Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 53,214 : : Positions : : 18,680 27,195 4,378 3,507 2,324 4,239 8,926 1,474 14,708 2,983 6,275 : : : : Changes from: September 26, 2017 : : -3,292 -720 -128 -531 -257 -1,041 -2,021 7 928 222 -1,403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 51.1 8.2 6.6 4.4 8.0 16.8 2.8 27.6 5.6 11.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 14 . 4 4 . 6 5 11 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 6,936 : : Positions : : 1,151 4,092 579 1,596 0 700 438 225 3,526 2 275 : : : : Changes from: September 26, 2017 : : -228 -1,163 -138 -116 0 -180 -266 -15 -1,144 -19 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 59.0 8.3 23.0 0.0 10.1 6.3 3.2 50.8 0.0 4.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 7 . . 0 . . . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 79,623 : : Positions : : 48,368 57,256 4,725 8,910 5,840 13,314 126 558 3,984 4,773 1,257 : : : : Changes from: September 26, 2017 : : -330 210 660 380 -534 198 0 66 -151 367 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 71.9 5.9 11.2 7.3 16.7 0.2 0.7 5.0 6.0 1.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 32 . . 4 5 . . 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 30,089 : : Positions : : 24,626 26,029 1,733 1,520 2,090 350 150 0 1,040 50 250 : : : : Changes from: September 26, 2017 : : -775 -1,950 -525 590 -580 -50 -25 0 -135 -100 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.5 5.8 5.1 6.9 1.2 0.5 0.0 3.5 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 16 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 19,864 : : Positions : : 17,364 14,372 0 3,367 1,775 0 0 0 375 0 350 : : : : Changes from: September 26, 2017 : : -1,715 -2,025 0 185 -260 0 0 0 -250 -125 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 72.4 0.0 17.0 8.9 0.0 0.0 0.0 1.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 176,665 : : Positions : : 136,774 111,876 16,418 18,487 6,531 7,450 16,228 3,831 2,315 15,648 373 : : : : Changes from: September 26, 2017 : : 1,049 -1,854 -460 1,470 -431 195 150 350 -285 -20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 63.3 9.3 10.5 3.7 4.2 9.2 2.2 1.3 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 34 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 57,374 : : Positions : : 44,174 34,201 8,355 12,406 1,214 984 6,375 1,275 1,150 1,698 200 : : : : Changes from: September 26, 2017 : : 1,449 1,220 175 625 -225 221 0 75 325 325 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 59.6 14.6 21.6 2.1 1.7 11.1 2.2 2.0 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 20 . . . 4 . . 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 58,670 : : Positions : : 44,589 42,579 2,572 1,620 9,706 200 3,400 300 65 25 645 : : : : Changes from: September 26, 2017 : : 1,229 2,549 255 -900 495 0 100 0 -85 0 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 72.6 4.4 2.8 16.5 0.3 5.8 0.5 0.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 64,969 : : Positions : : 54,512 44,688 2,005 12,138 5,454 25 625 245 1,605 400 430 : : : : Changes from: September 26, 2017 : : 791 982 -55 -785 525 25 -40 35 -260 -50 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 68.8 3.1 18.7 8.4 0.0 1.0 0.4 2.5 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 65,536 : : Positions : : 41,981 28,777 19,410 16,465 2,325 50 0 0 1,400 17,450 0 : : : : Changes from: September 26, 2017 : : 100 -55 200 550 -630 50 0 0 330 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 43.9 29.6 25.1 3.5 0.1 0.0 0.0 2.1 26.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 88,460 : : Positions : : 57,870 38,193 26,250 23,495 1,370 50 0 0 2,350 24,750 0 : : : : Changes from: September 26, 2017 : : -699 235 110 -50 -415 50 0 0 830 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 43.2 29.7 26.6 1.5 0.1 0.0 0.0 2.7 28.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 34,991 : : Positions : : 23,979 30,176 6,465 0 3,975 0 800 0 400 0 0 : : : : Changes from: September 26, 2017 : : 455 2,855 2,400 0 -900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 86.2 18.5 0.0 11.4 0.0 2.3 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 16 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 36,615 : : Positions : : 29,045 30,297 1,510 1,455 4,200 500 420 0 1,225 0 75 : : : : Changes from: September 26, 2017 : : -40 -1,200 -1,160 0 1,730 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 82.7 4.1 4.0 11.5 1.4 1.1 0.0 3.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 4 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 12,560 : : Positions : : 10,810 10,385 400 2,025 150 0 0 0 1,200 0 0 : : : : Changes from: September 26, 2017 : : -285 415 100 0 0 0 0 0 300 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 82.7 3.2 16.1 1.2 0.0 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 20,331 : : Positions : : 16,146 12,264 0 3,960 830 1,200 1,032 0 1,050 1,050 900 : : : : Changes from: September 26, 2017 : : 540 40 0 0 0 0 0 0 -250 250 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 60.3 0.0 19.5 4.1 5.9 5.1 0.0 5.2 5.2 4.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 0 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 10,990 : : Positions : : 8,945 8,765 450 810 760 0 50 25 0 120 280 : : : : Changes from: September 26, 2017 : : -145 0 0 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 79.8 4.1 7.4 6.9 0.0 0.5 0.2 0.0 1.1 2.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 42,622 : : Positions : : 28,687 38,522 9,985 0 2,950 400 50 600 0 400 0 : : : : Changes from: September 26, 2017 : : 290 2,820 2,580 0 -1,220 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.4 23.4 0.0 6.9 0.9 0.1 1.4 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 51,080 : : Positions : : 44,750 33,970 1,875 13,115 2,375 0 300 0 1,700 1,200 50 : : : : Changes from: September 26, 2017 : : 3,490 1,765 165 1,800 330 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 66.5 3.7 25.7 4.6 0.0 0.6 0.0 3.3 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 52,122 : : Positions : : 40,300 39,942 8,352 10,875 620 325 0 0 1,145 5 330 : : : : Changes from: September 26, 2017 : : -615 -185 -245 0 0 0 0 0 -105 5 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 76.6 16.0 20.9 1.2 0.6 0.0 0.0 2.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 59,348 : : Positions : : 43,585 41,813 9,723 12,820 2,295 325 0 0 1,895 2,000 175 : : : : Changes from: September 26, 2017 : : -690 -135 -385 60 0 0 0 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 70.5 16.4 21.6 3.9 0.5 0.0 0.0 3.2 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 73,745 : : Positions : : 70,210 64,502 897 6,610 1,677 0 0 0 257 0 641 : : : : Changes from: September 26, 2017 : : 186 700 0 -35 96 0 0 0 102 -377 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 87.5 1.2 9.0 2.3 0.0 0.0 0.0 0.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 96,378 : : Positions : : 82,646 81,020 2,731 7,467 3,009 3,440 663 74 2,191 1,720 2,146 : : : : Changes from: September 26, 2017 : : 445 668 170 572 -77 10 260 0 -5 -845 480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 84.1 2.8 7.7 3.1 3.6 0.7 0.1 2.3 1.8 2.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 29 . . . . 5 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 31,762 : : Positions : : 24,767 31,435 6,241 0 327 0 0 0 375 0 0 : : : : Changes from: September 26, 2017 : : -260 -260 0 0 0 0 0 0 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 99.0 19.6 0.0 1.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 40,931 : : Positions : : 33,100 28,095 2,365 2,950 4,020 0 4,730 120 898 25 179 : : : : Changes from: September 26, 2017 : : 120 -847 -420 15 0 0 0 0 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 68.6 5.8 7.2 9.8 0.0 11.6 0.3 2.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 43,911 : : Positions : : 27,380 33,801 7,118 2,155 3,808 1,550 150 1,800 1,670 1,400 50 : : : : Changes from: September 26, 2017 : : 1,949 2,287 900 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 77.0 16.2 4.9 8.7 3.5 0.3 4.1 3.8 3.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 42,053 : : Positions : : 21,425 37,001 19,558 1,612 40 0 1,610 275 25 1,330 15 : : : : Changes from: September 26, 2017 : : 1,483 2,088 130 20 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 88.0 46.5 3.8 0.1 0.0 3.8 0.7 0.1 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 35,402 : : Positions : : 17,030 31,652 16,835 776 454 0 2,320 140 350 0 0 : : : : Changes from: September 26, 2017 : : 720 1,212 -155 -287 212 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 89.4 47.6 2.2 1.3 0.0 6.6 0.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 28,430 : : Positions : : 21,218 24,369 2,535 0 2,161 75 1,380 0 1,643 0 174 : : : : Changes from: September 26, 2017 : : 250 175 23 -182 -33 0 650 -10 415 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 85.7 8.9 0.0 7.6 0.3 4.9 0.0 5.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 4 0 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,811 : : Positions : : 18,542 18,043 904 2,525 310 0 85 585 1,136 25 1 : : : : Changes from: September 26, 2017 : : -595 -912 0 68 -83 -685 85 285 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 79.1 4.0 11.1 1.4 0.0 0.4 2.6 5.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 52,973 : : Positions : : 45,438 31,473 1,911 8,657 2,750 1,200 8,833 0 685 232 600 : : : : Changes from: September 26, 2017 : : 2,931 2,299 -25 16 -45 0 -200 0 -385 125 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 59.4 3.6 16.3 5.2 2.3 16.7 0.0 1.3 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 22 . 4 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 37,875 : : Positions : : 30,212 21,953 4,454 10,466 1,328 1,200 3,185 25 35 750 0 : : : : Changes from: September 26, 2017 : : 1,482 1,393 -290 -49 170 0 -345 25 5 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 58.0 11.8 27.6 3.5 3.2 8.4 0.1 0.1 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 17 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,531 : : Positions : : 12,865 14,231 5,466 0 3,675 0 3,975 525 0 125 0 : : : : Changes from: September 26, 2017 : : 373 45 -154 0 0 0 125 -125 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 63.2 24.3 0.0 16.3 0.0 17.6 2.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 18,075 : : Positions : : 8,875 17,245 7,045 0 680 405 0 0 585 0 0 : : : : Changes from: September 26, 2017 : : 230 -80 -105 0 35 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 95.4 39.0 0.0 3.8 2.2 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 18,495 : : Positions : : 9,560 17,535 7,330 0 655 305 0 55 235 0 0 : : : : Changes from: September 26, 2017 : : 200 -80 -105 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 94.8 39.6 0.0 3.5 1.6 0.0 0.3 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 3,403 : : Positions : : 1,245 2,948 747 0 0 0 415 0 1,328 0 0 : : : : Changes from: September 26, 2017 : : 0 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 86.6 22.0 0.0 0.0 0.0 12.2 0.0 39.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 10,005 : : Positions : : 6,190 4,505 2,535 4,420 1,055 0 0 0 25 0 0 : : : : Changes from: September 26, 2017 : : -195 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 45.0 25.3 44.2 10.5 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 24,485 : : Positions : : 9,209 16,737 12,820 6,490 945 1,065 25 50 150 125 0 : : : : Changes from: September 26, 2017 : : -205 962 1,375 400 -625 335 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 68.4 52.4 26.5 3.9 4.3 0.1 0.2 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,760 : : Positions : : 7,787 15,360 11,275 5,290 1,780 1,065 25 50 150 125 0 : : : : Changes from: September 26, 2017 : : -155 1,005 1,375 400 -765 335 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 67.5 49.5 23.2 7.8 4.7 0.1 0.2 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 10,785 : : Positions : : 7,540 8,820 1,835 810 695 0 325 0 0 0 0 : : : : Changes from: September 26, 2017 : : -515 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 81.8 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,503 : : Positions : : 18,307 12,904 1,510 7,740 1,570 475 0 0 363 100 29 : : : : Changes from: September 26, 2017 : : -32 -680 585 1,150 -900 25 0 0 -72 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 57.3 6.7 34.4 7.0 2.1 0.0 0.0 1.6 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 23,407 : : Positions : : 18,787 13,863 1,340 7,045 2,165 450 0 0 363 150 29 : : : : Changes from: September 26, 2017 : : -281 -910 585 1,150 -900 0 0 0 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 59.2 5.7 30.1 9.2 1.9 0.0 0.0 1.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 115,019 : : Positions : : 102,849 77,684 4,365 21,182 4,770 675 5,442 80 420 3,220 680 : : : : Changes from: September 26, 2017 : : -1,268 -1,156 -35 -60 -505 600 940 0 230 -995 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 67.5 3.8 18.4 4.1 0.6 4.7 0.1 0.4 2.8 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . . 5 . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 352 MWh : CFTC Code #0643DC Open Interest is 128,168 : : Positions : : 118,113 86,728 2,355 23,829 4,515 900 6,072 360 528 3,160 547 : : : : Changes from: September 26, 2017 : : -2,180 -4,665 5 865 50 600 1,090 0 80 -900 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 67.7 1.8 18.6 3.5 0.7 4.7 0.3 0.4 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 30 . . 4 . 5 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 225,389 : : Positions : : 145,952 140,265 7,085 14,366 15,339 27,814 8,982 9,015 7,353 25,051 9,504 : : : : Changes from: September 26, 2017 : : -3,066 -5,414 -785 2,015 -1,104 -25 125 454 -309 -407 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 62.2 3.1 6.4 6.8 12.3 4.0 4.0 3.3 11.1 4.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 40 42 4 . 6 7 8 4 8 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 44,599 : : Positions : : 32,296 34,374 6,640 6,395 1,970 1,910 300 115 535 0 0 : : : : Changes from: September 26, 2017 : : -860 -1,605 500 650 0 555 0 0 -555 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 77.1 14.9 14.3 4.4 4.3 0.7 0.3 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 40,914 : : Positions : : 30,421 33,929 5,065 2,745 2,375 1,610 275 130 385 0 0 : : : : Changes from: September 26, 2017 : : -340 -1,660 -100 450 -85 530 0 0 -530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.9 12.4 6.7 5.8 3.9 0.7 0.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 121,518 : : Positions : : 71,404 90,642 2,854 4,795 24,249 20,298 0 1,832 840 0 0 : : : : Changes from: September 26, 2017 : : -8,734 -1,704 2,854 -3,274 -1,708 924 0 -924 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 74.6 2.3 3.9 20.0 16.7 0.0 1.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 34,829 : : Positions : : 27,227 30,297 3,640 430 630 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 625 685 180 0 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 87.0 10.5 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 : : 15 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 33,150 : : Positions : : 25,335 28,580 3,795 430 480 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 720 1,160 180 0 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 86.2 11.4 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 33,614 : : Positions : : 16,916 25,511 12,040 710 1,310 0 450 0 0 2,250 0 : : : : Changes from: September 26, 2017 : : -1,030 530 2,160 0 -600 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 75.9 35.8 2.1 3.9 0.0 1.3 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 31,905 : : Positions : : 16,034 24,029 12,020 1,210 1,310 0 450 0 0 2,250 0 : : : : Changes from: September 26, 2017 : : -1,030 530 2,160 0 -600 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 75.3 37.7 3.8 4.1 0.0 1.4 0.0 0.0 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 36,290 : : Positions : : 29,665 9,770 1,075 8,125 500 0 10,145 0 200 3,150 0 : : : : Changes from: September 26, 2017 : : -95 -20 0 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 26.9 3.0 22.4 1.4 0.0 28.0 0.0 0.6 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 36,915 : : Positions : : 30,350 10,585 950 9,725 500 0 9,445 0 200 1,995 0 : : : : Changes from: September 26, 2017 : : 0 75 0 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 28.7 2.6 26.3 1.4 0.0 25.6 0.0 0.5 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 41,775 : : Positions : : 16,855 35,710 20,870 1,185 775 825 0 375 150 1,825 75 : : : : Changes from: September 26, 2017 : : 300 75 -140 60 140 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 85.5 50.0 2.8 1.9 2.0 0.0 0.9 0.4 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 39,135 : : Positions : : 15,230 34,015 20,390 675 640 825 0 375 150 1,925 75 : : : : Changes from: September 26, 2017 : : 300 75 -150 50 150 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 86.9 52.1 1.7 1.6 2.1 0.0 1.0 0.4 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 26,765 : : Positions : : 17,585 15,610 6,730 475 1,130 0 8,310 0 0 0 0 : : : : Changes from: September 26, 2017 : : 25 -575 -600 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 58.3 25.1 1.8 4.2 0.0 31.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 23,400 : : Positions : : 17,865 13,300 0 4,690 1,160 0 130 50 0 415 205 : : : : Changes from: September 26, 2017 : : 100 2,725 0 -2,575 1,160 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 56.8 0.0 20.0 5.0 0.0 0.6 0.2 0.0 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,840 : : Positions : : 17,600 13,150 0 4,705 1,090 0 130 50 50 250 265 : : : : Changes from: September 26, 2017 : : 160 2,785 0 -2,575 1,090 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 57.6 0.0 20.6 4.8 0.0 0.6 0.2 0.2 1.1 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 37,575 : : Positions : : 25,230 14,590 0 20,580 0 10,365 575 275 550 425 0 : : : : Changes from: September 26, 2017 : : -565 515 0 -330 0 550 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 38.8 0.0 54.8 0.0 27.6 1.5 0.7 1.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 30,365 : : Positions : : 20,680 14,530 0 12,940 0 7,125 575 250 550 335 0 : : : : Changes from: September 26, 2017 : : -410 690 0 -400 0 500 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 47.9 0.0 42.6 0.0 23.5 1.9 0.8 1.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 108,305 : : Positions : : 57,010 92,390 22,615 0 1,905 8,960 225 1,125 4,440 350 480 : : : : Changes from: September 26, 2017 : : 3,645 750 -2,120 0 -50 -525 100 350 -150 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 85.3 20.9 0.0 1.8 8.3 0.2 1.0 4.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 96,790 : : Positions : : 54,890 82,425 14,785 0 1,815 10,230 150 840 3,080 350 450 : : : : Changes from: September 26, 2017 : : 3,205 315 -2,165 0 -40 -475 100 175 -150 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 85.2 15.3 0.0 1.9 10.6 0.2 0.9 3.2 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 19,100 : : Positions : : 14,835 8,595 0 6,860 610 50 750 0 1,200 0 0 : : : : Changes from: September 26, 2017 : : 0 300 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 45.0 0.0 35.9 3.2 0.3 3.9 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 19,460 : : Positions : : 14,870 10,850 0 6,895 750 0 0 0 2,675 0 0 : : : : Changes from: September 26, 2017 : : 525 650 0 0 0 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 55.8 0.0 35.4 3.9 0.0 0.0 0.0 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 51,110 : : Positions : : 37,990 33,495 890 1,905 4,360 0 2,850 600 0 750 0 : : : : Changes from: September 26, 2017 : : 300 0 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 65.5 1.7 3.7 8.5 0.0 5.6 1.2 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 33,300 : : Positions : : 23,500 20,315 160 2,165 3,970 300 1,000 150 0 600 0 : : : : Changes from: September 26, 2017 : : 300 300 0 0 0 300 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 61.0 0.5 6.5 11.9 0.9 3.0 0.5 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 6, 2017