Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 64,659 : : Positions : : 25,388 30,187 4,968 4,876 3,152 7,558 14,834 726 15,453 4,410 5,976 : : : : Changes from: July 11, 2017 : : 1,374 -267 -242 -87 488 -222 -130 53 -1,233 153 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 46.7 7.7 7.5 4.9 11.7 22.9 1.1 23.9 6.8 9.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 14 . . 5 . 5 6 12 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 9,300 : : Positions : : 2,524 5,454 778 1,635 35 690 996 240 4,054 0 477 : : : : Changes from: July 11, 2017 : : 101 96 -35 70 -15 10 0 0 95 -10 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 58.6 8.4 17.6 0.4 7.4 10.7 2.6 43.6 0.0 5.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 8 . . . . . . 9 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 1,212 : : Positions : : 238 656 215 28 63 220 118 107 166 39 202 : : : : Changes from: July 11, 2017 : : 10 91 51 1 -17 24 -1 10 -4 -10 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 54.1 17.8 2.3 5.2 18.2 9.7 8.8 13.7 3.2 16.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 8 . . . . . 5 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 129,471 : : Positions : : 73,967 80,297 4,205 10,145 16,454 14,664 596 3,128 5,988 7,798 10,609 : : : : Changes from: July 11, 2017 : : 706 947 123 28 196 23 22 187 212 67 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 62.0 3.2 7.8 12.7 11.3 0.5 2.4 4.6 6.0 8.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 39 . . 4 5 . 6 8 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 35,961 : : Positions : : 24,078 31,458 6,830 0 1,628 225 225 0 800 250 2,400 : : : : Changes from: July 11, 2017 : : 815 555 -335 0 260 75 -75 0 -75 0 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 87.5 19.0 0.0 4.5 0.6 0.6 0.0 2.2 0.7 6.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 19 . 0 . . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 26,214 : : Positions : : 22,770 17,617 0 5,612 1,970 0 0 0 1,250 575 200 : : : : Changes from: July 11, 2017 : : 725 525 0 275 -200 0 0 0 75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 67.2 0.0 21.4 7.5 0.0 0.0 0.0 4.8 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 184,618 : : Positions : : 149,805 119,584 16,346 20,332 6,721 5,280 17,678 3,680 2,454 16,332 286 : : : : Changes from: July 11, 2017 : : -1,311 1,696 2,045 -322 -1,021 600 -120 1,094 -30 50 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 64.8 8.9 11.0 3.6 2.9 9.6 2.0 1.3 8.8 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 35 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 64,679 : : Positions : : 47,209 37,516 9,769 14,844 1,583 213 3,039 1,043 1,500 3,329 3,325 : : : : Changes from: July 11, 2017 : : -1,146 883 17 -1,608 403 155 -24 161 575 350 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 58.0 15.1 23.0 2.4 0.3 4.7 1.6 2.3 5.1 5.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . . . . 5 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 24,401 : : Positions : : 18,856 14,758 4,062 8,090 1,028 0 0 450 0 75 0 : : : : Changes from: July 11, 2017 : : -600 325 925 150 340 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 60.5 16.6 33.2 4.2 0.0 0.0 1.8 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 56,493 : : Positions : : 46,956 40,871 1,188 3,640 7,322 0 4,050 450 540 100 0 : : : : Changes from: July 11, 2017 : : 305 5 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 72.3 2.1 6.4 13.0 0.0 7.2 0.8 1.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 56,496 : : Positions : : 48,584 41,274 1,955 8,372 3,835 0 1,975 150 1,730 425 105 : : : : Changes from: July 11, 2017 : : 245 345 85 110 50 0 0 0 250 100 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 73.1 3.5 14.8 6.8 0.0 3.5 0.3 3.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 63,562 : : Positions : : 40,870 28,050 17,460 13,455 4,485 0 0 0 385 17,400 0 : : : : Changes from: July 11, 2017 : : 380 385 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 44.1 27.5 21.2 7.1 0.0 0.0 0.0 0.6 27.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 80,598 : : Positions : : 57,247 38,034 19,545 21,220 2,865 0 0 0 635 18,174 0 : : : : Changes from: July 11, 2017 : : 2,920 1,325 150 1,195 -1,200 0 0 0 100 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 47.2 24.2 26.3 3.6 0.0 0.0 0.0 0.8 22.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 34,384 : : Positions : : 24,092 27,994 4,340 0 5,370 0 0 0 450 900 0 : : : : Changes from: July 11, 2017 : : 500 1,070 490 -80 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 81.4 12.6 0.0 15.6 0.0 0.0 0.0 1.3 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 36,302 : : Positions : : 29,027 31,900 2,440 1,290 2,700 750 0 0 1,225 0 100 : : : : Changes from: July 11, 2017 : : 255 -245 -200 300 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 87.9 6.7 3.6 7.4 2.1 0.0 0.0 3.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 13,840 : : Positions : : 13,390 10,690 300 2,250 150 0 0 0 0 750 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 77.2 2.2 16.3 1.1 0.0 0.0 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 19,540 : : Positions : : 15,693 12,305 0 746 2,021 600 1,333 0 300 2,133 700 : : : : Changes from: July 11, 2017 : : 360 73 0 55 78 0 151 0 0 80 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 63.0 0.0 3.8 10.3 3.1 6.8 0.0 1.5 10.9 3.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 0 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,845 : : Positions : : 8,380 7,900 200 530 1,210 0 400 275 120 200 300 : : : : Changes from: July 11, 2017 : : -250 -100 100 50 0 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 72.8 1.8 4.9 11.2 0.0 3.7 2.5 1.1 1.8 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 43,524 : : Positions : : 29,864 37,184 6,910 0 5,350 0 0 0 800 300 600 : : : : Changes from: July 11, 2017 : : 768 2,260 1,190 0 5 0 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 85.4 15.9 0.0 12.3 0.0 0.0 0.0 1.8 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 49,019 : : Positions : : 42,906 34,084 1,925 11,107 1,968 250 250 50 1,450 1,300 150 : : : : Changes from: July 11, 2017 : : -565 -314 0 -306 356 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 69.5 3.9 22.7 4.0 0.5 0.5 0.1 3.0 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 50,774 : : Positions : : 38,695 37,954 9,759 11,565 620 375 0 0 935 335 300 : : : : Changes from: July 11, 2017 : : 2,930 0 0 3,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 74.8 19.2 22.8 1.2 0.7 0.0 0.0 1.8 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 61,034 : : Positions : : 44,105 43,074 12,219 13,070 2,275 375 0 0 1,470 2,200 415 : : : : Changes from: July 11, 2017 : : 2,550 -300 0 3,000 -200 0 0 0 150 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 70.6 20.0 21.4 3.7 0.6 0.0 0.0 2.4 3.6 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 72,561 : : Positions : : 68,450 61,551 2,175 7,276 1,522 0 0 0 215 1,681 180 : : : : Changes from: July 11, 2017 : : 4,419 2,314 15 500 -17 0 0 0 0 1,560 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 84.8 3.0 10.0 2.1 0.0 0.0 0.0 0.3 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 103,073 : : Positions : : 90,250 87,903 4,237 7,637 935 3,200 1,376 111 3,036 3,485 1,198 : : : : Changes from: July 11, 2017 : : 5,401 2,540 10 800 -121 145 19 0 -2,187 25 618 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 85.3 4.1 7.4 0.9 3.1 1.3 0.1 2.9 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 29 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 30,123 : : Positions : : 23,934 29,145 5,136 0 903 0 0 0 100 25 50 : : : : Changes from: July 11, 2017 : : 625 300 -150 0 75 0 0 0 -175 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 96.8 17.1 0.0 3.0 0.0 0.0 0.0 0.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 43,723 : : Positions : : 34,645 32,963 3,245 2,255 3,710 600 4,550 0 1,142 0 0 : : : : Changes from: July 11, 2017 : : -2,025 1,255 2,645 -635 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 75.4 7.4 5.2 8.5 1.4 10.4 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 48,951 : : Positions : : 32,820 39,147 5,682 1,870 3,954 2,500 0 1,800 1,875 1,750 120 : : : : Changes from: July 11, 2017 : : -2,005 445 2,800 250 -285 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 80.0 11.6 3.8 8.1 5.1 0.0 3.7 3.8 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 36,937 : : Positions : : 19,929 32,604 16,748 1,668 35 0 1,740 125 0 505 20 : : : : Changes from: July 11, 2017 : : 785 1,175 765 305 -55 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 88.3 45.3 4.5 0.1 0.0 4.7 0.3 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 32,946 : : Positions : : 17,619 27,717 14,360 2,834 625 0 1,590 150 0 0 0 : : : : Changes from: July 11, 2017 : : 365 125 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 84.1 43.6 8.6 1.9 0.0 4.8 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 30,395 : : Positions : : 21,859 27,088 4,347 574 1,951 105 0 235 1,115 70 357 : : : : Changes from: July 11, 2017 : : 769 19 -590 0 254 -100 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 89.1 14.3 1.9 6.4 0.3 0.0 0.8 3.7 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,372 : : Positions : : 18,262 18,769 1,308 1,973 1,364 500 0 0 802 0 1 : : : : Changes from: July 11, 2017 : : 660 460 -200 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 83.9 5.8 8.8 6.1 2.2 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 48,025 : : Positions : : 41,259 27,829 1,110 8,253 2,944 1,410 8,102 234 915 648 0 : : : : Changes from: July 11, 2017 : : 736 390 195 210 267 -50 371 27 360 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 57.9 2.3 17.2 6.1 2.9 16.9 0.5 1.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 33,898 : : Positions : : 28,836 20,225 2,101 8,496 1,401 1,500 3,670 0 0 100 0 : : : : Changes from: July 11, 2017 : : -63 -463 300 0 0 0 600 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 59.7 6.2 25.1 4.1 4.4 10.8 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,939 : : Positions : : 13,797 11,252 1,405 0 4,787 0 3,325 900 0 625 50 : : : : Changes from: July 11, 2017 : : -171 550 1,405 -370 145 0 900 0 0 150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 53.7 6.7 0.0 22.9 0.0 15.9 4.3 0.0 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 13,275 : : Positions : : 10,468 6,900 1,500 4,925 1,300 0 0 0 0 150 0 : : : : Changes from: July 11, 2017 : : -50 150 125 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 52.0 11.3 37.1 9.8 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 18,725 : : Positions : : 8,410 18,095 8,150 0 550 395 0 10 175 0 50 : : : : Changes from: July 11, 2017 : : 0 0 -50 0 75 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 96.6 43.5 0.0 2.9 2.1 0.0 0.1 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 20,090 : : Positions : : 10,285 18,785 7,920 0 475 200 405 405 565 0 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 93.5 39.4 0.0 2.4 1.0 2.0 2.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 621,563 : : Positions : : 405,021 277,965 6,089 81,169 113,429 0 74,228 516 24,421 2,170 71,961 : : : : Changes from: July 11, 2017 : : -107 2,667 2 622 539 0 1,257 -215 4,342 -310 -2,376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 44.7 1.0 13.1 18.2 0.0 11.9 0.1 3.9 0.3 11.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 9,355 : : Positions : : 7,335 5,270 985 3,080 915 0 0 0 5 0 20 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 56.3 10.5 32.9 9.8 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 28,603 : : Positions : : 8,927 20,525 17,045 7,030 945 875 0 0 225 100 0 : : : : Changes from: July 11, 2017 : : 0 0 75 150 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 71.8 59.6 24.6 3.3 3.1 0.0 0.0 0.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 26,135 : : Positions : : 8,198 18,355 14,490 5,730 1,950 875 0 0 275 100 0 : : : : Changes from: July 11, 2017 : : 0 0 75 150 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 70.2 55.4 21.9 7.5 3.3 0.0 0.0 1.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 13,335 : : Positions : : 10,150 11,125 2,235 755 870 0 425 0 50 100 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 24,912 : : Positions : : 21,225 14,970 375 7,445 2,310 600 0 0 229 100 87 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 60.1 1.5 29.9 9.3 2.4 0.0 0.0 0.9 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 27,339 : : Positions : : 23,026 16,682 0 7,305 3,240 600 0 0 351 100 12 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 61.0 0.0 26.7 11.9 2.2 0.0 0.0 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 122,362 : : Positions : : 113,674 83,518 2,170 24,669 6,088 0 4,987 0 180 2,895 205 : : : : Changes from: July 11, 2017 : : 2,525 0 0 2,400 -1,245 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 68.3 1.8 20.2 5.0 0.0 4.1 0.0 0.1 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 26 . . 5 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 139,050 : : Positions : : 128,400 92,179 3,310 24,849 6,325 0 10,612 585 145 4,245 255 : : : : Changes from: July 11, 2017 : : 2,535 60 0 2,600 -1,243 0 -100 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 66.3 2.4 17.9 4.5 0.0 7.6 0.4 0.1 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 31 . . 4 0 4 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 217,432 : : Positions : : 161,440 143,972 5,194 11,762 10,658 16,824 3,958 9,919 7,778 31,498 5,518 : : : : Changes from: July 11, 2017 : : 1,357 2,840 -533 -3,170 1,838 -184 161 292 -157 529 462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 66.2 2.4 5.4 4.9 7.7 1.8 4.6 3.6 14.5 2.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 41 43 . . 4 5 6 6 9 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 49,980 : : Positions : : 38,080 42,295 7,495 4,965 2,345 1,030 225 75 655 50 0 : : : : Changes from: July 11, 2017 : : -150 425 395 -275 175 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 84.6 15.0 9.9 4.7 2.1 0.5 0.2 1.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 46,005 : : Positions : : 36,235 41,010 5,175 1,570 3,050 780 225 75 455 50 0 : : : : Changes from: July 11, 2017 : : -100 325 250 -175 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 89.1 11.2 3.4 6.6 1.7 0.5 0.2 1.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 220,877 : : Positions : : 139,452 125,789 2,625 34,562 52,985 20,146 0 4,909 110 1,983 650 : : : : Changes from: July 11, 2017 : : -69 -346 2,625 3,040 -3,111 140 0 -387 30 31 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 56.9 1.2 15.6 24.0 9.1 0.0 2.2 0.0 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,377 : : Positions : : 27,037 35,837 8,890 150 0 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 1,910 1,010 -900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 93.4 23.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 16 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 34,975 : : Positions : : 24,410 33,025 8,675 150 0 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 1,910 1,010 -900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 94.4 24.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 17 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 33,059 : : Positions : : 19,536 23,946 9,570 4,060 35 0 0 0 0 1,100 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 72.4 28.9 12.3 0.1 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 30,979 : : Positions : : 18,746 22,146 9,170 4,550 35 0 0 0 0 1,100 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 71.5 29.6 14.7 0.1 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,845 : : Positions : : 33,240 11,585 1,350 8,525 2,005 0 10,865 0 100 3,885 0 : : : : Changes from: July 11, 2017 : : 480 100 0 250 -300 0 0 0 50 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 29.8 3.5 21.9 5.2 0.0 28.0 0.0 0.3 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,990 : : Positions : : 33,735 12,320 1,150 10,740 2,005 0 9,415 0 100 2,680 25 : : : : Changes from: July 11, 2017 : : 480 100 0 250 -300 0 0 0 50 180 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 31.6 2.9 27.5 5.1 0.0 24.1 0.0 0.3 6.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 44,145 : : Positions : : 18,390 38,575 22,255 1,375 685 725 0 525 0 1,570 0 : : : : Changes from: July 11, 2017 : : -75 0 -25 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 87.4 50.4 3.1 1.6 1.6 0.0 1.2 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 39,885 : : Positions : : 15,965 35,755 20,765 525 620 775 0 525 0 1,395 0 : : : : Changes from: July 11, 2017 : : -225 0 125 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 89.6 52.1 1.3 1.6 1.9 0.0 1.3 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 31,300 : : Positions : : 19,830 19,035 9,235 375 1,205 0 9,845 0 100 0 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.8 29.5 1.2 3.8 0.0 31.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 28,840 : : Positions : : 17,115 17,830 9,860 450 1,080 0 8,585 0 0 200 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 -200 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 61.8 34.2 1.6 3.7 0.0 29.8 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 23,485 : : Positions : : 20,180 10,590 0 11,150 0 0 130 50 1,080 0 225 : : : : Changes from: July 11, 2017 : : 25 -25 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 45.1 0.0 47.5 0.0 0.0 0.6 0.2 4.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 22,110 : : Positions : : 19,360 10,380 0 10,340 0 0 130 50 940 0 155 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 46.9 0.0 46.8 0.0 0.0 0.6 0.2 4.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 0 . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 38,470 : : Positions : : 27,250 16,549 0 18,221 200 8,620 1,000 100 400 525 25 : : : : Changes from: July 11, 2017 : : 350 -250 0 375 0 -225 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 43.0 0.0 47.4 0.5 22.4 2.6 0.3 1.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 28,970 : : Positions : : 22,275 14,795 0 10,545 0 3,680 875 20 375 405 0 : : : : Changes from: July 11, 2017 : : 0 0 0 475 0 475 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 51.1 0.0 36.4 0.0 12.7 3.0 0.1 1.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 114,640 : : Positions : : 58,634 99,360 24,081 25 2,100 13,240 0 315 3,830 225 815 : : : : Changes from: July 11, 2017 : : -1,130 -175 650 0 0 225 0 175 280 50 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 86.7 21.0 0.0 1.8 11.5 0.0 0.3 3.3 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 100,990 : : Positions : : 53,635 87,070 17,200 675 1,820 14,935 0 315 2,520 350 265 : : : : Changes from: July 11, 2017 : : -1,245 -1,090 600 0 0 -675 0 175 180 -200 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 86.2 17.0 0.7 1.8 14.8 0.0 0.3 2.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 20,360 : : Positions : : 16,460 9,400 0 7,100 875 0 700 0 650 0 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 46.2 0.0 34.9 4.3 0.0 3.4 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 20,020 : : Positions : : 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 15,995 : : Positions : : 8,220 11,935 415 800 530 5,350 0 0 0 1,250 0 : : : : Changes from: July 11, 2017 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 74.6 2.6 5.0 3.3 33.4 0.0 0.0 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 46,995 : : Positions : : 37,170 31,175 945 3,135 1,760 0 3,950 150 50 25 0 : : : : Changes from: July 11, 2017 : : 55 80 0 0 0 0 0 0 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 66.3 2.0 6.7 3.7 0.0 8.4 0.3 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 32,295 : : Positions : : 23,030 19,215 830 2,995 3,040 0 2,250 0 600 0 0 : : : : Changes from: July 11, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 59.5 2.6 9.3 9.4 0.0 7.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 21, 2017