Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 44,185 : : Positions : : 9,770 30,398 7,192 866 247 6,976 3,578 590 13,322 2,668 4,512 : : : : Changes from: January 2, 2018 : : -1,743 -641 -1,298 -176 -731 235 -1,603 -57 305 -225 -1,566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 68.8 16.3 2.0 0.6 15.8 8.1 1.3 30.2 6.0 10.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 9 4 . . . 5 4 8 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 4,593 : : Positions : : 751 2,245 15 1,128 69 775 285 45 1,455 55 556 : : : : Changes from: January 2, 2018 : : 197 -466 -238 -281 -10 -165 -31 -75 -1,318 55 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 48.9 0.3 24.6 1.5 16.9 6.2 1.0 31.7 1.2 12.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . . . . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 84,614 : : Positions : : 48,658 52,459 4,917 7,688 13,969 9,498 3 1,509 1,259 4,715 3,861 : : : : Changes from: January 2, 2018 : : -2,438 -3,539 -888 -1,502 233 -997 3 -171 -849 -14 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 62.0 5.8 9.1 16.5 11.2 0.0 1.8 1.5 5.6 4.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 30 . . . 6 . 6 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 34,912 : : Positions : : 29,060 27,524 0 3,911 2,277 525 150 0 2,150 150 900 : : : : Changes from: January 2, 2018 : : 1,344 2,036 -178 -994 -363 0 0 0 -125 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 78.8 0.0 11.2 6.5 1.5 0.4 0.0 6.2 0.4 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 23,775 : : Positions : : 22,815 13,658 0 7,397 310 0 0 0 350 2,110 300 : : : : Changes from: January 2, 2018 : : 898 198 0 350 -45 0 0 0 100 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 57.4 0.0 31.1 1.3 0.0 0.0 0.0 1.5 8.9 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 164,292 : : Positions : : 128,260 118,647 17,719 11,319 5,351 6,625 15,553 2,506 2,166 9,375 1,400 : : : : Changes from: January 2, 2018 : : -6,743 -3,735 -1,062 -3,476 77 -964 -2,110 360 -148 475 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 72.2 10.8 6.9 3.3 4.0 9.5 1.5 1.3 5.7 0.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 34 31 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 54,709 : : Positions : : 38,100 26,327 8,955 11,469 4,980 466 10,975 309 1,625 375 275 : : : : Changes from: January 2, 2018 : : 602 -2,253 0 1,760 -1,004 60 700 -316 -550 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 48.1 16.4 21.0 9.1 0.9 20.1 0.6 3.0 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 33,790 : : Positions : : 28,135 14,205 5,655 18,835 0 0 450 0 0 300 0 : : : : Changes from: January 2, 2018 : : 2,690 -391 -56 2,875 0 0 150 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 42.0 16.7 55.7 0.0 0.0 1.3 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 55,278 : : Positions : : 38,703 36,128 1,825 1,915 11,945 400 4,400 0 1,665 100 600 : : : : Changes from: January 2, 2018 : : -3,875 -2,645 -598 -870 335 0 -25 -75 1,005 -175 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 65.4 3.3 3.5 21.6 0.7 8.0 0.0 3.0 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 61,304 : : Positions : : 51,678 38,501 2,725 14,610 5,020 0 1,565 200 790 850 555 : : : : Changes from: January 2, 2018 : : -4,548 -3,397 -55 -98 -413 0 -150 -50 620 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 62.8 4.4 23.8 8.2 0.0 2.6 0.3 1.3 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 26 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 75,557 : : Positions : : 49,162 57,552 21,050 13,655 3,165 600 0 0 635 60 915 : : : : Changes from: January 2, 2018 : : 1,474 -443 -1,855 160 0 550 0 0 -711 -390 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 76.2 27.9 18.1 4.2 0.8 0.0 0.0 0.8 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 98,396 : : Positions : : 63,486 63,821 26,980 28,705 5,210 650 0 0 1,540 0 530 : : : : Changes from: January 2, 2018 : : 1,960 1,009 -1,970 -350 10 450 0 0 -851 -1,050 490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 64.9 27.4 29.2 5.3 0.7 0.0 0.0 1.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 30,435 : : Positions : : 19,635 26,810 7,355 0 3,140 0 0 0 300 0 0 : : : : Changes from: January 2, 2018 : : -1,452 -1,517 430 0 -680 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 88.1 24.2 0.0 10.3 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 34,000 : : Positions : : 27,575 27,390 700 1,185 4,855 0 0 0 450 405 75 : : : : Changes from: January 2, 2018 : : 725 -200 -155 515 -240 -150 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 80.6 2.1 3.5 14.3 0.0 0.0 0.0 1.3 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 23,133 : : Positions : : 11,298 13,330 100 5,838 920 1,886 0 0 6,420 508 2,252 : : : : Changes from: January 2, 2018 : : -1,701 -878 100 -1,425 -100 -480 0 0 18 248 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 57.6 0.4 25.2 4.0 8.2 0.0 0.0 27.8 2.2 9.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,866 : : Positions : : 24,856 34,986 10,665 0 2,320 0 50 0 25 410 0 : : : : Changes from: January 2, 2018 : : -1,959 -1,689 210 0 -560 0 0 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 92.4 28.2 0.0 6.1 0.0 0.1 0.0 0.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 43,595 : : Positions : : 39,945 28,255 1,220 14,010 510 0 0 0 865 565 65 : : : : Changes from: January 2, 2018 : : 595 -700 -345 365 -135 -100 0 0 -475 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 64.8 2.8 32.1 1.2 0.0 0.0 0.0 2.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 42,182 : : Positions : : 32,535 31,669 7,474 9,385 623 0 0 0 1,275 0 45 : : : : Changes from: January 2, 2018 : : -3,197 -4,001 -1,229 -345 0 0 0 0 0 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 75.1 17.7 22.2 1.5 0.0 0.0 0.0 3.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 48,936 : : Positions : : 37,590 34,577 7,647 10,440 2,049 0 0 0 1,650 1,700 0 : : : : Changes from: January 2, 2018 : : -3,027 -3,914 -1,337 -665 0 0 0 0 -245 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 70.7 15.6 21.3 4.2 0.0 0.0 0.0 3.4 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 81,916 : : Positions : : 71,373 72,335 7,900 6,412 1,362 0 0 0 15 514 1,065 : : : : Changes from: January 2, 2018 : : -3,707 -3,429 359 -171 -226 0 0 0 -47 255 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 88.3 9.6 7.8 1.7 0.0 0.0 0.0 0.0 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 106,437 : : Positions : : 91,111 91,848 10,319 8,399 1,516 30 466 10 2,055 2,850 1,073 : : : : Changes from: January 2, 2018 : : -3,498 -2,749 240 107 -218 30 12 4 116 -531 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 86.3 9.7 7.9 1.4 0.0 0.4 0.0 1.9 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 20 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 31,836 : : Positions : : 24,911 30,986 6,251 0 600 0 0 0 50 250 0 : : : : Changes from: January 2, 2018 : : -2,313 -2,350 -100 0 -113 0 0 0 -150 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 97.3 19.6 0.0 1.9 0.0 0.0 0.0 0.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 33,710 : : Positions : : 26,225 23,605 1,375 4,055 3,410 600 2,100 250 1,485 0 100 : : : : Changes from: January 2, 2018 : : -2,175 -1,968 -70 -270 -90 0 0 0 28 0 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 70.0 4.1 12.0 10.1 1.8 6.2 0.7 4.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 39,203 : : Positions : : 20,553 31,803 6,670 2,210 3,385 6,230 0 500 1,280 1,200 100 : : : : Changes from: January 2, 2018 : : -550 -1,622 -862 -100 0 -225 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 81.1 17.0 5.6 8.6 15.9 0.0 1.3 3.3 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 42,348 : : Positions : : 20,669 39,076 21,179 0 290 0 1,600 0 42 1,300 8 : : : : Changes from: January 2, 2018 : : -2,349 -3,028 -579 -39 22 0 160 -160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 92.3 50.0 0.0 0.7 0.0 3.8 0.0 0.1 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 37,239 : : Positions : : 17,150 33,909 19,324 185 765 0 2,260 0 0 0 0 : : : : Changes from: January 2, 2018 : : -1,243 -1,812 -552 0 95 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 91.1 51.9 0.5 2.1 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 27,245 : : Positions : : 20,841 24,258 2,814 0 1,267 0 1,600 0 1,786 0 0 : : : : Changes from: January 2, 2018 : : -718 -602 305 0 -230 -75 -90 0 -204 0 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 89.0 10.3 0.0 4.7 0.0 5.9 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 21,712 : : Positions : : 18,635 19,500 356 715 632 0 395 320 1,180 0 0 : : : : Changes from: January 2, 2018 : : -553 -508 -545 -190 -130 0 -200 0 -79 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 89.8 1.6 3.3 2.9 0.0 1.8 1.5 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 49,128 : : Positions : : 43,839 33,978 2,728 7,174 1,356 0 5,641 140 266 310 475 : : : : Changes from: January 2, 2018 : : -3,282 -1,731 55 118 -171 0 -1,216 25 81 -230 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 69.2 5.6 14.6 2.8 0.0 11.5 0.3 0.5 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 37,631 : : Positions : : 31,740 25,156 4,091 8,669 756 50 2,070 555 25 385 0 : : : : Changes from: January 2, 2018 : : -1,517 -585 -448 -548 125 50 -469 160 -25 -127 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 66.8 10.9 23.0 2.0 0.1 5.5 1.5 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 22,989 : : Positions : : 10,327 16,914 9,417 0 3,075 0 3,000 0 50 0 0 : : : : Changes from: January 2, 2018 : : 75 500 425 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 73.6 41.0 0.0 13.4 0.0 13.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 13,880 : : Positions : : 6,475 13,355 5,235 0 505 225 0 0 1,235 0 0 : : : : Changes from: January 2, 2018 : : -780 -1,060 -220 0 0 -45 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 96.2 37.7 0.0 3.6 1.6 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 13,980 : : Positions : : 6,695 13,455 5,535 0 505 225 0 0 875 0 0 : : : : Changes from: January 2, 2018 : : -695 -1,070 -180 0 0 -195 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 96.2 39.6 0.0 3.6 1.6 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 268,868 : : Positions : : 215,928 134,551 510 64,179 18,569 0 11,059 20,321 0 6,903 13,031 : : : : Changes from: January 2, 2018 : : -360 -761 0 -1,223 1,056 0 1,144 1,126 -160 319 433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 50.0 0.2 23.9 6.9 0.0 4.1 7.6 0.0 2.6 4.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 16,880 : : Positions : : 10,300 13,310 5,765 2,940 160 0 0 0 425 0 0 : : : : Changes from: January 2, 2018 : : -725 -1,360 -585 -65 0 0 0 0 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 78.9 34.2 17.4 0.9 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 21,435 : : Positions : : 9,004 14,060 10,565 5,110 1,315 0 825 75 0 50 0 : : : : Changes from: January 2, 2018 : : -1,215 -1,190 -140 -80 55 0 25 -125 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 65.6 49.3 23.8 6.1 0.0 3.8 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 18,411 : : Positions : : 7,070 11,740 8,315 3,910 1,990 0 625 75 0 50 0 : : : : Changes from: January 2, 2018 : : -1,030 -915 35 -30 30 0 25 -125 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 63.8 45.2 21.2 10.8 0.0 3.4 0.4 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 7,240 : : Positions : : 6,000 4,865 0 1,705 560 660 0 0 0 0 0 : : : : Changes from: January 2, 2018 : : -875 -1,020 0 165 -190 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 67.2 0.0 23.5 7.7 9.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 6,340 : : Positions : : 5,790 4,245 0 1,455 530 0 0 0 0 0 0 : : : : Changes from: January 2, 2018 : : -495 -670 0 170 -170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 67.0 0.0 22.9 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 23,923 : : Positions : : 16,190 16,292 4,405 2,045 2,560 0 0 0 394 2,940 0 : : : : Changes from: January 2, 2018 : : -1,862 -1,956 -50 105 -105 -100 0 0 -63 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 68.1 18.4 8.5 10.7 0.0 0.0 0.0 1.6 12.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 24,393 : : Positions : : 16,590 15,623 4,405 3,265 2,525 0 0 0 394 2,890 45 : : : : Changes from: January 2, 2018 : : -2,014 -2,132 -50 248 -248 -100 0 0 -63 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 64.0 18.1 13.4 10.4 0.0 0.0 0.0 1.6 11.8 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 112,543 : : Positions : : 91,081 76,639 10,850 25,583 5,392 100 960 795 3,350 2,116 690 : : : : Changes from: January 2, 2018 : : -4,676 -4,919 -330 525 60 -50 -780 400 -40 -235 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 68.1 9.6 22.7 4.8 0.1 0.9 0.7 3.0 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 23 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 127,327 : : Positions : : 106,493 86,385 10,460 26,518 4,906 385 6,026 880 3,415 1,925 85 : : : : Changes from: January 2, 2018 : : -5,943 -3,945 -155 242 -241 85 -2,420 0 20 -140 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 67.8 8.2 20.8 3.9 0.3 4.7 0.7 2.7 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 247,434 : : Positions : : 157,902 186,619 11,919 0 34,606 21,500 5,421 4,866 6,495 6,095 9,704 : : : : Changes from: January 2, 2018 : : -9,942 -4,351 708 0 -2,112 894 -95 -2,197 2,592 -1,459 -3,651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 75.4 4.8 0.0 14.0 8.7 2.2 2.0 2.6 2.5 3.9 : : : : Number of Traders in Each Category Total Traders: 83 : : 37 40 6 0 . 8 5 6 12 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 37,040 : : Positions : : 27,177 33,570 5,305 375 2,185 1,535 50 535 0 300 0 : : : : Changes from: January 2, 2018 : : -2,365 -1,135 170 -1,715 170 -485 50 355 -100 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.6 14.3 1.0 5.9 4.1 0.1 1.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 35,560 : : Positions : : 26,272 32,765 4,790 0 2,025 1,775 50 395 0 300 0 : : : : Changes from: January 2, 2018 : : -2,045 -1,390 505 -850 -165 -585 50 385 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 92.1 13.5 0.0 5.7 5.0 0.1 1.1 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 12,030 : : Positions : : 7,315 7,055 2,510 3,070 1,905 0 0 0 300 0 0 : : : : Changes from: January 2, 2018 : : -330 -185 -230 -410 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 58.6 20.9 25.5 15.8 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F3 Open Interest is 11,850 : : Positions : : 6,005 6,580 3,945 3,670 1,600 0 0 0 300 0 0 : : : : Changes from: January 2, 2018 : : -220 -110 -195 -335 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 55.5 33.3 31.0 13.5 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 191,900 : : Positions : : 78,995 130,251 50,484 9,052 39,581 21,069 0 1,731 0 11,247 39 : : : : Changes from: January 2, 2018 : : 2,523 2,969 1,644 1,839 76 162 0 13 0 -479 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 67.9 26.3 4.7 20.6 11.0 0.0 0.9 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 12 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 28,373 : : Positions : : 12,612 20,042 10,630 200 1,225 50 0 125 0 2,600 0 : : : : Changes from: January 2, 2018 : : -1,046 -1,681 -525 0 -175 50 0 -50 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 70.6 37.5 0.7 4.3 0.2 0.0 0.4 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 27,657 : : Positions : : 12,186 19,586 10,830 430 1,515 50 0 125 0 2,600 0 : : : : Changes from: January 2, 2018 : : -953 -1,433 -560 -170 0 50 0 -50 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 70.8 39.2 1.6 5.5 0.2 0.0 0.5 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 26,225 : : Positions : : 19,695 7,240 550 2,075 3,225 0 9,285 0 0 1,815 0 : : : : Changes from: January 2, 2018 : : -2,100 -520 -125 -1,540 650 0 -100 0 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 27.6 2.1 7.9 12.3 0.0 35.4 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 26,640 : : Positions : : 20,130 7,655 550 2,945 3,225 0 9,135 0 0 1,115 0 : : : : Changes from: January 2, 2018 : : -2,225 -665 -100 -1,585 650 0 50 0 0 -145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 28.7 2.1 11.1 12.1 0.0 34.3 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 36,985 : : Positions : : 16,505 29,930 15,075 1,375 345 625 300 225 0 630 75 : : : : Changes from: January 2, 2018 : : -890 -2,080 -1,490 -200 -115 75 0 -125 0 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 80.9 40.8 3.7 0.9 1.7 0.8 0.6 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 34,330 : : Positions : : 14,775 28,240 14,555 775 345 825 250 75 0 680 75 : : : : Changes from: January 2, 2018 : : -780 -1,960 -1,265 -225 -75 75 0 -125 0 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 82.3 42.4 2.3 1.0 2.4 0.7 0.2 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 20,200 : : Positions : : 15,155 11,060 0 4,610 1,635 50 430 50 0 0 0 : : : : Changes from: January 2, 2018 : : -1,525 -800 0 -685 0 0 0 0 -100 -25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 54.8 0.0 22.8 8.1 0.2 2.1 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 18,810 : : Positions : : 14,025 10,065 0 4,525 1,610 0 430 50 200 0 0 : : : : Changes from: January 2, 2018 : : -1,670 -775 0 -635 0 0 0 0 40 -25 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 53.5 0.0 24.1 8.6 0.0 2.3 0.3 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 34,915 : : Positions : : 22,580 10,765 0 22,275 0 9,660 700 0 1,475 0 0 : : : : Changes from: January 2, 2018 : : -2,240 -830 0 -2,630 0 -1,020 -25 0 -325 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 30.8 0.0 63.8 0.0 27.7 2.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 30,390 : : Positions : : 18,830 12,650 0 15,335 0 8,355 700 0 1,475 0 0 : : : : Changes from: January 2, 2018 : : -1,645 -605 0 -1,845 -300 -705 -25 0 -225 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 41.6 0.0 50.5 0.0 27.5 2.3 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 91,195 : : Positions : : 45,470 82,235 29,685 0 150 6,600 0 1,580 825 300 615 : : : : Changes from: January 2, 2018 : : -3,265 -5,485 -2,335 0 -120 -75 -150 150 -140 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 90.2 32.6 0.0 0.2 7.2 0.0 1.7 0.9 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 80,445 : : Positions : : 43,245 71,740 22,080 0 450 6,635 0 1,315 125 300 585 : : : : Changes from: January 2, 2018 : : -3,025 -5,200 -2,075 0 -300 -190 -200 125 -150 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 89.2 27.4 0.0 0.6 8.2 0.0 1.6 0.2 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 17,635 : : Positions : : 13,615 5,245 200 7,825 1,065 0 1,650 0 725 0 0 : : : : Changes from: January 2, 2018 : : -1,055 -850 0 -815 590 0 600 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 29.7 1.1 44.4 6.0 0.0 9.4 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 47,750 : : Positions : : 34,630 29,785 0 1,395 4,800 0 2,850 500 0 600 0 : : : : Changes from: January 2, 2018 : : -945 -910 0 -60 0 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 62.4 0.0 2.9 10.1 0.0 6.0 1.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 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 28,760 : : Positions : : 18,050 16,520 190 1,540 3,860 300 0 225 0 600 0 : : : : Changes from: January 2, 2018 : : -1,055 -1,085 145 75 -220 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 57.4 0.7 5.4 13.4 1.0 0.0 0.8 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 12, 2018