Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 42,673 : : Positions : : 13,263 26,569 6,997 722 349 630 4,777 3,019 14,120 3,056 3,188 : : : : Changes from: February 27, 2018 : : 321 900 198 15 -172 -215 -82 123 693 86 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 62.3 16.4 1.7 0.8 1.5 11.2 7.1 33.1 7.2 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 March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,021 : : Positions : : 1,627 2,382 50 643 124 150 245 25 2,008 885 365 : : : : Changes from: February 27, 2018 : : 35 150 15 20 -20 -75 15 0 195 -15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 47.4 1.0 12.8 2.5 3.0 4.9 0.5 40.0 17.6 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 March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 54,038 : : Positions : : 33,954 38,084 2,905 5,058 5,739 8,488 0 109 1,530 4,208 350 : : : : Changes from: February 27, 2018 : : -2,600 -3,763 -1,760 -1,920 -60 -840 -40 0 -710 -380 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 70.5 5.4 9.4 10.6 15.7 0.0 0.2 2.8 7.8 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 . . . 4 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,919 : : Positions : : 31,855 33,928 0 2,037 3,494 500 300 0 4,225 360 800 : : : : Changes from: February 27, 2018 : : -1,830 -677 0 -1,095 290 125 0 0 -75 -25 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 82.9 0.0 5.0 8.5 1.2 0.7 0.0 10.3 0.9 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 0 . . . . 0 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 25,872 : : Positions : : 22,782 15,245 0 6,932 715 50 0 50 1,970 2,625 305 : : : : Changes from: February 27, 2018 : : -925 -920 0 -705 125 -150 0 50 450 1,000 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 58.9 0.0 26.8 2.8 0.2 0.0 0.2 7.6 10.1 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 172,916 : : Positions : : 136,857 132,474 13,055 10,895 6,436 6,540 7,437 5,795 2,581 8,400 1,281 : : : : Changes from: February 27, 2018 : : -4,733 -2,816 -2,146 -1,788 597 224 -864 -304 686 -605 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.6 7.5 6.3 3.7 3.8 4.3 3.4 1.5 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 32 4 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 57,374 : : Positions : : 38,204 28,528 12,940 14,712 2,463 851 9,525 166 2,675 1,725 75 : : : : Changes from: February 27, 2018 : : -1,967 -1,115 205 -397 87 -450 175 -125 850 -25 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 49.7 22.6 25.6 4.3 1.5 16.6 0.3 4.7 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 17 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 36,385 : : Positions : : 31,135 15,405 5,250 20,205 0 0 50 0 0 725 0 : : : : Changes from: February 27, 2018 : : -1,235 -1,250 -265 -225 0 0 -150 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 42.3 14.4 55.5 0.0 0.0 0.1 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 51,297 : : Positions : : 38,217 35,210 2,635 2,010 8,390 0 4,375 0 1,110 525 640 : : : : Changes from: February 27, 2018 : : -1,774 -2,374 -315 395 -535 -200 -190 -10 35 75 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 68.6 5.1 3.9 16.4 0.0 8.5 0.0 2.2 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 66,536 : : Positions : : 51,326 48,215 5,685 8,020 6,040 1,105 2,055 810 861 710 430 : : : : Changes from: February 27, 2018 : : -2,324 -1,759 92 -1,130 645 -270 -65 0 -315 50 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 72.5 8.5 12.1 9.1 1.7 3.1 1.2 1.3 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,157 : : Positions : : 47,696 50,632 16,575 12,980 2,365 0 90 260 625 950 510 : : : : Changes from: February 27, 2018 : : -4,417 -7,986 -4,235 -1,080 0 -60 90 -90 25 260 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.3 24.3 19.0 3.5 0.0 0.1 0.4 0.9 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 98,179 : : Positions : : 70,774 62,009 21,280 31,060 3,835 610 0 0 755 200 750 : : : : Changes from: February 27, 2018 : : -3,207 -6,796 -2,970 -120 -600 -425 0 0 -229 200 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 63.2 21.7 31.6 3.9 0.6 0.0 0.0 0.8 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 30,579 : : Positions : : 19,919 26,859 6,515 0 3,475 300 0 0 365 0 0 : : : : Changes from: February 27, 2018 : : -129 296 135 0 -45 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 87.8 21.3 0.0 11.4 1.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 33,975 : : Positions : : 28,425 27,980 970 1,475 4,035 0 0 0 400 395 85 : : : : Changes from: February 27, 2018 : : 325 -645 -1,170 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 82.4 2.9 4.3 11.9 0.0 0.0 0.0 1.2 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,537 : : Positions : : 7,985 9,462 0 875 200 0 0 0 2,352 0 0 : : : : Changes from: February 27, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 89.8 0.0 8.3 1.9 0.0 0.0 0.0 22.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 37,509 : : Positions : : 20,309 23,364 0 7,822 1,268 3,132 111 940 8,316 575 3,002 : : : : Changes from: February 27, 2018 : : 3,983 3,980 0 -39 391 -443 94 364 519 15 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 62.3 0.0 20.9 3.4 8.3 0.3 2.5 22.2 1.5 8.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 23 0 . . 5 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 38,961 : : Positions : : 26,356 35,701 9,380 0 2,800 275 200 25 125 150 0 : : : : Changes from: February 27, 2018 : : -105 300 105 0 -45 275 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 91.6 24.1 0.0 7.2 0.7 0.5 0.1 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 45,609 : : Positions : : 39,629 29,808 1,190 12,105 955 1,900 1,650 0 589 655 401 : : : : Changes from: February 27, 2018 : : 903 1,903 0 750 0 1,800 0 0 40 75 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 65.4 2.6 26.5 2.1 4.2 3.6 0.0 1.3 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 40,652 : : Positions : : 30,446 31,161 7,276 8,885 175 700 0 0 1,674 0 161 : : : : Changes from: February 27, 2018 : : -1,758 -2,495 -402 -200 0 0 0 0 -410 0 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 76.7 17.9 21.9 0.4 1.7 0.0 0.0 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 46,440 : : Positions : : 35,523 33,367 7,559 10,230 918 0 0 0 2,010 1,500 175 : : : : Changes from: February 27, 2018 : : -2,293 -2,132 -89 -405 -76 0 0 0 -410 -100 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.8 16.3 22.0 2.0 0.0 0.0 0.0 4.3 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 74,321 : : Positions : : 62,407 65,734 9,216 4,897 1,595 0 350 0 0 675 911 : : : : Changes from: February 27, 2018 : : -5,527 -5,292 -210 -200 18 0 0 0 0 -241 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 88.4 12.4 6.6 2.1 0.0 0.5 0.0 0.0 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 107,246 : : Positions : : 91,571 88,466 11,566 7,332 1,639 425 1,258 160 1,475 7,977 125 : : : : Changes from: February 27, 2018 : : -5,412 -5,350 -350 -187 -8 25 -225 -50 140 177 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 82.5 10.8 6.8 1.5 0.4 1.2 0.1 1.4 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 23 . . 4 4 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 36,685 : : Positions : : 29,940 32,685 1,975 0 3,375 375 0 0 550 175 450 : : : : Changes from: February 27, 2018 : : -375 -965 -613 0 325 0 -50 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 89.1 5.4 0.0 9.2 1.0 0.0 0.0 1.5 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 32,715 : : Positions : : 25,850 21,165 600 5,225 2,945 975 1,850 250 325 145 970 : : : : Changes from: February 27, 2018 : : -840 -840 -250 -225 0 0 -125 0 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 64.7 1.8 16.0 9.0 3.0 5.7 0.8 1.0 0.4 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 36,241 : : Positions : : 19,506 26,566 4,500 3,785 3,290 6,195 0 510 955 1,200 875 : : : : Changes from: February 27, 2018 : : -1,019 -2,209 -1,450 -50 50 -215 0 0 655 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 73.3 12.4 10.4 9.1 17.1 0.0 1.4 2.6 3.3 2.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 42,122 : : Positions : : 20,448 38,543 21,089 0 150 0 1,646 0 50 1,249 51 : : : : Changes from: February 27, 2018 : : -1,253 -2,079 -1,125 0 -25 0 -115 0 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 35,878 : : Positions : : 17,137 32,758 17,760 70 925 0 1,920 0 51 125 0 : : : : Changes from: February 27, 2018 : : -929 -2,066 -1,307 0 0 0 -170 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 91.3 49.5 0.2 2.6 0.0 5.4 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 29,331 : : Positions : : 22,916 26,764 2,571 125 987 850 1,375 0 1,517 0 80 : : : : Changes from: February 27, 2018 : : -1,338 -1,827 -200 0 -9 0 -25 0 -198 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 91.2 8.8 0.4 3.4 2.9 4.7 0.0 5.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 14 4 . 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,240 : : Positions : : 19,130 20,710 1,000 515 480 0 75 370 765 0 0 : : : : Changes from: February 27, 2018 : : -955 -1,040 32 -100 -32 0 -35 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 93.1 4.5 2.3 2.2 0.0 0.3 1.7 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 47,680 : : Positions : : 42,727 32,466 1,643 6,933 1,370 735 6,440 40 714 140 270 : : : : Changes from: February 27, 2018 : : -3,191 -2,587 -30 -312 -99 75 -25 0 123 -113 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 68.1 3.4 14.5 2.9 1.5 13.5 0.1 1.5 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 36,284 : : Positions : : 30,899 24,054 4,691 9,033 122 0 2,715 160 125 174 1 : : : : Changes from: February 27, 2018 : : -2,123 -1,869 176 -388 -216 0 461 -381 0 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 66.3 12.9 24.9 0.3 0.0 7.5 0.4 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,896 : : Positions : : 9,511 16,975 8,150 0 3,075 0 825 0 0 0 0 : : : : Changes from: February 27, 2018 : : -769 -581 194 0 -14 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 81.2 39.0 0.0 14.7 0.0 3.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,705 : : Positions : : 8,570 12,545 2,745 0 1,110 135 0 0 960 50 0 : : : : Changes from: February 27, 2018 : : 2,030 315 -1,590 0 595 -45 0 0 -255 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 91.5 20.0 0.0 8.1 1.0 0.0 0.0 7.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,565 : : Positions : : 8,520 12,545 2,995 0 970 135 0 0 760 50 0 : : : : Changes from: February 27, 2018 : : 1,975 280 -1,590 0 455 -45 0 0 -235 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 92.5 22.1 0.0 7.2 1.0 0.0 0.0 5.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 19,460 : : Positions : : 13,010 15,120 5,865 3,770 0 0 0 0 255 0 0 : : : : Changes from: February 27, 2018 : : 645 -745 -600 825 0 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 77.7 30.1 19.4 0.0 0.0 0.0 0.0 1.3 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 March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 19,960 : : Positions : : 7,894 14,615 10,210 3,720 1,425 75 200 0 100 0 0 : : : : Changes from: February 27, 2018 : : -1,388 -1,180 -315 -145 -315 75 -280 -75 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 73.2 51.2 18.6 7.1 0.4 1.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,155 : : Positions : : 6,989 12,835 8,075 2,720 2,600 75 0 0 100 0 0 : : : : Changes from: February 27, 2018 : : -1,223 -1,255 -420 -45 -415 75 -280 -75 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 70.7 44.5 15.0 14.3 0.4 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 6,265 : : Positions : : 5,130 4,225 0 1,740 250 660 0 0 0 0 0 : : : : Changes from: February 27, 2018 : : -715 -530 -25 70 -70 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 67.4 0.0 27.8 4.0 10.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 5,765 : : Positions : : 5,110 4,235 0 950 530 0 0 0 0 0 0 : : : : Changes from: February 27, 2018 : : -575 -220 -25 -200 35 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 73.5 0.0 16.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 25,116 : : Positions : : 15,862 17,371 4,055 1,895 3,880 600 25 0 300 1,900 0 : : : : Changes from: February 27, 2018 : : -1,320 -838 450 1,300 -730 600 0 0 -72 -785 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 69.2 16.1 7.5 15.4 2.4 0.1 0.0 1.2 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 25,754 : : Positions : : 16,432 16,777 4,093 3,100 3,907 600 25 0 300 1,900 0 : : : : Changes from: February 27, 2018 : : -1,146 -703 442 1,335 -730 600 0 0 -72 -735 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 65.1 15.9 12.0 15.2 2.3 0.1 0.0 1.2 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 111,284 : : Positions : : 88,772 81,485 8,810 18,127 7,872 25 965 600 3,135 175 1,805 : : : : Changes from: February 27, 2018 : : -7,501 -4,362 -1,020 -5,024 1,050 25 300 -385 -392 25 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 73.2 7.9 16.3 7.1 0.0 0.9 0.5 2.8 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 . . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 124,807 : : Positions : : 102,885 92,660 9,920 21,352 6,790 25 2,405 85 3,515 168 1,342 : : : : Changes from: February 27, 2018 : : -9,195 -3,725 -270 -4,789 412 25 -1,509 -270 -577 1 -234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 74.2 7.9 17.1 5.4 0.0 1.9 0.1 2.8 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 26 . 4 4 . 4 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 248,636 : : Positions : : 175,923 195,443 5,642 5,878 23,017 22,386 4,885 4,247 8,682 6,768 8,379 : : : : Changes from: February 27, 2018 : : -8,114 -7,270 -1,111 1,014 -4,017 -1,737 -394 100 2,916 -1,410 -2,445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 78.6 2.3 2.4 9.3 9.0 2.0 1.7 3.5 2.7 3.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 35 39 4 4 5 9 7 7 13 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 33,602 : : Positions : : 23,787 30,576 3,997 0 2,686 960 0 175 1,723 150 0 : : : : Changes from: February 27, 2018 : : -1,825 -2,237 280 0 -325 -830 -50 55 -25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 91.0 11.9 0.0 8.0 2.9 0.0 0.5 5.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 31,968 : : Positions : : 22,456 28,975 4,722 0 1,978 230 0 850 1,358 50 100 : : : : Changes from: February 27, 2018 : : -1,400 -1,822 255 0 -215 -790 -25 90 -25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 90.6 14.8 0.0 6.2 0.7 0.0 2.7 4.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 31,740 : : Positions : : 10,745 22,443 14,060 0 1,405 1,885 0 0 0 4,325 0 : : : : Changes from: February 27, 2018 : : -516 -683 -880 -100 -130 805 0 -25 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 70.7 44.3 0.0 4.4 5.9 0.0 0.0 0.0 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 29,896 : : Positions : : 9,786 20,429 13,240 60 1,745 1,885 0 0 0 4,325 0 : : : : Changes from: February 27, 2018 : : -561 -729 -865 -110 -180 805 0 -25 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 68.3 44.3 0.2 5.8 6.3 0.0 0.0 0.0 14.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,490 : : Positions : : 18,045 5,795 450 2,725 3,355 0 9,605 50 0 520 0 : : : : Changes from: February 27, 2018 : : -2,035 -365 200 -555 -200 0 -565 50 0 -360 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 23.7 1.8 11.1 13.7 0.0 39.2 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,650 : : Positions : : 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0 : : : : Changes from: February 27, 2018 : : -1,935 -400 200 -745 -200 0 -590 50 0 -10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 36,040 : : Positions : : 14,525 30,365 17,610 0 495 0 225 100 0 1,545 0 : : : : Changes from: February 27, 2018 : : -550 -850 1,405 0 -75 -400 225 -225 0 1,065 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 84.3 48.9 0.0 1.4 0.0 0.6 0.3 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 33,785 : : Positions : : 12,975 28,945 17,540 0 345 150 175 0 0 1,545 0 : : : : Changes from: February 27, 2018 : : -450 -1,225 930 0 -150 -475 175 -175 0 1,040 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 85.7 51.9 0.0 1.0 0.4 0.5 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,330 : : Positions : : 13,510 6,680 0 2,795 1,430 0 4,165 0 0 0 0 : : : : Changes from: February 27, 2018 : : -1,030 -810 0 300 -325 0 -575 0 0 -155 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 40.9 0.0 17.1 8.8 0.0 25.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 22,495 : : Positions : : 17,845 10,290 0 9,930 635 420 0 400 1,200 0 105 : : : : Changes from: February 27, 2018 : : 935 -280 0 2,880 -530 395 -405 225 875 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 45.7 0.0 44.1 2.8 1.9 0.0 1.8 5.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 20,460 : : Positions : : 15,495 8,565 0 9,575 600 420 0 400 1,230 0 75 : : : : Changes from: February 27, 2018 : : 635 -415 0 2,795 -690 420 -455 275 890 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 41.9 0.0 46.8 2.9 2.1 0.0 2.0 6.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 38,380 : : Positions : : 25,720 11,080 0 23,895 0 8,330 0 440 2,160 1,250 0 : : : : Changes from: February 27, 2018 : : -2,110 -60 0 -3,800 0 -1,595 -350 100 -50 450 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 28.9 0.0 62.3 0.0 21.7 0.0 1.1 5.6 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 33,675 : : Positions : : 22,225 13,155 0 16,995 285 7,100 0 20 2,060 1,250 0 : : : : Changes from: February 27, 2018 : : -1,920 -115 0 -3,150 0 -1,190 -350 -55 -50 450 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 39.1 0.0 50.5 0.8 21.1 0.0 0.1 6.1 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 93,530 : : Positions : : 40,470 81,305 31,065 0 225 10,475 0 2,290 1,770 2,460 0 : : : : Changes from: February 27, 2018 : : -2,575 -5,825 -3,585 0 125 355 0 -105 -35 0 -340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 86.9 33.2 0.0 0.2 11.2 0.0 2.4 1.9 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 26 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 86,445 : : Positions : : 41,170 72,690 22,070 0 420 10,085 0 1,940 1,740 2,360 0 : : : : Changes from: February 27, 2018 : : -2,220 -5,260 -3,105 0 125 -225 0 150 275 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 84.1 25.5 0.0 0.5 11.7 0.0 2.2 2.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 24 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 19,560 : : Positions : : 15,120 6,610 0 5,715 1,725 0 3,650 0 675 0 0 : : : : Changes from: February 27, 2018 : : -840 -320 -100 -595 180 0 50 -100 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 33.8 0.0 29.2 8.8 0.0 18.7 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 46,920 : : Positions : : 33,035 30,040 0 1,295 5,690 0 1,100 750 0 600 0 : : : : Changes from: February 27, 2018 : : -95 -295 0 125 -150 0 -25 -75 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 64.0 0.0 2.8 12.1 0.0 2.3 1.6 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 33,340 : : Positions : : 18,465 18,535 190 920 3,880 1,700 0 0 0 600 0 : : : : Changes from: February 27, 2018 : : 1,760 1,375 -35 -45 30 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 55.6 0.6 2.8 11.6 5.1 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2018