Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 37,691 : : Positions : : 13,153 19,669 5,004 729 363 1,224 6,706 1,611 11,979 4,008 3,301 : : : : Changes from: July 10, 2018 : : 503 -81 -498 0 4 -90 307 -10 319 84 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 52.2 13.3 1.9 1.0 3.2 17.8 4.3 31.8 10.6 8.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 4 . . . . . 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 4,952 : : Positions : : 2,281 3,148 102 249 171 230 0 0 1,418 759 386 : : : : Changes from: July 10, 2018 : : 5 40 35 10 -10 -5 0 0 15 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 63.6 2.1 5.0 3.5 4.6 0.0 0.0 28.6 15.3 7.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 7 . . . . 0 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 59,421 : : Positions : : 32,490 36,759 171 3,480 11,249 8,119 159 2,921 1,428 2,435 1,979 : : : : Changes from: July 10, 2018 : : 159 550 0 -43 40 222 -59 192 34 -21 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 61.9 0.3 5.9 18.9 13.7 0.3 4.9 2.4 4.1 3.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 27 . . . 6 . 6 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 44,968 : : Positions : : 33,924 37,585 3,215 1,260 4,284 300 1,144 50 2,900 400 225 : : : : Changes from: July 10, 2018 : : 683 663 -100 -175 240 25 30 20 -50 100 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 83.6 7.1 2.8 9.5 0.7 2.5 0.1 6.4 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 21,112 : : Positions : : 17,857 15,945 595 3,027 1,060 0 0 0 995 475 605 : : : : Changes from: July 10, 2018 : : -225 1,300 570 -680 -370 0 0 0 -25 -300 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 75.5 2.8 14.3 5.0 0.0 0.0 0.0 4.7 2.2 2.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 160,981 : : Positions : : 131,497 114,578 4,722 11,954 11,318 6,850 14,412 1,310 2,510 4,441 2,547 : : : : Changes from: July 10, 2018 : : 836 541 -1,259 -159 575 -25 -900 0 65 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 71.2 2.9 7.4 7.0 4.3 9.0 0.8 1.6 2.8 1.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 31 4 . 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 48,131 : : Positions : : 30,376 27,203 15,378 12,871 747 610 5,280 700 50 1,180 150 : : : : Changes from: July 10, 2018 : : -1,118 323 207 -1,416 25 -132 0 182 -100 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 56.5 32.0 26.7 1.6 1.3 11.0 1.5 0.1 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 31,625 : : Positions : : 27,530 19,735 3,725 11,795 45 150 0 0 175 50 0 : : : : Changes from: July 10, 2018 : : -425 300 300 -425 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 62.4 11.8 37.3 0.1 0.5 0.0 0.0 0.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 46,930 : : Positions : : 34,025 36,825 5,730 6,515 1,870 2,950 900 0 1,720 200 460 : : : : Changes from: July 10, 2018 : : -390 -470 270 350 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 78.5 12.2 13.9 4.0 6.3 1.9 0.0 3.7 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 73,396 : : Positions : : 48,888 50,268 5,433 12,305 6,278 10,180 2,690 955 850 400 460 : : : : Changes from: July 10, 2018 : : 1,132 -465 -75 570 -385 -1,165 -250 150 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.5 7.4 16.8 8.6 13.9 3.7 1.3 1.2 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 25 . . 4 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 74,568 : : Positions : : 52,813 54,477 16,910 17,240 490 550 625 45 2,075 295 1,175 : : : : Changes from: July 10, 2018 : : 2,135 1,195 150 1,055 -480 0 0 0 0 35 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 73.1 22.7 23.1 0.7 0.7 0.8 0.1 2.8 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 109,928 : : Positions : : 75,265 71,885 25,595 34,946 1,790 2,675 0 0 2,895 160 1,025 : : : : Changes from: July 10, 2018 : : 1,550 1,165 225 1,800 -925 1,100 0 0 90 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 65.4 23.3 31.8 1.6 2.4 0.0 0.0 2.6 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 25 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 29,010 : : Positions : : 21,030 25,275 3,855 0 3,430 275 0 0 400 0 0 : : : : Changes from: July 10, 2018 : : -80 -80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 87.1 13.3 0.0 11.8 0.9 0.0 0.0 1.4 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- Options and Futures Combined Positions as of July 17, 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 28,905 : : Positions : : 23,025 23,115 600 1,240 3,915 0 300 0 1,135 0 0 : : : : Changes from: July 10, 2018 : : 285 645 300 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 80.0 2.1 4.3 13.5 0.0 1.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,730 : : Positions : : 9,830 9,230 0 650 200 150 0 0 550 650 0 : : : : Changes from: July 10, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 86.0 0.0 6.1 1.9 1.4 0.0 0.0 5.1 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 52,347 : : Positions : : 29,367 34,563 350 7,960 5,592 5,914 0 181 7,697 802 2,820 : : : : Changes from: July 10, 2018 : : 765 869 0 39 -176 231 -81 -131 -54 91 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 66.0 0.7 15.2 10.7 11.3 0.0 0.3 14.7 1.5 5.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 24 . . . 7 0 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 12,060 : : Positions : : 2,800 8,810 6,560 0 0 0 1,500 0 400 500 1,150 : : : : Changes from: July 10, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 73.1 54.4 0.0 0.0 0.0 12.4 0.0 3.3 4.1 9.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 9 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 39,824 : : Positions : : 30,479 35,257 4,458 0 3,802 525 700 0 500 25 0 : : : : Changes from: July 10, 2018 : : 455 305 -50 0 50 0 0 0 -75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.5 11.2 0.0 9.5 1.3 1.8 0.0 1.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . 0 . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 46,393 : : Positions : : 39,668 33,205 780 10,248 1,002 2,675 1,263 0 1,190 200 475 : : : : Changes from: July 10, 2018 : : 1,740 1,460 0 655 0 0 0 0 0 -375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 71.6 1.7 22.1 2.2 5.8 2.7 0.0 2.6 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 49,584 : : Positions : : 39,019 39,666 6,187 8,330 150 1,600 0 0 1,435 300 515 : : : : Changes from: July 10, 2018 : : 1,625 2,075 70 -200 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 80.0 12.5 16.8 0.3 3.2 0.0 0.0 2.9 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 57,314 : : Positions : : 45,480 44,326 5,931 8,450 875 2,050 0 0 1,865 2,650 475 : : : : Changes from: July 10, 2018 : : 1,750 2,280 70 -200 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 77.3 10.3 14.7 1.5 3.6 0.0 0.0 3.3 4.6 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 79,570 : : Positions : : 67,397 71,616 9,006 4,348 1,997 0 200 0 124 491 918 : : : : Changes from: July 10, 2018 : : 1,061 2,158 115 -240 330 0 0 0 30 -697 274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 90.0 11.3 5.5 2.5 0.0 0.3 0.0 0.2 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 117,440 : : Positions : : 98,426 101,123 12,334 7,884 1,585 0 2,904 123 2,906 1,959 1,841 : : : : Changes from: July 10, 2018 : : 2,310 2,122 25 10 35 0 15 -19 -278 -75 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 86.1 10.5 6.7 1.3 0.0 2.5 0.1 2.5 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 27 . . . 0 5 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 54,425 : : Positions : : 47,600 47,930 2,328 1,985 4,285 0 225 0 200 0 0 : : : : Changes from: July 10, 2018 : : -100 200 25 -275 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 88.1 4.3 3.6 7.9 0.0 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 38,494 : : Positions : : 31,249 27,394 0 4,750 3,380 900 2,400 250 1,510 0 250 : : : : Changes from: July 10, 2018 : : 30 -90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 71.2 0.0 12.3 8.8 2.3 6.2 0.6 3.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 49,405 : : Positions : : 27,072 37,316 3,205 2,786 3,804 12,188 4,450 435 2,235 600 0 : : : : Changes from: July 10, 2018 : : -176 7,625 0 -49 49 7,842 0 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 75.5 6.5 5.6 7.7 24.7 9.0 0.9 4.5 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . . . 5 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 38,251 : : Positions : : 20,748 35,266 16,406 0 322 0 530 500 0 920 0 : : : : Changes from: July 10, 2018 : : -238 527 790 0 0 0 15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 92.2 42.9 0.0 0.8 0.0 1.4 1.3 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 4 0 . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 31,087 : : Positions : : 16,150 28,032 13,637 70 1,240 0 990 0 0 0 0 : : : : Changes from: July 10, 2018 : : -30 870 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 90.2 43.9 0.2 4.0 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 34,049 : : Positions : : 28,426 30,778 3,663 180 866 96 1,920 0 696 50 10 : : : : Changes from: July 10, 2018 : : 845 975 135 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 90.4 10.8 0.5 2.5 0.3 5.6 0.0 2.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 22,326 : : Positions : : 18,655 21,265 2,058 10 721 0 160 110 430 0 0 : : : : Changes from: July 10, 2018 : : -300 0 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 95.2 9.2 0.0 3.2 0.0 0.7 0.5 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 49,041 : : Positions : : 43,069 29,750 4,104 11,091 1,102 75 6,665 74 383 168 109 : : : : Changes from: July 10, 2018 : : -444 -471 -655 -675 290 5 22 -109 50 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 60.7 8.4 22.6 2.2 0.2 13.6 0.2 0.8 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 40,999 : : Positions : : 35,401 24,345 4,547 13,046 480 0 2,870 0 0 125 65 : : : : Changes from: July 10, 2018 : : 240 440 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 59.4 11.1 31.8 1.2 0.0 7.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 21,669 : : Positions : : 9,958 18,118 5,728 0 3,000 2,350 333 200 125 0 0 : : : : Changes from: July 10, 2018 : : 25 297 125 0 225 0 -150 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 83.6 26.4 0.0 13.8 10.8 1.5 0.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 18,815 : : Positions : : 12,460 14,820 2,940 0 2,520 0 1,175 0 835 300 0 : : : : Changes from: July 10, 2018 : : 1,280 130 -1,050 0 1,050 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 78.8 15.6 0.0 13.4 0.0 6.2 0.0 4.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 21,320 : : Positions : : 14,285 15,045 4,295 0 1,875 0 4,050 50 600 250 50 : : : : Changes from: July 10, 2018 : : 1,280 130 -1,050 0 1,050 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 70.6 20.1 0.0 8.8 0.0 19.0 0.2 2.8 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 253,505 : : Positions : : 201,494 119,451 254 73,514 27,599 2,444 2,042 13,907 846 10,158 6,834 : : : : Changes from: July 10, 2018 : : 2,511 2,325 0 -460 337 -396 2,042 1,927 -10 -1,801 -1,246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 47.1 0.1 29.0 10.9 1.0 0.8 5.5 0.3 4.0 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 23,120 : : Positions : : 14,570 15,665 6,250 6,185 1,270 0 0 0 810 0 0 : : : : Changes from: July 10, 2018 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 67.8 27.0 26.8 5.5 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 23,445 : : Positions : : 9,193 17,970 11,755 3,755 895 345 0 100 800 625 100 : : : : Changes from: July 10, 2018 : : 600 50 -100 250 0 0 0 0 400 600 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 76.6 50.1 16.0 3.8 1.5 0.0 0.4 3.4 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 18,955 : : Positions : : 7,030 13,460 8,650 3,255 1,415 345 0 100 700 625 100 : : : : Changes from: July 10, 2018 : : 600 50 -100 250 0 0 0 0 400 600 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 71.0 45.6 17.2 7.5 1.8 0.0 0.5 3.7 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 10,430 : : Positions : : 7,015 4,185 810 120 1,620 0 3,825 0 600 475 125 : : : : Changes from: July 10, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 40.1 7.8 1.2 15.5 0.0 36.7 0.0 5.8 4.6 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 7,240 : : Positions : : 5,460 4,460 0 470 905 0 675 0 600 575 75 : : : : Changes from: July 10, 2018 : : 0 0 0 0 0 0 25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 61.6 0.0 6.5 12.5 0.0 9.3 0.0 8.3 7.9 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 47,819 : : Positions : : 34,033 40,377 7,855 0 2,715 875 550 0 635 3,040 1,125 : : : : Changes from: July 10, 2018 : : 2,180 1,310 -1,750 0 845 0 0 0 635 -195 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 84.4 16.4 0.0 5.7 1.8 1.2 0.0 1.3 6.4 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 47,051 : : Positions : : 34,645 38,667 6,375 0 2,869 875 525 25 635 3,865 1,100 : : : : Changes from: July 10, 2018 : : 2,745 1,325 -1,430 -20 600 0 -25 25 635 680 470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.2 13.5 0.0 6.1 1.9 1.1 0.1 1.3 8.2 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,884 : : Positions : : 84,675 78,146 14,440 26,358 4,705 550 1,175 2,900 6,612 683 2,762 : : : : Changes from: July 10, 2018 : : 1,708 4,147 0 -3,364 1,480 -75 0 100 -235 600 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 66.9 12.4 22.6 4.0 0.5 1.0 2.5 5.7 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 27 . 5 4 . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 139,125 : : Positions : : 103,176 90,087 16,950 36,387 2,382 3,565 4,855 1,925 8,265 954 2,535 : : : : Changes from: July 10, 2018 : : 4,330 4,997 0 -1,735 1,019 -1,300 -100 1,325 485 360 705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 64.8 12.2 26.2 1.7 2.6 3.5 1.4 5.9 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 25 . 6 4 . . . 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 274,015 : : Positions : : 181,554 188,509 17,814 5,452 27,338 17,174 24,688 11,031 7,374 5,727 11,167 : : : : Changes from: July 10, 2018 : : 1,593 6,570 2,901 1,101 672 550 -2,535 529 -903 -1,017 1,257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 68.8 6.5 2.0 10.0 6.3 9.0 4.0 2.7 2.1 4.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 35 41 . . 4 10 8 11 13 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 32,491 : : Positions : : 20,020 31,416 8,842 0 285 1,360 0 0 1,748 710 80 : : : : Changes from: July 10, 2018 : : 174 1,174 970 0 -224 100 0 0 0 70 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 96.7 27.2 0.0 0.9 4.2 0.0 0.0 5.4 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 7 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 30,836 : : Positions : : 18,583 28,676 9,582 0 120 280 940 510 1,383 410 180 : : : : Changes from: July 10, 2018 : : 175 1,205 1,000 0 -183 100 0 0 0 70 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 93.0 31.1 0.0 0.4 0.9 3.0 1.7 4.5 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 15,320 : : Positions : : 6,775 9,732 3,562 1,880 1,433 1,125 0 100 250 100 0 : : : : Changes from: July 10, 2018 : : 50 0 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 63.5 23.3 12.3 9.4 7.3 0.0 0.7 1.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,780 : : Positions : : 3,350 9,780 5,485 455 300 975 0 125 425 0 0 : : : : Changes from: July 10, 2018 : : 50 0 -100 0 0 50 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 83.0 46.6 3.9 2.5 8.3 0.0 1.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 57,941 : : Positions : : 21,440 25,641 16,428 20,105 100 12,575 0 0 300 5,035 800 : : : : Changes from: July 10, 2018 : : 720 0 -60 410 -25 -250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 44.3 28.4 34.7 0.2 21.7 0.0 0.0 0.5 8.7 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 56,078 : : Positions : : 19,255 24,368 15,085 20,215 0 15,115 0 0 350 5,235 750 : : : : Changes from: July 10, 2018 : : 720 0 -60 410 0 -250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 43.5 26.9 36.0 0.0 27.0 0.0 0.0 0.6 9.3 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 19 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 20,725 : : Positions : : 14,500 6,380 0 385 2,340 255 8,150 40 500 600 0 : : : : Changes from: July 10, 2018 : : 0 0 0 25 -25 25 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 30.8 0.0 1.9 11.3 1.2 39.3 0.2 2.4 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 19,850 : : Positions : : 13,415 6,380 1,235 95 1,975 355 8,150 0 0 600 0 : : : : Changes from: July 10, 2018 : : 0 0 0 25 -25 25 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 32.1 6.2 0.5 9.9 1.8 41.1 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 29,620 : : Positions : : 11,355 23,308 2,282 885 1,160 11,835 0 0 0 1,030 0 : : : : Changes from: July 10, 2018 : : 0 250 0 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 78.7 7.7 3.0 3.9 40.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 35,770 : : Positions : : 14,195 30,825 13,315 0 875 3,855 0 220 880 1,535 0 : : : : Changes from: July 10, 2018 : : 0 150 -150 0 0 300 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 86.2 37.2 0.0 2.4 10.8 0.0 0.6 2.5 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 32,275 : : Positions : : 12,835 27,945 11,975 0 675 3,805 0 220 750 1,535 0 : : : : Changes from: July 10, 2018 : : 0 150 -150 0 0 300 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 86.6 37.1 0.0 2.1 11.8 0.0 0.7 2.3 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 23,050 : : Positions : : 18,780 8,205 0 13,335 300 1,370 320 60 1,265 305 0 : : : : Changes from: July 10, 2018 : : -195 15 0 0 0 -90 0 60 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 35.6 0.0 57.9 1.3 5.9 1.4 0.3 5.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 22,615 : : Positions : : 18,400 7,210 0 14,075 300 1,370 235 60 1,265 175 0 : : : : Changes from: July 10, 2018 : : -210 0 0 0 0 -90 0 60 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 31.9 0.0 62.2 1.3 6.1 1.0 0.3 5.6 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 36,475 : : Positions : : 25,360 11,035 0 21,785 175 7,305 50 290 2,075 2,050 0 : : : : Changes from: July 10, 2018 : : 60 25 0 -240 0 385 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 30.3 0.0 59.7 0.5 20.0 0.1 0.8 5.7 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 33,630 : : Positions : : 22,340 13,485 0 16,590 175 7,775 50 50 2,000 2,050 0 : : : : Changes from: July 10, 2018 : : 0 25 0 -300 0 385 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 40.1 0.0 49.3 0.5 23.1 0.1 0.1 5.9 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 98,330 : : Positions : : 37,455 83,980 38,845 0 405 6,800 0 3,230 3,010 2,075 350 : : : : Changes from: July 10, 2018 : : 645 195 -440 0 -150 -610 0 210 600 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 85.4 39.5 0.0 0.4 6.9 0.0 3.3 3.1 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 25 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 88,570 : : Positions : : 36,650 75,525 32,690 0 450 5,030 0 2,880 3,210 2,000 125 : : : : Changes from: July 10, 2018 : : 700 190 -500 0 -150 -610 0 210 600 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 85.3 36.9 0.0 0.5 5.7 0.0 3.3 3.6 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 22 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 30,525 : : Positions : : 12,990 19,510 8,560 3,510 2,595 900 2,150 0 3,700 1,050 150 : : : : Changes from: July 10, 2018 : : 300 350 -100 0 -25 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 63.9 28.0 11.5 8.5 2.9 7.0 0.0 12.1 3.4 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 22,625 : : Positions : : 8,835 14,270 7,345 3,495 3,120 0 150 0 2,975 1,200 0 : : : : Changes from: July 10, 2018 : : 530 280 -400 0 -200 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 63.1 32.5 15.4 13.8 0.0 0.7 0.0 13.1 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 17,605 : : Positions : : 7,920 9,190 0 3,030 1,910 6,500 0 0 0 2,200 0 : : : : Changes from: July 10, 2018 : : 0 0 0 -150 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 52.2 0.0 17.2 10.8 36.9 0.0 0.0 0.0 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 55,240 : : Positions : : 34,975 31,760 600 2,285 7,820 450 390 790 0 1,650 0 : : : : Changes from: July 10, 2018 : : 1,180 180 -135 865 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 57.5 1.1 4.1 14.2 0.8 0.7 1.4 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 17, 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 40,115 : : Positions : : 19,360 20,760 390 700 6,880 2,060 0 0 0 650 100 : : : : Changes from: July 10, 2018 : : -300 300 180 -420 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 51.8 1.0 1.7 17.2 5.1 0.0 0.0 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 18 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 20, 2018