Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 41,650 : : Positions : : 12,942 25,669 6,799 707 521 845 4,859 2,896 13,427 2,970 3,134 : : : : Changes from: February 20, 2018 : : -99 -237 -542 -118 -272 -5 64 -251 325 -33 -1,483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 61.6 16.3 1.7 1.3 2.0 11.7 7.0 32.2 7.1 7.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 13 4 . 4 . 6 5 8 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 4,861 : : Positions : : 1,592 2,232 35 623 144 225 230 25 1,813 900 355 : : : : Changes from: February 20, 2018 : : -42 -523 35 -255 75 225 -30 -15 -813 -22 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 45.9 0.7 12.8 3.0 4.6 4.7 0.5 37.3 18.5 7.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 . . . . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 60,068 : : Positions : : 36,554 41,847 4,665 6,978 5,799 9,328 40 109 2,240 4,588 370 : : : : Changes from: February 20, 2018 : : 88 484 -198 -1,099 484 66 0 0 -307 286 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 69.7 7.8 11.6 9.7 15.5 0.1 0.2 3.7 7.6 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 23 . . . 7 . . 4 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 42,876 : : Positions : : 33,685 34,605 0 3,132 3,204 375 300 0 4,300 385 1,250 : : : : Changes from: February 20, 2018 : : 130 815 0 315 50 150 0 0 775 -75 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 80.7 0.0 7.3 7.5 0.9 0.7 0.0 10.0 0.9 2.9 : : : : 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 27, 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 27,072 : : Positions : : 23,707 16,165 0 7,637 590 200 0 0 1,520 1,625 1,055 : : : : Changes from: February 20, 2018 : : 470 1,125 0 -175 215 0 0 0 420 -60 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 59.7 0.0 28.2 2.2 0.7 0.0 0.0 5.6 6.0 3.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 178,657 : : Positions : : 141,590 135,290 15,201 12,683 5,839 6,316 8,301 6,099 1,895 9,005 1,338 : : : : Changes from: February 20, 2018 : : 1,458 1,309 0 1,056 -45 0 -685 525 -60 -275 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 75.7 8.5 7.1 3.3 3.5 4.6 3.4 1.1 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 33 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 59,274 : : Positions : : 40,171 29,643 12,735 15,109 2,376 1,301 9,350 291 1,825 1,750 575 : : : : Changes from: February 20, 2018 : : -2,017 -37 2,525 -550 -157 280 825 -395 -225 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 50.0 21.5 25.5 4.0 2.2 15.8 0.5 3.1 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 18 . . . 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 37,885 : : Positions : : 32,370 16,655 5,515 20,430 0 0 200 0 0 600 0 : : : : Changes from: February 20, 2018 : : 195 75 0 170 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 44.0 14.6 53.9 0.0 0.0 0.5 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 27, 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 54,136 : : Positions : : 39,991 37,584 2,950 1,615 8,925 200 4,565 10 1,075 450 850 : : : : Changes from: February 20, 2018 : : 775 1,175 0 -700 90 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 69.4 5.4 3.0 16.5 0.4 8.4 0.0 2.0 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 68,715 : : Positions : : 53,650 49,974 5,593 9,150 5,395 1,375 2,120 810 1,176 660 485 : : : : Changes from: February 20, 2018 : : 1,153 1,875 225 -75 -225 730 -60 -50 -265 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 72.7 8.1 13.3 7.9 2.0 3.1 1.2 1.7 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 4 . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 77,278 : : Positions : : 52,113 58,618 20,810 14,060 2,365 60 0 350 600 690 840 : : : : Changes from: February 20, 2018 : : 1,140 1,285 100 330 40 10 0 0 60 -300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 75.9 26.9 18.2 3.1 0.1 0.0 0.5 0.8 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 105,705 : : Positions : : 73,981 68,805 24,250 31,180 4,435 1,035 0 0 984 0 1,020 : : : : Changes from: February 20, 2018 : : 1,103 1,123 40 330 -145 10 0 0 200 -220 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 65.1 22.9 29.5 4.2 1.0 0.0 0.0 0.9 0.0 1.0 : : : : 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 27, 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 30,318 : : Positions : : 20,048 26,563 6,380 0 3,520 0 0 0 365 0 0 : : : : Changes from: February 20, 2018 : : 415 525 60 0 25 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 87.6 21.0 0.0 11.6 0.0 0.0 0.0 1.2 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 27, 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 34,820 : : Positions : : 28,100 28,625 2,140 1,675 4,035 0 0 0 400 395 85 : : : : Changes from: February 20, 2018 : : 460 480 -25 -30 0 0 0 0 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 82.2 6.1 4.8 11.6 0.0 0.0 0.0 1.1 1.1 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 27, 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 32,552 : : Positions : : 16,326 19,384 0 7,861 877 3,575 17 576 7,797 560 2,967 : : : : Changes from: February 20, 2018 : : 2,725 3,375 0 482 -28 9 17 454 867 -246 611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 59.5 0.0 24.1 2.7 11.0 0.1 1.8 24.0 1.7 9.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 0 . . 4 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 38,706 : : Positions : : 26,461 35,401 9,275 0 2,845 0 225 0 125 150 0 : : : : Changes from: February 20, 2018 : : 960 875 15 0 35 0 200 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 91.5 24.0 0.0 7.4 0.0 0.6 0.0 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 42,831 : : Positions : : 38,726 27,905 1,190 11,355 955 100 1,650 0 549 580 366 : : : : Changes from: February 20, 2018 : : -931 -741 0 -335 140 0 100 0 -10 35 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 65.2 2.8 26.5 2.2 0.2 3.9 0.0 1.3 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 43,077 : : Positions : : 32,204 33,656 7,678 9,085 175 700 0 0 2,084 0 1 : : : : Changes from: February 20, 2018 : : -265 -60 0 0 0 0 0 0 205 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 78.1 17.8 21.1 0.4 1.6 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 48,878 : : Positions : : 37,816 35,499 7,648 10,635 994 0 0 0 2,420 1,600 0 : : : : Changes from: February 20, 2018 : : -80 210 25 0 0 0 0 0 265 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 72.6 15.6 21.8 2.0 0.0 0.0 0.0 5.0 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 27, 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 80,143 : : Positions : : 67,934 71,026 9,426 5,097 1,577 0 350 0 0 916 981 : : : : Changes from: February 20, 2018 : : -1 1,183 243 -690 367 0 0 0 0 -241 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 88.6 11.8 6.4 2.0 0.0 0.4 0.0 0.0 1.1 1.2 : : : : 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 27, 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 113,040 : : Positions : : 96,983 93,816 11,916 7,519 1,647 400 1,483 210 1,335 7,800 220 : : : : Changes from: February 20, 2018 : : 1,564 773 451 -150 141 230 60 50 35 1,512 -340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.0 10.5 6.7 1.5 0.4 1.3 0.2 1.2 6.9 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 24 . . 4 4 4 4 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 37,375 : : Positions : : 30,315 33,650 2,588 0 3,050 375 50 0 550 150 475 : : : : Changes from: February 20, 2018 : : 3,060 1,285 -2,225 0 1,500 225 0 0 200 -25 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 90.0 6.9 0.0 8.2 1.0 0.1 0.0 1.5 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 33,930 : : Positions : : 26,690 22,005 850 5,450 2,945 975 1,975 250 425 170 970 : : : : Changes from: February 20, 2018 : : 480 155 -15 320 -260 0 0 0 -390 170 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 64.9 2.5 16.1 8.7 2.9 5.8 0.7 1.3 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 38,440 : : Positions : : 20,525 28,775 5,950 3,835 3,240 6,410 0 510 300 1,200 875 : : : : Changes from: February 20, 2018 : : -204 -324 -120 320 -40 345 0 0 -200 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 74.9 15.5 10.0 8.4 16.7 0.0 1.3 0.8 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 44,366 : : Positions : : 21,701 40,622 22,214 0 175 0 1,761 0 96 1,249 51 : : : : Changes from: February 20, 2018 : : 151 356 500 0 0 0 326 0 0 -5 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 91.6 50.1 0.0 0.4 0.0 4.0 0.0 0.2 2.8 0.1 : : : : 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 27, 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 38,119 : : Positions : : 18,066 34,824 19,067 70 925 0 2,090 0 51 125 0 : : : : Changes from: February 20, 2018 : : 75 396 325 0 0 0 0 0 1 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 91.4 50.0 0.2 2.4 0.0 5.5 0.0 0.1 0.3 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 27, 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 31,192 : : Positions : : 24,254 28,591 2,771 125 996 850 1,400 0 1,715 0 80 : : : : Changes from: February 20, 2018 : : 436 685 -85 0 35 250 -100 0 -35 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 91.7 8.9 0.4 3.2 2.7 4.5 0.0 5.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 15 4 . 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 23,472 : : Positions : : 20,085 21,750 968 615 512 0 110 370 965 0 0 : : : : Changes from: February 20, 2018 : : 625 705 -25 -5 5 0 -100 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 92.7 4.1 2.6 2.2 0.0 0.5 1.6 4.1 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 27, 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 50,941 : : Positions : : 45,918 35,053 1,673 7,245 1,469 660 6,465 40 591 253 395 : : : : Changes from: February 20, 2018 : : 322 -468 -750 247 355 540 325 40 -7 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 68.8 3.3 14.2 2.9 1.3 12.7 0.1 1.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 38,822 : : Positions : : 33,022 25,923 4,515 9,421 338 0 2,254 541 125 304 1 : : : : Changes from: February 20, 2018 : : 535 -535 -740 200 80 0 100 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 66.8 11.6 24.3 0.9 0.0 5.8 1.4 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 21,495 : : Positions : : 10,280 17,556 7,956 0 3,089 0 850 0 0 0 0 : : : : Changes from: February 20, 2018 : : 246 96 -175 0 75 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 81.7 37.0 0.0 14.4 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 12,805 : : Positions : : 6,540 12,230 4,335 0 515 180 0 0 1,215 50 0 : : : : Changes from: February 20, 2018 : : 80 30 -25 0 0 0 0 0 25 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 95.5 33.9 0.0 4.0 1.4 0.0 0.0 9.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 12,840 : : Positions : : 6,545 12,265 4,585 0 515 180 0 0 995 50 0 : : : : Changes from: February 20, 2018 : : 50 0 -25 0 0 0 0 0 145 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 95.5 35.7 0.0 4.0 1.4 0.0 0.0 7.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 19,390 : : Positions : : 12,365 15,865 6,465 2,945 0 0 0 0 340 0 0 : : : : Changes from: February 20, 2018 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 81.8 33.3 15.2 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 27, 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 21,955 : : Positions : : 9,282 15,795 10,525 3,865 1,740 0 480 75 150 0 0 : : : : Changes from: February 20, 2018 : : 365 40 -325 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 71.9 47.9 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 27, 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 20,225 : : Positions : : 8,212 14,090 8,495 2,765 3,015 0 280 75 150 0 0 : : : : Changes from: February 20, 2018 : : 575 100 -475 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 69.7 42.0 13.7 14.9 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 27, 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 6,860 : : Positions : : 5,845 4,755 25 1,670 320 660 0 0 0 50 0 : : : : Changes from: February 20, 2018 : : 290 420 0 -130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 69.3 0.4 24.3 4.7 9.6 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 6,215 : : Positions : : 5,685 4,455 25 1,150 495 0 0 0 0 50 0 : : : : Changes from: February 20, 2018 : : 300 430 0 -130 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 71.7 0.4 18.5 8.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 26,169 : : Positions : : 17,182 18,209 3,605 595 4,610 0 25 0 372 2,685 0 : : : : Changes from: February 20, 2018 : : 0 1,200 0 -900 1,200 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 69.6 13.8 2.3 17.6 0.0 0.1 0.0 1.4 10.3 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 27, 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 26,632 : : Positions : : 17,578 17,480 3,651 1,765 4,637 0 25 0 372 2,635 45 : : : : Changes from: February 20, 2018 : : 0 1,200 0 -900 1,200 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 65.6 13.7 6.6 17.4 0.0 0.1 0.0 1.4 9.9 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 27, 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 119,853 : : Positions : : 96,273 85,847 9,830 23,151 6,822 0 665 985 3,527 150 2,133 : : : : Changes from: February 20, 2018 : : 1,080 -45 0 945 -70 0 -15 0 -245 -50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 71.6 8.2 19.3 5.7 0.0 0.6 0.8 2.9 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 28 . 4 5 0 4 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 134,926 : : Positions : : 112,080 96,385 10,190 26,141 6,378 0 3,914 355 4,092 167 1,576 : : : : Changes from: February 20, 2018 : : 3,404 -631 0 3,605 -116 0 235 -25 -195 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 71.4 7.6 19.4 4.7 0.0 2.9 0.3 3.0 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 29 . 5 4 0 6 . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 263,057 : : Positions : : 184,037 202,713 6,753 4,864 27,034 24,123 5,279 4,147 5,766 8,178 10,824 : : : : Changes from: February 20, 2018 : : 3,731 4,718 3,499 2,272 -1,586 -716 350 708 426 -376 289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 77.1 2.6 1.8 10.3 9.2 2.0 1.6 2.2 3.1 4.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 38 40 4 4 5 9 6 7 11 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 36,289 : : Positions : : 25,612 32,813 3,717 0 3,011 1,790 50 120 1,748 275 0 : : : : Changes from: February 20, 2018 : : -370 480 97 -768 553 -15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 90.4 10.2 0.0 8.3 4.9 0.1 0.3 4.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 34,070 : : Positions : : 23,856 30,797 4,467 0 2,193 1,020 25 760 1,383 175 100 : : : : Changes from: February 20, 2018 : : -370 530 915 0 -167 -15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 90.4 13.1 0.0 6.4 3.0 0.1 2.2 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 27, 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 12,680 : : Positions : : 7,935 8,025 2,440 2,940 1,705 0 0 0 600 0 0 : : : : Changes from: February 20, 2018 : : 10 30 0 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.3 19.2 23.2 13.4 0.0 0.0 0.0 4.7 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 27, 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 12,440 : : Positions : : 6,665 7,600 3,810 3,465 1,365 0 0 0 600 0 0 : : : : Changes from: February 20, 2018 : : 10 30 0 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 61.1 30.6 27.9 11.0 0.0 0.0 0.0 4.8 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 27, 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 135,633 : : Positions : : 47,801 108,814 49,757 215 15,648 21,371 0 836 0 10,120 0 : : : : Changes from: February 20, 2018 : : 2,141 -2,039 -3,960 0 2,398 440 0 0 0 880 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 80.2 36.7 0.2 11.5 15.8 0.0 0.6 0.0 7.5 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 27, 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 32,986 : : Positions : : 11,261 23,126 14,940 100 1,535 1,080 0 25 0 4,125 0 : : : : Changes from: February 20, 2018 : : -26 244 30 0 340 345 0 -75 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 70.1 45.3 0.3 4.7 3.3 0.0 0.1 0.0 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 30,837 : : Positions : : 10,347 21,158 14,105 170 1,925 1,080 0 25 0 4,125 0 : : : : Changes from: February 20, 2018 : : -14 227 100 70 270 345 0 -75 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 68.6 45.7 0.6 6.2 3.5 0.0 0.1 0.0 13.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 20, 2018 : : 0 0 0 0 0 0 0 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 27, 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 20, 2018 : : 0 0 0 0 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 27, 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 : : 15,075 31,215 16,205 0 570 400 0 325 0 480 75 : : : : Changes from: February 20, 2018 : : 5 250 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 85.3 44.3 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 11 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 : : 13,425 30,170 16,610 0 495 625 0 175 0 505 75 : : : : Changes from: February 20, 2018 : : 105 480 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 87.6 48.2 0.0 1.4 1.8 0.0 0.5 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 18,210 : : Positions : : 14,540 7,490 0 2,495 1,755 0 4,740 0 0 155 25 : : : : Changes from: February 20, 2018 : : -40 0 0 -40 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 41.1 0.0 13.7 9.6 0.0 26.0 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 27, 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 20, 2018 : : 0 0 0 0 0 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 27, 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 22,075 : : Positions : : 16,910 10,570 0 7,050 1,165 25 405 175 325 0 105 : : : : Changes from: February 20, 2018 : : 0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 47.9 0.0 31.9 5.3 0.1 1.8 0.8 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 20,085 : : Positions : : 14,860 8,980 0 6,780 1,290 0 455 125 340 0 75 : : : : Changes from: February 20, 2018 : : 0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 44.7 0.0 33.8 6.4 0.0 2.3 0.6 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 42,450 : : Positions : : 27,830 11,140 0 27,695 0 9,925 350 340 2,210 800 450 : : : : Changes from: February 20, 2018 : : 25 -400 0 -185 0 450 0 150 -260 800 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 26.2 0.0 65.2 0.0 23.4 0.8 0.8 5.2 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 37,300 : : Positions : : 24,145 13,270 0 20,145 285 8,290 350 75 2,110 800 450 : : : : Changes from: February 20, 2018 : : 25 -200 0 -385 -25 550 0 0 -360 800 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 35.6 0.0 54.0 0.8 22.2 0.9 0.2 5.7 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 99,970 : : Positions : : 43,045 87,130 34,650 0 100 10,120 0 2,395 1,805 2,460 340 : : : : Changes from: February 20, 2018 : : 580 725 135 0 0 -1,050 0 350 1,200 140 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 87.2 34.7 0.0 0.1 10.1 0.0 2.4 1.8 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 26 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 92,060 : : Positions : : 43,390 77,950 25,175 0 295 10,310 0 1,790 1,465 2,360 300 : : : : Changes from: February 20, 2018 : : 680 515 -175 0 0 -1,150 0 350 1,200 40 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 84.7 27.3 0.0 0.3 11.2 0.0 1.9 1.6 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 25 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 20,545 : : Positions : : 15,960 6,930 100 6,310 1,545 0 3,600 100 600 0 75 : : : : Changes from: February 20, 2018 : : 50 650 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 33.7 0.5 30.7 7.5 0.0 17.5 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 27, 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 7,060 100 7,380 1,445 0 175 0 1,575 0 0 : : : : Changes from: February 20, 2018 : : 0 600 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 42.1 0.6 44.0 8.6 0.0 1.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 27, 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 47,715 : : Positions : : 33,130 30,335 0 1,170 5,840 0 1,125 825 0 500 100 : : : : Changes from: February 20, 2018 : : -10 -10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 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 27, 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 31,820 : : Positions : : 16,705 17,160 225 965 3,850 1,675 0 25 0 600 0 : : : : Changes from: February 20, 2018 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 53.9 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 March 2, 2018