Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 45,378 : : Positions : : 10,296 30,860 7,227 866 283 7,201 3,713 560 13,398 3,041 4,782 : : : : Changes from: January 9, 2018 : : 526 462 35 0 36 225 135 -30 76 373 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 68.0 15.9 1.9 0.6 15.9 8.2 1.2 29.5 6.7 10.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 10 4 . . . 5 4 8 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 4,848 : : Positions : : 718 2,472 15 1,105 69 775 285 45 1,624 0 672 : : : : Changes from: January 9, 2018 : : -33 227 0 -23 0 0 0 0 169 -55 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 51.0 0.3 22.8 1.4 16.0 5.9 0.9 33.5 0.0 13.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 7 . . . . . . 7 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 85,404 : : Positions : : 49,193 53,069 5,057 7,908 13,958 9,666 7 1,404 1,232 4,680 3,965 : : : : Changes from: January 9, 2018 : : 536 611 141 220 -10 168 5 -105 -27 -35 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 62.1 5.9 9.3 16.3 11.3 0.0 1.6 1.4 5.5 4.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 30 . . . 6 . 6 . 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,948 : : Positions : : 29,171 28,444 0 3,707 2,427 500 225 0 2,975 150 875 : : : : Changes from: January 9, 2018 : : 111 920 0 -204 150 -25 75 0 825 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 79.1 0.0 10.3 6.8 1.4 0.6 0.0 8.3 0.4 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 24,385 : : Positions : : 23,050 14,168 0 7,397 385 0 0 0 400 1,885 550 : : : : Changes from: January 9, 2018 : : 235 510 0 0 75 0 0 0 50 -225 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 58.1 0.0 30.3 1.6 0.0 0.0 0.0 1.6 7.7 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 167,903 : : Positions : : 131,692 120,794 19,017 13,933 4,212 6,323 15,488 2,556 2,346 9,400 1,440 : : : : Changes from: January 9, 2018 : : 3,432 2,147 1,298 2,614 -1,139 -302 -65 50 180 25 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 71.9 11.3 8.3 2.5 3.8 9.2 1.5 1.4 5.6 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 35 31 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 56,346 : : Positions : : 39,162 27,266 9,105 11,242 5,280 466 11,275 384 1,650 600 300 : : : : Changes from: January 9, 2018 : : 1,062 939 150 -227 300 0 300 75 25 225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 48.4 16.2 20.0 9.4 0.8 20.0 0.7 2.9 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 19 . . . . 5 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,145 : : Positions : : 29,490 14,680 5,655 19,565 0 0 450 0 0 450 0 : : : : Changes from: January 9, 2018 : : 1,355 475 0 730 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 41.8 16.1 55.7 0.0 0.0 1.3 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 54,897 : : Positions : : 38,662 36,973 3,565 2,735 9,855 400 4,400 0 1,615 100 650 : : : : Changes from: January 9, 2018 : : -41 845 1,740 820 -2,090 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 67.3 6.5 5.0 18.0 0.7 8.0 0.0 2.9 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 60,610 : : Positions : : 51,048 38,997 2,725 13,410 5,020 0 1,580 125 890 950 455 : : : : Changes from: January 9, 2018 : : -630 496 0 -1,200 0 0 15 -75 100 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 64.3 4.5 22.1 8.3 0.0 2.6 0.2 1.5 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 . . 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 76,722 : : Positions : : 50,747 58,717 20,630 13,655 3,165 600 0 0 635 60 915 : : : : Changes from: January 9, 2018 : : 1,585 1,165 -420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 76.5 26.9 17.8 4.1 0.8 0.0 0.0 0.8 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 6,350 : : Positions : : 3,700 4,800 1,400 250 0 300 300 0 850 1,000 0 : : : : Changes from: January 9, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 75.6 22.0 3.9 0.0 4.7 4.7 0.0 13.4 15.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 102,141 : : Positions : : 67,651 67,566 26,560 28,705 5,210 650 0 0 1,540 0 530 : : : : Changes from: January 9, 2018 : : 4,165 3,745 -420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 66.1 26.0 28.1 5.1 0.6 0.0 0.0 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 30,875 : : Positions : : 20,075 27,250 7,355 0 3,140 0 0 0 300 0 0 : : : : Changes from: January 9, 2018 : : 440 440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 88.3 23.8 0.0 10.2 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 16, 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 33,955 : : Positions : : 27,510 27,345 700 1,180 4,860 0 0 0 450 390 90 : : : : Changes from: January 9, 2018 : : -65 -45 0 -5 5 0 0 0 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 80.5 2.1 3.5 14.3 0.0 0.0 0.0 1.3 1.1 0.3 : : : : 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 16, 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 23,932 : : Positions : : 11,053 13,935 150 6,132 870 2,006 0 0 7,490 608 2,102 : : : : Changes from: January 9, 2018 : : -245 605 50 294 -50 120 0 0 1,070 100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 58.2 0.6 25.6 3.6 8.4 0.0 0.0 31.3 2.5 8.8 : : : : 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 16, 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 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643A7 Open Interest is 3,176 : : Positions : : 1,952 1,976 168 912 56 0 0 0 144 40 136 : : : : Changes from: January 9, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 62.2 5.3 28.7 1.8 0.0 0.0 0.0 4.5 1.3 4.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 38,536 : : Positions : : 25,526 35,656 10,665 0 2,320 0 50 0 25 410 0 : : : : Changes from: January 9, 2018 : : 670 670 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 92.5 27.7 0.0 6.0 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 16, 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 43,099 : : Positions : : 39,274 27,609 1,320 13,935 585 0 0 0 715 565 215 : : : : Changes from: January 9, 2018 : : -671 -646 100 -75 75 0 0 0 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 64.1 3.1 32.3 1.4 0.0 0.0 0.0 1.7 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 42,282 : : Positions : : 32,630 32,269 7,474 8,885 623 0 0 0 1,280 0 45 : : : : Changes from: January 9, 2018 : : 95 600 0 -500 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 76.3 17.7 21.0 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 16, 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 49,036 : : Positions : : 37,685 35,177 7,647 9,940 2,049 0 0 0 1,655 1,700 0 : : : : Changes from: January 9, 2018 : : 95 600 0 -500 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 71.7 15.6 20.3 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 16, 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 82,594 : : Positions : : 71,960 72,467 8,245 6,702 1,273 0 0 0 25 1,034 890 : : : : Changes from: January 9, 2018 : : 587 132 345 290 -89 0 0 0 10 520 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 87.7 10.0 8.1 1.5 0.0 0.0 0.0 0.0 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 107,940 : : Positions : : 92,904 93,280 10,579 8,849 1,526 0 537 40 2,077 2,895 491 : : : : Changes from: January 9, 2018 : : 1,793 1,432 260 450 10 -30 71 30 22 45 -582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 86.4 9.8 8.2 1.4 0.0 0.5 0.0 1.9 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 21 . . . 0 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 32,311 : : Positions : : 25,386 31,186 5,951 0 900 0 0 0 50 225 0 : : : : Changes from: January 9, 2018 : : 475 200 -300 0 300 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 96.5 18.4 0.0 2.8 0.0 0.0 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 33,850 : : Positions : : 26,315 23,295 1,100 4,180 3,735 600 2,100 250 1,485 0 100 : : : : Changes from: January 9, 2018 : : 90 -310 -275 125 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 68.8 3.2 12.3 11.0 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 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 38,463 : : Positions : : 20,213 30,913 6,020 2,060 3,635 6,230 0 500 1,230 1,200 150 : : : : Changes from: January 9, 2018 : : -340 -890 -650 -150 250 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 80.4 15.7 5.4 9.5 16.2 0.0 1.3 3.2 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 42,525 : : Positions : : 20,574 39,421 21,574 0 125 0 1,600 0 102 1,300 4 : : : : Changes from: January 9, 2018 : : -95 345 395 0 -165 0 0 0 60 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 92.7 50.7 0.0 0.3 0.0 3.8 0.0 0.2 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 37,529 : : Positions : : 17,150 34,394 19,824 205 550 0 2,260 0 0 0 0 : : : : Changes from: January 9, 2018 : : 0 485 500 20 -215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 91.6 52.8 0.5 1.5 0.0 6.0 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 16, 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 27,554 : : Positions : : 21,230 24,645 2,762 0 1,189 0 1,600 0 1,836 0 0 : : : : Changes from: January 9, 2018 : : 389 387 -52 0 -78 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 89.4 10.0 0.0 4.3 0.0 5.8 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 0 . 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 22,037 : : Positions : : 19,080 19,885 296 715 572 0 395 320 1,180 0 0 : : : : Changes from: January 9, 2018 : : 445 385 -60 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 90.2 1.3 3.2 2.6 0.0 1.8 1.5 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 49,382 : : Positions : : 44,142 34,421 2,823 6,979 1,271 30 5,443 234 246 550 450 : : : : Changes from: January 9, 2018 : : 303 443 95 -195 -85 30 -198 94 -20 240 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 69.7 5.7 14.1 2.6 0.1 11.0 0.5 0.5 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 37,682 : : Positions : : 31,715 25,241 4,201 8,669 722 50 2,070 555 25 385 0 : : : : Changes from: January 9, 2018 : : -25 85 110 0 -34 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.0 11.1 23.0 1.9 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 16, 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 13,860 : : Positions : : 6,580 13,310 5,075 0 530 225 0 0 1,235 0 0 : : : : Changes from: January 9, 2018 : : 105 -45 -160 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 96.0 36.6 0.0 3.8 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 16, 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 13,960 : : Positions : : 6,810 13,410 5,375 0 530 225 0 0 875 0 0 : : : : Changes from: January 9, 2018 : : 115 -45 -160 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 96.1 38.5 0.0 3.8 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 16, 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 268,135 : : Positions : : 215,789 134,408 510 64,468 18,319 0 10,802 20,109 0 6,876 12,898 : : : : Changes from: January 9, 2018 : : -139 -143 0 289 -250 0 -258 -212 0 -27 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 50.1 0.2 24.0 6.8 0.0 4.0 7.5 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 16, 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 9, 2018 : : 0 0 0 0 0 0 0 0 0 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 16, 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 21,780 : : Positions : : 9,464 14,405 10,505 5,110 1,315 0 825 75 50 50 0 : : : : Changes from: January 9, 2018 : : 460 345 -60 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 66.1 48.2 23.5 6.0 0.0 3.8 0.3 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 18,675 : : Positions : : 7,320 12,025 8,255 3,910 1,990 0 625 75 50 50 0 : : : : Changes from: January 9, 2018 : : 250 285 -60 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 64.4 44.2 20.9 10.7 0.0 3.3 0.4 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 7,265 : : Positions : : 6,035 4,915 0 1,690 550 660 0 0 0 0 0 : : : : Changes from: January 9, 2018 : : 35 50 0 -15 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 67.7 0.0 23.3 7.6 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 16, 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 6,365 : : Positions : : 5,825 4,295 0 1,440 520 0 0 0 0 0 0 : : : : Changes from: January 9, 2018 : : 35 50 0 -15 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 67.5 0.0 22.6 8.2 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 16, 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 9, 2018 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 24,443 : : Positions : : 16,640 15,623 4,405 3,315 2,525 0 0 0 394 2,890 45 : : : : Changes from: January 9, 2018 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 63.9 18.0 13.6 10.3 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 16, 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 115,283 : : Positions : : 94,351 79,319 10,850 26,123 4,892 100 960 795 3,300 2,116 710 : : : : Changes from: January 9, 2018 : : 3,270 2,680 0 540 -500 0 0 0 -50 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 68.8 9.4 22.7 4.2 0.1 0.8 0.7 2.9 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 24 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 129,401 : : Positions : : 109,110 88,242 10,460 27,253 4,338 410 6,026 880 3,365 1,925 135 : : : : Changes from: January 9, 2018 : : 2,617 1,857 0 735 -568 25 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 68.2 8.1 21.1 3.4 0.3 4.7 0.7 2.6 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 24 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 257,966 : : Positions : : 167,649 195,418 8,990 700 34,977 21,823 5,355 6,803 7,416 4,485 9,808 : : : : Changes from: January 9, 2018 : : 9,747 8,799 -2,929 700 372 323 -66 1,938 921 -1,610 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 75.8 3.5 0.3 13.6 8.5 2.1 2.6 2.9 1.7 3.8 : : : : Number of Traders in Each Category Total Traders: 85 : : 37 40 6 . . 9 5 8 13 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 36,860 : : Positions : : 26,487 33,780 5,850 0 2,145 1,510 50 560 0 300 0 : : : : Changes from: January 9, 2018 : : -690 210 545 -375 -40 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 91.6 15.9 0.0 5.8 4.1 0.1 1.5 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,415 : : Positions : : 25,482 32,875 5,685 0 1,770 1,775 50 395 0 300 0 : : : : Changes from: January 9, 2018 : : -790 110 895 0 -255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 92.8 16.1 0.0 5.0 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 16, 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 9, 2018 : : 0 0 0 0 0 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 16, 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 9, 2018 : : 0 0 0 0 0 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 16, 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 196,936 : : Positions : : 83,151 131,374 50,393 11,972 40,458 21,053 0 1,724 0 11,251 157 : : : : Changes from: January 9, 2018 : : 4,155 1,123 -92 2,921 877 -16 0 -6 0 4 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 66.7 25.6 6.1 20.5 10.7 0.0 0.9 0.0 5.7 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 12 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 29,273 : : Positions : : 13,212 20,642 10,930 200 1,225 50 0 125 0 2,900 0 : : : : Changes from: January 9, 2018 : : 600 600 300 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 70.5 37.3 0.7 4.2 0.2 0.0 0.4 0.0 9.9 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 16, 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 27,957 : : Positions : : 12,186 19,586 11,130 430 1,515 50 0 125 0 2,900 0 : : : : Changes from: January 9, 2018 : : 0 0 300 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 70.1 39.8 1.5 5.4 0.2 0.0 0.4 0.0 10.4 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 16, 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 26,400 : : Positions : : 19,795 7,165 475 2,100 3,300 0 9,385 0 0 1,790 0 : : : : Changes from: January 9, 2018 : : 100 -75 -75 25 75 0 100 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 27.1 1.8 8.0 12.5 0.0 35.5 0.0 0.0 6.8 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 16, 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 26,815 : : Positions : : 20,255 7,580 475 2,995 3,300 0 9,235 0 0 1,090 0 : : : : Changes from: January 9, 2018 : : 125 -75 -75 50 75 0 100 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 28.3 1.8 11.2 12.3 0.0 34.4 0.0 0.0 4.1 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 16, 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 37,750 : : Positions : : 15,060 31,010 17,050 775 595 625 350 225 0 630 75 : : : : Changes from: January 9, 2018 : : -1,445 1,080 1,975 -600 250 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 82.1 45.2 2.1 1.6 1.7 0.9 0.6 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,265 : : Positions : : 13,475 29,465 16,530 175 595 825 300 75 0 680 75 : : : : Changes from: January 9, 2018 : : -1,300 1,225 1,975 -600 250 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 83.6 46.9 0.5 1.7 2.3 0.9 0.2 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 19,785 : : Positions : : 14,835 8,205 0 1,390 2,370 0 5,315 0 0 0 0 : : : : Changes from: January 9, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 41.5 0.0 7.0 12.0 0.0 26.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 21,640 : : Positions : : 16,620 11,060 0 6,075 1,610 50 430 50 0 0 0 : : : : Changes from: January 9, 2018 : : 1,465 0 0 1,465 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 51.1 0.0 28.1 7.4 0.2 2.0 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 16, 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 20,250 : : Positions : : 15,250 10,065 0 5,990 1,585 0 430 50 200 0 0 : : : : Changes from: January 9, 2018 : : 1,225 0 0 1,465 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 49.7 0.0 29.6 7.8 0.0 2.1 0.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 36,590 : : Positions : : 24,405 10,890 0 23,825 0 9,510 700 0 1,475 0 0 : : : : Changes from: January 9, 2018 : : 1,825 125 0 1,550 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 29.8 0.0 65.1 0.0 26.0 1.9 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 32,065 : : Positions : : 20,655 12,775 0 16,885 0 8,205 700 0 1,475 0 0 : : : : Changes from: January 9, 2018 : : 1,825 125 0 1,550 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 39.8 0.0 52.7 0.0 25.6 2.2 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 92,270 : : Positions : : 45,445 83,025 30,225 0 150 6,900 0 1,510 825 325 615 : : : : Changes from: January 9, 2018 : : -25 790 540 0 0 300 0 -70 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 90.0 32.8 0.0 0.2 7.5 0.0 1.6 0.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 83,160 : : Positions : : 42,520 71,855 22,645 0 450 6,935 0 1,265 125 325 585 : : : : Changes from: January 9, 2018 : : -725 115 565 0 0 300 0 -50 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 86.4 27.2 0.0 0.5 8.3 0.0 1.5 0.2 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 18,115 : : Positions : : 13,795 5,725 200 7,525 1,065 0 1,650 0 725 0 0 : : : : Changes from: January 9, 2018 : : 180 480 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 31.6 1.1 41.5 5.9 0.0 9.1 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 47,655 : : Positions : : 34,295 28,850 0 1,995 4,600 0 2,850 500 0 600 0 : : : : Changes from: January 9, 2018 : : -335 -935 0 600 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 60.5 0.0 4.2 9.7 0.0 6.0 1.0 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- Options and Futures Combined Positions as of January 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 30,060 : : Positions : : 17,010 15,480 190 1,540 3,860 300 0 225 0 600 0 : : : : Changes from: January 9, 2018 : : -1,040 -1,040 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 51.5 0.6 5.1 12.8 1.0 0.0 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 19, 2018