Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 42,375 : : Positions : : 10,353 29,341 7,002 843 424 5,826 2,952 760 12,511 2,888 4,199 : : : : Changes from: January 30, 2018 : : 418 113 27 -15 2 -890 -277 96 -5 -5 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 69.2 16.5 2.0 1.0 13.7 7.0 1.8 29.5 6.8 9.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 10 4 . 4 . 5 4 9 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 4,941 : : Positions : : 955 2,271 65 908 44 685 270 30 1,921 532 549 : : : : Changes from: January 30, 2018 : : 89 44 0 35 15 -120 -30 0 330 97 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 46.0 1.3 18.4 0.9 13.9 5.5 0.6 38.9 10.8 11.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 5 . . . . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 59,649 : : Positions : : 36,466 41,407 4,907 8,077 5,315 9,262 40 109 2,547 4,282 62 : : : : Changes from: January 30, 2018 : : -3,146 -3,102 -1,848 -2,140 -44 -754 0 0 -66 -550 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 69.4 8.2 13.5 8.9 15.5 0.1 0.2 4.3 7.2 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 23 . . . 7 . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 36,697 : : Positions : : 29,296 30,086 413 2,530 2,366 175 300 0 3,300 150 1,025 : : : : Changes from: January 30, 2018 : : -313 -81 65 -730 -100 -225 0 0 -475 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 82.0 1.1 6.9 6.4 0.5 0.8 0.0 9.0 0.4 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 25,892 : : Positions : : 22,807 13,965 0 8,707 535 200 0 0 1,200 1,535 1,150 : : : : Changes from: January 30, 2018 : : -135 -620 0 810 -25 200 0 0 100 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 53.9 0.0 33.6 2.1 0.8 0.0 0.0 4.6 5.9 4.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 0 . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 173,748 : : Positions : : 137,021 132,857 16,569 11,451 4,600 6,011 8,636 5,644 2,028 8,960 1,498 : : : : Changes from: January 30, 2018 : : -3,027 3,116 -190 -338 -642 -1,107 -5,991 3,238 -260 -1,320 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 76.5 9.5 6.6 2.6 3.5 5.0 3.2 1.2 5.2 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 32 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 58,649 : : Positions : : 43,386 29,453 8,985 15,889 2,603 1,081 8,750 594 1,575 875 425 : : : : Changes from: January 30, 2018 : : 985 -762 -395 1,778 -828 86 -675 -136 -25 250 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 50.2 15.3 27.1 4.4 1.8 14.9 1.0 2.7 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 17 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 37,690 : : Positions : : 32,225 16,580 5,465 20,210 0 0 300 0 0 600 0 : : : : Changes from: January 30, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 44.0 14.5 53.6 0.0 0.0 0.8 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 51,884 : : Positions : : 38,214 33,664 2,215 3,070 9,230 200 4,550 0 1,135 450 750 : : : : Changes from: January 30, 2018 : : -365 -1,210 -685 -285 310 -200 -200 0 -205 250 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 64.9 4.3 5.9 17.8 0.4 8.8 0.0 2.2 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 61,118 : : Positions : : 50,752 40,402 2,830 12,467 5,073 370 1,815 0 1,410 765 470 : : : : Changes from: January 30, 2018 : : -2,560 -1,917 90 -685 -220 -170 200 -160 225 -125 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 66.1 4.6 20.4 8.3 0.6 3.0 0.0 2.3 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 25 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 71,067 : : Positions : : 46,677 54,422 19,530 12,345 3,120 750 0 0 420 500 440 : : : : Changes from: January 30, 2018 : : -4,905 -5,600 -2,040 -1,880 -140 0 0 0 -210 350 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 76.6 27.5 17.4 4.4 1.1 0.0 0.0 0.6 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 99,053 : : Positions : : 65,448 64,703 25,940 28,450 5,175 1,025 0 0 885 0 580 : : : : Changes from: January 30, 2018 : : -4,731 -4,991 -1,445 -1,595 -60 0 0 0 -395 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 65.3 26.2 28.7 5.2 1.0 0.0 0.0 0.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 31,588 : : Positions : : 21,028 27,913 6,775 0 3,440 0 0 0 340 0 0 : : : : Changes from: January 30, 2018 : : 405 355 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 88.4 21.4 0.0 10.9 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 34,550 : : Positions : : 28,175 28,320 1,430 1,400 4,340 0 0 0 450 390 90 : : : : Changes from: January 30, 2018 : : 315 565 300 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 82.0 4.1 4.1 12.6 0.0 0.0 0.0 1.3 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 26,974 : : Positions : : 13,866 14,828 0 6,954 1,020 2,589 0 0 6,660 1,507 2,380 : : : : Changes from: January 30, 2018 : : 1,603 19 0 436 0 228 0 0 -820 639 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 55.0 0.0 25.8 3.8 9.6 0.0 0.0 24.7 5.6 8.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 0 . . . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,746 : : Positions : : 26,841 36,161 9,825 0 3,055 0 50 0 25 380 0 : : : : Changes from: January 30, 2018 : : 560 160 -400 0 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 91.0 24.7 0.0 7.7 0.0 0.1 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 44,516 : : Positions : : 40,501 29,991 1,320 12,755 845 0 0 0 505 560 355 : : : : Changes from: January 30, 2018 : : 986 956 0 50 0 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 67.4 3.0 28.7 1.9 0.0 0.0 0.0 1.1 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 41,549 : : Positions : : 32,983 31,681 6,443 9,085 623 0 0 0 1,265 0 0 : : : : Changes from: January 30, 2018 : : -980 -1,836 -1,051 -300 0 0 0 0 -110 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.2 15.5 21.9 1.5 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 47,488 : : Positions : : 37,966 33,524 6,393 10,635 1,569 0 0 0 1,555 1,600 0 : : : : Changes from: January 30, 2018 : : -2,115 -2,924 -879 -105 -400 0 0 0 -150 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 70.6 13.5 22.4 3.3 0.0 0.0 0.0 3.3 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 79,180 : : Positions : : 67,910 68,931 8,794 7,037 963 0 0 0 0 742 1,301 : : : : Changes from: January 30, 2018 : : -3,551 -3,701 469 625 -305 0 0 0 0 9 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 87.1 11.1 8.9 1.2 0.0 0.0 0.0 0.0 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 107,135 : : Positions : : 92,252 90,894 10,748 8,774 1,112 95 882 150 1,305 3,894 1,147 : : : : Changes from: January 30, 2018 : : -5,396 -5,710 -277 -350 -264 35 -212 105 -30 640 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 84.8 10.0 8.2 1.0 0.1 0.8 0.1 1.2 3.6 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 23 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 30,796 : : Positions : : 23,686 29,771 5,713 0 975 0 50 0 400 0 0 : : : : Changes from: January 30, 2018 : : -1,725 -1,815 -263 0 75 0 0 0 175 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 96.7 18.6 0.0 3.2 0.0 0.2 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 33,025 : : Positions : : 25,290 23,120 1,240 4,605 2,755 950 1,975 250 1,730 0 125 : : : : Changes from: January 30, 2018 : : -1,655 -1,235 -85 270 -435 0 -125 0 240 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 70.0 3.8 13.9 8.3 2.9 6.0 0.8 5.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 36,745 : : Positions : : 19,595 28,620 6,070 2,790 3,405 5,390 0 500 1,125 1,200 225 : : : : Changes from: January 30, 2018 : : -1,221 -3,066 -350 555 -435 -840 0 0 -350 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 77.9 16.5 7.6 9.3 14.7 0.0 1.4 3.1 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 42,709 : : Positions : : 20,417 39,752 21,994 0 125 0 1,435 0 96 1,300 0 : : : : Changes from: January 30, 2018 : : -402 -1,710 -1,474 0 0 0 -165 0 4 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 93.1 51.5 0.0 0.3 0.0 3.4 0.0 0.2 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 35,266 : : Positions : : 16,574 32,616 18,377 70 310 0 2,090 0 0 0 0 : : : : Changes from: January 30, 2018 : : -726 -2,003 -1,462 0 0 0 -170 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 92.5 52.1 0.2 0.9 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 29,598 : : Positions : : 23,238 27,114 2,606 125 1,184 50 1,175 0 1,833 0 0 : : : : Changes from: January 30, 2018 : : 90 207 -48 -75 -38 0 -250 0 -313 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 91.6 8.8 0.4 4.0 0.2 4.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 4 . 4 . . 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,822 : : Positions : : 19,405 21,040 1,043 645 502 0 210 320 980 0 0 : : : : Changes from: January 30, 2018 : : -1,570 -945 692 -10 -92 0 -135 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 92.2 4.6 2.8 2.2 0.0 0.9 1.4 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 49,348 : : Positions : : 44,292 35,219 2,808 6,798 1,008 75 5,630 0 658 333 325 : : : : Changes from: January 30, 2018 : : 631 1,175 -14 -46 -247 20 -55 0 392 -45 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 71.4 5.7 13.8 2.0 0.2 11.4 0.0 1.3 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 37,256 : : Positions : : 31,342 25,833 4,575 8,016 337 0 2,154 641 0 254 1 : : : : Changes from: January 30, 2018 : : 103 126 -285 -498 -183 -25 286 -166 0 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 69.3 12.3 21.5 0.9 0.0 5.8 1.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 12,750 : : Positions : : 6,100 12,225 4,715 0 515 180 0 0 1,180 0 0 : : : : Changes from: January 30, 2018 : : -680 -1,035 -250 0 -15 -45 0 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 95.9 37.0 0.0 4.0 1.4 0.0 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 12,815 : : Positions : : 6,105 12,290 5,035 0 515 180 0 0 850 0 0 : : : : Changes from: January 30, 2018 : : -755 -1,070 -240 0 -15 -45 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 95.9 39.3 0.0 4.0 1.4 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 17,770 : : Positions : : 10,745 14,965 6,465 2,345 0 0 0 0 340 0 0 : : : : Changes from: January 30, 2018 : : -480 -545 -200 -220 -160 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 84.2 36.4 13.2 0.0 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,775 : : Positions : : 8,667 15,180 10,475 3,765 1,275 0 480 75 50 0 0 : : : : Changes from: January 30, 2018 : : -1,222 -1,650 -925 -145 -65 0 -345 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 73.1 50.4 18.1 6.1 0.0 2.3 0.4 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,950 : : Positions : : 6,879 13,415 8,595 2,665 2,515 0 280 75 50 0 0 : : : : Changes from: January 30, 2018 : : -724 -885 -530 -45 -165 0 -345 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 70.8 45.4 14.1 13.3 0.0 1.5 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 6,770 : : Positions : : 5,755 4,325 25 1,970 320 660 0 0 0 50 0 : : : : Changes from: January 30, 2018 : : -355 -590 25 205 -230 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 63.9 0.4 29.1 4.7 9.7 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 6,015 : : Positions : : 5,585 4,015 25 1,450 395 0 0 0 0 50 0 : : : : Changes from: January 30, 2018 : : -315 -280 25 -65 -125 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 66.7 0.4 24.1 6.6 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 24,952 : : Positions : : 17,165 16,567 3,605 1,995 3,410 0 0 0 372 2,935 0 : : : : Changes from: January 30, 2018 : : -1,630 -1,101 450 -110 -450 0 0 0 -72 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 66.4 14.4 8.0 13.7 0.0 0.0 0.0 1.5 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 25,383 : : Positions : : 17,521 15,808 3,605 3,225 3,375 0 0 0 372 2,885 45 : : : : Changes from: January 30, 2018 : : -1,569 -1,105 450 -50 -450 0 0 0 -72 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 62.3 14.2 12.7 13.3 0.0 0.0 0.0 1.5 11.4 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 114,504 : : Positions : : 92,129 81,878 9,830 22,576 6,062 0 1,080 660 3,497 100 2,048 : : : : Changes from: January 30, 2018 : : -3,778 165 -1,020 -2,997 762 0 195 -260 138 -1,825 1,165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 71.5 8.6 19.7 5.3 0.0 0.9 0.6 3.1 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 29 . 4 5 0 4 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 127,696 : : Positions : : 105,392 91,871 10,190 24,156 5,559 0 3,129 775 3,860 100 1,665 : : : : Changes from: January 30, 2018 : : -6,116 640 -270 -2,503 931 -310 -2,972 -155 91 -1,825 1,269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 71.9 8.0 18.9 4.4 0.0 2.5 0.6 3.0 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 28 . 4 . 0 6 . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 251,320 : : Positions : : 173,252 195,179 5,754 3,551 29,160 22,669 3,059 2,770 7,470 7,713 9,883 : : : : Changes from: January 30, 2018 : : -4,653 -4,351 2,776 1,975 -5,949 1,667 -602 -1,761 -1,291 1,700 447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 77.7 2.3 1.4 11.6 9.0 1.2 1.1 3.0 3.1 3.9 : : : : Number of Traders in Each Category Total Traders: 87 : : 39 41 4 4 5 8 5 7 11 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 35,768 : : Positions : : 25,482 32,128 3,895 350 2,555 1,180 50 540 1,825 125 0 : : : : Changes from: January 30, 2018 : : -1,330 -437 -1,410 -670 150 -330 -25 -20 1,825 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 89.8 10.9 1.0 7.1 3.3 0.1 1.5 5.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 34,287 : : Positions : : 24,381 31,167 3,480 0 2,490 1,360 25 460 1,825 125 0 : : : : Changes from: January 30, 2018 : : -1,301 -318 -925 -285 -35 -340 -25 -10 1,825 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 90.9 10.1 0.0 7.3 4.0 0.1 1.3 5.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 12,050 : : Positions : : 7,335 7,405 2,440 2,970 1,675 0 0 0 600 0 0 : : : : Changes from: January 30, 2018 : : 20 -250 -370 -100 -230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 61.5 20.2 24.6 13.9 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F3 Open Interest is 11,810 : : Positions : : 6,065 6,980 3,810 3,495 1,335 0 0 0 600 0 0 : : : : Changes from: January 30, 2018 : : 60 -200 -435 -175 -265 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 59.1 32.3 29.6 11.3 0.0 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 134,394 : : Positions : : 45,660 110,853 53,717 215 13,250 20,931 0 836 0 9,240 0 : : : : Changes from: January 30, 2018 : : -1,450 -4,305 -4,360 0 0 1,635 0 -360 0 130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 82.5 40.0 0.2 9.9 15.6 0.0 0.6 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 29,927 : : Positions : : 11,537 21,692 13,120 100 1,195 75 0 100 0 2,800 0 : : : : Changes from: January 30, 2018 : : -1,432 -387 800 -100 -380 25 0 -25 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 72.5 43.8 0.3 4.0 0.3 0.0 0.3 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 27,760 : : Positions : : 10,576 19,706 12,215 100 1,655 75 0 100 0 2,800 0 : : : : Changes from: January 30, 2018 : : -1,370 -300 825 -100 -440 25 0 -25 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 71.0 44.0 0.4 6.0 0.3 0.0 0.4 0.0 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,680 : : Positions : : 18,485 6,445 550 2,250 3,155 0 9,520 0 0 980 15 : : : : Changes from: January 30, 2018 : : -2,250 -315 75 -970 225 0 -465 0 0 -435 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 26.1 2.2 9.1 12.8 0.0 38.6 0.0 0.0 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 25,315 : : Positions : : 19,115 6,820 550 2,980 3,155 0 9,395 0 0 630 15 : : : : Changes from: January 30, 2018 : : -2,100 -350 75 -1,135 225 0 -465 0 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 26.9 2.2 11.8 12.5 0.0 37.1 0.0 0.0 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 36,610 : : Positions : : 15,070 30,915 15,805 0 570 500 0 225 0 480 75 : : : : Changes from: January 30, 2018 : : -985 -2,415 -1,345 0 -175 -225 0 -150 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 84.4 43.2 0.0 1.6 1.4 0.0 0.6 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 34,430 : : Positions : : 13,320 29,640 16,060 0 495 725 0 75 0 505 75 : : : : Changes from: January 30, 2018 : : -925 -2,110 -1,120 0 -100 -250 0 -125 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 86.1 46.6 0.0 1.4 2.1 0.0 0.2 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 18,145 : : Positions : : 14,555 7,495 0 2,510 1,640 0 4,740 0 0 155 25 : : : : Changes from: January 30, 2018 : : -330 -710 0 1,020 -630 0 -575 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 41.3 0.0 13.8 9.0 0.0 26.1 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 17,520 : : Positions : : 13,230 7,605 0 1,635 1,915 0 4,180 0 0 155 25 : : : : Changes from: January 30, 2018 : : -415 -795 0 1,120 -730 0 -675 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 43.4 0.0 9.3 10.9 0.0 23.9 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 8 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 21,775 : : Positions : : 16,785 10,520 0 7,125 940 175 405 75 325 0 105 : : : : Changes from: January 30, 2018 : : -815 -1,690 0 665 -705 -25 25 -25 -150 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 48.3 0.0 32.7 4.3 0.8 1.9 0.3 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 19,785 : : Positions : : 14,735 8,930 0 6,855 1,090 150 455 25 340 0 75 : : : : Changes from: January 30, 2018 : : -855 -1,590 0 530 -570 0 25 -25 -160 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 45.1 0.0 34.6 5.5 0.8 2.3 0.1 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 40,085 : : Positions : : 26,775 11,815 0 26,730 0 9,650 350 0 2,450 0 0 : : : : Changes from: January 30, 2018 : : 1,795 1,200 0 2,625 0 560 -350 0 1,125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 29.5 0.0 66.7 0.0 24.1 0.9 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 8 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 35,970 : : Positions : : 23,135 13,615 0 20,205 115 8,565 350 75 2,450 0 0 : : : : Changes from: January 30, 2018 : : 2,080 1,115 0 3,295 0 860 -350 0 1,125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 37.9 0.0 56.2 0.3 23.8 1.0 0.2 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 8 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 98,115 : : Positions : : 44,060 85,795 33,565 0 240 9,795 0 1,720 505 2,100 655 : : : : Changes from: January 30, 2018 : : -1,275 1,200 2,710 0 -680 1,425 0 -170 -320 1,355 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 87.4 34.2 0.0 0.2 10.0 0.0 1.8 0.5 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 25 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 90,815 : : Positions : : 43,385 76,635 25,730 0 470 9,485 0 1,465 165 2,100 615 : : : : Changes from: January 30, 2018 : : -1,080 1,130 2,610 0 -630 925 0 -50 40 1,380 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 84.4 28.3 0.0 0.5 10.4 0.0 1.6 0.2 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 23 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 17,680 : : Positions : : 13,055 5,225 100 6,910 1,545 100 1,900 0 600 0 75 : : : : Changes from: January 30, 2018 : : -740 -500 -100 -615 480 0 250 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 29.6 0.6 39.1 8.7 0.6 10.7 0.0 3.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 16,780 : : Positions : : 12,725 6,460 100 7,980 1,445 0 175 0 1,575 0 0 : : : : Changes from: January 30, 2018 : : -700 -725 -100 -285 355 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 38.5 0.6 47.6 8.6 0.0 1.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 46,695 : : Positions : : 33,420 28,225 0 2,370 4,640 0 2,325 825 0 500 100 : : : : Changes from: January 30, 2018 : : -1,230 -880 0 275 135 0 -625 325 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 60.4 0.0 5.1 9.9 0.0 5.0 1.8 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 6, 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 30,410 : : Positions : : 16,275 15,530 225 965 3,830 475 0 325 0 600 0 : : : : Changes from: January 30, 2018 : : -1,355 -570 35 -550 -30 200 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 51.1 0.7 3.2 12.6 1.6 0.0 1.1 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 9, 2018