Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 48,598 : : Positions : : 11,657 30,869 8,449 1,042 978 6,696 5,181 647 12,714 2,833 6,114 : : : : Changes from: December 19, 2017 : : -61 -73 72 0 0 53 0 0 -237 -22 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 63.5 17.4 2.1 2.0 13.8 10.7 1.3 26.2 5.8 12.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 10 4 . 4 . 5 6 11 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,708 : : Positions : : 494 2,720 243 1,409 29 940 316 120 2,817 0 636 : : : : Changes from: December 19, 2017 : : 10 25 0 0 0 0 0 0 15 0 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 47.7 4.3 24.7 0.5 16.5 5.5 2.1 49.4 0.0 11.1 : : : : Number of Traders in Each Category Total Traders: 26 : : . 5 . . . . . . 12 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 95,019 : : Positions : : 51,273 58,243 4,326 7,151 16,470 9,789 164 2,761 4,150 4,395 5,312 : : : : Changes from: December 19, 2017 : : -389 -1,194 -23 176 -879 -101 -13 -616 -495 19 -732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 61.3 4.6 7.5 17.3 10.3 0.2 2.9 4.4 4.6 5.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 31 . . 4 6 . 6 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 36,636 : : Positions : : 30,193 27,309 32 4,740 2,986 475 175 0 2,200 675 750 : : : : Changes from: December 19, 2017 : : 456 494 13 -200 -38 75 25 -25 25 250 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 74.5 0.1 12.9 8.2 1.3 0.5 0.0 6.0 1.8 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 24,327 : : Positions : : 22,887 14,990 0 6,712 665 0 0 0 350 1,535 425 : : : : Changes from: December 19, 2017 : : 144 19 0 125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 61.6 0.0 27.6 2.7 0.0 0.0 0.0 1.4 6.3 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 174,515 : : Positions : : 136,113 121,775 18,741 16,652 5,702 8,089 17,553 2,146 2,024 8,900 1,597 : : : : Changes from: December 19, 2017 : : -1,933 -2,270 -320 -640 977 -500 85 305 -165 -200 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 69.8 10.7 9.5 3.3 4.6 10.1 1.2 1.2 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 36 32 4 . . . 5 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 56,726 : : Positions : : 38,019 29,752 8,955 9,308 6,066 381 10,275 600 2,450 475 250 : : : : Changes from: December 19, 2017 : : -879 -121 200 -723 742 -40 0 200 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 52.4 15.8 16.4 10.7 0.7 18.1 1.1 4.3 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 22 . . . . 4 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 31,356 : : Positions : : 25,495 14,596 5,711 16,010 0 0 300 150 0 300 0 : : : : Changes from: December 19, 2017 : : 1,070 -250 300 1,620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 46.5 18.2 51.1 0.0 0.0 1.0 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 60,788 : : Positions : : 43,858 40,438 2,848 2,835 11,610 400 4,925 75 1,170 275 440 : : : : Changes from: December 19, 2017 : : -872 493 720 -40 380 0 -400 0 25 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 66.5 4.7 4.7 19.1 0.7 8.1 0.1 1.9 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 68,725 : : Positions : : 58,910 44,539 2,780 15,243 5,268 0 1,925 250 670 985 505 : : : : Changes from: December 19, 2017 : : -1,743 37 900 -430 -45 0 -400 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 64.8 4.0 22.2 7.7 0.0 2.8 0.4 1.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 25 . . 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 74,031 : : Positions : : 46,529 35,146 22,065 13,295 3,165 550 0 0 796 21,450 875 : : : : Changes from: December 19, 2017 : : 1,000 900 725 400 0 -400 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 47.5 29.8 18.0 4.3 0.7 0.0 0.0 1.1 29.0 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 97,307 : : Positions : : 61,086 40,772 28,550 28,855 5,200 300 0 0 1,891 22,050 280 : : : : Changes from: December 19, 2017 : : 1,705 905 0 400 0 -400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 41.9 29.3 29.7 5.3 0.3 0.0 0.0 1.9 22.7 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 31,837 : : Positions : : 21,087 28,077 6,675 0 3,670 0 0 0 400 0 0 : : : : Changes from: December 19, 2017 : : -434 -54 380 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 88.2 21.0 0.0 11.5 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 34,300 : : Positions : : 27,315 28,055 705 520 5,245 150 0 0 750 405 75 : : : : Changes from: December 19, 2017 : : -45 -60 0 150 -150 25 -95 -25 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 81.8 2.1 1.5 15.3 0.4 0.0 0.0 2.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,435 : : Positions : : 8,635 9,085 200 900 350 0 0 0 1,250 100 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 24,426 : : Positions : : 12,899 14,198 0 6,763 1,020 2,356 0 0 5,902 160 2,000 : : : : Changes from: December 19, 2017 : : -240 576 0 -2 0 12 0 0 652 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 58.1 0.0 27.7 4.2 9.6 0.0 0.0 24.2 0.7 8.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 6,249 : : Positions : : 3,674 3,535 210 630 870 100 0 0 400 99 800 : : : : Changes from: December 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 56.6 3.4 10.1 13.9 1.6 0.0 0.0 6.4 1.6 12.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,978 : : Positions : : 26,643 36,928 10,755 0 2,580 0 50 0 0 300 0 : : : : Changes from: December 19, 2017 : : -400 -100 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 92.4 26.9 0.0 6.5 0.0 0.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 22 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 44,900 : : Positions : : 40,325 29,605 1,565 13,920 615 100 0 0 1,240 465 65 : : : : Changes from: December 19, 2017 : : -860 -200 600 -50 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 65.9 3.5 31.0 1.4 0.2 0.0 0.0 2.8 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 46,573 : : Positions : : 35,737 35,650 8,678 9,730 623 0 0 0 1,275 0 80 : : : : Changes from: December 19, 2017 : : -1,275 405 1,575 -200 -57 0 0 0 135 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.5 18.6 20.9 1.3 0.0 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 53,410 : : Positions : : 40,507 38,356 8,959 11,105 2,049 0 0 0 1,895 1,900 0 : : : : Changes from: December 19, 2017 : : -485 800 975 -200 -86 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 71.8 16.8 20.8 3.8 0.0 0.0 0.0 3.5 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 83,656 : : Positions : : 73,550 73,706 7,366 6,618 1,588 0 0 0 52 567 919 : : : : Changes from: December 19, 2017 : : 90 956 895 450 0 0 0 0 0 -421 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 88.1 8.8 7.9 1.9 0.0 0.0 0.0 0.1 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 109,095 : : Positions : : 93,707 93,520 9,984 8,337 1,734 0 519 6 1,959 3,347 1,325 : : : : Changes from: December 19, 2017 : : 549 -339 933 445 5 0 -35 0 -497 897 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 85.7 9.2 7.6 1.6 0.0 0.5 0.0 1.8 3.1 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 34,224 : : Positions : : 27,074 33,036 6,201 0 713 0 0 0 200 475 0 : : : : Changes from: December 19, 2017 : : 600 900 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 96.5 18.1 0.0 2.1 0.0 0.0 0.0 0.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 35,956 : : Positions : : 28,235 25,508 1,445 4,155 3,610 600 2,100 250 1,387 0 153 : : : : Changes from: December 19, 2017 : : 155 -130 -200 60 200 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 70.9 4.0 11.6 10.0 1.7 5.8 0.7 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 41,355 : : Positions : : 21,083 33,855 7,532 1,810 3,885 6,455 0 500 1,355 1,200 100 : : : : Changes from: December 19, 2017 : : -152 -362 -200 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 81.9 18.2 4.4 9.4 15.6 0.0 1.2 3.3 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 44,674 : : Positions : : 22,353 41,459 21,783 39 268 0 1,440 160 42 1,300 8 : : : : Changes from: December 19, 2017 : : -395 105 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 92.8 48.8 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 38,931 : : Positions : : 18,338 35,666 19,876 185 670 0 2,285 0 0 0 0 : : : : Changes from: December 19, 2017 : : -285 315 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 91.6 51.1 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,493 : : Positions : : 21,859 25,135 2,509 0 1,497 75 1,690 0 1,965 0 41 : : : : Changes from: December 19, 2017 : : 202 225 175 0 -175 0 0 0 -152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 88.2 8.8 0.0 5.3 0.3 5.9 0.0 6.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 0 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,610 : : Positions : : 19,088 19,938 931 905 732 0 595 320 1,259 0 0 : : : : Changes from: December 19, 2017 : : 10 100 210 0 -192 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 88.2 4.1 4.0 3.2 0.0 2.6 1.4 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 52,263 : : Positions : : 46,806 35,694 2,739 7,062 1,415 0 6,576 354 190 540 586 : : : : Changes from: December 19, 2017 : : -397 -675 -194 -5 192 0 164 -32 -45 -130 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 68.3 5.2 13.5 2.7 0.0 12.6 0.7 0.4 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 21 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 39,123 : : Positions : : 33,307 25,791 4,563 9,217 623 0 2,539 395 50 512 0 : : : : Changes from: December 19, 2017 : : 287 243 -34 -25 14 0 -100 100 -60 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 65.9 11.7 23.6 1.6 0.0 6.5 1.0 0.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,738 : : Positions : : 10,318 17,338 9,650 0 3,375 0 2,775 225 50 25 0 : : : : Changes from: December 19, 2017 : : 50 25 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 73.0 40.7 0.0 14.2 0.0 11.7 0.9 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 14,910 : : Positions : : 7,205 14,415 5,505 0 475 270 0 0 1,270 0 0 : : : : Changes from: December 19, 2017 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 96.7 36.9 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 15,020 : : Positions : : 7,340 14,525 5,765 0 475 420 0 0 890 0 0 : : : : Changes from: December 19, 2017 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 96.7 38.4 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 269,871 : : Positions : : 212,454 130,879 510 63,109 19,503 0 11,715 21,529 0 7,805 13,393 : : : : Changes from: December 19, 2017 : : -369,199 -247,621 -5,609 -43,950 -107,903 0 -79,454 -846 -1,917 -6,878 -56,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 48.5 0.2 23.4 7.2 0.0 4.3 8.0 0.0 2.9 5.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 16,180 : : Positions : : 9,505 14,150 5,675 1,330 220 0 0 0 720 0 0 : : : : Changes from: December 19, 2017 : : -945 255 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 87.5 35.1 8.2 1.4 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 18,290 : : Positions : : 11,000 14,670 6,350 2,980 160 0 0 0 720 0 0 : : : : Changes from: December 19, 2017 : : -1,500 250 1,750 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 80.2 34.7 16.3 0.9 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 11,590 : : Positions : : 5,740 5,075 5,110 6,030 475 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 100 200 200 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 43.8 44.1 52.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,345 : : Positions : : 10,189 14,970 10,355 5,190 1,235 0 700 200 25 50 0 : : : : Changes from: December 19, 2017 : : 500 0 -500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 67.0 46.3 23.2 5.5 0.0 3.1 0.9 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 19,412 : : Positions : : 8,040 12,570 8,155 3,940 2,150 0 500 200 25 50 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 64.8 42.0 20.3 11.1 0.0 2.6 1.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 8,270 : : Positions : : 6,875 5,835 0 1,590 700 660 25 0 0 0 0 : : : : Changes from: December 19, 2017 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 70.6 0.0 19.2 8.5 8.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 6,870 : : Positions : : 6,285 4,865 0 1,335 550 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 120 0 0 120 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 70.8 0.0 19.4 8.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 25,628 : : Positions : : 17,802 18,198 4,455 1,740 2,665 100 0 0 457 2,965 0 : : : : Changes from: December 19, 2017 : : -1,230 295 1,250 -275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 71.0 17.4 6.8 10.4 0.4 0.0 0.0 1.8 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 26,278 : : Positions : : 18,269 17,655 4,455 2,782 2,808 100 0 0 457 2,915 45 : : : : Changes from: December 19, 2017 : : -1,300 296 1,250 -275 0 0 0 0 0 -50 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 67.2 17.0 10.6 10.7 0.4 0.0 0.0 1.7 11.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,769 : : Positions : : 95,642 81,413 11,180 24,613 4,982 150 2,215 420 3,390 2,351 715 : : : : Changes from: December 19, 2017 : : -6,716 1,129 7,750 305 -235 0 -400 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 69.7 9.6 21.1 4.3 0.1 1.9 0.4 2.9 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 27 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 131,837 : : Positions : : 110,959 89,025 10,615 26,826 4,847 325 7,749 880 3,395 2,065 135 : : : : Changes from: December 19, 2017 : : -8,374 198 9,150 -370 -75 -30 879 0 -50 -1 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.5 8.1 20.3 3.7 0.2 5.9 0.7 2.6 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 257,699 : : Positions : : 165,779 184,316 8,091 0 35,189 20,754 6,896 7,463 3,695 10,631 12,829 : : : : Changes from: December 19, 2017 : : -947 759 -2,085 0 1,545 622 -708 182 -438 -2,610 1,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 71.5 3.1 0.0 13.7 8.1 2.7 2.9 1.4 4.1 5.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 38 40 6 0 4 8 6 4 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 39,139 : : Positions : : 29,091 34,529 5,135 1,690 2,345 1,895 0 250 100 250 50 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 88.2 13.1 4.3 6.0 4.8 0.0 0.6 0.3 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 37,439 : : Positions : : 27,876 33,989 4,285 450 2,605 2,235 0 70 100 300 0 : : : : Changes from: December 19, 2017 : : 50 50 0 0 0 0 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 90.8 11.4 1.2 7.0 6.0 0.0 0.2 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 12,665 : : Positions : : 7,520 7,415 3,040 3,480 1,770 0 0 0 300 0 0 : : : : Changes from: December 19, 2017 : : -300 0 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 58.5 24.0 27.5 14.0 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F3 Open Interest is 12,505 : : Positions : : 6,100 6,865 4,440 4,005 1,630 0 0 0 300 0 0 : : : : Changes from: December 19, 2017 : : -300 0 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 54.9 35.5 32.0 13.0 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 220,843 : : Positions : : 98,754 147,794 51,312 8,599 47,651 20,990 0 2,136 0 14,662 0 : : : : Changes from: December 19, 2017 : : -13,943 36,302 32,892 -19,434 9,085 70 0 1 0 2,152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 66.9 23.2 3.9 21.6 9.5 0.0 1.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 29,444 : : Positions : : 22,312 24,607 2,830 355 120 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : -75 105 180 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 83.6 9.6 1.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 28,310 : : Positions : : 20,780 23,405 3,155 355 120 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 0 180 180 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 82.7 11.1 1.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,955 : : Positions : : 3,095 9,565 6,795 0 950 0 375 0 50 0 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 30,030 : : Positions : : 13,658 21,723 10,855 200 1,400 0 0 175 0 2,400 0 : : : : Changes from: December 19, 2017 : : 350 -250 -600 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 72.3 36.1 0.7 4.7 0.0 0.0 0.6 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 29,060 : : Positions : : 13,139 21,019 11,090 600 1,515 0 0 175 0 2,400 0 : : : : Changes from: December 19, 2017 : : 350 -250 -600 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 72.3 38.2 2.1 5.2 0.0 0.0 0.6 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,715 : : Positions : : 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 28.0 3.0 13.6 8.7 0.0 33.9 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,220 : : Positions : : 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 29.5 2.8 16.6 8.6 0.0 32.2 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 37,955 : : Positions : : 18,105 30,300 14,145 1,975 460 550 0 350 50 605 75 : : : : Changes from: December 19, 2017 : : 0 550 550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 79.8 37.3 5.2 1.2 1.4 0.0 0.9 0.1 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 34,950 : : Positions : : 16,195 28,420 13,400 1,400 420 800 0 200 50 655 75 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 81.3 38.3 4.0 1.2 2.3 0.0 0.6 0.1 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,165 : : Positions : : 16,345 9,835 0 325 3,435 0 6,070 0 0 0 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 22,480 : : Positions : : 16,390 11,860 0 5,225 1,805 0 430 50 130 25 50 : : : : Changes from: December 19, 2017 : : -100 0 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 52.8 0.0 23.2 8.0 0.0 1.9 0.2 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 20,985 : : Positions : : 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 51.7 0.0 24.5 8.2 0.0 2.0 0.2 0.9 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 37,760 : : Positions : : 24,670 11,595 0 24,030 100 10,155 725 0 1,600 100 0 : : : : Changes from: December 19, 2017 : : 150 0 0 300 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 30.7 0.0 63.6 0.3 26.9 1.9 0.0 4.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 32,520 : : Positions : : 20,325 13,255 0 16,305 300 8,535 725 0 1,500 100 0 : : : : Changes from: December 19, 2017 : : 150 0 0 300 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 40.8 0.0 50.1 0.9 26.2 2.2 0.0 4.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 99,205 : : Positions : : 48,845 89,830 33,725 0 270 6,900 100 1,430 965 460 615 : : : : Changes from: December 19, 2017 : : 550 50 -350 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 90.5 34.0 0.0 0.3 7.0 0.1 1.4 1.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 87,705 : : Positions : : 46,620 79,290 25,910 0 750 7,050 200 1,190 275 320 585 : : : : Changes from: December 19, 2017 : : 0 150 300 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 90.4 29.5 0.0 0.9 8.0 0.2 1.4 0.3 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 17,745 : : Positions : : 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 18,745 : : Positions : : 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 48,350 : : Positions : : 36,065 30,735 0 1,905 4,450 0 2,825 525 0 600 0 : : : : Changes from: December 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 63.6 0.0 3.9 9.2 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 30,135 : : Positions : : 19,105 17,605 45 1,465 4,080 400 0 225 0 600 0 : : : : Changes from: December 19, 2017 : : -15 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 58.4 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 29, 2017