Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 42,881 : : Positions : : 13,050 26,508 7,080 710 489 570 4,828 3,067 14,374 3,247 3,084 : : : : Changes from: March 6, 2018 : : -213 -61 83 -12 140 -60 51 48 254 191 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 61.8 16.5 1.7 1.1 1.3 11.3 7.2 33.5 7.6 7.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 13 4 . 4 . 6 5 8 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,659 : : Positions : : 1,995 2,945 50 648 179 150 255 25 2,238 885 365 : : : : Changes from: March 6, 2018 : : 368 563 0 5 55 0 10 0 230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 52.0 0.9 11.5 3.2 2.7 4.5 0.4 39.5 15.6 6.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 . . . . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 54,038 : : Positions : : 33,954 38,084 2,905 5,058 5,739 8,488 0 109 1,530 4,208 350 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 70.5 5.4 9.4 10.6 15.7 0.0 0.2 2.8 7.8 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 . . . 4 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,090 : : Positions : : 31,606 34,579 0 2,162 3,264 550 300 0 5,200 360 425 : : : : Changes from: March 6, 2018 : : -249 651 0 125 -230 50 0 0 975 0 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 84.2 0.0 5.3 7.9 1.3 0.7 0.0 12.7 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 0 . . . . 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 25,662 : : Positions : : 21,927 15,590 0 6,482 860 50 0 50 2,295 2,200 480 : : : : Changes from: March 6, 2018 : : -855 345 0 -450 145 0 0 0 325 -425 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.8 0.0 25.3 3.4 0.2 0.0 0.2 8.9 8.6 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 175,319 : : Positions : : 138,828 134,860 12,970 10,793 6,793 6,865 7,637 5,345 2,546 8,100 1,596 : : : : Changes from: March 6, 2018 : : 1,971 2,386 -85 -102 357 325 200 -450 -35 -300 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 76.9 7.4 6.2 3.9 3.9 4.4 3.0 1.5 4.6 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 32 4 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 59,652 : : Positions : : 37,850 30,724 14,015 12,795 3,378 933 10,075 325 3,125 2,150 25 : : : : Changes from: March 6, 2018 : : -354 2,196 1,075 -1,917 915 82 550 159 450 425 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 51.5 23.5 21.4 5.7 1.6 16.9 0.5 5.2 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 36,135 : : Positions : : 30,885 17,655 5,250 17,480 0 0 50 0 0 950 0 : : : : Changes from: March 6, 2018 : : -250 2,250 0 -2,725 0 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 48.9 14.5 48.4 0.0 0.0 0.1 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 52,832 : : Positions : : 39,317 37,070 2,910 1,365 8,730 0 4,375 0 1,110 525 640 : : : : Changes from: March 6, 2018 : : 1,100 1,860 275 -645 340 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 70.2 5.5 2.6 16.5 0.0 8.3 0.0 2.1 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 66,735 : : Positions : : 51,415 48,849 5,665 7,770 5,935 1,375 1,995 810 861 665 455 : : : : Changes from: March 6, 2018 : : 89 634 -20 -250 -105 270 -60 0 0 -45 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 73.2 8.5 11.6 8.9 2.1 3.0 1.2 1.3 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 70,272 : : Positions : : 47,966 51,267 17,050 14,530 2,295 0 90 260 2,065 950 510 : : : : Changes from: March 6, 2018 : : 270 635 475 1,550 -70 0 0 0 1,440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 73.0 24.3 20.7 3.3 0.0 0.1 0.4 2.9 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 100,154 : : Positions : : 71,244 62,619 21,495 32,575 3,685 610 0 0 2,195 200 750 : : : : Changes from: March 6, 2018 : : 470 610 215 1,515 -150 0 0 0 1,440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 62.5 21.5 32.5 3.7 0.6 0.0 0.0 2.2 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,256 : : Positions : : 18,316 25,590 6,965 0 3,320 300 0 0 300 0 0 : : : : Changes from: March 6, 2018 : : -1,603 -1,269 450 0 -155 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 87.5 23.8 0.0 11.3 1.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 33,260 : : Positions : : 27,945 27,270 855 1,515 3,995 0 0 0 350 415 65 : : : : Changes from: March 6, 2018 : : -480 -710 -115 40 -40 0 0 0 -50 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 82.0 2.6 4.6 12.0 0.0 0.0 0.0 1.1 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 36,095 : : Positions : : 19,095 23,938 0 7,004 1,253 3,510 0 625 8,543 287 2,538 : : : : Changes from: March 6, 2018 : : -1,214 574 0 -818 -15 378 -111 -315 227 -288 -464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 66.3 0.0 19.4 3.5 9.7 0.0 1.7 23.7 0.8 7.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 0 . . 6 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,403 : : Positions : : 23,678 33,813 10,020 0 2,305 300 200 0 100 0 0 : : : : Changes from: March 6, 2018 : : -2,678 -1,888 640 0 -495 25 0 -25 -25 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 92.9 27.5 0.0 6.3 0.8 0.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 45,156 : : Positions : : 40,231 29,460 1,060 12,510 440 1,925 1,775 0 389 555 381 : : : : Changes from: March 6, 2018 : : 602 -348 -130 405 -515 25 125 0 -200 -100 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 65.2 2.3 27.7 1.0 4.3 3.9 0.0 0.9 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 43,167 : : Positions : : 32,356 33,686 7,876 8,885 175 700 0 0 1,674 0 161 : : : : Changes from: March 6, 2018 : : 1,910 2,525 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 78.0 18.2 20.6 0.4 1.6 0.0 0.0 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,790 : : Positions : : 37,508 35,717 8,159 10,230 918 0 0 0 2,010 1,500 175 : : : : Changes from: March 6, 2018 : : 1,985 2,350 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 73.2 16.7 21.0 1.9 0.0 0.0 0.0 4.1 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 74,368 : : Positions : : 62,216 66,173 8,916 4,597 1,890 0 350 0 0 45 1,154 : : : : Changes from: March 6, 2018 : : -191 439 -300 -300 295 0 0 0 0 -630 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 89.0 12.0 6.2 2.5 0.0 0.5 0.0 0.0 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 108,811 : : Positions : : 93,181 90,018 11,296 7,032 1,639 315 1,258 160 1,580 7,985 355 : : : : Changes from: March 6, 2018 : : 1,610 1,552 -270 -300 0 -110 0 0 105 8 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 82.7 10.4 6.5 1.5 0.3 1.2 0.1 1.5 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 23 . . 4 . 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 38,085 : : Positions : : 31,115 33,185 1,450 0 4,075 300 0 75 675 375 375 : : : : Changes from: March 6, 2018 : : 1,175 500 -525 0 700 -75 0 75 125 200 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 87.1 3.8 0.0 10.7 0.8 0.0 0.2 1.8 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 33,140 : : Positions : : 26,130 21,610 600 5,175 3,095 975 1,850 250 325 145 970 : : : : Changes from: March 6, 2018 : : 280 445 0 -50 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 65.2 1.8 15.6 9.3 2.9 5.6 0.8 1.0 0.4 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 36,322 : : Positions : : 19,359 26,647 4,500 3,710 3,365 6,348 0 510 955 1,200 875 : : : : Changes from: March 6, 2018 : : -147 81 0 -75 75 153 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 73.4 12.4 10.2 9.3 17.5 0.0 1.4 2.6 3.3 2.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 42,122 : : Positions : : 20,448 38,543 21,089 0 150 0 1,646 0 50 1,249 51 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 35,858 : : Positions : : 17,062 32,758 17,810 70 925 0 1,920 0 51 125 0 : : : : Changes from: March 6, 2018 : : -75 0 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 91.4 49.7 0.2 2.6 0.0 5.4 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 29,381 : : Positions : : 22,991 26,764 2,496 125 1,037 850 1,375 0 1,517 0 80 : : : : Changes from: March 6, 2018 : : 75 0 -75 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 91.1 8.5 0.4 3.5 2.9 4.7 0.0 5.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 15 4 . 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,513 : : Positions : : 19,315 21,045 1,100 465 468 0 75 370 765 0 0 : : : : Changes from: March 6, 2018 : : 185 335 100 -50 -12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 93.5 4.9 2.1 2.1 0.0 0.3 1.6 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 45,510 : : Positions : : 40,417 29,301 1,633 7,213 1,460 785 7,065 40 714 140 270 : : : : Changes from: March 6, 2018 : : -2,310 -3,165 -10 280 90 50 625 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 64.4 3.6 15.8 3.2 1.7 15.5 0.1 1.6 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 36,611 : : Positions : : 31,256 24,076 4,661 9,033 122 0 3,025 160 125 174 1 : : : : Changes from: March 6, 2018 : : 357 22 -30 0 0 0 310 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 65.8 12.7 24.7 0.3 0.0 8.3 0.4 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : 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 20,996 : : Positions : : 9,561 17,075 8,200 0 3,075 0 825 0 0 0 0 : : : : Changes from: March 6, 2018 : : 50 100 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 81.3 39.1 0.0 14.6 0.0 3.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,555 : : Positions : : 8,420 12,545 2,895 0 960 135 0 0 960 50 0 : : : : Changes from: March 6, 2018 : : -150 0 150 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 92.5 21.4 0.0 7.1 1.0 0.0 0.0 7.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,415 : : Positions : : 8,390 12,545 3,125 0 820 135 0 0 760 50 0 : : : : Changes from: March 6, 2018 : : -130 0 130 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 93.5 23.3 0.0 6.1 1.0 0.0 0.0 5.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 20,060 : : Positions : : 13,610 15,120 5,865 4,370 0 0 0 0 255 0 0 : : : : Changes from: March 6, 2018 : : 600 0 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 75.4 29.2 21.8 0.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,795 : : Positions : : 7,944 15,640 11,185 3,720 1,235 75 200 0 100 0 0 : : : : Changes from: March 6, 2018 : : 50 1,025 975 0 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 75.2 53.8 17.9 5.9 0.4 1.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,555 : : Positions : : 7,089 13,485 8,625 2,720 2,350 75 0 0 100 0 0 : : : : Changes from: March 6, 2018 : : 100 650 550 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 72.7 46.5 14.7 12.7 0.4 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 6,265 : : Positions : : 5,130 4,225 0 1,740 250 660 0 0 0 0 0 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 67.4 0.0 27.8 4.0 10.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 5,765 : : Positions : : 5,110 4,235 0 950 530 0 0 0 0 0 0 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 73.5 0.0 16.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 26,718 : : Positions : : 17,439 20,473 3,905 445 4,030 625 25 0 300 1,700 0 : : : : Changes from: March 6, 2018 : : 1,577 3,102 -150 -1,450 150 25 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 76.6 14.6 1.7 15.1 2.3 0.1 0.0 1.1 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 27,081 : : Positions : : 17,734 19,804 3,943 1,450 4,057 625 25 0 300 1,700 0 : : : : Changes from: March 6, 2018 : : 1,302 3,027 -150 -1,650 150 25 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 73.1 14.6 5.4 15.0 2.3 0.1 0.0 1.1 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 110,136 : : Positions : : 89,314 79,352 8,810 20,757 6,322 25 870 600 2,995 175 1,805 : : : : Changes from: March 6, 2018 : : 542 -2,133 0 2,630 -1,550 0 -95 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 72.0 8.0 18.8 5.7 0.0 0.8 0.5 2.7 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 25 . . 5 . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 126,063 : : Positions : : 105,561 90,776 9,920 25,847 5,510 25 2,310 85 3,375 168 1,342 : : : : Changes from: March 6, 2018 : : 2,676 -1,884 0 4,495 -1,280 0 -95 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 72.0 7.9 20.5 4.4 0.0 1.8 0.1 2.7 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 28 . 4 4 . 5 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 255,876 : : Positions : : 180,412 201,838 6,666 5,636 23,284 24,066 5,620 4,109 8,707 7,074 8,303 : : : : Changes from: March 6, 2018 : : 4,489 6,395 1,024 -242 267 1,680 735 -138 25 306 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 78.9 2.6 2.2 9.1 9.4 2.2 1.6 3.4 2.8 3.2 : : : : Number of Traders in Each Category Total Traders: 91 : : 36 41 4 4 5 9 8 8 12 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 33,767 : : Positions : : 23,937 30,506 3,897 0 2,921 840 0 175 1,723 150 0 : : : : Changes from: March 6, 2018 : : 150 -70 -100 0 235 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 90.3 11.5 0.0 8.7 2.5 0.0 0.5 5.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,098 : : Positions : : 22,606 28,905 4,622 0 2,178 110 0 850 1,358 50 100 : : : : Changes from: March 6, 2018 : : 150 -70 -100 0 200 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 90.1 14.4 0.0 6.8 0.3 0.0 2.6 4.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 38,255 : : Positions : : 11,440 26,758 14,440 1,680 1,420 6,805 0 0 0 4,325 0 : : : : Changes from: March 6, 2018 : : 695 4,315 380 1,680 15 4,920 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 69.9 37.7 4.4 3.7 17.8 0.0 0.0 0.0 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 36,456 : : Positions : : 10,451 24,714 13,960 2,080 1,420 6,805 0 0 0 4,325 0 : : : : Changes from: March 6, 2018 : : 665 4,285 720 2,020 -325 4,920 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 67.8 38.3 5.7 3.9 18.7 0.0 0.0 0.0 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,490 : : Positions : : 18,045 5,795 450 2,725 3,355 0 9,605 50 0 520 0 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 23.7 1.8 11.1 13.7 0.0 39.2 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,650 : : Positions : : 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 36,290 : : Positions : : 14,525 30,740 16,785 0 545 1,050 75 250 0 1,545 0 : : : : Changes from: March 6, 2018 : : 0 375 -825 0 50 1,050 -150 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 84.7 46.3 0.0 1.5 2.9 0.2 0.7 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 34,035 : : Positions : : 12,975 29,320 16,715 0 395 1,250 75 100 0 1,545 0 : : : : Changes from: March 6, 2018 : : 0 375 -825 0 50 1,100 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 86.1 49.1 0.0 1.2 3.7 0.2 0.3 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,330 : : Positions : : 13,510 6,680 0 2,795 1,430 0 4,165 0 0 0 0 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 40.9 0.0 17.1 8.8 0.0 25.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 23,790 : : Positions : : 18,155 10,990 0 10,105 740 770 0 400 1,200 0 105 : : : : Changes from: March 6, 2018 : : 310 700 0 175 105 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 46.2 0.0 42.5 3.1 3.2 0.0 1.7 5.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 21,740 : : Positions : : 16,020 9,265 0 9,750 765 770 0 400 1,230 0 75 : : : : Changes from: March 6, 2018 : : 525 700 0 175 165 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 42.6 0.0 44.8 3.5 3.5 0.0 1.8 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 38,255 : : Positions : : 25,720 10,630 0 24,395 0 8,330 0 440 2,160 1,200 0 : : : : Changes from: March 6, 2018 : : 0 -450 0 500 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 27.8 0.0 63.8 0.0 21.8 0.0 1.2 5.6 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 33,745 : : Positions : : 22,420 12,900 0 17,495 235 7,100 0 20 2,060 1,200 0 : : : : Changes from: March 6, 2018 : : 195 -255 0 500 -50 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 38.2 0.0 51.8 0.7 21.0 0.0 0.1 6.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 94,030 : : Positions : : 40,000 81,450 33,255 0 225 8,950 0 2,615 1,720 2,460 0 : : : : Changes from: March 6, 2018 : : -470 145 2,190 0 0 -1,525 0 325 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 86.6 35.4 0.0 0.2 9.5 0.0 2.8 1.8 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 26 . 0 . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 86,845 : : Positions : : 40,800 72,935 24,260 0 420 8,560 0 2,265 1,690 2,360 0 : : : : Changes from: March 6, 2018 : : -370 245 2,190 0 0 -1,525 0 325 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 84.0 27.9 0.0 0.5 9.9 0.0 2.6 1.9 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 24 . 0 . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 19,935 : : Positions : : 15,120 6,910 0 5,515 1,725 0 3,750 175 875 0 0 : : : : Changes from: March 6, 2018 : : 0 300 0 -200 0 0 100 175 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 34.7 0.0 27.7 8.7 0.0 18.8 0.9 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 47,170 : : Positions : : 33,005 30,160 0 1,345 5,640 200 900 850 0 800 0 : : : : Changes from: March 6, 2018 : : -30 120 0 50 -50 200 -200 100 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 63.9 0.0 2.9 12.0 0.4 1.9 1.8 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 33,340 : : Positions : : 18,465 18,535 190 920 3,880 1,700 0 0 0 600 0 : : : : Changes from: March 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 55.6 0.6 2.8 11.6 5.1 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 16, 2018