Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 48,296 : : Positions : : 13,828 24,402 4,098 2,173 2,196 3,504 7,214 2,013 14,411 2,709 7,028 : : : : Changes from: October 24, 2017 : : -4,844 -1,595 -233 -785 -438 -398 -1,551 392 647 -658 -975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 50.5 8.5 4.5 4.5 7.3 14.9 4.2 29.8 5.6 14.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 13 13 . . 4 . 5 5 11 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 5,626 : : Positions : : 547 2,868 401 1,500 0 835 362 165 2,974 6 394 : : : : Changes from: October 24, 2017 : : -589 -1,674 -263 -291 0 150 -81 -60 -1,130 6 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 51.0 7.1 26.7 0.0 14.8 6.4 2.9 52.9 0.1 7.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 6 . . 0 . . . 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 73,689 : : Positions : : 44,142 53,342 5,071 8,388 5,504 13,411 126 238 3,511 4,542 874 : : : : Changes from: October 24, 2017 : : -924 -294 546 -42 -336 357 0 0 -84 252 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 72.4 6.9 11.4 7.5 18.2 0.2 0.3 4.8 6.2 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 31, 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 34,817 : : Positions : : 28,364 27,697 1,633 4,475 1,745 550 225 0 1,900 75 575 : : : : Changes from: October 24, 2017 : : -220 -200 -100 230 100 175 0 0 200 50 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 79.6 4.7 12.9 5.0 1.6 0.6 0.0 5.5 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 21,519 : : Positions : : 19,109 15,107 0 4,052 1,310 0 0 0 475 725 300 : : : : Changes from: October 24, 2017 : : -75 -275 0 100 -20 0 0 0 -100 250 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 70.2 0.0 18.8 6.1 0.0 0.0 0.0 2.2 3.4 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 172,926 : : Positions : : 136,684 118,100 17,646 17,833 5,873 6,420 15,373 3,321 2,265 11,756 660 : : : : Changes from: October 24, 2017 : : -54 -1,105 412 819 -139 -325 -35 60 -240 125 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 68.3 10.2 10.3 3.4 3.7 8.9 1.9 1.3 6.8 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 35 4 . . . 5 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 58,672 : : Positions : : 44,525 35,071 7,630 10,802 2,374 778 7,725 1,175 1,725 1,075 400 : : : : Changes from: October 24, 2017 : : 996 686 -25 275 -153 115 450 -50 500 -25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 59.8 13.0 18.4 4.0 1.3 13.2 2.0 2.9 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 19 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 58,463 : : Positions : : 45,564 41,619 2,409 3,225 8,864 400 3,475 225 110 100 725 : : : : Changes from: October 24, 2017 : : -330 -210 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 71.2 4.1 5.5 15.2 0.7 5.9 0.4 0.2 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 65,521 : : Positions : : 56,189 43,748 2,020 14,572 5,096 80 375 200 940 700 780 : : : : Changes from: October 24, 2017 : : -150 130 0 -275 85 -95 0 35 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 66.8 3.1 22.2 7.8 0.1 0.6 0.3 1.4 1.1 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 66,359 : : Positions : : 40,454 30,236 21,115 15,700 2,480 50 0 0 2,028 17,650 139 : : : : Changes from: October 24, 2017 : : -160 395 470 0 0 0 0 0 55 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 45.6 31.8 23.7 3.7 0.1 0.0 0.0 3.1 26.6 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 31, 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 87,891 : : Positions : : 55,896 38,401 27,390 28,855 1,495 50 0 0 3,058 18,950 0 : : : : Changes from: October 24, 2017 : : 540 545 350 325 0 0 0 0 60 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 43.7 31.2 32.8 1.7 0.1 0.0 0.0 3.5 21.6 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 25 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 33,627 : : Positions : : 22,685 29,932 6,715 0 3,605 0 0 0 600 0 0 : : : : Changes from: October 24, 2017 : : -329 -59 -30 0 25 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 89.0 20.0 0.0 10.7 0.0 0.0 0.0 1.8 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 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 37,193 : : Positions : : 28,788 29,866 2,110 2,435 4,460 375 420 0 1,400 0 0 : : : : Changes from: October 24, 2017 : : 618 -157 -250 600 250 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.3 5.7 6.5 12.0 1.0 1.1 0.0 3.8 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 31, 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 24, 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 31, 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 22,661 : : Positions : : 15,318 14,368 0 5,308 780 1,720 0 0 2,900 210 1,700 : : : : Changes from: October 24, 2017 : : 19 823 0 60 0 20 0 0 700 -140 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 63.4 0.0 23.4 3.4 7.6 0.0 0.0 12.8 0.9 7.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 9,790 : : Positions : : 8,325 8,185 450 585 460 0 75 0 0 140 210 : : : : Changes from: October 24, 2017 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 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 31, 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 41,489 : : Positions : : 27,809 38,304 10,945 0 2,635 0 50 0 0 350 0 : : : : Changes from: October 24, 2017 : : -125 -60 15 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 92.3 26.4 0.0 6.4 0.0 0.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 22 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 52,348 : : Positions : : 45,488 34,883 1,655 13,960 2,095 0 300 0 2,175 1,000 50 : : : : Changes from: October 24, 2017 : : 20 190 0 5 -125 0 0 0 325 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 66.6 3.2 26.7 4.0 0.0 0.6 0.0 4.2 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 50,005 : : Positions : : 39,280 38,140 8,245 10,615 620 125 0 0 1,215 0 335 : : : : Changes from: October 24, 2017 : : 975 890 0 0 0 -175 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 76.3 16.5 21.2 1.2 0.2 0.0 0.0 2.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 57,361 : : Positions : : 43,485 40,596 9,326 12,730 2,095 25 0 0 2,240 1,500 175 : : : : Changes from: October 24, 2017 : : 940 790 0 0 0 -175 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 70.8 16.3 22.2 3.7 0.0 0.0 0.0 3.9 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 81,202 : : Positions : : 76,554 71,250 2,478 6,937 1,711 0 0 0 145 854 168 : : : : Changes from: October 24, 2017 : : 3,674 3,774 125 -560 280 0 0 0 -15 570 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 87.7 3.1 8.5 2.1 0.0 0.0 0.0 0.2 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 103,220 : : Positions : : 89,449 88,400 4,903 8,003 3,077 1,030 542 18 3,340 1,846 1,055 : : : : Changes from: October 24, 2017 : : 5,140 4,740 77 -763 237 10 -102 0 -457 906 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 85.6 4.8 7.8 3.0 1.0 0.5 0.0 3.2 1.8 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 28 . . . . 4 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 32,499 : : Positions : : 24,099 32,185 8,131 0 139 0 0 0 100 175 0 : : : : Changes from: October 24, 2017 : : 385 385 50 0 -50 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 99.0 25.0 0.0 0.4 0.0 0.0 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 38,923 : : Positions : : 31,073 25,607 1,745 4,340 3,960 0 4,630 120 1,781 0 66 : : : : Changes from: October 24, 2017 : : -175 -275 0 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 65.8 4.5 11.2 10.2 0.0 11.9 0.3 4.6 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 31, 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 41,194 : : Positions : : 24,815 31,646 7,116 2,065 3,868 1,550 50 1,800 1,640 1,450 255 : : : : Changes from: October 24, 2017 : : 190 100 -100 0 48 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 76.8 17.3 5.0 9.4 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 31, 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 44,429 : : Positions : : 22,431 39,692 21,463 1,432 125 0 1,665 210 125 1,300 0 : : : : Changes from: October 24, 2017 : : 220 1,090 0 0 0 0 -750 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 89.3 48.3 3.2 0.3 0.0 3.7 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 31, 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 34,065 19,575 642 408 0 2,435 25 500 0 0 : : : : Changes from: October 24, 2017 : : 0 741 0 9 0 0 -750 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 90.3 51.9 1.7 1.1 0.0 6.5 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 31, 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 28,944 : : Positions : : 22,541 23,618 1,114 0 2,808 75 2,015 0 1,894 225 128 : : : : Changes from: October 24, 2017 : : 2,029 1,334 -495 0 605 0 200 0 35 50 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 81.6 3.8 0.0 9.7 0.3 7.0 0.0 6.5 0.8 0.4 : : : : 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 31, 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 23,755 : : Positions : : 20,264 19,300 744 2,175 889 0 575 435 1,302 200 1 : : : : Changes from: October 24, 2017 : : 860 400 0 200 300 0 200 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 81.2 3.1 9.2 3.7 0.0 2.4 1.8 5.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 53,754 : : Positions : : 47,655 33,117 1,256 9,759 3,048 150 6,880 0 635 150 775 : : : : Changes from: October 24, 2017 : : 2,265 1,813 -110 -443 428 -900 -130 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 61.6 2.3 18.2 5.7 0.3 12.8 0.0 1.2 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 20 . 4 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 37,672 : : Positions : : 31,749 22,555 3,901 11,267 1,092 150 1,480 350 50 900 25 : : : : Changes from: October 24, 2017 : : 773 923 650 300 -212 -900 -675 225 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 59.9 10.4 29.9 2.9 0.4 3.9 0.9 0.1 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 23,417 : : Positions : : 11,887 15,967 7,416 0 3,375 0 3,375 525 25 125 0 : : : : Changes from: October 24, 2017 : : -364 400 300 0 0 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 68.2 31.7 0.0 14.4 0.0 14.4 2.2 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 16,925 : : Positions : : 8,130 16,330 6,660 0 565 360 0 0 735 0 0 : : : : Changes from: October 24, 2017 : : 0 25 -150 0 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 96.5 39.4 0.0 3.3 2.1 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 17,125 : : Positions : : 8,550 16,550 7,030 0 535 360 0 0 370 0 0 : : : : Changes from: October 24, 2017 : : 10 25 -160 0 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 96.6 41.1 0.0 3.1 2.1 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 24, 2017 : : 0 0 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: 21 : : 6 9 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 14,485 : : Positions : : 7,415 13,050 5,425 460 690 0 25 0 680 0 0 : : : : Changes from: October 24, 2017 : : 150 325 0 0 0 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 90.1 37.5 3.2 4.8 0.0 0.2 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 16,520 : : Positions : : 9,600 13,560 5,650 2,360 315 0 25 0 680 0 0 : : : : Changes from: October 24, 2017 : : 150 325 0 0 0 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 82.1 34.2 14.3 1.9 0.0 0.2 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 24, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 31, 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 22,873 : : Positions : : 8,501 14,915 11,570 6,415 1,175 540 50 200 150 100 0 : : : : Changes from: October 24, 2017 : : 385 -1,150 -1,170 -25 350 -400 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 65.2 50.6 28.0 5.1 2.4 0.2 0.9 0.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 21,072 : : Positions : : 7,844 13,610 9,825 5,065 2,030 540 50 200 150 100 0 : : : : Changes from: October 24, 2017 : : 395 -1,150 -1,170 -25 335 -400 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 64.6 46.6 24.0 9.6 2.6 0.2 0.9 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 9,790 : : Positions : : 7,395 7,950 1,375 850 655 0 275 0 0 0 0 : : : : Changes from: October 24, 2017 : : 585 100 -300 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 81.2 14.0 8.7 6.7 0.0 2.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 7,930 : : Positions : : 6,145 6,145 955 900 545 0 200 0 0 0 0 : : : : Changes from: October 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 77.5 12.0 11.3 6.9 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 24,182 : : Positions : : 18,973 15,123 2,245 6,590 2,330 200 0 0 388 75 4 : : : : Changes from: October 24, 2017 : : 36 -25 0 -170 15 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 62.5 9.3 27.3 9.6 0.8 0.0 0.0 1.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 25,295 : : Positions : : 19,826 15,281 2,295 7,265 2,545 200 0 0 388 125 4 : : : : Changes from: October 24, 2017 : : 15 -75 0 -170 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 60.4 9.1 28.7 10.1 0.8 0.0 0.0 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 111,785 : : Positions : : 100,089 79,621 4,065 19,992 5,566 750 2,585 80 450 3,275 620 : : : : Changes from: October 24, 2017 : : 145 450 0 -270 340 0 -50 0 80 90 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 71.2 3.6 17.9 5.0 0.7 2.3 0.1 0.4 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 32 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 127,320 : : Positions : : 115,718 89,770 1,750 22,484 7,042 950 3,880 360 560 3,195 455 : : : : Changes from: October 24, 2017 : : 1,035 360 0 295 -200 50 240 -90 0 190 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 70.5 1.4 17.7 5.5 0.7 3.0 0.3 0.4 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 30 . . 4 . 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 228,142 : : Positions : : 154,748 148,705 9,209 9,175 15,151 20,300 11,777 11,847 6,098 20,782 10,482 : : : : Changes from: October 24, 2017 : : 2,752 4,265 107 -3,159 -823 -345 705 450 -390 347 -930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 65.2 4.0 4.0 6.6 8.9 5.2 5.2 2.7 9.1 4.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 38 40 5 . 5 5 11 8 7 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 42,474 : : Positions : : 30,606 33,639 7,535 7,260 1,435 2,135 50 40 400 25 0 : : : : Changes from: October 24, 2017 : : -1,325 345 -300 -1,545 70 325 -125 -75 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 79.2 17.7 17.1 3.4 5.0 0.1 0.1 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 39,794 : : Positions : : 29,456 32,924 6,160 5,105 1,585 1,885 50 80 350 25 0 : : : : Changes from: October 24, 2017 : : -990 80 -300 -945 95 325 -125 -75 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 82.7 15.5 12.8 4.0 4.7 0.1 0.2 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 121,676 : : Positions : : 71,982 90,180 1,814 4,795 24,869 20,298 0 1,832 840 0 0 : : : : Changes from: October 24, 2017 : : 378 -42 -420 0 420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 74.1 1.5 3.9 20.4 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 31, 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 32,949 : : Positions : : 25,392 28,357 3,310 405 595 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 140 380 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 86.1 10.0 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 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 31,465 : : Positions : : 23,645 26,825 3,510 405 480 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 180 420 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 85.3 11.2 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 31, 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 12,345 : : Positions : : 10,975 4,240 0 1,150 200 0 5,485 0 0 100 0 : : : : Changes from: October 24, 2017 : : 0 0 0 -75 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 34.3 0.0 9.3 1.6 0.0 44.4 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 31, 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 24,082 11,570 315 1,385 0 400 0 0 2,550 0 : : : : Changes from: October 24, 2017 : : 0 -350 0 0 0 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 75.6 36.3 1.0 4.3 0.0 1.3 0.0 0.0 8.0 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 31, 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 30,470 : : Positions : : 15,124 22,824 11,590 820 1,385 0 400 0 0 2,550 0 : : : : Changes from: October 24, 2017 : : 100 -250 0 0 0 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 74.9 38.0 2.7 4.5 0.0 1.3 0.0 0.0 8.4 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 31, 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 33,505 : : Positions : : 26,865 8,710 975 5,830 2,425 0 10,750 0 100 2,880 0 : : : : Changes from: October 24, 2017 : : 150 -300 0 755 0 0 -280 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 26.0 2.9 17.4 7.2 0.0 32.1 0.0 0.3 8.6 0.0 : : : : 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 31, 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 33,880 : : Positions : : 27,310 9,555 900 7,160 2,425 0 10,050 0 100 1,775 0 : : : : Changes from: October 24, 2017 : : 225 -225 0 755 0 0 -280 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 28.2 2.7 21.1 7.2 0.0 29.7 0.0 0.3 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 39,340 : : Positions : : 16,290 34,140 19,935 1,475 595 700 0 350 150 1,410 75 : : : : Changes from: October 24, 2017 : : 0 350 650 200 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 86.8 50.7 3.7 1.5 1.8 0.0 0.9 0.4 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 36,730 : : Positions : : 14,585 32,390 19,390 950 520 700 0 350 150 1,510 75 : : : : Changes from: October 24, 2017 : : 0 350 650 200 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 88.2 52.8 2.6 1.4 1.9 0.0 1.0 0.4 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 26,610 : : Positions : : 18,480 13,520 3,850 1,125 2,125 0 7,580 0 0 0 0 : : : : Changes from: October 24, 2017 : : 520 -1,680 -1,600 600 970 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 50.8 14.5 4.2 8.0 0.0 28.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 22,665 : : Positions : : 17,590 13,635 0 4,230 1,280 0 130 50 0 250 180 : : : : Changes from: October 24, 2017 : : -20 105 0 -125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 60.2 0.0 18.7 5.6 0.0 0.6 0.2 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 21,680 : : Positions : : 16,915 13,010 0 4,180 1,110 0 130 50 0 170 240 : : : : Changes from: October 24, 2017 : : -20 105 0 -125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 60.0 0.0 19.3 5.1 0.0 0.6 0.2 0.0 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 37,945 : : Positions : : 24,450 13,440 0 22,260 125 11,320 625 125 825 300 0 : : : : Changes from: October 24, 2017 : : 415 -170 0 1,065 125 325 -100 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 35.4 0.0 58.7 0.3 29.8 1.6 0.3 2.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 31,825 : : Positions : : 20,255 13,735 0 15,245 25 8,745 575 150 825 300 0 : : : : Changes from: October 24, 2017 : : 315 140 0 580 25 250 -100 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 43.2 0.0 47.9 0.1 27.5 1.8 0.5 2.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 102,460 : : Positions : : 53,515 90,395 25,865 0 1,535 7,990 150 1,425 3,470 250 575 : : : : Changes from: October 24, 2017 : : -450 2,315 3,445 0 -25 -605 0 100 -75 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 88.2 25.2 0.0 1.5 7.8 0.1 1.4 3.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 90,890 : : Positions : : 51,320 80,275 18,320 0 1,535 8,695 150 1,015 2,385 250 545 : : : : Changes from: October 24, 2017 : : -495 1,860 2,960 0 -25 -530 0 0 -75 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 88.3 20.2 0.0 1.7 9.6 0.2 1.1 2.6 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 18,365 : : Positions : : 14,440 8,155 200 7,070 235 50 750 0 1,150 0 0 : : : : Changes from: October 24, 2017 : : 330 -170 0 500 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 44.4 1.1 38.5 1.3 0.3 4.1 0.0 6.3 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 31, 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 9,560 200 7,025 700 0 0 0 2,475 0 0 : : : : Changes from: October 24, 2017 : : 0 -500 0 500 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 52.2 1.1 38.4 3.8 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 31, 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 49,985 : : Positions : : 37,230 32,625 780 1,905 4,210 0 2,850 600 0 750 0 : : : : Changes from: October 24, 2017 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 65.3 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 31, 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 31,935 : : Positions : : 21,815 19,275 305 2,215 3,750 300 450 225 0 600 0 : : : : Changes from: October 24, 2017 : : 0 0 0 75 -75 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 60.4 1.0 6.9 11.7 0.9 1.4 0.7 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 3, 2017