Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 57,432 : : Positions : : 20,303 26,675 4,492 3,267 2,783 6,564 11,737 1,011 13,567 3,661 7,449 : : : : Changes from: August 29, 2017 : : 447 -259 -150 -314 180 -130 213 84 -128 540 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 46.4 7.8 5.7 4.8 11.4 20.4 1.8 23.6 6.4 13.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 14 . 4 4 . 5 6 13 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 8,251 : : Positions : : 1,630 5,176 682 1,587 0 940 704 240 4,205 16 250 : : : : Changes from: August 29, 2017 : : -40 132 -15 -15 0 60 0 0 92 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 62.7 8.3 19.2 0.0 11.4 8.5 2.9 51.0 0.2 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 7 . . 0 . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 87,533 : : Positions : : 54,124 61,770 4,147 9,680 6,374 14,268 375 515 4,281 6,146 1,941 : : : : Changes from: August 29, 2017 : : -746 -268 -316 459 -415 160 0 0 190 198 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 70.6 4.7 11.1 7.3 16.3 0.4 0.6 4.9 7.0 2.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 36 . . 4 5 . . 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 29,589 : : Positions : : 23,336 26,239 2,858 580 2,145 400 250 0 750 275 100 : : : : Changes from: August 29, 2017 : : -3,975 -3,465 250 225 -375 0 -75 0 275 -150 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.7 9.7 2.0 7.2 1.4 0.8 0.0 2.5 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 21,454 : : Positions : : 18,815 15,317 0 3,782 1,565 0 0 0 650 150 400 : : : : Changes from: August 29, 2017 : : -1,890 -1,375 0 -240 -100 0 0 0 -250 -525 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 71.4 0.0 17.6 7.3 0.0 0.0 0.0 3.0 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 178,933 : : Positions : : 140,910 113,231 20,827 21,419 4,051 6,390 17,923 3,895 2,435 16,230 278 : : : : Changes from: August 29, 2017 : : 1,870 -1,184 -570 552 -451 -100 75 100 -7 -35 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 63.3 11.6 12.0 2.3 3.6 10.0 2.2 1.4 9.1 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 37 . . . . 4 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 57,479 : : Positions : : 44,689 36,184 8,525 12,534 1,485 601 5,225 675 1,250 1,146 225 : : : : Changes from: August 29, 2017 : : 160 575 150 -400 -6 -85 0 0 -125 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 63.0 14.8 21.8 2.6 1.0 9.1 1.2 2.2 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 20 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 58,668 : : Positions : : 45,695 41,875 1,545 2,700 9,643 50 3,225 525 150 25 360 : : : : Changes from: August 29, 2017 : : -620 810 850 0 -250 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 71.4 2.6 4.6 16.4 0.1 5.5 0.9 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 61,301 : : Positions : : 52,345 40,426 2,060 14,295 4,351 0 1,235 150 1,715 400 90 : : : : Changes from: August 29, 2017 : : 10 276 -55 470 -200 0 210 0 630 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 65.9 3.4 23.3 7.1 0.0 2.0 0.2 2.8 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 67,431 : : Positions : : 43,179 29,247 19,955 17,305 2,955 0 0 0 775 17,400 0 : : : : Changes from: August 29, 2017 : : 490 430 205 -50 -205 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 43.4 29.6 25.7 4.4 0.0 0.0 0.0 1.1 25.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 90,292 : : Positions : : 59,561 39,147 26,975 23,905 1,785 0 0 0 1,255 25,050 0 : : : : Changes from: August 29, 2017 : : 498 607 125 -280 165 0 0 0 -165 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 43.4 29.9 26.5 2.0 0.0 0.0 0.0 1.4 27.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 33,874 : : Positions : : 24,014 27,859 4,270 0 5,055 0 850 0 425 0 0 : : : : Changes from: August 29, 2017 : : 745 730 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 82.2 12.6 0.0 14.9 0.0 2.5 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 17 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 37,691 : : Positions : : 30,651 33,306 2,705 1,435 2,525 625 0 0 1,000 0 125 : : : : Changes from: August 29, 2017 : : 250 175 0 0 0 0 0 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 88.4 7.2 3.8 6.7 1.7 0.0 0.0 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 13,865 : : Positions : : 12,615 11,040 300 2,375 150 0 0 0 800 300 0 : : : : Changes from: August 29, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 21,082 : : Positions : : 17,477 13,064 0 3,385 890 500 1,232 0 1,650 1,856 350 : : : : Changes from: August 29, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 62.0 0.0 16.1 4.2 2.4 5.8 0.0 7.8 8.8 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 9,047 : : Positions : : 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600 : : : : Changes from: August 29, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 0 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 11,070 : : Positions : : 8,940 8,825 450 825 785 125 0 75 50 150 300 : : : : Changes from: August 29, 2017 : : -20 -10 0 -90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 79.7 4.1 7.5 7.1 1.1 0.0 0.7 0.5 1.4 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 42,658 : : Positions : : 29,358 36,698 7,225 0 4,825 650 0 600 0 425 0 : : : : Changes from: August 29, 2017 : : 596 571 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 86.0 16.9 0.0 11.3 1.5 0.0 1.4 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 48,633 : : Positions : : 43,348 32,833 1,855 12,200 1,860 0 175 0 1,075 1,300 175 : : : : Changes from: August 29, 2017 : : 395 95 0 0 100 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 67.5 3.8 25.1 3.8 0.0 0.4 0.0 2.2 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 53,448 : : Positions : : 41,020 40,713 8,933 11,735 620 300 0 0 1,295 0 300 : : : : Changes from: August 29, 2017 : : -385 640 -285 -340 0 0 0 0 145 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.2 16.7 22.0 1.2 0.6 0.0 0.0 2.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 60,393 : : Positions : : 44,600 42,238 10,233 13,380 2,295 300 0 0 1,870 2,250 175 : : : : Changes from: August 29, 2017 : : -80 25 -405 180 -20 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 69.9 16.9 22.2 3.8 0.5 0.0 0.0 3.1 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 74,484 : : Positions : : 70,661 63,798 1,527 6,462 1,980 0 0 0 210 1,837 79 : : : : Changes from: August 29, 2017 : : 404 1,094 20 0 -20 0 0 0 0 -670 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 85.7 2.1 8.7 2.7 0.0 0.0 0.0 0.3 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 99,231 : : Positions : : 85,394 83,633 4,194 6,657 2,446 3,440 272 155 2,216 4,716 1,306 : : : : Changes from: August 29, 2017 : : 1,628 1,385 0 -45 122 110 0 0 310 708 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 84.3 4.2 6.7 2.5 3.5 0.3 0.2 2.2 4.8 1.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 32 . . . . . . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 33,010 : : Positions : : 25,525 32,645 6,926 0 365 0 0 0 150 0 0 : : : : Changes from: August 29, 2017 : : 400 1,000 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 98.9 21.0 0.0 1.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 43,724 : : Positions : : 34,990 32,273 4,205 2,745 2,880 0 4,650 0 1,085 25 164 : : : : Changes from: August 29, 2017 : : 390 -912 -520 0 160 0 0 0 -65 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 73.8 9.6 6.3 6.6 0.0 10.6 0.0 2.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 45,447 : : Positions : : 28,761 35,129 6,715 2,080 3,941 1,800 0 1,800 2,195 1,400 5 : : : : Changes from: August 29, 2017 : : 285 -472 -100 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 77.3 14.8 4.6 8.7 4.0 0.0 4.0 4.8 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 38,346 : : Positions : : 20,327 34,166 17,058 1,605 0 0 1,825 165 0 270 15 : : : : Changes from: August 29, 2017 : : 498 560 -534 0 0 0 0 0 0 50 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 89.1 44.5 4.2 0.0 0.0 4.8 0.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 33,063 : : Positions : : 16,698 28,755 15,125 1,473 230 0 2,300 190 350 0 0 : : : : Changes from: August 29, 2017 : : -120 -50 -155 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 87.0 45.7 4.5 0.7 0.0 7.0 0.6 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 28,588 : : Positions : : 20,405 25,224 4,072 182 1,783 75 825 15 1,164 50 258 : : : : Changes from: August 29, 2017 : : -265 -15 -155 -196 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 88.2 14.2 0.6 6.2 0.3 2.9 0.1 4.1 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 22,374 : : Positions : : 18,317 18,312 1,064 2,091 423 190 0 300 759 25 1 : : : : Changes from: August 29, 2017 : : -1,072 -962 0 23 -23 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 81.8 4.8 9.3 1.9 0.8 0.0 1.3 3.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 48,436 : : Positions : : 41,903 26,077 1,477 8,877 2,841 1,280 9,273 0 630 731 100 : : : : Changes from: August 29, 2017 : : 985 456 -390 -428 235 0 25 0 25 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 53.8 3.0 18.3 5.9 2.6 19.1 0.0 1.3 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 22 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 33,386 : : Positions : : 27,801 19,739 3,440 9,294 585 1,350 3,140 0 35 350 0 : : : : Changes from: August 29, 2017 : : 145 36 -240 -329 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 59.1 10.3 27.8 1.8 4.0 9.4 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 19 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 20,047 : : Positions : : 11,753 11,922 4,095 0 3,525 0 3,850 650 0 100 0 : : : : Changes from: August 29, 2017 : : -922 -575 73 0 -135 0 125 -125 0 -375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 59.5 20.4 0.0 17.6 0.0 19.2 3.2 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 12,300 : : Positions : : 9,694 5,975 1,155 4,775 1,450 0 0 0 0 100 0 : : : : Changes from: August 29, 2017 : : -450 -675 -95 150 -150 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 48.6 9.4 38.8 11.8 0.0 0.0 0.0 0.0 0.8 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 September 5, 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 17,665 : : Positions : : 8,525 16,845 6,575 0 665 400 0 5 225 0 0 : : : : Changes from: August 29, 2017 : : -75 -130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 95.4 37.2 0.0 3.8 2.3 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 18,575 : : Positions : : 10,460 17,270 6,405 0 595 0 100 360 400 0 0 : : : : Changes from: August 29, 2017 : : -25 -230 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 93.0 34.5 0.0 3.2 0.0 0.5 1.9 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 10,760 : : Positions : : 6,775 4,810 2,800 5,050 865 0 0 0 15 0 10 : : : : Changes from: August 29, 2017 : : -210 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 44.7 26.0 46.9 8.0 0.0 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 26,949 : : Positions : : 8,586 19,190 15,480 6,470 1,055 650 25 50 385 100 0 : : : : Changes from: August 29, 2017 : : -120 -5 0 30 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 71.2 57.4 24.0 3.9 2.4 0.1 0.2 1.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 24,690 : : Positions : : 7,485 17,175 13,430 5,120 2,170 650 25 50 410 100 0 : : : : Changes from: August 29, 2017 : : -115 -25 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 69.6 54.4 20.7 8.8 2.6 0.1 0.2 1.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 12,065 : : Positions : : 8,725 9,975 1,950 770 810 0 375 0 25 50 0 : : : : Changes from: August 29, 2017 : : -335 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 82.7 16.2 6.4 6.7 0.0 3.1 0.0 0.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 24,620 : : Positions : : 20,206 15,028 895 6,610 2,530 600 0 0 85 100 62 : : : : Changes from: August 29, 2017 : : 110 -290 0 180 -75 0 0 0 -47 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 61.0 3.6 26.8 10.3 2.4 0.0 0.0 0.3 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 26,402 : : Positions : : 21,502 16,420 195 5,650 3,855 600 0 0 84 100 37 : : : : Changes from: August 29, 2017 : : 110 -340 0 180 -75 0 0 0 -47 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 62.2 0.7 21.4 14.6 2.3 0.0 0.0 0.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 116,624 : : Positions : : 105,514 79,316 5,185 22,989 3,485 25 4,542 130 490 3,615 465 : : : : Changes from: August 29, 2017 : : -537 -1,612 75 920 -370 0 -100 0 340 -115 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 68.0 4.4 19.7 3.0 0.0 3.9 0.1 0.4 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 27 . . 5 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 130,551 : : Positions : : 121,035 90,514 3,455 24,662 3,021 275 4,987 370 580 4,085 375 : : : : Changes from: August 29, 2017 : : -762 -2,337 40 1,045 -370 25 -45 -25 505 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 69.3 2.6 18.9 2.3 0.2 3.8 0.3 0.4 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 34 . . 4 . 5 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 232,296 : : Positions : : 158,184 147,741 4,886 15,319 14,177 28,289 8,337 10,320 6,560 26,684 6,610 : : : : Changes from: August 29, 2017 : : 1,841 -323 -264 1,674 -449 275 1,168 40 -234 -651 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 63.6 2.1 6.6 6.1 12.2 3.6 4.4 2.8 11.5 2.8 : : : : Number of Traders in Each Category Total Traders: 88 : : 42 42 4 . 5 5 8 4 8 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 48,339 : : Positions : : 35,286 37,824 6,280 5,480 3,220 1,440 325 115 960 0 0 : : : : Changes from: August 29, 2017 : : -719 -1,241 -25 -125 0 -25 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.2 13.0 11.3 6.7 3.0 0.7 0.2 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 43,899 : : Positions : : 32,796 36,579 4,460 1,775 3,700 1,105 275 130 770 0 0 : : : : Changes from: August 29, 2017 : : -669 -1,381 100 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 83.3 10.2 4.0 8.4 2.5 0.6 0.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 133,449 : : Positions : : 82,358 97,371 1,664 6,928 26,394 19,374 0 2,756 840 0 0 : : : : Changes from: August 29, 2017 : : -5,820 -1,920 1,664 -2,016 -1,824 -160 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 73.0 1.2 5.2 19.8 14.5 0.0 2.1 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 36,697 : : Positions : : 27,612 32,167 4,830 455 650 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -100 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 87.7 13.2 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 34,375 : : Positions : : 25,635 30,215 4,830 455 495 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -100 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 87.9 14.1 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 32,617 : : Positions : : 19,283 23,848 8,600 2,685 960 0 500 0 0 800 0 : : : : Changes from: August 29, 2017 : : 775 145 -300 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 73.1 26.4 8.2 2.9 0.0 1.5 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 31,158 : : Positions : : 18,705 22,540 8,465 3,180 960 0 500 0 0 800 0 : : : : Changes from: August 29, 2017 : : 775 145 -300 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 72.3 27.2 10.2 3.1 0.0 1.6 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 40,070 : : Positions : : 34,020 10,885 1,225 10,390 70 100 10,885 0 200 3,745 0 : : : : Changes from: August 29, 2017 : : -145 -120 0 5 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 27.2 3.1 25.9 0.2 0.2 27.2 0.0 0.5 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 40,305 : : Positions : : 34,550 11,450 1,050 12,495 70 100 9,810 0 200 2,490 25 : : : : Changes from: August 29, 2017 : : -85 -70 0 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 28.4 2.6 31.0 0.2 0.2 24.3 0.0 0.5 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 44,405 : : Positions : : 17,530 39,155 23,730 1,125 635 725 0 500 150 1,755 0 : : : : Changes from: August 29, 2017 : : -25 150 350 0 -50 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 88.2 53.4 2.5 1.4 1.6 0.0 1.1 0.3 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 40,805 : : Positions : : 15,625 36,705 22,515 550 565 750 0 500 150 1,830 0 : : : : Changes from: August 29, 2017 : : -25 275 350 0 -30 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 90.0 55.2 1.3 1.4 1.8 0.0 1.2 0.4 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 29,370 : : Positions : : 18,970 17,840 8,220 425 1,155 0 9,065 0 50 0 0 : : : : Changes from: August 29, 2017 : : -75 -70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 60.7 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 27,355 : : Positions : : 16,475 17,030 9,020 500 1,030 0 7,930 0 0 200 0 : : : : Changes from: August 29, 2017 : : -80 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 22,515 : : Positions : : 18,860 11,015 0 8,515 0 25 130 50 500 240 230 : : : : Changes from: August 29, 2017 : : 0 -90 0 -45 0 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 48.9 0.0 37.8 0.0 0.1 0.6 0.2 2.2 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 21,780 : : Positions : : 18,525 10,840 0 8,310 0 25 130 50 375 115 290 : : : : Changes from: August 29, 2017 : : 0 -65 0 -45 0 0 0 0 0 45 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 49.8 0.0 38.2 0.0 0.1 0.6 0.2 1.7 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 38,960 : : Positions : : 26,880 16,012 0 19,953 100 9,830 650 225 275 475 0 : : : : Changes from: August 29, 2017 : : 190 150 0 395 0 275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 41.1 0.0 51.2 0.3 25.2 1.7 0.6 0.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 30,425 : : Positions : : 22,030 14,750 0 12,240 0 5,725 675 175 275 370 0 : : : : Changes from: August 29, 2017 : : 290 150 0 445 0 325 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 48.5 0.0 40.2 0.0 18.8 2.2 0.6 0.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 111,260 : : Positions : : 55,867 96,105 25,038 0 2,100 11,105 275 665 4,745 350 425 : : : : Changes from: August 29, 2017 : : 820 480 -245 0 25 -240 -25 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 86.4 22.5 0.0 1.9 10.0 0.2 0.6 4.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 98,310 : : Positions : : 51,765 85,370 18,505 330 1,895 12,515 175 665 3,485 350 225 : : : : Changes from: August 29, 2017 : : 825 480 -200 0 25 -265 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 86.8 18.8 0.3 1.9 12.7 0.2 0.7 3.5 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 19,690 : : Positions : : 15,820 9,090 0 6,685 775 50 750 0 500 0 0 : : : : Changes from: August 29, 2017 : : 60 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 46.2 0.0 34.0 3.9 0.3 3.8 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 19,400 : : Positions : : 15,115 10,510 0 7,235 460 50 0 0 2,325 0 0 : : : : Changes from: August 29, 2017 : : 125 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 54.2 0.0 37.3 2.4 0.3 0.0 0.0 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 16,085 : : Positions : : 7,200 11,565 210 270 1,795 5,200 50 0 0 800 0 : : : : Changes from: August 29, 2017 : : -100 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 71.9 1.3 1.7 11.2 32.3 0.3 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 51,965 : : Positions : : 38,710 34,680 850 2,350 4,195 0 2,825 625 50 25 0 : : : : Changes from: August 29, 2017 : : -150 300 0 0 0 0 -300 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 66.7 1.6 4.5 8.1 0.0 5.4 1.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 34,780 : : Positions : : 24,945 21,700 15 2,510 3,840 0 1,175 150 300 0 0 : : : : Changes from: August 29, 2017 : : -55 250 0 0 0 0 -300 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 62.4 0.0 7.2 11.0 0.0 3.4 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 8, 2017