Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 64,292 : : Positions : : 24,014 30,454 5,210 4,963 2,664 7,780 14,964 673 16,686 4,257 5,773 : : : : Changes from: July 3, 2017 : : -1,161 -457 -874 -905 85 55 -1,067 -53 -1,864 -847 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 47.4 8.1 7.7 4.1 12.1 23.3 1.0 26.0 6.6 9.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 13 . . 4 . 5 6 12 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 9,262 : : Positions : : 2,423 5,358 813 1,565 50 680 996 240 3,959 10 610 : : : : Changes from: July 3, 2017 : : -163 -1,095 -98 -351 0 -65 -6 0 -1,055 10 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 57.8 8.8 16.9 0.5 7.3 10.8 2.6 42.7 0.1 6.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 7 . . . . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 94,345 : : Positions : : 59,451 66,265 5,478 9,676 6,994 14,925 555 755 3,960 7,325 2,334 : : : : Changes from: July 3, 2017 : : -5,196 -3,783 22 -874 -242 -1,254 0 -220 295 -1,410 -504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 70.2 5.8 10.3 7.4 15.8 0.6 0.8 4.2 7.8 2.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 37 . . 4 5 . . 6 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 34,442 : : Positions : : 22,809 30,587 7,303 0 1,230 150 300 0 875 250 2,075 : : : : Changes from: July 3, 2017 : : -100 -100 75 0 -50 -25 -50 0 -100 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 88.8 21.2 0.0 3.6 0.4 0.9 0.0 2.5 0.7 6.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 19 . 0 . . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 25,639 : : Positions : : 22,045 17,092 0 5,337 2,170 0 0 0 1,175 575 225 : : : : Changes from: July 3, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 66.7 0.0 20.8 8.5 0.0 0.0 0.0 4.6 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 183,316 : : Positions : : 151,116 117,888 14,301 20,654 7,742 4,680 17,798 2,586 2,484 16,282 241 : : : : Changes from: July 3, 2017 : : -6,476 -7,208 -351 1,483 -310 50 -1,045 1,075 0 -7 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 64.3 7.8 11.3 4.2 2.6 9.7 1.4 1.4 8.9 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 35 4 . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,279 : : Positions : : 47,622 35,890 9,795 16,568 900 83 3,025 817 925 2,979 3,100 : : : : Changes from: July 3, 2017 : : -4,452 -3,181 25 -7 0 58 -217 67 -200 -1,150 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 56.7 15.5 26.2 1.4 0.1 4.8 1.3 1.5 4.7 4.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 23,736 : : Positions : : 19,456 14,433 3,137 7,940 688 0 0 450 0 225 0 : : : : Changes from: July 3, 2017 : : -1,785 -837 1,175 250 -450 0 -25 0 -200 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 60.8 13.2 33.5 2.9 0.0 0.0 1.9 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 56,188 : : Positions : : 46,651 40,866 1,188 3,340 7,322 0 4,050 450 540 100 0 : : : : Changes from: July 3, 2017 : : -1,535 -1,508 27 -50 -377 0 75 -75 27 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 72.7 2.1 5.9 13.0 0.0 7.2 0.8 1.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 27 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 55,901 : : Positions : : 48,339 40,929 1,870 8,262 3,785 0 1,975 150 1,480 325 100 : : : : Changes from: July 3, 2017 : : -3,044 -3,187 -40 -47 -450 0 50 -50 -138 -50 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 73.2 3.3 14.8 6.8 0.0 3.5 0.3 2.6 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 63,182 : : Positions : : 40,490 27,665 17,460 13,460 4,485 0 0 0 385 17,400 0 : : : : Changes from: July 3, 2017 : : -2,928 -2,145 -610 -1,470 395 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 43.8 27.6 21.3 7.1 0.0 0.0 0.0 0.6 27.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 78,628 : : Positions : : 54,327 36,709 19,395 20,025 4,065 0 0 0 535 17,574 0 : : : : Changes from: July 3, 2017 : : -4,748 -4,274 -635 -1,310 475 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 46.7 24.7 25.5 5.2 0.0 0.0 0.0 0.7 22.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,294 : : Positions : : 23,592 26,924 3,850 80 5,270 0 0 0 450 900 0 : : : : Changes from: July 3, 2017 : : -493 -995 -680 -340 430 0 0 0 -100 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.9 11.6 0.2 15.8 0.0 0.0 0.0 1.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 36,197 : : Positions : : 28,772 32,145 2,640 990 2,650 750 0 0 1,225 0 100 : : : : Changes from: July 3, 2017 : : -350 -1,173 -755 -240 -150 -125 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 88.8 7.3 2.7 7.3 2.1 0.0 0.0 3.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 13,840 : : Positions : : 13,390 10,690 300 2,250 150 0 0 0 0 750 0 : : : : Changes from: July 3, 2017 : : -1,700 -1,100 200 -350 -200 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 77.2 2.2 16.3 1.1 0.0 0.0 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 19,131 : : Positions : : 15,263 12,212 0 691 1,943 600 1,132 0 300 2,053 800 : : : : Changes from: July 3, 2017 : : -1,563 -2,691 -1,122 1 346 -150 -200 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 63.8 0.0 3.6 10.2 3.1 5.9 0.0 1.6 10.7 4.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,895 : : Positions : : 8,630 8,000 100 480 1,210 0 500 175 120 200 300 : : : : Changes from: July 3, 2017 : : -1,130 -745 -75 -465 300 0 25 -25 -70 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 73.4 0.9 4.4 11.1 0.0 4.6 1.6 1.1 1.8 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 41,259 : : Positions : : 29,096 34,924 5,720 0 5,345 0 0 0 300 300 600 : : : : Changes from: July 3, 2017 : : -1,562 -1,464 -245 0 45 0 0 0 300 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 84.6 13.9 0.0 13.0 0.0 0.0 0.0 0.7 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 49,131 : : Positions : : 43,471 34,246 1,925 11,565 1,460 250 250 50 1,525 1,300 150 : : : : Changes from: July 3, 2017 : : 350 -590 -220 760 -640 -100 0 0 100 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 69.7 3.9 23.5 3.0 0.5 0.5 0.1 3.1 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,844 : : Positions : : 35,765 37,954 9,759 8,565 620 375 0 0 935 335 300 : : : : Changes from: July 3, 2017 : : -1,945 -3,240 -795 340 0 -25 0 0 -80 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 79.3 20.4 17.9 1.3 0.8 0.0 0.0 2.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 58,594 : : Positions : : 41,555 43,374 12,219 10,070 2,475 375 0 0 1,320 2,200 475 : : : : Changes from: July 3, 2017 : : -2,520 -3,650 -845 110 -209 -25 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 74.0 20.9 17.2 4.2 0.6 0.0 0.0 2.3 3.8 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 68,434 : : Positions : : 64,031 59,237 2,160 6,776 1,539 0 0 0 215 121 410 : : : : Changes from: July 3, 2017 : : -1,877 -3,134 126 835 -990 0 0 0 -447 121 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 86.6 3.2 9.9 2.2 0.0 0.0 0.0 0.3 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 99,030 : : Positions : : 84,657 85,341 4,227 6,837 1,056 3,055 1,186 111 5,223 3,460 580 : : : : Changes from: July 3, 2017 : : -6,468 -6,727 185 625 -786 120 -55 -6 -162 -130 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 86.2 4.3 6.9 1.1 3.1 1.2 0.1 5.3 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 29 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 29,698 : : Positions : : 23,309 28,845 5,286 0 828 0 0 0 275 25 0 : : : : Changes from: July 3, 2017 : : -1,863 -3,223 -685 0 -163 0 0 0 -675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 97.1 17.8 0.0 2.8 0.0 0.0 0.0 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 43,248 : : Positions : : 36,670 31,708 600 2,890 3,855 600 4,550 0 1,142 0 0 : : : : Changes from: July 3, 2017 : : -2,770 -1,473 -100 -1,220 -135 0 0 0 73 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 73.3 1.4 6.7 8.9 1.4 10.5 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 48,541 : : Positions : : 34,825 38,702 2,882 1,620 4,239 2,500 0 1,800 1,975 1,750 120 : : : : Changes from: July 3, 2017 : : -2,535 -1,662 733 -250 -32 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 79.7 5.9 3.3 8.7 5.2 0.0 3.7 4.1 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 35,442 : : Positions : : 19,144 31,429 15,983 1,363 90 0 1,790 125 0 505 20 : : : : Changes from: July 3, 2017 : : -1,538 -1,336 -200 -140 -75 0 -250 0 0 -47 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 88.7 45.1 3.8 0.3 0.0 5.1 0.4 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 32,521 : : Positions : : 17,254 27,592 14,360 2,534 625 0 1,590 150 0 0 0 : : : : Changes from: July 3, 2017 : : -538 -317 -270 -368 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.8 44.2 7.8 1.9 0.0 4.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 29,962 : : Positions : : 21,090 27,069 4,937 574 1,697 205 0 135 1,115 70 357 : : : : Changes from: July 3, 2017 : : -488 -207 275 -188 -161 45 0 -45 -147 70 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 90.3 16.5 1.9 5.7 0.7 0.0 0.5 3.7 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 21,712 : : Positions : : 17,602 18,309 1,508 1,973 1,164 500 0 0 802 0 1 : : : : Changes from: July 3, 2017 : : -907 -724 -218 -499 -140 -30 0 0 -18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 84.3 6.9 9.1 5.4 2.3 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 45,983 : : Positions : : 40,002 26,910 915 8,043 2,677 1,460 7,745 0 555 598 0 : : : : Changes from: July 3, 2017 : : -3,463 -2,797 -489 -465 49 -150 -535 0 -25 -338 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 58.5 2.0 17.5 5.8 3.2 16.8 0.0 1.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 22 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 33,661 : : Positions : : 28,899 20,688 1,801 8,496 1,401 1,500 3,070 0 0 0 0 : : : : Changes from: July 3, 2017 : : -1,415 -929 32 -563 -57 -150 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 61.5 5.4 25.2 4.2 4.5 9.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 19 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,514 : : Positions : : 13,968 10,702 0 370 4,642 0 2,425 900 0 475 0 : : : : Changes from: July 3, 2017 : : -281 569 -195 -2,545 1,928 0 1,500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 54.8 0.0 1.9 23.8 0.0 12.4 4.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 13,200 : : Positions : : 10,518 6,750 1,375 5,000 1,300 0 0 0 0 150 0 : : : : Changes from: July 3, 2017 : : 100 250 0 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 51.1 10.4 37.9 9.8 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 18,700 : : Positions : : 8,410 18,095 8,200 0 475 395 0 10 125 0 100 : : : : Changes from: July 3, 2017 : : -430 -985 -440 0 0 -20 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 96.8 43.9 0.0 2.5 2.1 0.0 0.1 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 20,090 : : Positions : : 10,285 18,785 7,920 0 475 200 405 405 565 0 0 : : : : Changes from: July 3, 2017 : : -895 -1,265 -460 0 0 0 -80 0 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 93.5 39.4 0.0 2.4 1.0 2.0 2.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 9,355 : : Positions : : 7,335 5,270 985 3,080 915 0 0 0 5 0 20 : : : : Changes from: July 3, 2017 : : -645 -70 -120 -730 45 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 56.3 10.5 32.9 9.8 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 28,453 : : Positions : : 8,927 20,525 16,970 6,880 945 875 0 0 150 100 0 : : : : Changes from: July 3, 2017 : : -422 -2,300 -1,130 650 -305 -25 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 72.1 59.6 24.2 3.3 3.1 0.0 0.0 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 25,985 : : Positions : : 8,198 18,355 14,415 5,580 1,950 875 0 0 200 100 0 : : : : Changes from: July 3, 2017 : : -356 -1,835 -930 450 -215 -25 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 70.6 55.5 21.5 7.5 3.4 0.0 0.0 0.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 13,335 : : Positions : : 10,150 11,125 2,235 755 870 0 425 0 50 100 0 : : : : Changes from: July 3, 2017 : : -1,080 -970 35 90 -125 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 24,912 : : Positions : : 21,225 14,970 375 7,445 2,310 600 0 0 229 100 87 : : : : Changes from: July 3, 2017 : : -1,546 -1,142 130 -210 -140 0 0 0 -47 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 60.1 1.5 29.9 9.3 2.4 0.0 0.0 0.9 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 27,339 : : Positions : : 23,026 16,682 0 7,305 3,240 600 0 0 351 100 12 : : : : Changes from: July 3, 2017 : : -1,762 -1,299 0 -495 0 0 0 0 -22 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 61.0 0.0 26.7 11.9 2.2 0.0 0.0 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 121,082 : : Positions : : 111,149 83,518 2,170 22,269 7,333 0 4,987 0 180 2,770 205 : : : : Changes from: July 3, 2017 : : -5,425 -4,685 -335 -965 102 0 -20 -5 55 -35 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 69.0 1.8 18.4 6.1 0.0 4.1 0.0 0.1 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 26 . . 5 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 137,753 : : Positions : : 125,865 92,119 3,310 22,249 7,568 0 10,712 585 145 4,265 255 : : : : Changes from: July 3, 2017 : : -5,847 -4,022 -580 -930 127 0 -1,365 -205 5 -100 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 66.9 2.4 16.2 5.5 0.0 7.8 0.4 0.1 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 30 . . 4 0 4 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 211,574 : : Positions : : 158,286 139,182 5,763 15,016 8,496 16,891 3,800 9,550 8,148 31,057 4,291 : : : : Changes from: July 3, 2017 : : -3,486 -12,434 -4,558 5,583 -3,749 730 285 -1,430 1,837 1,089 -1,698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 65.8 2.7 7.1 4.0 8.0 1.8 4.5 3.9 14.7 2.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 41 42 . . 4 5 5 . 8 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 49,655 : : Positions : : 38,230 41,870 7,100 5,240 2,170 1,030 225 75 750 50 0 : : : : Changes from: July 3, 2017 : : -2,095 -1,325 -90 -935 -75 -25 0 0 -85 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 84.3 14.3 10.6 4.4 2.1 0.5 0.2 1.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 45,680 : : Positions : : 36,335 40,685 4,925 1,745 2,875 780 225 75 455 50 0 : : : : Changes from: July 3, 2017 : : -1,875 -1,435 -140 -595 0 -25 0 0 -35 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 89.1 10.8 3.8 6.3 1.7 0.5 0.2 1.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 142,722 : : Positions : : 93,484 97,444 0 11,048 29,268 16,938 0 2,802 0 1,930 230 : : : : Changes from: July 3, 2017 : : 1,140 3,215 0 -2,075 1,207 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 68.3 0.0 7.7 20.5 11.9 0.0 2.0 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 37,292 : : Positions : : 25,127 34,827 9,790 150 0 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -1,260 -2,210 -995 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 93.4 26.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 33,965 : : Positions : : 22,500 32,015 9,575 150 0 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -1,125 -1,815 -730 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 94.3 28.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 33,059 : : Positions : : 19,536 23,946 9,570 4,060 35 0 0 0 0 1,100 0 : : : : Changes from: July 3, 2017 : : -1,001 -1,316 -570 -175 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 72.4 28.9 12.3 0.1 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 30,979 : : Positions : : 18,746 22,146 9,170 4,550 35 0 0 0 0 1,100 0 : : : : Changes from: July 3, 2017 : : -552 -762 -480 -170 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 71.5 29.6 14.7 0.1 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 38,615 : : Positions : : 32,760 11,485 1,350 8,275 2,305 0 10,865 0 50 3,705 0 : : : : Changes from: July 3, 2017 : : -2,290 -585 -75 -1,075 0 0 -730 0 50 55 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 29.7 3.5 21.4 6.0 0.0 28.1 0.0 0.1 9.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 38,760 : : Positions : : 33,255 12,220 1,150 10,490 2,305 0 9,415 0 50 2,500 0 : : : : Changes from: July 3, 2017 : : -2,160 -500 -50 -1,170 0 0 -590 0 50 80 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 31.5 3.0 27.1 5.9 0.0 24.3 0.0 0.1 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 44,095 : : Positions : : 18,465 38,575 22,280 1,375 685 725 0 525 0 1,520 0 : : : : Changes from: July 3, 2017 : : -1,060 -2,630 -2,070 -50 0 -25 0 -25 0 -475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 87.5 50.5 3.1 1.6 1.6 0.0 1.2 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 39,835 : : Positions : : 16,190 35,755 20,640 525 620 775 0 525 0 1,345 0 : : : : Changes from: July 3, 2017 : : -840 -2,270 -1,805 25 -25 -25 0 -25 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 89.8 51.8 1.3 1.6 1.9 0.0 1.3 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 31,300 : : Positions : : 19,830 19,035 9,235 375 1,205 0 9,845 0 100 0 0 : : : : Changes from: July 3, 2017 : : -1,505 -1,795 -1,190 50 -50 0 -755 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.8 29.5 1.2 3.8 0.0 31.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 28,840 : : Positions : : 17,115 17,830 9,860 450 1,080 0 8,785 0 0 0 0 : : : : Changes from: July 3, 2017 : : -1,230 -1,545 -1,115 50 -50 0 -655 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 61.8 34.2 1.6 3.7 0.0 30.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 23,460 : : Positions : : 20,155 10,615 0 11,150 0 0 130 50 1,130 0 175 : : : : Changes from: July 3, 2017 : : -1,645 -775 0 -905 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 45.2 0.0 47.5 0.0 0.0 0.6 0.2 4.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 22,110 : : Positions : : 19,360 10,380 0 10,340 0 0 130 50 940 0 155 : : : : Changes from: July 3, 2017 : : -1,340 -765 0 -610 0 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 46.9 0.0 46.8 0.0 0.0 0.6 0.2 4.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 38,245 : : Positions : : 26,900 16,799 0 17,846 200 8,845 1,000 0 400 525 25 : : : : Changes from: July 3, 2017 : : -1,440 -830 0 -1,255 0 -745 0 0 -25 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 43.9 0.0 46.7 0.5 23.1 2.6 0.0 1.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 28,495 : : Positions : : 22,275 14,795 0 10,070 0 3,205 875 20 375 405 0 : : : : Changes from: July 3, 2017 : : -1,010 -695 0 -330 0 -5 0 0 -25 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 51.9 0.0 35.3 0.0 11.2 3.1 0.1 1.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 113,680 : : Positions : : 59,764 99,535 23,431 25 2,100 13,015 0 140 3,550 175 885 : : : : Changes from: July 3, 2017 : : -3,665 -5,480 -800 0 -170 -245 0 0 -720 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 87.6 20.6 0.0 1.8 11.4 0.0 0.1 3.1 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 100,550 : : Positions : : 54,880 88,160 16,600 675 1,820 15,610 0 140 2,340 550 70 : : : : Changes from: July 3, 2017 : : -1,905 -3,535 -50 -220 0 -1,205 0 0 -545 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 87.7 16.5 0.7 1.8 15.5 0.0 0.1 2.3 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,360 : : Positions : : 16,460 9,400 0 7,100 875 0 700 0 650 0 0 : : : : Changes from: July 3, 2017 : : -1,155 -800 0 -390 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 46.2 0.0 34.9 4.3 0.0 3.4 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 20,020 : : Positions : : 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0 : : : : Changes from: July 3, 2017 : : -855 -640 0 -220 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 15,895 : : Positions : : 8,120 11,835 415 800 530 5,350 0 0 0 1,250 0 : : : : Changes from: July 3, 2017 : : -600 -465 85 -50 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 74.5 2.6 5.0 3.3 33.7 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 46,945 : : Positions : : 37,115 31,095 945 3,135 1,760 0 3,950 150 0 0 0 : : : : Changes from: July 3, 2017 : : -1,170 -1,075 190 125 -325 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 66.2 2.0 6.7 3.7 0.0 8.4 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 32,295 : : Positions : : 23,030 19,215 830 2,995 3,040 0 2,250 0 600 0 0 : : : : Changes from: July 3, 2017 : : -1,000 -555 145 -125 -175 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 59.5 2.6 9.3 9.4 0.0 7.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 14, 2017