Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 37,146 : : Positions : : 13,319 19,522 4,732 610 415 974 7,485 1,536 11,880 2,966 3,414 : : : : Changes from: August 21, 2018 : : 658 188 167 0 -61 -20 876 0 278 2 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 52.6 12.7 1.6 1.1 2.6 20.2 4.1 32.0 8.0 9.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 4 . . . . . 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 4,793 : : Positions : : 2,519 2,972 151 180 136 0 0 0 926 764 597 : : : : Changes from: August 21, 2018 : : -11 -50 -5 10 6 0 0 0 21 35 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 62.0 3.2 3.8 2.8 0.0 0.0 0.0 19.3 15.9 12.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 6 . . . 0 0 0 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 59,384 : : Positions : : 30,290 34,270 129 3,397 12,616 8,215 0 3,425 951 2,425 2,835 : : : : Changes from: August 21, 2018 : : 141 161 0 58 78 159 0 -53 -12 62 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 57.7 0.2 5.7 21.2 13.8 0.0 5.8 1.6 4.1 4.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 28 . . . 6 0 6 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 43,029 : : Positions : : 31,661 36,055 1,525 1,330 4,126 359 900 18 5,000 400 200 : : : : Changes from: August 21, 2018 : : -245 -503 -525 36 -389 78 0 -77 225 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 83.8 3.5 3.1 9.6 0.8 2.1 0.0 11.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 18 . . . . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 21,692 : : Positions : : 18,048 16,170 50 3,337 1,015 0 0 0 1,580 200 870 : : : : Changes from: August 21, 2018 : : 275 175 0 200 25 0 0 0 25 -75 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 74.5 0.2 15.4 4.7 0.0 0.0 0.0 7.3 0.9 4.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 159,589 : : Positions : : 135,083 112,577 2,196 18,586 10,111 4,490 10,285 1,330 3,172 3,529 3,001 : : : : Changes from: August 21, 2018 : : 1,395 2,058 193 -453 854 -600 150 90 100 -655 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 70.5 1.4 11.6 6.3 2.8 6.4 0.8 2.0 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 35 . . 4 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 43,339 : : Positions : : 28,483 24,615 10,942 7,372 2,289 425 5,652 481 25 2,355 575 : : : : Changes from: August 21, 2018 : : -436 -1,573 -976 -420 -84 62 927 -219 0 -284 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 56.8 25.2 17.0 5.3 1.0 13.0 1.1 0.1 5.4 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 19 . . . 4 . . . 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 31,740 : : Positions : : 26,425 19,240 3,847 11,107 1,218 150 0 0 50 125 50 : : : : Changes from: August 21, 2018 : : 100 25 -138 -63 138 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 60.6 12.1 35.0 3.8 0.5 0.0 0.0 0.2 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 46,711 : : Positions : : 35,716 34,946 4,935 9,245 930 3,050 950 0 1,415 0 490 : : : : Changes from: August 21, 2018 : : 262 -333 0 595 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 74.8 10.6 19.8 2.0 6.5 2.0 0.0 3.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 73,188 : : Positions : : 47,549 46,376 4,805 19,799 3,796 14,390 1,875 800 885 0 530 : : : : Changes from: August 21, 2018 : : 141 700 80 2,991 -190 3,400 50 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 63.4 6.6 27.1 5.2 19.7 2.6 1.1 1.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . 4 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 77,287 : : Positions : : 56,742 56,135 15,055 18,190 300 500 390 190 2,290 0 1,810 : : : : Changes from: August 21, 2018 : : 1,090 500 -125 415 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 72.6 19.5 23.5 0.4 0.6 0.5 0.2 3.0 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 24 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 113,007 : : Positions : : 80,747 72,696 23,460 37,359 1,340 2,290 150 0 3,335 0 1,355 : : : : Changes from: August 21, 2018 : : 1,250 400 -135 665 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 64.3 20.8 33.1 1.2 2.0 0.1 0.0 3.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 31,935 : : Positions : : 22,735 27,635 4,430 0 3,900 590 0 0 150 205 10 : : : : Changes from: August 21, 2018 : : 820 810 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 86.5 13.9 0.0 12.2 1.8 0.0 0.0 0.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 28,390 : : Positions : : 24,530 22,865 0 2,200 2,960 0 300 0 740 0 60 : : : : Changes from: August 21, 2018 : : 125 130 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 80.5 0.0 7.7 10.4 0.0 1.1 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 9,520 : : Positions : : 8,570 8,220 50 500 200 100 500 0 600 100 0 : : : : Changes from: August 21, 2018 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 86.3 0.5 5.3 2.1 1.1 5.3 0.0 6.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 55,288 : : Positions : : 31,965 37,195 350 6,371 7,464 4,990 17 250 7,134 740 2,848 : : : : Changes from: August 21, 2018 : : -12 763 0 -1,073 962 -270 -5 32 8 -25 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 67.3 0.6 11.5 13.5 9.0 0.0 0.5 12.9 1.3 5.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 24 . . . 6 . 4 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 10,830 : : Positions : : 7,040 6,925 836 600 1,160 200 0 0 200 610 1,100 : : : : Changes from: August 21, 2018 : : 535 575 0 0 0 0 0 0 200 100 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 63.9 7.7 5.5 10.7 1.8 0.0 0.0 1.8 5.6 10.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 44,816 : : Positions : : 34,616 39,994 5,515 307 3,945 640 150 0 50 125 0 : : : : Changes from: August 21, 2018 : : 1,050 1,075 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 89.2 12.3 0.7 8.8 1.4 0.3 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 46,194 : : Positions : : 41,061 31,224 750 13,063 367 2,360 990 0 815 305 245 : : : : Changes from: August 21, 2018 : : -260 -215 0 -50 30 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 67.6 1.6 28.3 0.8 5.1 2.1 0.0 1.8 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 51,284 : : Positions : : 40,067 41,461 5,711 8,005 450 1,000 0 0 2,913 300 470 : : : : Changes from: August 21, 2018 : : 455 590 -55 0 180 0 0 0 190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.8 11.1 15.6 0.9 1.9 0.0 0.0 5.7 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 59,246 : : Positions : : 47,315 46,203 5,305 7,935 1,365 950 0 0 3,103 2,750 450 : : : : Changes from: August 21, 2018 : : 635 770 -55 0 180 0 0 0 190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 78.0 9.0 13.4 2.3 1.6 0.0 0.0 5.2 4.6 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 81,754 : : Positions : : 70,331 73,620 8,744 4,495 1,639 0 150 0 0 927 922 : : : : Changes from: August 21, 2018 : : 664 572 15 0 0 0 0 0 0 107 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 90.1 10.7 5.5 2.0 0.0 0.2 0.0 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 115,529 : : Positions : : 95,341 100,880 10,916 8,614 1,784 123 1,094 190 5,260 1,320 1,642 : : : : Changes from: August 21, 2018 : : 1,607 1,014 -188 421 9 73 12 42 -216 -200 342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 87.3 9.4 7.5 1.5 0.1 0.9 0.2 4.6 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 29 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 52,090 : : Positions : : 45,870 46,920 1,358 118 4,552 0 175 0 50 75 250 : : : : Changes from: August 21, 2018 : : -505 455 -400 -1,475 580 0 0 0 -200 -75 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 90.1 2.6 0.2 8.7 0.0 0.3 0.0 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 38,217 : : Positions : : 30,232 28,432 1,580 3,925 3,245 950 1,775 250 350 0 475 : : : : Changes from: August 21, 2018 : : 375 750 300 -195 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.4 4.1 10.3 8.5 2.5 4.6 0.7 0.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 53,856 : : Positions : : 30,613 43,371 1,885 3,496 4,024 15,245 1,900 265 263 0 800 : : : : Changes from: August 21, 2018 : : 1,117 1,217 200 -80 -50 0 0 -10 -596 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 80.5 3.5 6.5 7.5 28.3 3.5 0.5 0.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . 6 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 34,656 : : Positions : : 19,575 32,611 14,201 0 323 0 411 480 0 410 0 : : : : Changes from: August 21, 2018 : : 420 625 -186 0 1 0 60 -10 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 94.1 41.0 0.0 0.9 0.0 1.2 1.4 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 0 . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 29,112 : : Positions : : 15,347 26,150 12,105 70 1,540 0 845 0 0 0 0 : : : : Changes from: August 21, 2018 : : 305 605 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 89.8 41.6 0.2 5.3 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 33,918 : : Positions : : 29,816 32,062 2,293 0 926 63 910 0 625 0 15 : : : : Changes from: August 21, 2018 : : 1,250 970 -280 0 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 94.5 6.8 0.0 2.7 0.2 2.7 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 5 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 25,574 : : Positions : : 21,478 23,783 1,964 0 1,165 0 100 160 405 0 0 : : : : Changes from: August 21, 2018 : : 3,800 1,810 -2,115 0 410 0 -50 50 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 93.0 7.7 0.0 4.6 0.0 0.4 0.6 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 45,807 : : Positions : : 38,727 31,854 5,324 7,381 690 110 5,017 6 456 462 309 : : : : Changes from: August 21, 2018 : : 1,354 2,334 681 -455 -122 0 -72 0 -150 67 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 69.5 11.6 16.1 1.5 0.2 11.0 0.0 1.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 38,597 : : Positions : : 32,409 24,838 4,135 10,983 952 0 610 560 0 510 65 : : : : Changes from: August 21, 2018 : : 1,067 1,777 328 0 33 0 -550 440 0 165 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 64.4 10.7 28.5 2.5 0.0 1.6 1.5 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 21,878 : : Positions : : 11,037 17,671 4,150 451 3,635 2,697 75 31 75 0 0 : : : : Changes from: August 21, 2018 : : 252 177 -775 -599 435 26 0 -25 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 80.8 19.0 2.1 16.6 12.3 0.3 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 19,445 : : Positions : : 12,425 15,480 3,305 0 2,190 50 1,100 125 975 225 325 : : : : Changes from: August 21, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 79.6 17.0 0.0 11.3 0.3 5.7 0.6 5.0 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 20,990 : : Positions : : 13,820 15,740 4,100 0 1,750 50 2,950 0 725 150 400 : : : : Changes from: August 21, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 75.0 19.5 0.0 8.3 0.2 14.1 0.0 3.5 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 275,770 : : Positions : : 226,284 132,817 2,201 79,702 23,773 2,379 2,878 12,485 1,551 17,124 6,991 : : : : Changes from: August 21, 2018 : : -6,926 -6,787 -1,779 -3,093 3,555 959 -144 -1,444 191 2,469 -1,898 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 48.2 0.8 28.9 8.6 0.9 1.0 4.5 0.6 6.2 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 21,880 : : Positions : : 13,630 14,505 6,100 6,205 1,170 0 0 0 780 0 0 : : : : Changes from: August 21, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 66.3 27.9 28.4 5.3 0.0 0.0 0.0 3.6 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 August 28, 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 26,225 : : Positions : : 11,193 19,845 10,500 3,725 675 500 140 85 2,975 1,680 75 : : : : Changes from: August 21, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 75.7 40.0 14.2 2.6 1.9 0.5 0.3 11.3 6.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 21,065 : : Positions : : 9,418 14,520 8,125 3,275 1,125 300 165 85 1,650 1,680 200 : : : : Changes from: August 21, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 68.9 38.6 15.5 5.3 1.4 0.8 0.4 7.8 8.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 9,405 : : Positions : : 6,435 3,920 235 0 1,710 0 3,100 0 650 450 150 : : : : Changes from: August 21, 2018 : : 120 0 -120 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 41.7 2.5 0.0 18.2 0.0 33.0 0.0 6.9 4.8 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 6,825 : : Positions : : 5,170 4,030 0 640 705 0 750 0 650 500 125 : : : : Changes from: August 21, 2018 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 59.0 0.0 9.4 10.3 0.0 11.0 0.0 9.5 7.3 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 52,600 : : Positions : : 37,075 39,052 7,375 0 4,590 1,000 50 25 0 6,780 2,095 : : : : Changes from: August 21, 2018 : : 575 800 400 0 0 0 0 0 0 175 700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 74.2 14.0 0.0 8.7 1.9 0.1 0.0 0.0 12.9 4.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 51,851 : : Positions : : 36,854 38,632 6,970 3 4,131 1,100 50 0 985 7,600 1,435 : : : : Changes from: August 21, 2018 : : 660 800 400 -10 75 25 0 -25 525 820 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 74.5 13.4 0.0 8.0 2.1 0.1 0.0 1.9 14.7 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 117,393 : : Positions : : 80,916 80,407 14,440 23,943 4,186 915 790 2,335 10,995 2,243 3,364 : : : : Changes from: August 21, 2018 : : 590 820 0 -20 105 0 0 0 760 550 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 68.5 12.3 20.4 3.6 0.8 0.7 2.0 9.4 1.9 2.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 27 . 5 5 4 . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 137,802 : : Positions : : 99,105 90,893 16,950 32,353 2,380 2,985 3,160 1,885 12,905 5,851 1,280 : : : : Changes from: August 21, 2018 : : 276 941 0 -300 440 -25 0 0 940 550 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 66.0 12.3 23.5 1.7 2.2 2.3 1.4 9.4 4.2 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 27 . 6 5 4 4 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 292,599 : : Positions : : 189,628 199,567 29,735 13,642 24,858 13,805 22,952 10,619 12,964 10,332 10,084 : : : : Changes from: August 21, 2018 : : -438 -1,184 777 -2,124 1,035 439 1,852 -1,318 -599 1,451 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 68.2 10.2 4.7 8.5 4.7 7.8 3.6 4.4 3.5 3.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 38 41 . . 5 12 7 9 12 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 32,712 : : Positions : : 18,993 31,682 9,247 0 135 1,005 0 20 2,673 375 500 : : : : Changes from: August 21, 2018 : : 60 485 425 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 96.9 28.3 0.0 0.4 3.1 0.0 0.1 8.2 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 31,309 : : Positions : : 17,603 29,069 9,897 0 60 125 1,100 400 2,503 125 555 : : : : Changes from: August 21, 2018 : : -50 375 425 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 92.8 31.6 0.0 0.2 0.4 3.5 1.3 8.0 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 15,327 : : Positions : : 6,480 9,867 3,777 1,350 1,570 1,310 0 100 0 350 0 : : : : Changes from: August 21, 2018 : : 400 300 -100 -300 400 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 64.4 24.6 8.8 10.2 8.5 0.0 0.7 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 11,055 : : Positions : : 3,125 9,270 4,800 70 600 1,160 0 100 250 0 0 : : : : Changes from: August 21, 2018 : : -20 280 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 83.9 43.4 0.6 5.4 10.5 0.0 0.9 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 61,484 : : Positions : : 23,012 23,514 15,528 21,405 0 13,900 5,970 0 0 1,585 1,750 : : : : Changes from: August 21, 2018 : : 1,125 -40 70 860 0 -50 600 -15 0 -275 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 38.2 25.3 34.8 0.0 22.6 9.7 0.0 0.0 2.6 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 59,497 : : Positions : : 21,249 21,972 14,165 21,345 0 15,565 6,070 0 0 1,485 1,750 : : : : Changes from: August 21, 2018 : : 1,055 0 70 750 0 -50 600 -15 0 -275 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 36.9 23.8 35.9 0.0 26.2 10.2 0.0 0.0 2.5 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 19 . . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 19,725 : : Positions : : 13,545 6,285 890 45 1,470 425 7,650 40 0 1,190 0 : : : : Changes from: August 21, 2018 : : 150 0 -225 -175 155 -100 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 31.9 4.5 0.2 7.5 2.2 38.8 0.2 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 19,465 : : Positions : : 12,615 6,310 2,315 45 970 175 7,850 20 0 1,185 0 : : : : Changes from: August 21, 2018 : : 150 0 -225 -175 155 -100 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 32.4 11.9 0.2 5.0 0.9 40.3 0.1 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 27,677 : : Positions : : 11,177 21,840 1,977 610 1,160 10,525 980 0 0 0 0 : : : : Changes from: August 21, 2018 : : 0 50 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 78.9 7.1 2.2 4.2 38.0 3.5 0.0 0.0 0.0 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 August 28, 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 35,130 : : Positions : : 14,005 29,980 12,315 0 540 3,390 1,345 10 1,665 50 600 : : : : Changes from: August 21, 2018 : : 790 740 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 85.3 35.1 0.0 1.5 9.6 3.8 0.0 4.7 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 31,840 : : Positions : : 12,715 27,225 11,235 0 340 3,320 1,345 30 1,350 50 600 : : : : Changes from: August 21, 2018 : : 770 720 -40 0 0 -10 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 85.5 35.3 0.0 1.1 10.4 4.2 0.1 4.2 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 12,870 : : Positions : : 10,440 3,635 950 5,040 100 0 2,970 100 0 150 0 : : : : Changes from: August 21, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 28.2 7.4 39.2 0.8 0.0 23.1 0.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 28,470 : : Positions : : 22,660 8,805 0 16,675 300 1,875 890 45 1,490 265 1,200 : : : : Changes from: August 21, 2018 : : 700 150 0 1,745 0 50 0 0 1,145 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 30.9 0.0 58.6 1.1 6.6 3.1 0.2 5.2 0.9 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 28,435 : : Positions : : 23,210 7,950 0 17,275 300 1,275 830 220 1,230 200 1,115 : : : : Changes from: August 21, 2018 : : 1,100 300 0 1,745 0 -550 0 175 1,230 -265 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 28.0 0.0 60.8 1.1 4.5 2.9 0.8 4.3 0.7 3.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 36,755 : : Positions : : 24,430 11,410 0 19,120 425 7,275 1,050 320 2,030 2,325 150 : : : : Changes from: August 21, 2018 : : 375 350 0 -875 175 -25 -50 0 0 925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 31.0 0.0 52.0 1.2 19.8 2.9 0.9 5.5 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 34,125 : : Positions : : 21,230 13,615 0 14,380 475 7,760 1,050 200 1,980 1,975 500 : : : : Changes from: August 21, 2018 : : -225 350 0 -875 175 575 -50 0 0 925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 39.9 0.0 42.1 1.4 22.7 3.1 0.6 5.8 5.8 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 99,245 : : Positions : : 40,315 81,920 36,620 0 810 5,365 0 4,120 1,700 2,030 2,205 : : : : Changes from: August 21, 2018 : : 755 1,535 800 0 315 -125 0 15 105 0 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 82.5 36.9 0.0 0.8 5.4 0.0 4.2 1.7 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 25 . 0 . 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 90,325 : : Positions : : 36,430 73,240 31,780 0 640 5,230 0 3,485 1,830 1,980 2,445 : : : : Changes from: August 21, 2018 : : 515 945 790 0 235 -115 0 -20 -245 0 710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 81.1 35.2 0.0 0.7 5.8 0.0 3.9 2.0 2.2 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 21 . 0 . 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 31,070 : : Positions : : 11,380 19,855 8,905 3,475 3,250 5,950 1,875 0 0 1,100 100 : : : : Changes from: August 21, 2018 : : -550 150 700 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 63.9 28.7 11.2 10.5 19.2 6.0 0.0 0.0 3.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 21,840 : : Positions : : 7,805 14,315 8,380 3,315 2,425 2,850 125 0 0 1,250 0 : : : : Changes from: August 21, 2018 : : -375 175 550 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 65.5 38.4 15.2 11.1 13.0 0.6 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 17,710 : : Positions : : 8,590 9,500 0 3,300 1,910 6,125 1,975 0 0 0 0 : : : : Changes from: August 21, 2018 : : 0 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 53.6 0.0 18.6 10.8 34.6 11.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 54,965 : : Positions : : 31,785 30,385 2,095 780 8,525 100 2,775 915 0 100 0 : : : : Changes from: August 21, 2018 : : -1,060 -110 945 -5 -595 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 55.3 3.8 1.4 15.5 0.2 5.0 1.7 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 28, 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 41,515 : : Positions : : 20,365 20,565 545 1,450 6,665 1,225 650 225 0 0 0 : : : : Changes from: August 21, 2018 : : -250 -475 0 -150 -25 -375 0 225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 49.5 1.3 3.5 16.1 3.0 1.6 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 31, 2018