Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 48,458 : : Positions : : 13,820 25,130 4,174 2,199 2,160 4,001 7,214 1,457 14,506 2,800 7,036 : : : : Changes from: November 7, 2017 : : -362 -327 0 44 -54 365 840 -1,009 341 -102 -228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 51.9 8.6 4.5 4.5 8.3 14.9 3.0 29.9 5.8 14.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 13 13 . . 4 . 5 5 11 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 5,846 : : Positions : : 567 3,093 401 1,510 0 775 377 165 3,223 0 355 : : : : Changes from: November 7, 2017 : : 40 115 0 20 0 -60 0 0 145 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 52.9 6.9 25.8 0.0 13.3 6.4 2.8 55.1 0.0 6.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 6 . . 0 . . . 11 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 67,996 : : Positions : : 40,872 49,367 4,785 7,464 5,482 11,827 82 172 3,379 4,300 500 : : : : Changes from: November 7, 2017 : : -80 -80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 72.6 7.0 11.0 8.1 17.4 0.1 0.3 5.0 6.3 0.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 26 . . 4 4 . . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 34,957 : : Positions : : 28,229 27,247 183 4,265 2,695 525 225 0 2,925 125 400 : : : : Changes from: November 7, 2017 : : 1,075 450 -425 300 290 -100 0 -25 250 50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 77.9 0.5 12.2 7.7 1.5 0.6 0.0 8.4 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 21,334 : : Positions : : 19,774 13,712 0 5,362 935 0 0 0 325 1,025 300 : : : : Changes from: November 7, 2017 : : 1,295 595 0 700 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 64.3 0.0 25.1 4.4 0.0 0.0 0.0 1.5 4.8 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 169,100 : : Positions : : 136,537 116,382 15,583 17,988 4,162 7,135 14,523 3,041 1,580 11,969 1,005 : : : : Changes from: November 7, 2017 : : 2,167 713 -994 1,230 -572 510 40 -390 460 145 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 68.8 9.2 10.6 2.5 4.2 8.6 1.8 0.9 7.1 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 33 . . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 57,438 : : Positions : : 43,340 33,102 8,530 11,180 1,931 877 9,300 700 1,850 1,025 200 : : : : Changes from: November 7, 2017 : : 384 200 100 275 -375 16 -175 -25 25 225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 57.6 14.9 19.5 3.4 1.5 16.2 1.2 3.2 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 28,051 : : Positions : : 21,859 17,891 5,517 9,240 375 0 150 300 0 75 0 : : : : Changes from: November 7, 2017 : : 774 1,249 700 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 63.8 19.7 32.9 1.3 0.0 0.5 1.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 58,223 : : Positions : : 44,136 40,536 2,691 4,370 8,952 400 3,550 150 1,375 100 360 : : : : Changes from: November 7, 2017 : : 1,285 470 175 1,200 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 69.6 4.6 7.5 15.4 0.7 6.1 0.3 2.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 64,305 : : Positions : : 54,893 42,017 1,995 15,565 5,053 110 275 120 1,685 975 240 : : : : Changes from: November 7, 2017 : : 1,855 520 15 1,315 -205 90 -150 -30 -100 175 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 65.3 3.1 24.2 7.9 0.2 0.4 0.2 2.6 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 65,610 : : Positions : : 40,747 28,974 19,460 12,535 3,380 0 0 0 1,607 20,250 344 : : : : Changes from: November 7, 2017 : : 55 -40 255 -2,400 900 0 0 0 -250 2,500 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 44.2 29.7 19.1 5.2 0.0 0.0 0.0 2.4 30.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 88,680 : : Positions : : 56,972 38,365 25,515 23,550 3,645 0 0 0 2,547 20,850 0 : : : : Changes from: November 7, 2017 : : 55 -40 255 -4,500 2,150 0 0 0 -250 2,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 43.3 28.8 26.6 4.1 0.0 0.0 0.0 2.9 23.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 33,307 : : Positions : : 22,737 29,147 6,030 0 4,040 0 0 0 500 0 0 : : : : Changes from: November 7, 2017 : : -973 -770 525 0 -525 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 87.5 18.1 0.0 12.1 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 35,593 : : Positions : : 28,698 29,228 1,345 2,055 4,190 250 0 0 1,050 0 0 : : : : Changes from: November 7, 2017 : : 1,525 67 -1,615 -80 630 0 -420 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 82.1 3.8 5.8 11.8 0.7 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 22,432 : : Positions : : 14,012 13,437 0 5,820 820 1,786 0 0 3,650 110 1,950 : : : : Changes from: November 7, 2017 : : -335 -1,050 0 -190 40 -100 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 59.9 0.0 25.9 3.7 8.0 0.0 0.0 16.3 0.5 8.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 43,021 : : Positions : : 29,586 39,631 10,415 0 2,920 0 50 0 100 300 0 : : : : Changes from: November 7, 2017 : : -643 399 780 0 -675 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 92.1 24.2 0.0 6.8 0.0 0.1 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 48,471 : : Positions : : 43,161 32,076 1,310 14,815 1,110 0 0 0 1,950 250 0 : : : : Changes from: November 7, 2017 : : -1,528 -2,660 -130 1,535 -985 0 -300 0 -75 -300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 66.2 2.7 30.6 2.3 0.0 0.0 0.0 4.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 46,454 : : Positions : : 36,337 34,959 7,847 10,245 620 0 0 0 1,135 215 335 : : : : Changes from: November 7, 2017 : : -50 0 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 75.3 16.9 22.1 1.3 0.0 0.0 0.0 2.4 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 53,178 : : Positions : : 40,227 37,193 8,806 11,940 2,095 0 0 0 1,875 1,715 175 : : : : Changes from: November 7, 2017 : : -100 -50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 69.9 16.6 22.5 3.9 0.0 0.0 0.0 3.5 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 84,567 : : Positions : : 79,254 72,609 2,790 7,907 1,455 0 0 0 110 1,613 729 : : : : Changes from: November 7, 2017 : : 3,027 1,243 -590 899 -365 0 0 0 110 415 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 85.9 3.3 9.3 1.7 0.0 0.0 0.0 0.1 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 106,243 : : Positions : : 94,008 92,271 4,979 8,090 3,010 50 638 12 2,500 708 1,255 : : : : Changes from: November 7, 2017 : : 5,543 2,910 -895 126 -104 0 90 0 -1,404 123 490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 86.8 4.7 7.6 2.8 0.0 0.6 0.0 2.4 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 27 . . . . 4 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 33,174 : : Positions : : 24,487 32,986 8,451 0 38 0 0 0 150 150 0 : : : : Changes from: November 7, 2017 : : 2,231 2,576 325 0 -13 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 99.4 25.5 0.0 0.1 0.0 0.0 0.0 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 37,104 : : Positions : : 29,375 24,286 1,775 4,170 3,830 0 4,550 0 1,734 0 88 : : : : Changes from: November 7, 2017 : : -265 -265 0 -50 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 65.5 4.8 11.2 10.3 0.0 12.3 0.0 4.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 39,587 : : Positions : : 23,185 30,604 7,064 1,765 3,868 1,550 0 1,800 1,520 1,400 150 : : : : Changes from: November 7, 2017 : : 80 80 0 -50 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 77.3 17.8 4.5 9.8 3.9 0.0 4.5 3.8 3.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 44,375 : : Positions : : 21,936 39,998 21,998 1,216 131 0 1,625 100 150 1,300 0 : : : : Changes from: November 7, 2017 : : 785 1,995 1,325 -40 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 90.1 49.6 2.7 0.3 0.0 3.7 0.2 0.3 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 37,375 : : Positions : : 16,468 34,061 20,353 529 335 0 2,310 0 150 0 0 : : : : Changes from: November 7, 2017 : : 315 1,185 1,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 91.1 54.5 1.4 0.9 0.0 6.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 27,294 : : Positions : : 21,459 22,617 1,289 0 2,375 75 1,970 0 1,640 225 87 : : : : Changes from: November 7, 2017 : : -31 -131 80 0 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 82.9 4.7 0.0 8.7 0.3 7.2 0.0 6.0 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 5 0 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 23,534 : : Positions : : 20,316 19,500 584 1,843 906 0 690 320 1,303 175 0 : : : : Changes from: November 7, 2017 : : 75 150 0 -75 68 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 82.9 2.5 7.8 3.8 0.0 2.9 1.4 5.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 53,064 : : Positions : : 46,962 33,319 1,672 8,776 3,079 0 6,895 0 340 155 775 : : : : Changes from: November 7, 2017 : : 2,040 1,483 -356 326 413 0 5 0 10 -145 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 62.8 3.2 16.5 5.8 0.0 13.0 0.0 0.6 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 19 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 37,344 : : Positions : : 32,034 22,309 3,587 10,690 1,018 0 2,485 245 50 585 0 : : : : Changes from: November 7, 2017 : : 1,099 198 -795 -204 478 0 360 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 59.7 9.6 28.6 2.7 0.0 6.7 0.7 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 21,547 : : Positions : : 11,311 15,047 6,411 0 3,450 0 2,650 350 25 50 0 : : : : Changes from: November 7, 2017 : : -250 50 300 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 69.8 29.8 0.0 16.0 0.0 12.3 1.6 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 15,825 : : Positions : : 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0 : : : : Changes from: November 7, 2017 : : 510 0 -95 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 15,945 : : Positions : : 7,480 15,450 6,310 0 475 465 0 0 955 0 0 : : : : Changes from: November 7, 2017 : : 430 0 -145 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 96.9 39.6 0.0 3.0 2.9 0.0 0.0 6.0 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 November 14, 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 1,681 : : Positions : : 615 1,476 369 0 0 0 205 0 656 0 0 : : : : Changes from: November 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 87.8 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 November 14, 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 13,760 : : Positions : : 7,595 12,360 4,890 755 395 0 0 0 820 0 0 : : : : Changes from: November 7, 2017 : : 100 50 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 89.8 35.5 5.5 2.9 0.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 15,900 : : Positions : : 9,730 12,895 5,065 2,530 225 0 0 0 820 0 0 : : : : Changes from: November 7, 2017 : : 100 50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 81.1 31.9 15.9 1.4 0.0 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 23,760 : : Positions : : 8,434 16,460 13,980 5,890 710 110 325 325 50 50 0 : : : : Changes from: November 7, 2017 : : 692 820 1,000 -100 0 -125 275 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 69.3 58.8 24.8 3.0 0.5 1.4 1.4 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 20,527 : : Positions : : 7,686 13,775 10,295 4,565 1,485 110 325 325 50 50 0 : : : : Changes from: November 7, 2017 : : 61 150 300 -100 0 -125 275 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 67.1 50.2 22.2 7.2 0.5 1.6 1.6 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 8,925 : : Positions : : 7,670 6,905 225 840 1,000 0 50 0 0 0 0 : : : : Changes from: November 7, 2017 : : 1,180 70 -800 0 285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 7,485 : : Positions : : 6,660 5,500 0 1,060 795 0 0 0 0 0 0 : : : : Changes from: November 7, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 73.5 0.0 14.2 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 23,524 : : Positions : : 18,890 14,752 2,480 4,635 1,625 100 0 0 380 2,510 2 : : : : Changes from: November 7, 2017 : : 335 10 -5 -1,475 -25 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 62.7 10.5 19.7 6.9 0.4 0.0 0.0 1.6 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 24,227 : : Positions : : 19,473 14,510 2,505 5,440 1,725 100 0 0 380 2,535 2 : : : : Changes from: November 7, 2017 : : 265 -70 -10 -1,470 -30 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 59.9 10.3 22.5 7.1 0.4 0.0 0.0 1.6 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 108,246 : : Positions : : 95,900 76,374 3,760 21,115 4,991 700 2,420 65 2,250 2,825 410 : : : : Changes from: November 7, 2017 : : 156 400 0 1,796 -1,040 0 70 0 1,910 -200 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 70.6 3.5 19.5 4.6 0.6 2.2 0.1 2.1 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 30 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 121,129 : : Positions : : 111,158 83,776 1,620 25,320 4,721 900 4,310 0 2,385 2,780 180 : : : : Changes from: November 7, 2017 : : 1,654 398 0 2,746 -1,896 0 370 0 1,910 -200 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 69.2 1.3 20.9 3.9 0.7 3.6 0.0 2.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 28 . . 4 . 4 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 223,170 : : Positions : : 150,859 152,792 6,571 11,984 16,502 24,053 6,517 9,358 4,933 15,356 10,100 : : : : Changes from: November 7, 2017 : : -541 2,310 -1,622 -2,567 1,907 913 -70 591 150 -613 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 68.5 2.9 5.4 7.4 10.8 2.9 4.2 2.2 6.9 4.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 35 39 4 . 4 8 6 8 7 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 40,844 : : Positions : : 29,436 31,879 6,910 7,605 1,260 2,595 0 50 300 25 0 : : : : Changes from: November 7, 2017 : : 470 0 0 940 -150 470 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 78.1 16.9 18.6 3.1 6.4 0.0 0.1 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 38,584 : : Positions : : 28,481 31,094 5,785 5,980 1,345 2,345 0 115 250 25 0 : : : : Changes from: November 7, 2017 : : 470 0 0 940 -180 470 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 80.6 15.0 15.5 3.5 6.1 0.0 0.3 0.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 113,654 : : Positions : : 65,619 86,337 5,384 4,186 21,299 18,660 0 1,832 840 0 0 : : : : Changes from: November 7, 2017 : : -866 -866 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 76.0 4.7 3.7 18.7 16.4 0.0 1.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 29,525 : : Positions : : 22,220 24,945 3,035 380 480 0 0 0 0 0 0 : : : : Changes from: November 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 84.5 10.3 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 30,544 : : Positions : : 15,210 23,130 11,140 200 1,325 0 350 0 0 2,500 0 : : : : Changes from: November 7, 2017 : : 60 150 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 75.7 36.5 0.7 4.3 0.0 1.1 0.0 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 18 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 29,422 : : Positions : : 14,616 22,146 11,240 650 1,385 0 350 0 0 2,500 0 : : : : Changes from: November 7, 2017 : : 35 125 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 75.3 38.2 2.2 4.7 0.0 1.2 0.0 0.0 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 18 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 30,485 : : Positions : : 24,115 8,225 1,150 4,980 2,425 0 10,135 0 0 2,135 0 : : : : Changes from: November 7, 2017 : : -275 225 300 700 0 0 -300 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 27.0 3.8 16.3 8.0 0.0 33.2 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 30,880 : : Positions : : 24,590 8,770 1,100 5,940 2,425 0 9,635 0 0 1,555 0 : : : : Changes from: November 7, 2017 : : -235 -10 300 375 0 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 28.4 3.6 19.2 7.9 0.0 31.2 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 37,015 : : Positions : : 15,630 31,465 17,490 1,425 545 675 0 325 100 970 75 : : : : Changes from: November 7, 2017 : : 0 -100 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 85.0 47.3 3.8 1.5 1.8 0.0 0.9 0.3 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 34,060 : : Positions : : 13,935 29,350 16,520 875 495 675 0 325 100 1,020 75 : : : : Changes from: November 7, 2017 : : 0 -300 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 86.2 48.5 2.6 1.5 2.0 0.0 1.0 0.3 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 24,565 : : Positions : : 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0 : : : : Changes from: November 7, 2017 : : 495 -325 -1,720 -900 1,360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 22,215 : : Positions : : 16,620 13,230 0 4,260 1,505 0 130 50 40 50 140 : : : : Changes from: November 7, 2017 : : 20 90 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 59.6 0.0 19.2 6.8 0.0 0.6 0.2 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 20,820 : : Positions : : 15,830 12,260 0 4,080 1,405 0 130 50 110 50 130 : : : : Changes from: November 7, 2017 : : 50 0 0 60 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 58.9 0.0 19.6 6.7 0.0 0.6 0.2 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 36,110 : : Positions : : 23,150 11,600 0 22,530 35 10,925 750 0 975 200 0 : : : : Changes from: November 7, 2017 : : -230 -430 0 975 -40 775 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 32.1 0.0 62.4 0.1 30.3 2.1 0.0 2.7 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 30,980 : : Positions : : 19,355 12,495 0 15,855 25 8,840 650 75 975 200 0 : : : : Changes from: November 7, 2017 : : -230 -230 0 525 -50 525 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 40.3 0.0 51.2 0.1 28.5 2.1 0.2 3.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 98,585 : : Positions : : 49,640 86,835 28,610 0 1,310 7,250 125 1,680 1,845 100 575 : : : : Changes from: November 7, 2017 : : 545 685 2,055 0 200 -1,075 0 350 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 88.1 29.0 0.0 1.3 7.4 0.1 1.7 1.9 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 86,945 : : Positions : : 46,980 77,635 22,065 0 1,440 7,640 150 1,190 1,245 100 545 : : : : Changes from: November 7, 2017 : : -325 1,170 2,320 0 150 -825 0 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 89.3 25.4 0.0 1.7 8.8 0.2 1.4 1.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 16,805 : : Positions : : 13,335 7,005 200 6,730 235 0 750 0 800 0 0 : : : : Changes from: November 7, 2017 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 41.7 1.2 40.0 1.4 0.0 4.5 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 17,260 : : Positions : : 12,760 8,920 200 6,355 950 0 0 0 2,125 0 0 : : : : Changes from: November 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 51.7 1.2 36.8 5.5 0.0 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 48,105 : : Positions : : 36,315 31,695 765 2,005 4,110 0 2,900 550 0 600 0 : : : : Changes from: November 7, 2017 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 65.9 1.6 4.2 8.5 0.0 6.0 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 30,225 : : Positions : : 20,570 17,800 450 2,765 3,455 300 275 225 0 600 0 : : : : Changes from: November 7, 2017 : : 70 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 58.9 1.5 9.1 11.4 1.0 0.9 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 17, 2017