Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 44,005 : : Positions : : 13,041 25,906 7,341 825 793 850 4,795 3,147 13,102 3,003 4,617 : : : : Changes from: February 13, 2018 : : 1,124 468 35 4 213 -175 90 59 -274 174 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 58.9 16.7 1.9 1.8 1.9 10.9 7.2 29.8 6.8 10.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 12 4 . 4 . 6 5 9 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,715 : : Positions : : 1,634 2,755 0 878 69 0 260 40 2,626 922 434 : : : : Changes from: February 13, 2018 : : 215 325 0 -125 30 -335 -10 10 325 150 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 48.2 0.0 15.4 1.2 0.0 4.5 0.7 45.9 16.1 7.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 0 . . 0 . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 59,605 : : Positions : : 36,466 41,363 4,863 8,077 5,315 9,262 40 109 2,547 4,302 62 : : : : Changes from: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 69.4 8.2 13.6 8.9 15.5 0.1 0.2 4.3 7.2 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 23 . . . 7 . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,921 : : Positions : : 33,555 33,790 0 2,817 3,154 225 300 0 3,525 460 1,400 : : : : Changes from: February 13, 2018 : : 1,234 554 0 745 -430 25 0 0 -25 -65 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 80.6 0.0 6.7 7.5 0.5 0.7 0.0 8.4 1.1 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 0 . . . . 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 26,187 : : Positions : : 23,237 15,040 0 7,812 375 200 0 0 1,100 1,685 1,275 : : : : Changes from: February 13, 2018 : : 10 200 0 -315 -135 0 0 0 -25 100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 57.4 0.0 29.8 1.4 0.8 0.0 0.0 4.2 6.4 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 176,687 : : Positions : : 140,132 133,981 15,201 11,627 5,884 6,316 8,986 5,574 1,955 9,280 1,253 : : : : Changes from: February 13, 2018 : : 1,346 853 -1,200 -495 439 -25 55 5 -3 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 75.8 8.6 6.6 3.3 3.6 5.1 3.2 1.1 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 32 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 59,388 : : Positions : : 42,188 29,680 10,210 15,659 2,533 1,021 8,525 686 2,050 1,425 575 : : : : Changes from: February 13, 2018 : : -1,300 535 1,175 -1,190 25 96 -9 -39 100 675 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 50.0 17.2 26.4 4.3 1.7 14.4 1.2 3.5 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 17 . . . 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 : : 32,175 16,580 5,515 20,260 0 0 250 0 0 600 0 : : : : Changes from: February 13, 2018 : : 0 0 -50 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 44.0 14.6 53.8 0.0 0.0 0.7 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 20, 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 53,571 : : Positions : : 39,216 36,409 2,950 2,315 8,835 200 4,565 10 1,375 450 850 : : : : Changes from: February 13, 2018 : : 540 820 380 0 -365 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 68.0 5.5 4.3 16.5 0.4 8.5 0.0 2.6 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 67,115 : : Positions : : 52,497 48,099 5,368 9,225 5,620 645 2,180 860 1,441 660 470 : : : : Changes from: February 13, 2018 : : 1,715 3,947 1,880 -700 -455 -100 415 700 -29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 71.7 8.0 13.7 8.4 1.0 3.2 1.3 2.1 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 26 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 75,628 : : Positions : : 50,973 57,333 20,710 13,730 2,325 50 0 350 540 990 540 : : : : Changes from: February 13, 2018 : : 1,671 2,301 1,060 -100 -15 -700 0 350 60 -110 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 75.8 27.4 18.2 3.1 0.1 0.0 0.5 0.7 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 104,287 : : Positions : : 72,878 67,682 24,210 30,850 4,580 1,025 0 0 784 220 810 : : : : Changes from: February 13, 2018 : : 2,685 2,044 -50 800 -10 0 0 0 -171 -380 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 64.9 23.2 29.6 4.4 1.0 0.0 0.0 0.8 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,768 : : Positions : : 19,633 26,038 6,320 0 3,495 0 0 0 315 0 0 : : : : Changes from: February 13, 2018 : : -435 -145 300 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 87.5 21.2 0.0 11.7 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 20, 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 34,370 : : Positions : : 27,640 28,145 2,165 1,705 4,035 0 0 0 400 410 70 : : : : Changes from: February 13, 2018 : : -475 -475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 81.9 6.3 5.0 11.7 0.0 0.0 0.0 1.2 1.2 0.2 : : : : 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 20, 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 27,878 : : Positions : : 13,601 16,009 0 7,379 905 3,566 0 122 6,930 806 2,356 : : : : Changes from: February 13, 2018 : : 560 849 0 572 0 284 0 22 510 -89 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 57.4 0.0 26.5 3.2 12.8 0.0 0.4 24.9 2.9 8.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 0 . . 5 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 37,611 : : Positions : : 25,501 34,526 9,260 0 2,810 0 25 0 25 150 0 : : : : Changes from: February 13, 2018 : : 350 645 295 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 91.8 24.6 0.0 7.5 0.0 0.1 0.0 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 21 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 43,577 : : Positions : : 39,657 28,646 1,190 11,690 815 100 1,550 0 559 545 266 : : : : Changes from: February 13, 2018 : : 51 -450 0 150 -180 100 600 0 159 0 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 65.7 2.7 26.8 1.9 0.2 3.6 0.0 1.3 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 43,137 : : Positions : : 32,469 33,716 7,678 9,085 175 700 0 0 1,879 0 1 : : : : Changes from: February 13, 2018 : : -734 1,765 1,200 0 -448 700 0 0 614 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 78.2 17.8 21.1 0.4 1.6 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,668 : : Positions : : 37,896 35,289 7,623 10,635 994 0 0 0 2,155 1,600 0 : : : : Changes from: February 13, 2018 : : -585 1,215 1,200 0 -575 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 72.5 15.7 21.9 2.0 0.0 0.0 0.0 4.4 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 79,279 : : Positions : : 67,935 69,843 9,183 5,787 1,210 0 350 0 0 1,157 736 : : : : Changes from: February 13, 2018 : : 265 314 45 0 0 0 0 0 0 6 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 88.1 11.6 7.3 1.5 0.0 0.4 0.0 0.0 1.5 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 110,924 : : Positions : : 95,419 93,043 11,465 7,669 1,506 170 1,423 160 1,300 6,288 560 : : : : Changes from: February 13, 2018 : : 1,678 187 -175 -20 310 0 175 10 -75 1,046 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 83.9 10.3 6.9 1.4 0.2 1.3 0.1 1.2 5.7 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 23 . . 4 . 4 4 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 34,415 : : Positions : : 27,255 32,365 4,813 0 1,550 150 50 0 350 175 275 : : : : Changes from: February 13, 2018 : : 920 170 -800 0 200 0 0 0 100 50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 94.0 14.0 0.0 4.5 0.4 0.1 0.0 1.0 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 33,665 : : Positions : : 26,210 21,850 865 5,130 3,205 975 1,975 250 815 0 1,090 : : : : Changes from: February 13, 2018 : : -605 -1,795 0 600 0 0 0 0 -600 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 64.9 2.6 15.2 9.5 2.9 5.9 0.7 2.4 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 38,469 : : Positions : : 20,729 29,099 6,070 3,515 3,280 6,065 0 510 500 1,200 850 : : : : Changes from: February 13, 2018 : : 595 -185 0 750 -150 600 0 0 -650 0 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 75.6 15.8 9.1 8.5 15.8 0.0 1.3 1.3 3.1 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 43,728 : : Positions : : 21,550 40,266 21,714 0 175 0 1,435 0 96 1,254 71 : : : : Changes from: February 13, 2018 : : 653 -191 -505 0 50 0 0 0 0 -6 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 92.1 49.7 0.0 0.4 0.0 3.3 0.0 0.2 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 37,718 : : Positions : : 17,991 34,428 18,742 70 925 0 2,090 0 50 135 0 : : : : Changes from: February 13, 2018 : : 957 1,367 410 0 615 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 91.3 49.7 0.2 2.5 0.0 5.5 0.0 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 30,552 : : Positions : : 23,818 27,906 2,856 125 961 600 1,500 0 1,750 0 60 : : : : Changes from: February 13, 2018 : : 435 415 185 0 -174 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 91.3 9.3 0.4 3.1 2.0 4.9 0.0 5.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 4 . 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 22,817 : : Positions : : 19,460 21,045 993 620 507 0 210 320 965 0 0 : : : : Changes from: February 13, 2018 : : 40 25 -25 -25 5 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 92.2 4.4 2.7 2.2 0.0 0.9 1.4 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 50,442 : : Positions : : 45,596 35,521 2,423 6,998 1,114 120 6,140 0 598 253 416 : : : : Changes from: February 13, 2018 : : -322 248 495 20 -109 0 -50 0 -25 -70 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 70.4 4.8 13.9 2.2 0.2 12.2 0.0 1.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,957 : : Positions : : 32,487 26,458 5,255 9,221 258 0 2,154 541 135 304 1 : : : : Changes from: February 13, 2018 : : 1,115 620 660 1,200 -87 0 -25 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 67.9 13.5 23.7 0.7 0.0 5.5 1.4 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,349 : : Positions : : 10,034 17,460 8,131 0 3,014 0 875 0 0 0 0 : : : : Changes from: February 13, 2018 : : 0 25 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 81.8 38.1 0.0 14.1 0.0 4.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 15 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 12,725 : : Positions : : 6,460 12,200 4,360 0 515 180 0 0 1,190 0 0 : : : : Changes from: February 13, 2018 : : 125 -25 -160 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 95.9 34.3 0.0 4.0 1.4 0.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 12,790 : : Positions : : 6,495 12,265 4,610 0 515 180 0 0 850 0 0 : : : : Changes from: February 13, 2018 : : 185 -25 -220 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 95.9 36.0 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 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 18,790 : : Positions : : 11,765 15,265 6,465 2,945 0 0 0 0 340 0 0 : : : : Changes from: February 13, 2018 : : 900 300 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 81.2 34.4 15.7 0.0 0.0 0.0 0.0 1.8 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 20, 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 21,915 : : Positions : : 8,917 15,755 10,850 3,865 1,740 0 480 75 150 0 0 : : : : Changes from: February 13, 2018 : : 150 125 -25 0 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 71.9 49.5 17.6 7.9 0.0 2.2 0.3 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 20,125 : : Positions : : 7,637 13,990 8,970 2,765 3,015 0 280 75 150 0 0 : : : : Changes from: February 13, 2018 : : 150 125 -25 0 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 69.5 44.6 13.7 15.0 0.0 1.4 0.4 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 6,570 : : Positions : : 5,555 4,335 25 1,800 320 660 0 0 0 50 0 : : : : Changes from: February 13, 2018 : : -200 -200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 66.0 0.4 27.4 4.9 10.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 5,815 : : Positions : : 5,385 4,025 25 1,280 395 0 0 0 0 50 0 : : : : Changes from: February 13, 2018 : : -200 -200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 69.2 0.4 22.0 6.8 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 24,969 : : Positions : : 17,182 17,009 3,605 1,495 3,410 0 25 0 372 2,985 0 : : : : Changes from: February 13, 2018 : : 22 -28 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 68.1 14.4 6.0 13.7 0.0 0.1 0.0 1.5 12.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 25,432 : : Positions : : 17,578 16,280 3,651 2,665 3,437 0 25 0 372 2,935 45 : : : : Changes from: February 13, 2018 : : 52 -8 -10 50 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 64.0 14.4 10.5 13.5 0.0 0.1 0.0 1.5 11.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 119,088 : : Positions : : 95,193 85,892 9,830 22,206 6,892 0 680 985 3,772 200 2,058 : : : : Changes from: February 13, 2018 : : 471 156 0 945 -261 0 -500 300 225 100 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 72.1 8.3 18.6 5.8 0.0 0.6 0.8 3.2 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 29 . 4 5 0 4 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 131,908 : : Positions : : 108,676 97,016 10,190 22,536 6,494 0 3,679 380 4,287 167 1,551 : : : : Changes from: February 13, 2018 : : 1,195 1,005 0 -25 -280 0 400 -420 180 -5 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 73.5 7.7 17.1 4.9 0.0 2.8 0.3 3.2 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 28 . 5 4 0 6 . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 256,854 : : Positions : : 180,306 197,995 3,254 2,592 28,620 24,839 4,929 3,439 5,340 8,554 10,535 : : : : Changes from: February 13, 2018 : : 1,064 -2,750 -2,690 -496 734 683 710 -142 -1,446 195 579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 77.1 1.3 1.0 11.1 9.7 1.9 1.3 2.1 3.3 4.1 : : : : Number of Traders in Each Category Total Traders: 90 : : 38 40 4 4 5 10 6 8 11 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 36,049 : : Positions : : 25,982 32,333 3,620 768 2,458 1,805 50 120 1,748 275 0 : : : : Changes from: February 13, 2018 : : 265 620 0 -5 0 400 0 -420 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 89.7 10.0 2.1 6.8 5.0 0.1 0.3 4.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 33,732 : : Positions : : 24,226 30,267 3,552 0 2,360 1,035 25 760 1,383 175 100 : : : : Changes from: February 13, 2018 : : -185 -530 55 0 -55 -500 0 300 50 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 89.7 10.5 0.0 7.0 3.1 0.1 2.3 4.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 12,640 : : Positions : : 7,925 7,995 2,440 2,970 1,675 0 0 0 600 0 0 : : : : Changes from: February 13, 2018 : : 530 530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 63.3 19.3 23.5 13.3 0.0 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 12,400 : : Positions : : 6,655 7,570 3,810 3,495 1,335 0 0 0 600 0 0 : : : : Changes from: February 13, 2018 : : 530 530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 61.0 30.7 28.2 10.8 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 32,212 : : Positions : : 11,287 22,882 14,910 100 1,195 735 0 100 0 4,050 0 : : : : Changes from: February 13, 2018 : : -815 925 1,740 0 0 600 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 71.0 46.3 0.3 3.7 2.3 0.0 0.3 0.0 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 30,080 : : Positions : : 10,361 20,931 14,005 100 1,655 735 0 100 0 4,050 0 : : : : Changes from: February 13, 2018 : : -815 925 1,740 0 0 600 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 69.6 46.6 0.3 5.5 2.4 0.0 0.3 0.0 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 26,515 : : Positions : : 20,080 6,160 250 3,280 3,555 0 10,170 0 0 880 15 : : : : Changes from: February 13, 2018 : : 1,440 140 0 1,250 -500 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 23.2 0.9 12.4 13.4 0.0 38.4 0.0 0.0 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 26,675 : : Positions : : 19,875 6,255 250 3,505 4,055 0 9,995 0 0 530 15 : : : : Changes from: February 13, 2018 : : 635 -115 0 750 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 23.4 0.9 13.1 15.2 0.0 37.5 0.0 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 30,965 15,955 0 570 400 0 325 0 480 75 : : : : Changes from: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 84.6 43.6 0.0 1.6 1.1 0.0 0.9 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 20, 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 29,690 16,210 0 495 625 0 175 0 505 75 : : : : Changes from: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 86.2 47.1 0.0 1.4 1.8 0.0 0.5 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 20, 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 18,250 : : Positions : : 14,580 7,490 0 2,535 1,715 0 4,740 0 0 155 25 : : : : Changes from: February 13, 2018 : : 50 0 0 50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 41.0 0.0 13.9 9.4 0.0 26.0 0.0 0.0 0.8 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 20, 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 17,625 : : Positions : : 13,255 7,600 0 1,660 1,990 0 4,180 0 0 155 25 : : : : Changes from: February 13, 2018 : : 50 0 0 50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 43.1 0.0 9.4 11.3 0.0 23.7 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 20, 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 22,025 : : Positions : : 16,910 10,520 0 7,100 1,115 25 405 175 325 0 105 : : : : Changes from: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 47.8 0.0 32.2 5.1 0.1 1.8 0.8 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 20, 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 20,035 : : Positions : : 14,860 8,930 0 6,830 1,240 0 455 125 340 0 75 : : : : Changes from: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 44.6 0.0 34.1 6.2 0.0 2.3 0.6 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 41,860 : : Positions : : 27,805 11,540 0 27,880 0 9,475 350 190 2,470 0 200 : : : : Changes from: February 13, 2018 : : 905 -500 0 910 0 -475 0 190 -20 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 27.6 0.0 66.6 0.0 22.6 0.8 0.5 5.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 0 . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 36,860 : : Positions : : 24,120 13,470 0 20,530 310 7,740 350 75 2,470 0 200 : : : : Changes from: February 13, 2018 : : 905 -625 0 685 195 -825 0 0 -20 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 36.5 0.0 55.7 0.8 21.0 0.9 0.2 6.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 99,055 : : Positions : : 42,465 86,405 34,515 0 100 11,170 0 2,045 605 2,320 655 : : : : Changes from: February 13, 2018 : : -1,385 1,370 2,210 0 0 525 0 175 155 135 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 87.2 34.8 0.0 0.1 11.3 0.0 2.1 0.6 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 26 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 91,335 : : Positions : : 42,710 77,435 25,350 0 295 11,460 0 1,440 265 2,320 615 : : : : Changes from: February 13, 2018 : : -1,125 1,205 1,485 0 0 825 0 0 165 145 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 84.8 27.8 0.0 0.3 12.5 0.0 1.6 0.3 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 25 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 20,495 : : Positions : : 15,910 6,280 100 6,910 1,545 0 3,600 100 600 0 75 : : : : Changes from: February 13, 2018 : : 2,855 1,055 0 0 0 -100 1,700 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 30.6 0.5 33.7 7.5 0.0 17.6 0.5 2.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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: February 13, 2018 : : 0 0 0 0 0 0 0 0 0 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 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 47,675 : : Positions : : 33,140 30,345 0 1,170 5,840 0 1,125 825 0 500 100 : : : : Changes from: February 13, 2018 : : -280 920 0 0 0 0 -1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 63.6 0.0 2.5 12.2 0.0 2.4 1.7 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 21 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 20, 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 31,860 : : Positions : : 16,645 17,100 225 965 3,850 1,675 0 25 0 600 0 : : : : Changes from: February 13, 2018 : : 370 1,570 0 0 20 1,200 0 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 53.7 0.7 3.0 12.1 5.3 0.0 0.1 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 23, 2018