Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 54,117 : : Positions : : 18,672 25,997 4,331 2,958 2,634 3,902 8,765 1,621 13,764 3,367 8,003 : : : : Changes from: October 17, 2017 : : 166 321 -35 60 -15 276 -25 -83 7 134 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 48.0 8.0 5.5 4.9 7.2 16.2 3.0 25.4 6.2 14.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 13 . 4 4 . 5 5 10 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 7,608 : : Positions : : 1,136 4,542 664 1,791 0 685 443 225 4,104 0 274 : : : : Changes from: October 17, 2017 : : 0 25 0 95 0 15 0 0 95 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 59.7 8.7 23.5 0.0 9.0 5.8 3.0 53.9 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 7 . . 0 . . . 9 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 74,213 : : Positions : : 45,066 53,636 4,525 8,430 5,840 13,054 126 238 3,595 4,290 915 : : : : Changes from: October 17, 2017 : : -404 -404 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 72.3 6.1 11.4 7.9 17.6 0.2 0.3 4.8 5.8 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 30 . . 4 5 . . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 34,487 : : Positions : : 28,584 27,897 1,733 4,245 1,645 375 225 0 1,700 25 450 : : : : Changes from: October 17, 2017 : : 1,945 650 500 2,500 -565 25 0 0 655 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 80.9 5.0 12.3 4.8 1.1 0.7 0.0 4.9 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 16 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 21,589 : : Positions : : 19,184 15,382 0 3,952 1,330 0 0 0 575 475 450 : : : : Changes from: October 17, 2017 : : 1,475 1,150 -50 425 -285 0 0 0 400 300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 71.2 0.0 18.3 6.2 0.0 0.0 0.0 2.7 2.2 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 173,071 : : Positions : : 136,738 119,205 17,234 17,014 6,012 6,745 15,408 3,261 2,505 11,631 530 : : : : Changes from: October 17, 2017 : : 1,740 2,920 120 -1,020 137 -925 205 -590 310 -855 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 68.9 10.0 9.8 3.5 3.9 8.9 1.9 1.4 6.7 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 36 . . . . 5 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 57,339 : : Positions : : 43,529 34,385 7,655 10,527 2,527 663 7,275 1,225 1,225 1,100 300 : : : : Changes from: October 17, 2017 : : 1,010 1,047 -375 -890 468 -103 975 -109 425 25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 60.0 13.4 18.4 4.4 1.2 12.7 2.1 2.1 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 58,673 : : Positions : : 45,894 41,829 2,334 3,225 8,864 400 3,475 225 110 100 725 : : : : Changes from: October 17, 2017 : : 130 -585 -450 150 -20 200 0 0 -305 0 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 71.3 4.0 5.5 15.1 0.7 5.9 0.4 0.2 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 65,546 : : Positions : : 56,339 43,618 2,020 14,847 5,011 175 375 165 840 700 780 : : : : Changes from: October 17, 2017 : : 1,314 212 0 1,020 -234 48 -300 12 -250 300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 66.5 3.1 22.7 7.6 0.3 0.6 0.3 1.3 1.1 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 65,960 : : Positions : : 40,614 29,841 20,645 15,700 2,480 50 0 0 1,973 17,650 135 : : : : Changes from: October 17, 2017 : : -270 1,460 880 -290 205 0 0 0 640 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 45.2 31.3 23.8 3.8 0.1 0.0 0.0 3.0 26.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 86,971 : : Positions : : 55,356 37,856 27,040 28,530 1,495 50 0 0 2,998 18,900 0 : : : : Changes from: October 17, 2017 : : -110 1,050 630 -140 175 0 0 0 540 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 43.5 31.1 32.8 1.7 0.1 0.0 0.0 3.4 21.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 33,661 : : Positions : : 23,014 29,991 6,745 0 3,580 0 0 0 300 0 0 : : : : Changes from: October 17, 2017 : : 405 -23 -300 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 89.1 20.0 0.0 10.6 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 36,500 : : Positions : : 28,170 30,023 2,360 1,835 4,210 375 420 0 1,325 0 0 : : : : Changes from: October 17, 2017 : : 405 169 -405 0 140 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 82.3 6.5 5.0 11.5 1.0 1.2 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 11,960 : : Positions : : 10,210 9,935 400 1,875 150 0 0 0 1,200 0 0 : : : : Changes from: October 17, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 83.1 3.3 15.7 1.3 0.0 0.0 0.0 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 21,772 : : Positions : : 15,299 13,545 0 5,248 780 1,700 0 0 2,200 350 1,550 : : : : Changes from: October 17, 2017 : : -221 635 0 608 0 300 0 0 1,050 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 62.2 0.0 24.1 3.6 7.8 0.0 0.0 10.1 1.6 7.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 9,815 : : Positions : : 8,350 8,210 450 585 460 0 75 0 0 140 210 : : : : Changes from: October 17, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 83.6 4.6 6.0 4.7 0.0 0.8 0.0 0.0 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 41,499 : : Positions : : 27,934 38,364 10,930 0 2,585 0 50 0 0 350 0 : : : : Changes from: October 17, 2017 : : 563 263 -300 0 370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 92.4 26.3 0.0 6.2 0.0 0.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 52,128 : : Positions : : 45,468 34,693 1,655 13,955 2,220 0 300 0 1,850 850 50 : : : : Changes from: October 17, 2017 : : -92 428 0 -210 -50 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 66.6 3.2 26.8 4.3 0.0 0.6 0.0 3.5 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 49,115 : : Positions : : 38,305 37,250 8,245 10,615 620 300 0 0 1,185 0 335 : : : : Changes from: October 17, 2017 : : 320 560 300 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 75.8 16.8 21.6 1.3 0.6 0.0 0.0 2.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 56,571 : : Positions : : 42,545 39,806 9,326 12,730 2,095 200 0 0 2,210 1,500 175 : : : : Changes from: October 17, 2017 : : 200 230 150 300 -100 0 0 0 60 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 70.4 16.5 22.5 3.7 0.4 0.0 0.0 3.9 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 77,468 : : Positions : : 72,880 67,476 2,353 7,497 1,431 0 0 0 160 284 498 : : : : Changes from: October 17, 2017 : : 4,150 3,335 310 300 -10 0 0 0 -546 284 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 87.1 3.0 9.7 1.8 0.0 0.0 0.0 0.2 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 27 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 98,250 : : Positions : : 84,309 83,660 4,826 8,766 2,840 1,020 644 18 3,797 940 1,103 : : : : Changes from: October 17, 2017 : : 3,180 1,727 505 232 -41 -2,400 0 0 642 -26 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 85.2 4.9 8.9 2.9 1.0 0.7 0.0 3.9 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 28 . . . . 4 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 32,164 : : Positions : : 23,714 31,800 8,081 0 189 0 0 0 150 175 0 : : : : Changes from: October 17, 2017 : : 1,115 1,740 900 0 0 0 0 0 -100 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 98.9 25.1 0.0 0.6 0.0 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 39,198 : : Positions : : 31,248 25,882 1,745 4,240 4,060 0 4,630 120 1,781 0 66 : : : : Changes from: October 17, 2017 : : 28 -227 0 325 -65 0 0 0 336 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 66.0 4.5 10.8 10.4 0.0 11.8 0.3 4.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 41,046 : : Positions : : 24,625 31,546 7,216 2,065 3,820 1,550 50 1,800 1,630 1,450 255 : : : : Changes from: October 17, 2017 : : -25 305 100 -320 420 0 0 0 260 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 76.9 17.6 5.0 9.3 3.8 0.1 4.4 4.0 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 44,234 : : Positions : : 22,211 38,602 21,463 1,432 125 0 2,415 235 125 1,300 0 : : : : Changes from: October 17, 2017 : : 147 227 200 0 0 0 240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 87.3 48.5 3.2 0.3 0.0 5.5 0.5 0.3 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 37,710 : : Positions : : 16,881 33,324 19,575 633 408 0 3,185 25 500 0 0 : : : : Changes from: October 17, 2017 : : -11 89 375 0 -38 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 88.4 51.9 1.7 1.1 0.0 8.4 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 26,790 : : Positions : : 20,512 22,284 1,609 0 2,203 75 1,815 0 1,859 175 163 : : : : Changes from: October 17, 2017 : : 322 87 -100 0 0 0 100 0 105 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 83.2 6.0 0.0 8.2 0.3 6.8 0.0 6.9 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 4 0 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 22,635 : : Positions : : 19,404 18,900 744 1,975 589 0 375 475 1,302 200 1 : : : : Changes from: October 17, 2017 : : 60 -40 0 50 -25 0 0 0 75 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 83.5 3.3 8.7 2.6 0.0 1.7 2.1 5.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 52,066 : : Positions : : 45,390 31,304 1,366 10,202 2,620 1,050 7,010 0 630 150 775 : : : : Changes from: October 17, 2017 : : 559 320 -320 115 0 0 -325 0 -35 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 60.1 2.6 19.6 5.0 2.0 13.5 0.0 1.2 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 20 . 4 . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 37,111 : : Positions : : 30,976 21,632 3,251 10,967 1,304 1,050 2,155 125 35 900 25 : : : : Changes from: October 17, 2017 : : -107 78 -390 -300 90 0 -225 50 0 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 58.3 8.8 29.6 3.5 2.8 5.8 0.3 0.1 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 23,317 : : Positions : : 12,251 15,567 7,116 0 3,375 0 3,675 525 25 125 0 : : : : Changes from: October 17, 2017 : : -275 950 900 -25 50 0 -300 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 66.8 30.5 0.0 14.5 0.0 15.8 2.3 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 16,900 : : Positions : : 8,130 16,305 6,810 0 565 360 0 0 560 0 0 : : : : Changes from: October 17, 2017 : : 150 -10 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 96.5 40.3 0.0 3.3 2.1 0.0 0.0 3.3 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 24, 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 17,100 : : Positions : : 8,540 16,525 7,190 0 535 360 0 0 195 0 0 : : : : Changes from: October 17, 2017 : : 150 -20 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 96.6 42.0 0.0 3.1 2.1 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 2,583 : : Positions : : 945 2,246 567 0 0 0 315 0 1,008 0 0 : : : : Changes from: October 17, 2017 : : 0 -22 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 87.0 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 24, 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 COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 14,335 : : Positions : : 7,265 12,725 5,425 460 690 0 200 0 680 0 0 : : : : Changes from: October 17, 2017 : : 380 110 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 88.8 37.8 3.2 4.8 0.0 1.4 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 16,370 : : Positions : : 9,450 13,235 5,650 2,360 315 0 200 0 680 0 0 : : : : Changes from: October 17, 2017 : : 290 20 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 80.8 34.5 14.4 1.9 0.0 1.2 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 9,105 : : Positions : : 5,880 4,160 2,125 3,990 955 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 45.7 23.3 43.8 10.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 23,498 : : Positions : : 8,116 16,065 12,740 6,440 825 940 50 0 150 100 0 : : : : Changes from: October 17, 2017 : : -647 748 860 0 -100 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 68.4 54.2 27.4 3.5 4.0 0.2 0.0 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 21,712 : : Positions : : 7,449 14,760 10,995 5,090 1,695 940 50 0 150 100 0 : : : : Changes from: October 17, 2017 : : 53 265 310 0 -85 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 68.0 50.6 23.4 7.8 4.3 0.2 0.0 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 9,640 : : Positions : : 6,810 7,850 1,675 800 655 0 275 0 0 0 0 : : : : Changes from: October 17, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 81.4 17.4 8.3 6.8 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 24,322 : : Positions : : 18,937 15,148 2,245 6,760 2,315 300 0 0 388 75 4 : : : : Changes from: October 17, 2017 : : 905 3,090 610 -1,575 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 62.3 9.2 27.8 9.5 1.2 0.0 0.0 1.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 25,480 : : Positions : : 19,811 15,356 2,295 7,435 2,545 300 0 0 388 125 4 : : : : Changes from: October 17, 2017 : : 1,405 2,240 630 -205 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 60.3 9.0 29.2 10.0 1.2 0.0 0.0 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 111,255 : : Positions : : 99,944 79,171 4,065 20,262 5,226 750 2,635 80 370 3,185 655 : : : : Changes from: October 17, 2017 : : 2,495 3,295 0 745 430 50 -1,375 50 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 71.2 3.7 18.2 4.7 0.7 2.4 0.1 0.3 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 29 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 126,480 : : Positions : : 114,683 89,410 1,750 22,189 7,242 900 3,640 450 560 3,005 410 : : : : Changes from: October 17, 2017 : : 2,627 4,525 0 45 1,766 0 -1,450 90 200 60 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 70.7 1.4 17.5 5.7 0.7 2.9 0.4 0.4 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 29 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 227,106 : : Positions : : 151,996 144,440 9,102 12,334 15,974 20,645 11,072 11,397 6,488 20,435 11,412 : : : : Changes from: October 17, 2017 : : 3,144 -857 606 506 715 -1,345 2,047 1,601 -710 129 929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 63.6 4.0 5.4 7.0 9.1 4.9 5.0 2.9 9.0 5.0 : : : : Number of Traders in Each Category Total Traders: 88 : : 38 40 5 . 5 7 9 7 8 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 43,779 : : Positions : : 31,931 33,294 7,835 8,805 1,365 1,810 175 115 400 0 0 : : : : Changes from: October 17, 2017 : : 210 -400 735 1,370 -235 -75 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 76.1 17.9 20.1 3.1 4.1 0.4 0.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 40,739 : : Positions : : 30,446 32,844 6,460 6,050 1,490 1,560 175 155 350 0 0 : : : : Changes from: October 17, 2017 : : 510 -400 735 1,670 -370 -75 -100 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 80.6 15.9 14.9 3.7 3.8 0.4 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 121,298 : : Positions : : 71,604 90,222 2,234 4,795 24,449 20,298 0 1,832 840 0 0 : : : : Changes from: October 17, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 74.4 1.8 4.0 20.2 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 24, 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 32,569 : : Positions : : 25,252 27,977 3,070 405 595 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 150 470 320 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 85.9 9.4 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 31,045 : : Positions : : 23,465 26,405 3,270 405 480 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 55 375 320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 85.1 10.5 1.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 12,280 : : Positions : : 10,975 4,240 0 1,225 200 0 5,410 0 0 100 0 : : : : Changes from: October 17, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 34.5 0.0 10.0 1.6 0.0 44.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 31,872 : : Positions : : 15,837 24,432 11,570 315 1,385 0 400 0 0 2,200 0 : : : : Changes from: October 17, 2017 : : -245 175 200 -220 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 76.7 36.3 1.0 4.3 0.0 1.3 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 30,370 : : Positions : : 15,024 23,074 11,590 820 1,385 0 400 0 0 2,200 0 : : : : Changes from: October 17, 2017 : : -245 175 200 -220 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 76.0 38.2 2.7 4.6 0.0 1.3 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 33,855 : : Positions : : 26,715 9,010 975 5,075 2,425 0 11,030 0 100 2,905 0 : : : : Changes from: October 17, 2017 : : -655 -205 50 -1,300 1,500 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 26.6 2.9 15.0 7.2 0.0 32.6 0.0 0.3 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 34,195 : : Positions : : 27,085 9,780 900 6,405 2,425 0 10,330 0 100 1,800 0 : : : : Changes from: October 17, 2017 : : -655 -205 50 -1,300 1,500 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 28.6 2.6 18.7 7.1 0.0 30.2 0.0 0.3 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 39,140 : : Positions : : 16,290 33,790 19,285 1,275 595 800 0 350 150 1,410 75 : : : : Changes from: October 17, 2017 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 86.3 49.3 3.3 1.5 2.0 0.0 0.9 0.4 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 36,530 : : Positions : : 14,585 32,040 18,740 750 520 800 0 350 150 1,510 75 : : : : Changes from: October 17, 2017 : : -200 150 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 87.7 51.3 2.1 1.4 2.2 0.0 1.0 0.4 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 26,090 : : Positions : : 17,960 15,200 5,450 525 1,155 0 7,580 0 0 0 0 : : : : Changes from: October 17, 2017 : : 150 60 -90 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 58.3 20.9 2.0 4.4 0.0 29.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 22,485 : : Positions : : 17,610 13,530 0 4,355 1,280 0 130 50 0 250 180 : : : : Changes from: October 17, 2017 : : 550 915 0 -325 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 60.2 0.0 19.4 5.7 0.0 0.6 0.2 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 21,500 : : Positions : : 16,935 12,905 0 4,305 1,110 0 130 50 0 170 240 : : : : Changes from: October 17, 2017 : : 300 415 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 60.0 0.0 20.0 5.2 0.0 0.6 0.2 0.0 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 36,865 : : Positions : : 24,035 13,610 0 21,195 0 10,995 725 125 775 300 0 : : : : Changes from: October 17, 2017 : : 325 75 0 750 0 350 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 36.9 0.0 57.5 0.0 29.8 2.0 0.3 2.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 31,030 : : Positions : : 19,940 13,595 0 14,665 0 8,495 675 150 775 300 0 : : : : Changes from: October 17, 2017 : : 295 45 0 1,050 0 650 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 43.8 0.0 47.3 0.0 27.4 2.2 0.5 2.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 101,200 : : Positions : : 53,965 88,080 22,420 0 1,560 8,595 150 1,325 3,545 250 525 : : : : Changes from: October 17, 2017 : : 320 -355 -1,175 0 0 550 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 87.0 22.2 0.0 1.5 8.5 0.1 1.3 3.5 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 90,410 : : Positions : : 51,815 78,415 15,360 0 1,560 9,225 150 1,015 2,460 250 495 : : : : Changes from: October 17, 2017 : : -80 -695 -775 0 150 250 0 175 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 86.7 17.0 0.0 1.7 10.2 0.2 1.1 2.7 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 18,615 : : Positions : : 14,110 8,325 200 6,570 410 50 750 0 1,150 0 0 : : : : Changes from: October 17, 2017 : : 160 160 200 200 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 44.7 1.1 35.3 2.2 0.3 4.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 18,310 : : Positions : : 13,715 10,060 200 6,525 750 0 0 0 2,475 0 0 : : : : Changes from: October 17, 2017 : : -200 0 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 54.9 1.1 35.6 4.1 0.0 0.0 0.0 13.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 50,035 : : Positions : : 37,330 32,725 780 1,905 4,210 0 2,850 600 0 750 0 : : : : Changes from: October 17, 2017 : : 135 335 0 -200 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 65.4 1.6 3.8 8.4 0.0 5.7 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 24, 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 31,960 : : Positions : : 21,815 19,275 305 2,140 3,825 300 525 225 0 600 0 : : : : Changes from: October 17, 2017 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 60.3 1.0 6.7 12.0 0.9 1.6 0.7 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 27, 2017