COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 48,119: 13,433 24,982 4,356 2,207 2,153 4,241 7,074 1,252 14,492 2,974 6,878: 1,314 599 Old : 48,119: 13,433 24,982 4,356 2,207 2,153 4,241 7,074 1,252 14,492 2,974 6,878: 1,314 599 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -339: -387 -148 182 8 -7 240 -140 -205 -14 174 -158: 10 137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 51.9 9.1 4.6 4.5 8.8 14.7 2.6 30.1 6.2 14.3: 2.7 1.2 Old : 100.0: 27.9 51.9 9.1 4.6 4.5 8.8 14.7 2.6 30.1 6.2 14.3: 2.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 12 12 . . 4 . 5 5 12 9 11: Old : 49: 12 12 . . 4 . 5 5 12 9 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 55.9 69.4 71.3 36.5 40.9 50.9 50.8 Old : 42.8 55.9 69.4 71.3 36.5 40.9 50.9 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,089: 637 3,338 446 1,485 0 645 407 150 3,498 0 353: 360 356 Old : 6,089: 637 3,338 446 1,485 0 645 407 150 3,498 0 353: 360 356 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 243: 70 245 45 -25 0 -130 30 -15 275 0 -2: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 54.8 7.3 24.4 0.0 10.6 6.7 2.5 57.4 0.0 5.8: 5.9 5.8 Old : 100.0: 10.5 54.8 7.3 24.4 0.0 10.6 6.7 2.5 57.4 0.0 5.8: 5.9 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 5 6 . . 0 . . . 10 0 4: Old : 26: 5 6 . . 0 . . . 10 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 62.6 69.8 82.7 48.1 62.3 66.7 77.6 Old : 48.1 62.6 69.8 82.7 48.1 62.3 66.7 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 69,993: 40,872 49,367 4,785 9,504 5,482 11,827 82 172 5,419 4,321 478: 958 587 Old : 69,993: 40,872 49,367 4,785 9,504 5,482 11,827 82 172 5,419 4,321 478: 958 587 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,997: 0 0 0 2,040 0 0 0 0 2,040 21 -22: -21 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 70.5 6.8 13.6 7.8 16.9 0.1 0.2 7.7 6.2 0.7: 1.4 0.8 Old : 100.0: 58.4 70.5 6.8 13.6 7.8 16.9 0.1 0.2 7.7 6.2 0.7: 1.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 29 26 . . 4 4 . . 5 6 8: Old : 51: 29 26 . . 4 4 . . 5 6 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 39.8 64.8 61.2 37.3 30.9 52.2 47.1 Old : 46.0 39.8 64.8 61.2 37.3 30.9 52.2 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 36,197: 29,154 28,347 358 4,340 2,760 525 225 0 3,000 125 400: 0 0 Old : 36,197: 29,154 28,347 358 4,340 2,760 525 225 0 3,000 125 400: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,240: 925 1,100 175 75 65 0 0 0 75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 78.3 1.0 12.0 7.6 1.5 0.6 0.0 8.3 0.3 1.1: 0.0 0.0 Old : 100.0: 80.5 78.3 1.0 12.0 7.6 1.5 0.6 0.0 8.3 0.3 1.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 18 . . . . . 0 5 . .: Old : 34: 21 18 . . . . . 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 54.7 74.7 81.7 47.7 47.9 54.2 60.4 Old : 55.0 54.7 74.7 81.7 47.7 47.9 54.2 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 22,109: 20,274 13,962 0 5,812 1,010 0 0 0 425 925 400: 0 0 Old : 22,109: 20,274 13,962 0 5,812 1,010 0 0 0 425 925 400: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 775: 500 250 0 450 75 0 0 0 100 -100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.7 63.2 0.0 26.3 4.6 0.0 0.0 0.0 1.9 4.2 1.8: 0.0 0.0 Old : 100.0: 91.7 63.2 0.0 26.3 4.6 0.0 0.0 0.0 1.9 4.2 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 17 0 . . 0 0 0 . . .: Old : 25: 15 17 0 . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 51.7 90.3 80.6 69.7 42.3 71.6 64.7 Old : 78.4 51.7 90.3 80.6 69.7 42.3 71.6 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 174,975: 140,686 123,194 17,964 19,272 2,646 6,970 15,533 3,016 2,126 9,860 1,454: 113 0 Old : 174,975: 140,686 123,194 17,964 19,272 2,646 6,970 15,533 3,016 2,126 9,860 1,454: 113 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 5,875: 4,149 6,812 2,381 1,284 -1,516 -165 1,010 -25 546 -2,109 449: 56 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 70.4 10.3 11.0 1.5 4.0 8.9 1.7 1.2 5.6 0.8: 0.1 0.0 Old : 100.0: 80.4 70.4 10.3 11.0 1.5 4.0 8.9 1.7 1.2 5.6 0.8: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 34 34 4 . . . 4 . 4 . .: Old : 53: 34 34 4 . . . 4 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 50.8 57.4 71.9 37.7 42.7 50.5 60.4 Old : 40.5 50.8 57.4 71.9 37.7 42.7 50.5 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 57,450: 41,992 33,229 8,405 9,930 2,766 902 9,425 825 2,350 1,075 200: 10 0 Old : 57,450: 41,992 33,229 8,405 9,930 2,766 902 9,425 825 2,350 1,075 200: 10 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 12: -1,348 127 -125 -1,250 835 25 125 125 500 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 57.8 14.6 17.3 4.8 1.6 16.4 1.4 4.1 1.9 0.3: 0.0 0.0 Old : 100.0: 73.1 57.8 14.6 17.3 4.8 1.6 16.4 1.4 4.1 1.9 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 14 20 . . . . . . 7 . .: Old : 38: 14 20 . . . . . . 7 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 55.2 84.3 81.7 66.0 45.6 73.9 70.1 Old : 69.0 55.2 84.3 81.7 66.0 45.6 73.9 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 27,706: 21,809 15,641 5,192 11,040 405 0 150 300 0 150 0: 0 20 Old : 27,706: 21,809 15,641 5,192 11,040 405 0 150 300 0 150 0: 0 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -345: -50 -2,250 -325 1,800 30 0 0 0 0 75 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 56.5 18.7 39.8 1.5 0.0 0.5 1.1 0.0 0.5 0.0: 0.0 0.1 Old : 100.0: 78.7 56.5 18.7 39.8 1.5 0.0 0.5 1.1 0.0 0.5 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 13 . . . 0 . . 0 . 0: Old : 20: 11 13 . . . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.6 86.9 95.7 95.8 77.2 79.8 85.9 84.4 Old : 79.6 86.9 95.7 95.8 77.2 79.8 85.9 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 60,433: 45,156 42,646 2,941 3,225 9,952 400 3,600 150 1,285 275 390: 159 195 Old : 60,433: 45,156 42,646 2,941 3,225 9,952 400 3,600 150 1,285 275 390: 159 195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 2,210: 1,020 2,110 250 -1,145 1,000 0 50 0 -90 175 30: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 70.6 4.9 5.3 16.5 0.7 6.0 0.2 2.1 0.5 0.6: 0.3 0.3 Old : 100.0: 74.7 70.6 4.9 5.3 16.5 0.7 6.0 0.2 2.1 0.5 0.6: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 25 25 . . . . . . . . .: Old : 38: 25 25 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 49.7 71.9 71.2 28.2 28.1 41.1 44.5 Old : 47.3 49.7 71.9 71.2 28.2 28.1 41.1 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 65,644: 56,543 43,722 1,920 14,795 5,137 0 315 105 1,390 1,050 270: 279 250 Old : 65,644: 56,543 43,722 1,920 14,795 5,137 0 315 105 1,390 1,050 270: 279 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,339: 1,650 1,705 -75 -770 84 -110 40 -15 -295 75 30: 70 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 66.6 2.9 22.5 7.8 0.0 0.5 0.2 2.1 1.6 0.4: 0.4 0.4 Old : 100.0: 86.1 66.6 2.9 22.5 7.8 0.0 0.5 0.2 2.1 1.6 0.4: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 26 22 . . 4 0 . . . . .: Old : 41: 26 22 . . 4 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 56.4 61.8 77.6 35.4 48.5 47.8 56.9 Old : 39.6 56.4 61.8 77.6 35.4 48.5 47.8 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 65,990: 40,337 28,254 20,050 13,635 3,380 0 0 0 1,807 20,250 344: 72 127 Old : 65,990: 40,337 28,254 20,050 13,635 3,380 0 0 0 1,807 20,250 344: 72 127 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 380: -410 -720 590 1,100 0 0 0 0 200 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 42.8 30.4 20.7 5.1 0.0 0.0 0.0 2.7 30.7 0.5: 0.1 0.2 Old : 100.0: 61.1 42.8 30.4 20.7 5.1 0.0 0.0 0.0 2.7 30.7 0.5: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 23 23 . . . 0 0 0 . . .: Old : 40: 23 23 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 66.6 63.1 83.8 40.6 61.3 60.3 76.2 Old : 42.8 66.6 63.1 83.8 40.6 61.3 60.3 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 92,145: 56,822 37,965 27,575 28,185 4,975 0 0 0 2,772 20,850 0: 1 170 Old : 92,145: 56,822 37,965 27,575 28,185 4,975 0 0 0 2,772 20,850 0: 1 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 3,465: -150 -400 2,060 4,635 1,330 0 0 0 225 0 0: 0 -2,100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 41.2 29.9 30.6 5.4 0.0 0.0 0.0 3.0 22.6 0.0: 0.0 0.2 Old : 100.0: 61.7 41.2 29.9 30.6 5.4 0.0 0.0 0.0 3.0 22.6 0.0: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 26 23 . . . 0 0 0 4 . 0: Old : 44: 26 23 . . . 0 0 0 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 64.4 64.9 81.4 46.2 58.8 62.2 74.7 Old : 46.6 64.4 64.9 81.4 46.2 58.8 62.2 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 32,279: 21,729 27,944 5,830 0 4,215 0 0 0 500 0 0: 5 120 Old : 32,279: 21,729 27,944 5,830 0 4,215 0 0 0 500 0 0: 5 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -1,028: -1,008 -1,203 -200 0 175 0 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 86.6 18.1 0.0 13.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4 Old : 100.0: 67.3 86.6 18.1 0.0 13.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 17 . 0 . 0 0 0 . 0 0: Old : 25: 18 17 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 71.0 77.2 84.0 41.2 59.0 59.3 64.9 Old : 54.1 71.0 77.2 84.0 41.2 59.0 59.3 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 34,818: 28,188 28,168 1,095 2,030 4,200 250 0 0 1,025 300 0: 60 120 Old : 34,818: 28,188 28,168 1,095 2,030 4,200 250 0 0 1,025 300 0: 60 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -775: -510 -1,060 -250 -25 10 0 0 0 -25 300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 80.9 3.1 5.8 12.1 0.7 0.0 0.0 2.9 0.9 0.0: 0.2 0.3 Old : 100.0: 81.0 80.9 3.1 5.8 12.1 0.7 0.0 0.0 2.9 0.9 0.0: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 19 4 . . . 0 0 . . 0: Old : 31: 19 19 4 . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 60.8 76.1 85.0 33.6 49.7 43.2 55.3 Old : 55.3 60.8 76.1 85.0 33.6 49.7 43.2 55.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 22,577: 14,147 13,332 0 5,970 820 1,796 0 0 3,550 110 2,050: 214 295 Old : 22,577: 14,147 13,332 0 5,970 820 1,796 0 0 3,550 110 2,050: 214 295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 145: 135 -105 0 150 0 10 0 0 -100 0 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 59.1 0.0 26.4 3.6 8.0 0.0 0.0 15.7 0.5 9.1: 0.9 1.3 Old : 100.0: 62.7 59.1 0.0 26.4 3.6 8.0 0.0 0.0 15.7 0.5 9.1: 0.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 19 0 . . . 0 0 . . .: Old : 31: 17 19 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 50.2 76.4 68.5 52.9 45.4 66.7 56.6 Old : 54.9 50.2 76.4 68.5 52.9 45.4 66.7 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 6,994: 5,074 3,570 0 1,220 680 200 0 0 100 399 800: 140 325 Old : 6,994: 5,074 3,570 0 1,220 680 200 0 0 100 399 800: 140 325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4: 2.0 4.6 Old : 100.0: 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4: 2.0 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 8 0 . . . 0 0 . . .: Old : 20: 11 8 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2 Old : 51.5 50.0 80.8 80.1 44.4 32.5 53.0 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 41,739: 28,494 38,349 10,225 0 2,920 0 50 0 100 300 0: 0 120 Old : 41,739: 28,494 38,349 10,225 0 2,920 0 50 0 100 300 0: 0 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -1,282: -1,092 -1,282 -190 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 91.9 24.5 0.0 7.0 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3 Old : 100.0: 68.3 91.9 24.5 0.0 7.0 0.0 0.1 0.0 0.2 0.7 0.0: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 22 22 . 0 . 0 . 0 . . 0: Old : 31: 22 22 . 0 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 58.0 72.8 75.6 36.9 50.3 59.6 60.4 Old : 46.6 58.0 72.8 75.6 36.9 50.3 59.6 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 48,509: 43,304 31,804 1,310 14,835 1,010 0 0 0 1,950 610 0: 935 250 Old : 48,509: 43,304 31,804 1,310 14,835 1,010 0 0 0 1,950 610 0: 935 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 38: 143 -272 0 20 -100 0 0 0 0 360 0: -5 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 65.6 2.7 30.6 2.1 0.0 0.0 0.0 4.0 1.3 0.0: 1.9 0.5 Old : 100.0: 89.3 65.6 2.7 30.6 2.1 0.0 0.0 0.0 4.0 1.3 0.0: 1.9 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 19 . . . 0 0 0 . 4 0: Old : 35: 21 19 . . . 0 0 0 . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 62.5 71.9 85.3 49.4 57.5 61.1 72.3 Old : 53.2 62.5 71.9 85.3 49.4 57.5 61.1 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 46,934: 36,567 35,439 8,097 10,245 620 0 0 0 1,135 215 335: 180 80 Old : 46,934: 36,567 35,439 8,097 10,245 620 0 0 0 1,135 215 335: 180 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 480: 230 480 250 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 75.5 17.3 21.8 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2 Old : 100.0: 77.9 75.5 17.3 21.8 1.3 0.0 0.0 0.0 2.4 0.5 0.7: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 14 . . . 0 0 0 . . .: Old : 29: 18 14 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 93.2 72.1 97.0 40.1 90.7 67.6 91.7 Old : 44.3 93.2 72.1 97.0 40.1 90.7 67.6 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 53,638: 40,412 37,653 9,081 11,940 2,095 0 0 0 1,875 1,715 175: 0 60 Old : 53,638: 40,412 37,653 9,081 11,940 2,095 0 0 0 1,875 1,715 175: 0 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 460: 185 460 275 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 70.2 16.9 22.3 3.9 0.0 0.0 0.0 3.5 3.2 0.3: 0.0 0.1 Old : 100.0: 75.3 70.2 16.9 22.3 3.9 0.0 0.0 0.0 3.5 3.2 0.3: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 14 . . . 0 0 0 . . .: Old : 30: 20 14 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 89.3 68.1 96.7 39.0 87.2 64.5 90.4 Old : 42.5 89.3 68.1 96.7 39.0 87.2 64.5 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 85,469: 80,214 73,129 2,490 8,365 1,475 0 0 0 330 1,515 731: 229 254 Old : 85,469: 80,214 73,129 2,490 8,365 1,475 0 0 0 330 1,515 731: 229 254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 902: 960 520 -300 458 20 0 0 0 220 -98 2: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.9 85.6 2.9 9.8 1.7 0.0 0.0 0.0 0.4 1.8 0.9: 0.3 0.3 Old : 100.0: 93.9 85.6 2.9 9.8 1.7 0.0 0.0 0.0 0.4 1.8 0.9: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 24 . . . 0 0 0 . . .: Old : 38: 24 24 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 55.7 74.5 78.7 48.8 50.9 68.2 69.0 Old : 49.3 55.7 74.5 78.7 48.8 50.9 68.2 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 108,293: 97,186 93,253 4,676 9,165 2,535 50 623 12 2,710 1,751 710: 414 244 Old : 108,293: 97,186 93,253 4,676 9,165 2,535 50 623 12 2,710 1,751 710: 414 244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 2,050: 3,178 982 -303 1,075 -475 0 -15 0 210 1,043 -545: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 86.1 4.3 8.5 2.3 0.0 0.6 0.0 2.5 1.6 0.7: 0.4 0.2 Old : 100.0: 89.7 86.1 4.3 8.5 2.3 0.0 0.6 0.0 2.5 1.6 0.7: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 25 28 . . . . . . 4 4 .: Old : 49: 25 28 . . . . . . 4 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 47.5 68.8 77.0 44.1 46.6 61.1 69.3 Old : 46.1 47.5 68.8 77.0 44.1 46.6 61.1 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 33,537: 24,537 33,286 8,726 0 51 0 0 0 175 200 0: 48 0 Old : 33,537: 24,537 33,286 8,726 0 51 0 0 0 175 200 0: 48 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 363: 50 300 275 0 13 0 0 0 25 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 99.3 26.0 0.0 0.2 0.0 0.0 0.0 0.5 0.6 0.0: 0.1 0.0 Old : 100.0: 73.2 99.3 26.0 0.0 0.2 0.0 0.0 0.0 0.5 0.6 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 13 . 0 . 0 0 0 . . 0: Old : 21: 10 13 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.9 80.7 97.7 97.6 84.4 72.8 86.3 86.2 Old : 85.9 80.7 97.7 97.6 84.4 72.8 86.3 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 36,874: 28,475 26,206 1,775 3,770 4,230 0 2,150 250 1,754 0 88: 302 180 Old : 36,874: 28,475 26,206 1,775 3,770 4,230 0 2,150 250 1,754 0 88: 302 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -230: -900 1,920 0 -400 400 0 -2,400 250 20 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 71.1 4.8 10.2 11.5 0.0 5.8 0.7 4.8 0.0 0.2: 0.8 0.5 Old : 100.0: 77.2 71.1 4.8 10.2 11.5 0.0 5.8 0.7 4.8 0.0 0.2: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 17 . . . 0 . . . 0 .: Old : 27: 19 17 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 73.3 69.0 91.8 45.5 62.6 59.1 72.7 Old : 48.9 73.3 69.0 91.8 45.5 62.6 59.1 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 42,747: 23,990 34,789 7,034 1,790 4,168 4,900 0 500 1,595 1,400 100: 460 0 Old : 42,747: 23,990 34,789 7,034 1,790 4,168 4,900 0 500 1,595 1,400 100: 460 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 3,160: 805 4,185 -30 25 300 3,350 0 -1,300 75 0 -50: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 81.4 16.5 4.2 9.8 11.5 0.0 1.2 3.7 3.3 0.2: 1.1 0.0 Old : 100.0: 56.1 81.4 16.5 4.2 9.8 11.5 0.0 1.2 3.7 3.3 0.2: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 21 20 . . . . 0 . . . .: Old : 29: 21 20 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 62.5 68.8 79.5 41.2 44.1 52.4 58.2 Old : 48.9 62.5 68.8 79.5 41.2 44.1 52.4 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 44,725: 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0: 70 5 Old : 44,725: 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0: 70 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 350: 270 350 10 0 0 0 -60 60 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0: 0.2 0.0 Old : 100.0: 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 15 5 . . 0 . . . . 0: Old : 30: 17 15 5 . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1 Old : 66.0 77.9 84.7 90.1 65.7 71.5 81.3 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 37,630: 16,483 34,326 20,593 529 335 0 2,310 0 150 0 0: 69 130 Old : 37,630: 16,483 34,326 20,593 529 335 0 2,310 0 150 0 0: 69 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 255: 15 265 240 0 0 0 0 0 0 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.8 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0: 0.2 0.3 Old : 100.0: 43.8 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 11 4 . . 0 . 0 . 0 0: Old : 26: 15 11 4 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 80.3 87.8 94.2 70.2 77.9 86.1 86.7 Old : 71.1 80.3 87.8 94.2 70.2 77.9 86.1 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 28,454: 22,429 23,752 1,214 0 2,375 75 1,970 0 1,640 225 87: 634 45 Old : 28,454: 22,429 23,752 1,214 0 2,375 75 1,970 0 1,640 225 87: 634 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,160: 970 1,135 -75 0 0 0 0 0 0 0 0: 265 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 83.5 4.3 0.0 8.3 0.3 6.9 0.0 5.8 0.8 0.3: 2.2 0.2 Old : 100.0: 78.8 83.5 4.3 0.0 8.3 0.3 6.9 0.0 5.8 0.8 0.3: 2.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 18 4 0 4 . . 0 4 . .: Old : 35: 17 18 4 0 4 . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 60.7 68.3 80.2 46.1 60.7 62.4 77.4 Old : 50.9 60.7 68.3 80.2 46.1 60.7 62.4 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 24,309: 20,806 20,285 584 1,728 1,011 0 690 320 1,303 175 0: 285 100 Old : 24,309: 20,806 20,285 584 1,728 1,011 0 690 320 1,303 175 0: 285 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 775: 490 785 0 -115 105 0 0 0 0 0 0: 180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 83.4 2.4 7.1 4.2 0.0 2.8 1.3 5.4 0.7 0.0: 1.2 0.4 Old : 100.0: 85.6 83.4 2.4 7.1 4.2 0.0 2.8 1.3 5.4 0.7 0.0: 1.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 14 18 . . . 0 . . . . 0: Old : 33: 14 18 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 62.2 80.6 84.3 64.2 60.7 77.0 81.2 Old : 65.1 62.2 80.6 84.3 64.2 60.7 77.0 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 53,600: 47,321 34,967 2,466 8,476 2,467 0 6,385 0 345 505 775: 226 25 Old : 53,600: 47,321 34,967 2,466 8,476 2,467 0 6,385 0 345 505 775: 226 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 536: 359 1,648 794 -300 -612 0 -510 0 5 350 0: -10 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 65.2 4.6 15.8 4.6 0.0 11.9 0.0 0.6 0.9 1.4: 0.4 0.0 Old : 100.0: 88.3 65.2 4.6 15.8 4.6 0.0 11.9 0.0 0.6 0.9 1.4: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 22 19 5 . 4 0 . 0 . . .: Old : 38: 22 19 5 . 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 46.9 76.3 68.9 58.2 45.5 66.8 62.8 Old : 61.3 46.9 76.3 68.9 58.2 45.5 66.8 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 38,907: 33,670 24,135 3,292 10,690 1,155 0 2,035 295 85 585 0: 410 12 Old : 38,907: 33,670 24,135 3,292 10,690 1,155 0 2,035 295 85 585 0: 410 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,563: 1,636 1,826 -295 0 137 0 -450 50 35 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 62.0 8.5 27.5 3.0 0.0 5.2 0.8 0.2 1.5 0.0: 1.1 0.0 Old : 100.0: 86.5 62.0 8.5 27.5 3.0 0.0 5.2 0.8 0.2 1.5 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 15 . . . 0 . . . . 0: Old : 35: 22 15 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 59.0 71.3 84.0 50.2 58.2 65.9 75.5 Old : 53.9 59.0 71.3 84.0 50.2 58.2 65.9 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 21,808: 11,097 15,308 6,711 0 3,450 0 2,650 350 200 50 0: 0 0 Old : 21,808: 11,097 15,308 6,711 0 3,450 0 2,650 350 200 50 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 261: -214 261 300 0 0 0 0 0 175 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 70.2 30.8 0.0 15.8 0.0 12.2 1.6 0.9 0.2 0.0: 0.0 0.0 Old : 100.0: 50.9 70.2 30.8 0.0 15.8 0.0 12.2 1.6 0.9 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 13 . 0 . 0 . . . . 0: Old : 24: 12 13 . 0 . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.0 64.8 91.5 87.8 63.0 55.3 68.4 67.0 Old : 77.0 64.8 91.5 87.8 63.0 55.3 68.4 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,825: 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0: 420 20 Old : 15,825: 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0: 420 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 2.7 0.1 Old : 100.0: 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0: 2.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 9 . 0 . . 0 0 . 0 0: Old : 23: 14 9 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2 Old : 63.8 88.4 80.9 98.4 49.5 80.2 65.8 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,945: 7,480 15,450 6,310 0 475 465 0 0 955 0 0: 260 20 Old : 15,945: 7,480 15,450 6,310 0 475 465 0 0 955 0 0: 260 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.9 96.9 39.6 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0: 1.6 0.1 Old : 100.0: 46.9 96.9 39.6 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0: 1.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 10 . 0 . . 0 0 . 0 0: Old : 27: 17 10 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 88.2 80.3 98.1 49.9 80.0 65.4 80.3 Old : 64.2 88.2 80.3 98.1 49.9 80.0 65.4 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any Multiple of 800 800MWhs : : : Positions : All : 1,681: 615 1,476 369 0 0 0 205 0 656 0 0: 41 0 Old : 1,681: 615 1,476 369 0 0 0 205 0 656 0 0: 41 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 87.8 22.0 0.0 0.0 0.0 12.2 0.0 39.0 0.0 0.0: 2.4 0.0 Old : 100.0: 36.6 87.8 22.0 0.0 0.0 0.0 12.2 0.0 39.0 0.0 0.0: 2.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 6 9 . 0 0 0 . 0 . 0 0: Old : 21: 6 9 . 0 0 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 80.5 90.2 92.7 61.0 80.5 90.2 92.7 Old : 61.0 80.5 90.2 92.7 61.0 80.5 90.2 92.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CM Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,160: 7,995 12,510 4,890 1,005 395 0 0 0 820 0 0: 60 250 Old : 14,160: 7,995 12,510 4,890 1,005 395 0 0 0 820 0 0: 60 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 400: 400 150 0 250 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 88.3 34.5 7.1 2.8 0.0 0.0 0.0 5.8 0.0 0.0: 0.4 1.8 Old : 100.0: 56.5 88.3 34.5 7.1 2.8 0.0 0.0 0.0 5.8 0.0 0.0: 0.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 10 . . . 0 0 0 . 0 0: Old : 21: 8 10 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.2 78.8 89.2 93.4 67.7 77.3 85.3 89.5 Old : 70.2 78.8 89.2 93.4 67.7 77.3 85.3 89.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,300: 10,130 13,045 5,065 2,780 225 0 0 0 820 0 0: 60 250 Old : 16,300: 10,130 13,045 5,065 2,780 225 0 0 0 820 0 0: 60 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 400: 400 150 0 250 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 80.0 31.1 17.1 1.4 0.0 0.0 0.0 5.0 0.0 0.0: 0.4 1.5 Old : 100.0: 62.1 80.0 31.1 17.1 1.4 0.0 0.0 0.0 5.0 0.0 0.0: 0.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 12 . . . 0 0 0 . 0 0: Old : 21: 8 12 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.3 78.3 91.6 94.3 65.3 78.0 89.0 92.0 Old : 67.3 78.3 91.6 94.3 65.3 78.0 89.0 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,915: 8,409 17,060 14,030 5,265 840 110 375 325 50 50 0: 151 0 Old : 23,915: 8,409 17,060 14,030 5,265 840 110 375 325 50 50 0: 151 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 155: -25 600 50 -625 130 0 50 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 71.3 58.7 22.0 3.5 0.5 1.6 1.4 0.2 0.2 0.0: 0.6 0.0 Old : 100.0: 35.2 71.3 58.7 22.0 3.5 0.5 1.6 1.4 0.2 0.2 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 12 . . . . . . . . 0: Old : 29: 15 12 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.5 68.1 90.1 92.4 68.1 62.3 74.0 75.3 Old : 78.5 68.1 90.1 92.4 68.1 62.3 74.0 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,862: 7,636 14,350 10,345 3,940 1,820 110 375 325 50 50 0: 576 2 Old : 20,862: 7,636 14,350 10,345 3,940 1,820 110 375 325 50 50 0: 576 2 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 335: -50 575 50 -625 335 0 50 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 68.8 49.6 18.9 8.7 0.5 1.8 1.6 0.2 0.2 0.0: 2.8 0.0 Old : 100.0: 36.6 68.8 49.6 18.9 8.7 0.5 1.8 1.6 0.2 0.2 0.0: 2.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 10 . . . . . . . . 0: Old : 26: 13 10 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 71.9 87.9 92.0 59.4 59.3 64.5 68.9 Old : 75.8 71.9 87.9 92.0 59.4 59.3 64.5 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 8,925: 7,670 6,905 225 840 1,000 0 50 0 0 0 0: 30 130 Old : 8,925: 7,670 6,905 225 840 1,000 0 50 0 0 0 0: 30 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.5 Old : 100.0: 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 11 . . . 0 . 0 0 0 0: Old : 22: 12 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2 Old : 47.4 60.5 77.5 86.2 39.4 52.5 67.2 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 7,520: 6,660 5,535 0 1,025 830 0 0 0 0 0 0: 30 130 Old : 7,520: 6,660 5,535 0 1,025 830 0 0 0 0 0 0: 30 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 35: 0 35 0 -35 35 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7 Old : 100.0: 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 10 0 . . 0 0 0 0 0 0: Old : 21: 12 10 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1 Old : 47.3 61.0 80.1 91.2 47.2 54.1 72.9 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,884: 19,985 17,647 3,080 2,955 2,290 100 0 0 380 2,990 2: 47 0 Old : 25,884: 19,985 17,647 3,080 2,955 2,290 100 0 0 380 2,990 2: 47 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 2,360: 1,095 2,895 600 -1,680 665 0 0 0 0 480 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 68.2 11.9 11.4 8.8 0.4 0.0 0.0 1.5 11.6 0.0: 0.2 0.0 Old : 100.0: 77.2 68.2 11.9 11.4 8.8 0.4 0.0 0.0 1.5 11.6 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 15 . . . . 0 0 . . .: Old : 30: 13 15 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 75.1 87.3 93.6 49.3 71.8 77.0 83.8 Old : 56.6 75.1 87.3 93.6 49.3 71.8 77.0 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,600: 20,568 17,405 3,105 3,742 2,408 100 0 0 380 3,015 2: 37 28 Old : 26,600: 20,568 17,405 3,105 3,742 2,408 100 0 0 380 3,015 2: 37 28 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 2,373: 1,095 2,895 600 -1,698 683 0 0 0 0 480 0: -5 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 65.4 11.7 14.1 9.1 0.4 0.0 0.0 1.4 11.3 0.0: 0.1 0.1 Old : 100.0: 77.3 65.4 11.7 14.1 9.1 0.4 0.0 0.0 1.4 11.3 0.0: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 15 16 . . . . 0 0 . . .: Old : 31: 15 16 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 73.8 85.5 92.3 50.7 70.0 73.1 81.1 Old : 57.2 73.8 85.5 92.3 50.7 70.0 73.1 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 110,945: 97,805 77,661 3,760 22,463 5,055 600 2,420 65 2,780 2,585 650: 230 46 Old : 110,945: 97,805 77,661 3,760 22,463 5,055 600 2,420 65 2,780 2,585 650: 230 46 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 2,699: 1,905 1,287 0 1,348 64 -100 0 0 530 -240 240: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 70.0 3.4 20.2 4.6 0.5 2.2 0.1 2.5 2.3 0.6: 0.2 0.0 Old : 100.0: 88.2 70.0 3.4 20.2 4.6 0.5 2.2 0.1 2.5 2.3 0.6: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 29 30 . . 5 . . . . . .: Old : 52: 29 30 . . 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 58.4 63.1 82.9 42.9 51.1 56.7 68.2 Old : 44.9 58.4 63.1 82.9 42.9 51.1 56.7 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 125,193: 114,271 86,771 1,620 26,558 4,777 900 4,260 65 2,920 2,305 415: 225 42 Old : 125,193: 114,271 86,771 1,620 26,558 4,777 900 4,260 65 2,920 2,305 415: 225 42 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 4,064: 3,113 2,995 0 1,238 56 0 -50 65 535 -475 235: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 69.3 1.3 21.2 3.8 0.7 3.4 0.1 2.3 1.8 0.3: 0.2 0.0 Old : 100.0: 91.3 69.3 1.3 21.2 3.8 0.7 3.4 0.1 2.3 1.8 0.3: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 33 27 . . 4 . 4 . . . 4: Old : 56: 33 27 . . 4 . 4 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 58.7 63.9 81.7 43.0 53.2 56.4 69.0 Old : 46.8 58.7 63.9 81.7 43.0 53.2 56.4 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 238,558: 161,961 162,598 7,310 14,058 20,775 18,688 7,262 11,308 5,364 9,548 12,495: 657 514 Old : 238,558: 161,961 162,598 7,310 14,058 20,775 18,688 7,262 11,308 5,364 9,548 12,495: 657 514 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 15,388: 11,102 9,806 739 2,074 4,273 -5,365 745 1,950 431 -5,808 2,395: -137 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 68.2 3.1 5.9 8.7 7.8 3.0 4.7 2.2 4.0 5.2: 0.3 0.2 Old : 100.0: 67.9 68.2 3.1 5.9 8.7 7.8 3.0 4.7 2.2 4.0 5.2: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 83: 35 40 5 . 4 5 8 8 7 12 15: Old : 83: 35 40 5 . 4 5 8 8 7 12 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.7 41.6 55.5 58.6 32.7 33.9 46.6 43.7 Old : 36.7 41.6 55.5 58.6 32.7 33.9 46.6 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 40,129: 29,456 31,104 6,285 7,625 1,210 2,495 0 90 300 75 0: 293 25 Old : 40,129: 29,456 31,104 6,285 7,625 1,210 2,495 0 90 300 75 0: 293 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -715: 20 -775 -625 20 -50 -100 0 40 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 77.5 15.7 19.0 3.0 6.2 0.0 0.2 0.7 0.2 0.0: 0.7 0.1 Old : 100.0: 73.4 77.5 15.7 19.0 3.0 6.2 0.0 0.2 0.7 0.2 0.0: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 13 . . . . 0 . . . 0: Old : 31: 19 13 . . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 91.1 75.0 97.6 57.3 84.6 73.5 88.4 Old : 57.4 91.1 75.0 97.6 57.3 84.6 73.5 88.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 37,934: 28,406 30,344 5,160 6,030 1,345 2,395 0 115 250 75 0: 263 25 Old : 37,934: 28,406 30,344 5,160 6,030 1,345 2,395 0 115 250 75 0: 263 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -650: -75 -750 -625 50 0 50 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 80.0 13.6 15.9 3.5 6.3 0.0 0.3 0.7 0.2 0.0: 0.7 0.1 Old : 100.0: 74.9 80.0 13.6 15.9 3.5 6.3 0.0 0.3 0.7 0.2 0.0: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 13 . . . . 0 . . . 0: Old : 32: 18 13 . . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0 Old : 55.1 92.2 75.7 98.0 55.0 85.0 73.6 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours-5MW per day) : : : Positions : All : 113,864: 65,829 86,547 5,384 4,186 21,299 18,660 0 1,832 840 0 0: 20 0 Old : 113,864: 65,829 86,547 5,384 4,186 21,299 18,660 0 1,832 840 0 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 210: 210 210 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 76.0 4.7 3.7 18.7 16.4 0.0 1.6 0.7 0.0 0.0: 0.0 0.0 Old : 100.0: 57.8 76.0 4.7 3.7 18.7 16.4 0.0 1.6 0.7 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 15 . . . . 0 . . 0 0: Old : 24: 14 15 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 70.7 83.1 91.8 37.0 41.7 46.3 46.3 Old : 54.1 70.7 83.1 91.8 37.0 41.7 46.3 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,875: 21,910 24,815 3,455 380 420 0 0 0 0 0 0: 4,090 4,260 Old : 29,875: 21,910 24,815 3,455 380 420 0 0 0 0 0 0: 4,090 4,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 350: -310 -130 420 0 -60 0 0 0 0 0 0: 300 540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 83.1 11.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 14.3 Old : 100.0: 73.3 83.1 11.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 14.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 17 . . . 0 0 0 0 0 0: Old : 20: 11 17 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.4 56.3 85.3 74.9 67.8 46.5 68.9 63.0 Old : 81.4 56.3 85.3 74.9 67.8 46.5 68.9 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,734: 15,210 23,130 11,380 440 1,275 0 350 0 0 2,500 0: 2,869 3,039 Old : 30,734: 15,210 23,130 11,380 440 1,275 0 350 0 0 2,500 0: 2,869 3,039 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 190: 0 0 240 240 -50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.5 75.3 37.0 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0: 9.3 9.9 Old : 100.0: 49.5 75.3 37.0 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0: 9.3 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 18 . . . 0 . 0 0 . 0: Old : 26: 12 18 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 42.9 87.5 70.2 62.9 42.5 70.0 60.1 Old : 73.2 42.9 87.5 70.2 62.9 42.5 70.0 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,612: 14,616 22,146 11,540 950 1,275 0 350 0 0 2,500 0: 2,181 2,391 Old : 29,612: 14,616 22,146 11,540 950 1,275 0 350 0 0 2,500 0: 2,181 2,391 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 190: 0 0 300 300 -110 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 74.8 39.0 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0: 7.4 8.1 Old : 100.0: 49.4 74.8 39.0 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0: 7.4 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 10 18 . . . 0 . 0 0 . 0: Old : 26: 10 18 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 43.8 90.6 71.0 67.7 43.4 72.2 58.2 Old : 78.3 43.8 90.6 71.0 67.7 43.4 72.2 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,485: 24,115 8,225 1,150 4,980 2,425 0 10,135 0 0 2,135 0: 2,795 2,585 Old : 30,485: 24,115 8,225 1,150 4,980 2,425 0 10,135 0 0 2,135 0: 2,795 2,585 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 27.0 3.8 16.3 8.0 0.0 33.2 0.0 0.0 7.0 0.0: 9.2 8.5 Old : 100.0: 79.1 27.0 3.8 16.3 8.0 0.0 33.2 0.0 0.0 7.0 0.0: 9.2 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 11 . . . 0 . 0 0 . 0: Old : 28: 18 11 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 73.4 74.5 84.5 52.8 65.3 66.0 75.1 Old : 58.0 73.4 74.5 84.5 52.8 65.3 66.0 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,880: 24,590 8,770 1,100 5,940 2,425 0 9,635 0 0 1,555 0: 2,765 2,555 Old : 30,880: 24,590 8,770 1,100 5,940 2,425 0 9,635 0 0 1,555 0: 2,765 2,555 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 28.4 3.6 19.2 7.9 0.0 31.2 0.0 0.0 5.0 0.0: 9.0 8.3 Old : 100.0: 79.6 28.4 3.6 19.2 7.9 0.0 31.2 0.0 0.0 5.0 0.0: 9.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 12 . . . 0 . 0 0 . 0: Old : 27: 18 12 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 76.0 74.9 86.9 55.1 68.0 66.7 75.6 Old : 59.4 76.0 74.9 86.9 55.1 68.0 66.7 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,015: 15,630 31,465 17,490 1,425 545 675 0 325 100 970 75: 2,175 2,210 Old : 37,015: 15,630 31,465 17,490 1,425 545 675 0 325 100 970 75: 2,175 2,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 85.0 47.3 3.8 1.5 1.8 0.0 0.9 0.3 2.6 0.2: 5.9 6.0 Old : 100.0: 42.2 85.0 47.3 3.8 1.5 1.8 0.0 0.9 0.3 2.6 0.2: 5.9 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . . . 0 . . . .: Old : 26: 13 12 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 81.0 86.2 90.0 70.8 78.1 84.7 86.7 Old : 71.7 81.0 86.2 90.0 70.8 78.1 84.7 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 34,060: 13,935 29,350 16,520 875 495 675 0 325 100 1,020 75: 1,935 1,920 Old : 34,060: 13,935 29,350 16,520 875 495 675 0 325 100 1,020 75: 1,935 1,920 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 86.2 48.5 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2: 5.7 5.6 Old : 100.0: 40.9 86.2 48.5 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2: 5.7 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . . . 0 . . . .: Old : 26: 13 12 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 80.2 86.0 90.1 69.5 77.0 83.7 86.1 Old : 70.5 80.2 86.0 90.1 69.5 77.0 83.7 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,565: 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0: 2,355 2,465 Old : 24,565: 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0: 2,355 2,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0: 9.6 10.0 Old : 100.0: 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0: 9.6 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 10 . . . 0 . 0 0 0 0: Old : 23: 15 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6 Old : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,365: 17,470 13,180 0 5,160 1,505 0 130 50 40 50 140: 4,160 3,150 Old : 23,365: 17,470 13,180 0 5,160 1,505 0 130 50 40 50 140: 4,160 3,150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,150: 850 -50 0 900 0 0 0 0 0 0 0: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 56.4 0.0 22.1 6.4 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.5 Old : 100.0: 74.8 56.4 0.0 22.1 6.4 0.0 0.6 0.2 0.2 0.2 0.6: 17.8 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 10 0 . . 0 . . . . .: Old : 21: 11 10 0 . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 65.1 75.4 82.2 56.6 56.3 63.8 67.6 Old : 62.6 65.1 75.4 82.2 56.6 56.3 63.8 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,970: 16,680 12,210 0 4,980 1,580 0 130 50 110 50 130: 3,420 2,840 Old : 21,970: 16,680 12,210 0 4,980 1,580 0 130 50 110 50 130: 3,420 2,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,150: 850 -50 0 900 175 0 0 0 0 0 0: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 55.6 0.0 22.7 7.2 0.0 0.6 0.2 0.5 0.2 0.6: 15.6 12.9 Old : 100.0: 75.9 55.6 0.0 22.7 7.2 0.0 0.6 0.2 0.5 0.2 0.6: 15.6 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 10 0 . . 0 . . . . .: Old : 21: 11 10 0 . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 69.0 77.3 82.8 58.4 59.3 64.3 67.0 Old : 64.7 69.0 77.3 82.8 58.4 59.3 64.3 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 36,735: 23,475 11,550 0 23,205 35 11,075 750 0 1,125 200 0: 1,025 995 Old : 36,735: 23,475 11,550 0 23,205 35 11,075 750 0 1,125 200 0: 1,025 995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 625: 325 -50 0 675 0 150 0 0 150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 31.4 0.0 63.2 0.1 30.1 2.0 0.0 3.1 0.5 0.0: 2.8 2.7 Old : 100.0: 63.9 31.4 0.0 63.2 0.1 30.1 2.0 0.0 3.1 0.5 0.0: 2.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 9 0 . . . . 0 . . 0: Old : 28: 19 9 0 . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 85.9 82.3 95.3 69.7 80.1 81.3 86.8 Old : 69.8 85.9 82.3 95.3 69.7 80.1 81.3 86.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 31,430: 19,355 12,495 0 16,005 325 8,840 650 75 1,125 200 0: 1,710 1,680 Old : 31,430: 19,355 12,495 0 16,005 325 8,840 650 75 1,125 200 0: 1,710 1,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 450: 0 0 0 150 300 0 0 0 150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 39.8 0.0 50.9 1.0 28.1 2.1 0.2 3.6 0.6 0.0: 5.4 5.3 Old : 100.0: 61.6 39.8 0.0 50.9 1.0 28.1 2.1 0.2 3.6 0.6 0.0: 5.4 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 9 0 . . . . . . . 0: Old : 29: 20 9 0 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 80.9 78.6 91.5 64.0 73.0 76.7 80.9 Old : 64.7 80.9 78.6 91.5 64.0 73.0 76.7 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 99,970: 49,800 88,560 30,325 0 890 7,100 125 1,680 1,845 100 575: 7,755 8,040 Old : 99,970: 49,800 88,560 30,325 0 890 7,100 125 1,680 1,845 100 575: 7,755 8,040 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,385: 160 1,725 1,715 0 -420 -150 0 0 0 0 0: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 88.6 30.3 0.0 0.9 7.1 0.1 1.7 1.8 0.1 0.6: 7.8 8.0 Old : 100.0: 49.8 88.6 30.3 0.0 0.9 7.1 0.1 1.7 1.8 0.1 0.6: 7.8 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 26 . 0 . . . . . . .: Old : 41: 21 26 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 60.9 78.3 76.2 60.4 59.3 68.9 70.8 Old : 67.5 60.9 78.3 76.2 60.4 59.3 68.9 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 87,510: 47,190 78,495 22,715 0 1,140 7,640 150 1,190 1,245 100 545: 5,845 5,890 Old : 87,510: 47,190 78,495 22,715 0 1,140 7,640 150 1,190 1,245 100 545: 5,845 5,890 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 565: 210 860 650 0 -300 0 0 0 0 0 0: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 89.7 26.0 0.0 1.3 8.7 0.2 1.4 1.4 0.1 0.6: 6.7 6.7 Old : 100.0: 53.9 89.7 26.0 0.0 1.3 8.7 0.2 1.4 1.4 0.1 0.6: 6.7 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 25 . 0 . . . . . . .: Old : 39: 20 25 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 58.8 84.5 75.6 65.2 57.8 77.1 72.9 Old : 71.2 58.8 84.5 75.6 65.2 57.8 77.1 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,805: 13,335 7,005 200 6,730 235 0 750 0 800 0 0: 2,235 2,085 Old : 16,805: 13,335 7,005 200 6,730 235 0 750 0 800 0 0: 2,235 2,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 41.7 1.2 40.0 1.4 0.0 4.5 0.0 4.8 0.0 0.0: 13.3 12.4 Old : 100.0: 79.4 41.7 1.2 40.0 1.4 0.0 4.5 0.0 4.8 0.0 0.0: 13.3 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 . . . 0 . 0 . 0 0: Old : 25: 16 13 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 57.3 67.0 74.6 39.4 54.2 57.0 67.1 Old : 49.1 57.3 67.0 74.6 39.4 54.2 57.0 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 18,010: 13,460 8,870 200 6,905 950 0 200 0 2,125 0 0: 1,275 1,085 Old : 18,010: 13,460 8,870 200 6,905 950 0 200 0 2,125 0 0: 1,275 1,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 750: 700 -50 0 550 0 0 200 0 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 49.3 1.1 38.3 5.3 0.0 1.1 0.0 11.8 0.0 0.0: 7.1 6.0 Old : 100.0: 74.7 49.3 1.1 38.3 5.3 0.0 1.1 0.0 11.8 0.0 0.0: 7.1 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 12 . . . 0 . 0 . 0 0: Old : 24: 16 12 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 70.5 74.4 88.6 44.0 53.3 54.9 64.6 Old : 61.2 70.5 74.4 88.6 44.0 53.3 54.9 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,605: 36,315 31,995 165 2,005 4,710 0 2,900 550 0 600 0: 7,865 6,845 Old : 49,605: 36,315 31,995 165 2,005 4,710 0 2,900 550 0 600 0: 7,865 6,845 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,500: 0 300 -600 0 600 0 0 0 0 0 0: 1,500 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0: 15.9 13.8 Old : 100.0: 73.2 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0: 15.9 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 18 . . . 0 . . 0 . 0: Old : 31: 18 18 . . . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 44.9 76.0 62.6 55.7 37.5 60.6 51.6 Old : 56.8 44.9 76.0 62.6 55.7 37.5 60.6 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, November 21, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,575: 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0: 5,275 5,155 Old : 30,575: 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0: 5,275 5,155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 350: -100 650 600 50 -300 0 -200 100 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0: 17.3 16.9 Old : 100.0: 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0: 17.3 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 18 . . . . . . 0 . 0: Old : 30: 18 18 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 35.2 69.2 54.5 30.9 23.1 38.0 35.5 Old : 47.7 35.2 69.2 54.5 30.9 23.1 38.0 35.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017