454 : : : : Changes from: November 14, 2017 : : 4,149 6,812 2,381 1,284 -1,516 -165 1,010 -25 546 -2,109 449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 70.4 10.3 11.0 1.5 4.0 8.9 1.7 1.2 5.6 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 34 4 . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 58,007 : : Positions : : 42,527 33,615 8,405 10,079 2,788 902 9,425 825 2,350 1,075 200 : : : : Changes from: November 14, 2017 : : -1,352 116 -125 -1,242 832 25 125 125 500 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 57.9 14.5 17.4 4.8 1.6 16.2 1.4 4.1 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 21 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 27,706 : : Positions : : 21,809 15,641 5,192 11,040 405 0 150 300 0 150 0 : : : : Changes from: November 14, 2017 : : -50 -2,250 -325 1,800 30 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 56.5 18.7 39.8 1.5 0.0 0.5 1.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 60,433 : : Positions : : 45,156 42,646 2,941 3,225 9,952 400 3,600 150 1,285 275 390 : : : : Changes from: November 14, 2017 : : 1,020 2,110 250 -1,145 1,000 0 50 0 -90 175 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 70.6 4.9 5.3 16.5 0.7 6.0 0.2 2.1 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 65,644 : : Positions : : 56,543 43,722 1,920 14,795 5,137 0 315 105 1,390 1,050 270 : : : : Changes from: November 14, 2017 : : 1,650 1,705 -75 -770 84 -110 40 -15 -295 75 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 66.6 2.9 22.5 7.8 0.0 0.5 0.2 2.1 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 22 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 65,990 : : Positions : : 40,337 28,254 20,050 13,635 3,380 0 0 0 1,807 20,250 344 : : : : Changes from: November 14, 2017 : : -410 -720 590 1,100 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 42.8 30.4 20.7 5.1 0.0 0.0 0.0 2.7 30.7 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 92,145 : : Positions : : 56,822 37,965 27,575 28,185 4,975 0 0 0 2,772 20,850 0 : : : : Changes from: November 14, 2017 : : -150 -400 2,060 4,635 1,330 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 41.2 29.9 30.6 5.4 0.0 0.0 0.0 3.0 22.6 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 . . . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 32,279 : : Positions : : 21,729 27,944 5,830 0 4,215 0 0 0 500 0 0 : : : : Changes from: November 14, 2017 : : -1,008 -1,203 -200 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 86.6 18.1 0.0 13.1 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 34,818 : : Positions : : 28,188 28,168 1,095 2,030 4,200 250 0 0 1,025 300 0 : : : : Changes from: November 14, 2017 : : -510 -1,060 -250 -25 10 0 0 0 -25 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 80.9 3.1 5.8 12.1 0.7 0.0 0.0 2.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 22,577 : : Positions : : 14,147 13,332 0 5,970 820 1,796 0 0 3,550 110 2,050 : : : : Changes from: November 14, 2017 : : 135 -105 0 150 0 10 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 59.1 0.0 26.4 3.6 8.0 0.0 0.0 15.7 0.5 9.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 6,994 : : Positions : : 5,074 3,570 0 1,220 680 200 0 0 100 399 800 : : : : Changes from: November 14, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 41,739 : : Positions : : 28,494 38,349 10,225 0 2,920 0 50 0 100 300 0 : : : : Changes from: November 14, 2017 : : -1,092 -1,282 -190 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 91.9 24.5 0.0 7.0 0.0 0.1 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 48,509 : : Positions : : 43,304 31,804 1,310 14,835 1,010 0 0 0 1,950 610 0 : : : : Changes from: November 14, 2017 : : 143 -272 0 20 -100 0 0 0 0 360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 65.6 2.7 30.6 2.1 0.0 0.0 0.0 4.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 19 . . . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 46,934 : : Positions : : 36,567 35,439 8,097 10,245 620 0 0 0 1,135 215 335 : : : : Changes from: November 14, 2017 : : 230 480 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.5 17.3 21.8 1.3 0.0 0.0 0.0 2.4 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 53,638 : : Positions : : 40,412 37,653 9,081 11,940 2,095 0 0 0 1,875 1,715 175 : : : : Changes from: November 14, 2017 : : 185 460 275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 70.2 16.9 22.3 3.9 0.0 0.0 0.0 3.5 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 85,469 : : Positions : : 80,214 73,129 2,490 8,365 1,475 0 0 0 330 1,515 731 : : : : Changes from: November 14, 2017 : : 960 520 -300 458 20 0 0 0 220 -98 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 85.6 2.9 9.8 1.7 0.0 0.0 0.0 0.4 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 108,293 : : Positions : : 97,186 93,253 4,676 9,165 2,535 50 623 12 2,710 1,751 710 : : : : Changes from: November 14, 2017 : : 3,178 982 -303 1,075 -475 0 -15 0 210 1,043 -545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 86.1 4.3 8.5 2.3 0.0 0.6 0.0 2.5 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 28 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 33,537 : : Positions : : 24,537 33,286 8,726 0 51 0 0 0 175 200 0 : : : : Changes from: November 14, 2017 : : 50 300 275 0 13 0 0 0 25 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 99.3 26.0 0.0 0.2 0.0 0.0 0.0 0.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 36,874 : : Positions : : 28,475 26,206 1,775 3,770 4,230 0 2,150 250 1,754 0 88 : : : : Changes from: November 14, 2017 : : -900 1,920 0 -400 400 0 -2,400 250 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 71.1 4.8 10.2 11.5 0.0 5.8 0.7 4.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 42,747 : : Positions : : 23,990 34,789 7,034 1,790 4,168 4,900 0 500 1,595 1,400 100 : : : : Changes from: November 14, 2017 : : 805 4,185 -30 25 300 3,350 0 -1,300 75 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 81.4 16.5 4.2 9.8 11.5 0.0 1.2 3.7 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 44,725 : : Positions : : 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0 : : : : Changes from: November 14, 2017 : : 270 350 10 0 0 0 -60 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 37,630 : : Positions : : 16,483 34,326 20,593 529 335 0 2,310 0 150 0 0 : : : : Changes from: November 14, 2017 : : 15 265 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 28,454 : : Positions : : 22,429 23,752 1,214 0 2,375 75 1,970 0 1,640 225 87 : : : : Changes from: November 14, 2017 : : 970 1,135 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 83.5 4.3 0.0 8.3 0.3 6.9 0.0 5.8 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 0 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 24,309 : : Positions : : 20,806 20,285 584 1,728 1,011 0 690 320 1,303 175 0 : : : : Changes from: November 14, 2017 : : 490 785 0 -115 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 83.4 2.4 7.1 4.2 0.0 2.8 1.3 5.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 54,333 : : Positions : : 47,739 35,564 2,466 8,476 2,467 0 6,205 315 345 505 775 : : : : Changes from: November 14, 2017 : : 332 1,711 794 -300 -612 0 -600 45 5 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 65.5 4.5 15.6 4.5 0.0 11.4 0.6 0.6 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 5 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 38,907 : : Positions : : 33,670 24,135 3,292 10,690 1,155 0 2,035 295 85 585 0 : : : : Changes from: November 14, 2017 : : 1,636 1,826 -295 0 137 0 -450 50 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 62.0 8.5 27.5 3.0 0.0 5.2 0.8 0.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 21,808 : : Positions : : 11,097 15,308 6,711 0 3,450 0 2,650 350 200 50 0 : : : : Changes from: November 14, 2017 : : -214 261 300 0 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 70.2 30.8 0.0 15.8 0.0 12.2 1.6 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 15,825 : : Positions : : 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 15,945 : : Positions : : 7,480 15,450 6,310 0 475 465 0 0 955 0 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 96.9 39.6 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 745,637 : : Positions : : 511,507 365,090 6,113 83,762 121,243 455 55,118 25,210 7,723 22,172 72,797 : : : : Changes from: November 14, 2017 : : 11,211 -1,574 1 17,333 -10,098 230 -10,442 11,361 367 6,329 -3,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 49.0 0.8 11.2 16.3 0.1 7.4 3.4 1.0 3.0 9.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 14,160 : : Positions : : 7,995 12,510 4,890 1,005 395 0 0 0 820 0 0 : : : : Changes from: November 14, 2017 : : 400 150 0 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 88.3 34.5 7.1 2.8 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 16,300 : : Positions : : 10,130 13,045 5,065 2,780 225 0 0 0 820 0 0 : : : : Changes from: November 14, 2017 : : 400 150 0 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 80.0 31.1 17.1 1.4 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 23,915 : : Positions : : 8,409 17,060 14,030 5,265 840 110 375 325 50 50 0 : : : : Changes from: November 14, 2017 : : -25 600 50 -625 130 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 71.3 58.7 22.0 3.5 0.5 1.6 1.4 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 20,862 : : Positions : : 7,636 14,350 10,345 3,940 1,820 110 375 325 50 50 0 : : : : Changes from: November 14, 2017 : : -50 575 50 -625 335 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 68.8 49.6 18.9 8.7 0.5 1.8 1.6 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 8,925 : : Positions : : 7,670 6,905 225 840 1,000 0 50 0 0 0 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 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 November 21, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 7,520 : : Positions : : 6,660 5,535 0 1,025 830 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 0 35 0 -35 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 25,884 : : Positions : : 19,985 17,647 3,080 2,955 2,290 100 0 0 380 2,990 2 : : : : Changes from: November 14, 2017 : : 1,095 2,895 600 -1,680 665 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 68.2 11.9 11.4 8.8 0.4 0.0 0.0 1.5 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 26,600 : : Positions : : 20,568 17,405 3,105 3,742 2,408 100 0 0 380 3,015 2 : : : : Changes from: November 14, 2017 : : 1,095 2,895 600 -1,698 683 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 65.4 11.7 14.1 9.1 0.4 0.0 0.0 1.4 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 110,945 : : Positions : : 97,805 77,661 3,760 22,463 5,055 600 2,420 65 2,780 2,585 650 : : : : Changes from: November 14, 2017 : : 1,905 1,287 0 1,348 64 -100 0 0 530 -240 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 70.0 3.4 20.2 4.6 0.5 2.2 0.1 2.5 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 30 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 125,193 : : Positions : : 114,271 86,771 1,620 26,558 4,777 900 4,260 65 2,920 2,305 415 : : : : Changes from: November 14, 2017 : : 3,113 2,995 0 1,238 56 0 -50 65 535 -475 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 69.3 1.3 21.2 3.8 0.7 3.4 0.1 2.3 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 27 . . 4 . 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 245,135 : : Positions : : 163,680 167,384 7,398 13,908 21,336 18,673 7,378 11,379 5,428 9,794 13,022 : : : : Changes from: November 14, 2017 : : 11,200 12,993 831 2,169 4,150 -5,384 784 1,972 465 -5,781 2,409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 68.3 3.0 5.7 8.7 7.6 3.0 4.6 2.2 4.0 5.3 : : : : Number of Traders in Each Category Total Traders: 84 : : 36 42 6 . 4 5 8 9 7 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 40,129 : : Positions : : 29,456 31,104 6,285 7,625 1,210 2,495 0 90 300 75 0 : : : : Changes from: November 14, 2017 : : 20 -775 -625 20 -50 -100 0 40 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 77.5 15.7 19.0 3.0 6.2 0.0 0.2 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 37,934 : : Positions : : 28,406 30,344 5,160 6,030 1,345 2,395 0 115 250 75 0 : : : : Changes from: November 14, 2017 : : -75 -750 -625 50 0 50 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 80.0 13.6 15.9 3.5 6.3 0.0 0.3 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 183,435 : : Positions : : 105,557 113,998 12,409 26,056 40,458 21,472 0 2,481 683 85 356 : : : : Changes from: November 14, 2017 : : -1,416 -648 486 -741 -266 -211 0 -1,167 -242 16 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 62.1 6.8 14.2 22.1 11.7 0.0 1.4 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 29,875 : : Positions : : 21,910 24,815 3,455 380 420 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : -310 -130 420 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 83.1 11.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 30,734 : : Positions : : 15,210 23,130 11,380 440 1,275 0 350 0 0 2,500 0 : : : : Changes from: November 14, 2017 : : 0 0 240 240 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 75.3 37.0 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 18 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 29,612 : : Positions : : 14,616 22,146 11,540 950 1,275 0 350 0 0 2,500 0 : : : : Changes from: November 14, 2017 : : 0 0 300 300 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 74.8 39.0 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 18 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 30,485 : : Positions : : 24,115 8,225 1,150 4,980 2,425 0 10,135 0 0 2,135 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 27.0 3.8 16.3 8.0 0.0 33.2 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 30,880 : : Positions : : 24,590 8,770 1,100 5,940 2,425 0 9,635 0 0 1,555 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 28.4 3.6 19.2 7.9 0.0 31.2 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 37,015 : : Positions : : 15,630 31,465 17,490 1,425 545 675 0 325 100 970 75 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 85.0 47.3 3.8 1.5 1.8 0.0 0.9 0.3 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 34,060 : : Positions : : 13,935 29,350 16,520 875 495 675 0 325 100 1,020 75 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 86.2 48.5 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 24,565 : : Positions : : 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 23,365 : : Positions : : 17,470 13,180 0 5,160 1,505 0 130 50 40 50 140 : : : : Changes from: November 14, 2017 : : 850 -50 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 56.4 0.0 22.1 6.4 0.0 0.6 0.2 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 21,970 : : Positions : : 16,680 12,210 0 4,980 1,580 0 130 50 110 50 130 : : : : Changes from: November 14, 2017 : : 850 -50 0 900 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 55.6 0.0 22.7 7.2 0.0 0.6 0.2 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 36,735 : : Positions : : 23,475 11,550 0 23,205 35 11,075 750 0 1,125 200 0 : : : : Changes from: November 14, 2017 : : 325 -50 0 675 0 150 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 31.4 0.0 63.2 0.1 30.1 2.0 0.0 3.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 31,430 : : Positions : : 19,355 12,495 0 16,005 325 8,840 650 75 1,125 200 0 : : : : Changes from: November 14, 2017 : : 0 0 0 150 300 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 39.8 0.0 50.9 1.0 28.1 2.1 0.2 3.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 99,970 : : Positions : : 49,800 88,560 30,325 0 890 7,100 125 1,680 1,845 100 575 : : : : Changes from: November 14, 2017 : : 160 1,725 1,715 0 -420 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 88.6 30.3 0.0 0.9 7.1 0.1 1.7 1.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 87,510 : : Positions : : 47,190 78,495 22,715 0 1,140 7,640 150 1,190 1,245 100 545 : : : : Changes from: November 14, 2017 : : 210 860 650 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 89.7 26.0 0.0 1.3 8.7 0.2 1.4 1.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 16,805 : : Positions : : 13,335 7,005 200 6,730 235 0 750 0 800 0 0 : : : : Changes from: November 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 41.7 1.2 40.0 1.4 0.0 4.5 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 18,010 : : Positions : : 13,460 8,870 200 6,905 950 0 200 0 2,125 0 0 : : : : Changes from: November 14, 2017 : : 700 -50 0 550 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 49.3 1.1 38.3 5.3 0.0 1.1 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 49,605 : : Positions : : 36,315 31,995 165 2,005 4,710 0 2,900 550 0 600 0 : : : : Changes from: November 14, 2017 : : 0 300 -600 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 30,575 : : Positions : : 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0 : : : : Changes from: November 14, 2017 : : -100 650 600 50 -300 0 -200 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 24, 2017