Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 64,507 : : Positions : : 24,557 28,683 4,972 4,961 3,307 7,013 14,946 823 15,709 4,249 6,790 : : : : Changes from: July 18, 2017 : : -831 -1,504 4 85 155 -545 112 97 256 -161 814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 44.5 7.7 7.7 5.1 10.9 23.2 1.3 24.4 6.6 10.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 13 . . 5 . 5 6 12 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 9,489 : : Positions : : 2,238 5,179 803 1,634 40 785 1,236 240 4,254 20 662 : : : : Changes from: July 18, 2017 : : -286 -275 25 -1 5 95 240 0 200 20 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 54.6 8.5 17.2 0.4 8.3 13.0 2.5 44.8 0.2 7.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 8 . . . . . . 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 1,248 : : Positions : : 231 641 208 30 83 233 124 105 159 38 226 : : : : Changes from: July 18, 2017 : : -7 -15 -7 1 20 13 6 -1 -7 -1 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 51.4 16.7 2.4 6.6 18.7 9.9 8.4 12.8 3.0 18.1 : : : : 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 25, 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 131,314 : : Positions : : 74,839 81,373 4,426 10,106 16,689 14,746 600 3,223 5,910 7,861 11,010 : : : : Changes from: July 18, 2017 : : 872 1,076 221 -39 235 82 5 95 -78 63 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 62.0 3.4 7.7 12.7 11.2 0.5 2.5 4.5 6.0 8.4 : : : : 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 25, 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 35,199 : : Positions : : 25,471 32,429 5,258 0 2,020 250 225 50 1,900 225 250 : : : : Changes from: July 18, 2017 : : 1,393 971 -1,572 0 392 25 0 50 1,100 -25 -2,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 92.1 14.9 0.0 5.7 0.7 0.6 0.1 5.4 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 20 . 0 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 25,479 : : Positions : : 22,670 17,642 0 5,562 1,435 0 0 0 1,225 475 125 : : : : Changes from: July 18, 2017 : : -100 25 0 -50 -535 0 0 0 -25 -100 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 69.2 0.0 21.8 5.6 0.0 0.0 0.0 4.8 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 186,025 : : Positions : : 150,539 121,278 16,946 20,397 6,154 5,880 17,988 3,680 2,499 16,232 291 : : : : Changes from: July 18, 2017 : : 734 1,694 600 65 -567 600 310 0 45 -100 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 65.2 9.1 11.0 3.3 3.2 9.7 2.0 1.3 8.7 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 37 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 62,497 : : Positions : : 47,050 37,150 9,598 14,414 1,543 333 3,975 1,061 1,575 2,954 1,300 : : : : Changes from: July 18, 2017 : : -159 -366 -171 -430 -40 120 936 19 75 -375 -2,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 59.4 15.4 23.1 2.5 0.5 6.4 1.7 2.5 4.7 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 26,650 : : Positions : : 20,556 15,608 5,137 10,015 502 0 0 450 0 75 0 : : : : Changes from: July 18, 2017 : : 1,700 850 1,075 1,925 -526 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 58.6 19.3 37.6 1.9 0.0 0.0 1.7 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 25, 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 56,663 : : Positions : : 47,226 40,421 588 3,760 7,822 0 4,050 450 540 100 0 : : : : Changes from: July 18, 2017 : : 270 -450 -600 120 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 71.3 1.0 6.6 13.8 0.0 7.1 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 25, 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 56,671 : : Positions : : 48,504 40,714 2,170 9,092 3,835 0 1,975 150 1,730 425 105 : : : : Changes from: July 18, 2017 : : -80 -560 215 720 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 71.8 3.8 16.0 6.8 0.0 3.5 0.3 3.1 0.7 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 25, 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 64,132 : : Positions : : 39,565 28,620 19,310 13,455 4,485 0 0 0 410 17,400 0 : : : : Changes from: July 18, 2017 : : -1,305 570 1,850 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 44.6 30.1 21.0 7.0 0.0 0.0 0.0 0.6 27.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 81,923 : : Positions : : 56,097 38,769 21,920 21,220 2,865 0 0 0 735 18,824 0 : : : : Changes from: July 18, 2017 : : -1,150 735 2,375 0 0 0 0 0 100 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 47.3 26.8 25.9 3.5 0.0 0.0 0.0 0.9 23.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 18, 2017 : : 0 0 0 0 0 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 25, 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 36,322 : : Positions : : 28,777 32,000 2,790 1,290 2,620 750 0 0 1,225 0 100 : : : : Changes from: July 18, 2017 : : -250 100 350 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 88.1 7.7 3.6 7.2 2.1 0.0 0.0 3.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 18, 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 25, 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 19,949 : : Positions : : 16,061 12,339 0 1,330 1,858 600 1,367 0 400 1,953 800 : : : : Changes from: July 18, 2017 : : 368 34 0 585 -163 0 34 0 100 -180 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 61.9 0.0 6.7 9.3 3.0 6.9 0.0 2.0 9.8 4.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 8,352 : : Positions : : 5,662 3,370 350 2,060 690 600 1,032 0 0 0 900 : : : : Changes from: July 18, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 40.3 4.2 24.7 8.3 7.2 12.4 0.0 0.0 0.0 10.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . . . 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 10,875 : : Positions : : 7,960 7,930 650 530 1,210 0 400 275 120 200 300 : : : : Changes from: July 18, 2017 : : -420 30 450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 72.9 6.0 4.9 11.1 0.0 3.7 2.5 1.1 1.8 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 43,474 : : Positions : : 29,814 37,109 6,910 0 5,350 0 0 0 800 325 600 : : : : Changes from: July 18, 2017 : : -50 -75 0 0 0 0 0 0 0 25 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: 32 : : 21 22 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 49,684 : : Positions : : 43,321 34,309 2,225 11,497 2,018 200 250 50 1,450 1,350 100 : : : : Changes from: July 18, 2017 : : 415 225 300 390 50 -50 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 69.1 4.5 23.1 4.1 0.4 0.5 0.1 2.9 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 51,494 : : Positions : : 39,355 37,954 9,759 12,525 620 375 0 0 935 35 360 : : : : Changes from: July 18, 2017 : : 660 0 0 960 0 0 0 0 0 -300 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.7 19.0 24.3 1.2 0.7 0.0 0.0 1.8 0.1 0.7 : : : : 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 25, 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 61,479 : : Positions : : 44,640 42,759 12,229 14,030 2,115 375 0 0 1,770 2,400 175 : : : : Changes from: July 18, 2017 : : 535 -315 10 960 -160 0 0 0 300 200 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 69.6 19.9 22.8 3.4 0.6 0.0 0.0 2.9 3.9 0.3 : : : : 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 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 73,194 : : Positions : : 69,124 61,850 2,485 7,666 1,212 0 0 0 215 1,976 139 : : : : Changes from: July 18, 2017 : : 674 299 310 390 -310 0 0 0 0 295 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 84.5 3.4 10.5 1.7 0.0 0.0 0.0 0.3 2.7 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 25, 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 104,345 : : Positions : : 91,021 88,706 4,832 8,202 943 3,320 1,386 111 2,569 3,610 1,333 : : : : Changes from: July 18, 2017 : : 771 803 595 565 8 120 10 0 -467 125 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 85.0 4.6 7.9 0.9 3.2 1.3 0.1 2.5 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 30 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 30,403 : : Positions : : 24,064 29,425 5,111 0 928 0 0 0 250 0 50 : : : : Changes from: July 18, 2017 : : 130 280 -25 0 25 0 0 0 150 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 96.8 16.8 0.0 3.1 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 44,393 : : Positions : : 34,215 33,633 4,345 2,255 3,710 600 4,550 0 1,142 0 0 : : : : Changes from: July 18, 2017 : : -430 670 1,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 75.8 9.8 5.1 8.4 1.4 10.2 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 49,332 : : Positions : : 32,321 39,488 6,382 2,070 4,004 2,650 0 1,800 1,875 1,550 120 : : : : Changes from: July 18, 2017 : : -499 341 700 200 50 150 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 80.0 12.9 4.2 8.1 5.4 0.0 3.6 3.8 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 36,965 : : Positions : : 19,834 32,647 16,871 1,668 35 0 1,740 125 0 490 20 : : : : Changes from: July 18, 2017 : : -95 43 123 0 0 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 88.3 45.6 4.5 0.1 0.0 4.7 0.3 0.0 1.3 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 25, 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 32,983 : : Positions : : 17,406 27,829 14,610 2,759 625 0 1,590 150 0 0 0 : : : : Changes from: July 18, 2017 : : -213 112 250 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 84.4 44.3 8.4 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 25, 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 31,340 : : Positions : : 22,894 28,008 4,172 574 2,036 105 0 235 1,115 70 357 : : : : Changes from: July 18, 2017 : : 1,035 920 -175 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.4 13.3 1.8 6.5 0.3 0.0 0.7 3.6 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 22,647 : : Positions : : 19,062 19,044 1,219 2,384 953 500 0 0 777 0 1 : : : : Changes from: July 18, 2017 : : 800 275 -89 411 -411 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 84.1 5.4 10.5 4.2 2.2 0.0 0.0 3.4 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 25, 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 48,119 : : Positions : : 41,529 27,410 1,320 8,476 2,571 1,410 8,812 246 900 578 0 : : : : Changes from: July 18, 2017 : : 269 -418 210 223 -373 0 710 13 -15 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 57.0 2.7 17.6 5.3 2.9 18.3 0.5 1.9 1.2 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 25, 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 34,468 : : Positions : : 28,753 20,382 2,871 8,396 1,314 1,500 4,270 0 0 100 0 : : : : Changes from: July 18, 2017 : : -83 157 770 -100 -87 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 59.1 8.3 24.4 3.8 4.4 12.4 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 20 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 6,750 : : Positions : : 4,565 5,870 1,365 150 400 0 0 0 0 210 90 : : : : Changes from: July 18, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 87.0 20.2 2.2 5.9 0.0 0.0 0.0 0.0 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 21,154 : : Positions : : 13,947 11,702 1,755 0 4,502 0 3,325 900 0 675 50 : : : : Changes from: July 18, 2017 : : 150 450 350 0 -285 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 55.3 8.3 0.0 21.3 0.0 15.7 4.3 0.0 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 18, 2017 : : 0 0 0 0 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 25, 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 18,485 : : Positions : : 8,770 17,855 7,550 0 550 395 0 10 175 0 50 : : : : Changes from: July 18, 2017 : : 360 -240 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 96.6 40.8 0.0 3.0 2.1 0.0 0.1 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 19,930 : : Positions : : 10,770 18,570 7,345 0 475 175 505 360 565 0 0 : : : : Changes from: July 18, 2017 : : 485 -215 -575 0 0 -25 100 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 93.2 36.9 0.0 2.4 0.9 2.5 1.8 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 644,297 : : Positions : : 421,750 289,983 6,090 86,695 113,546 0 79,042 518 30,365 2,484 71,901 : : : : Changes from: July 18, 2017 : : 16,729 12,019 1 5,526 118 0 4,815 2 5,944 315 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 45.0 0.9 13.5 17.6 0.0 12.3 0.1 4.7 0.4 11.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 9,480 : : Positions : : 7,360 5,395 1,085 3,080 915 0 0 0 5 0 20 : : : : Changes from: July 18, 2017 : : 25 125 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 56.9 11.4 32.5 9.7 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 28,511 : : Positions : : 8,533 20,475 17,445 7,055 795 875 0 0 275 150 0 : : : : Changes from: July 18, 2017 : : -394 -50 400 25 -150 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 71.8 61.2 24.7 2.8 3.1 0.0 0.0 1.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 26,085 : : Positions : : 7,780 18,380 14,940 5,730 1,800 875 0 0 325 150 0 : : : : Changes from: July 18, 2017 : : -418 25 450 0 -150 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 70.5 57.3 22.0 6.9 3.4 0.0 0.0 1.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 18, 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 25, 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 25,012 : : Positions : : 21,225 15,070 375 7,345 2,410 600 0 0 229 100 87 : : : : Changes from: July 18, 2017 : : 0 100 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 60.3 1.5 29.4 9.6 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 25, 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 27,389 : : Positions : : 22,976 16,732 0 7,205 3,340 600 0 0 351 100 12 : : : : Changes from: July 18, 2017 : : -50 50 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 61.1 0.0 26.3 12.2 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 25, 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 122,804 : : Positions : : 110,479 84,468 5,360 23,364 6,485 0 4,987 0 150 3,215 285 : : : : Changes from: July 18, 2017 : : -3,195 950 3,190 -1,305 397 0 0 0 -30 320 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 68.8 4.4 19.0 5.3 0.0 4.1 0.0 0.1 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 26 . . 5 0 4 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 139,013 : : Positions : : 128,548 93,869 3,935 24,812 5,465 0 9,507 560 0 4,325 475 : : : : Changes from: July 18, 2017 : : 148 1,690 625 -37 -860 0 -1,105 -25 -145 80 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 67.5 2.8 17.8 3.9 0.0 6.8 0.4 0.0 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 31 . . 4 0 5 . 0 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 218,594 : : Positions : : 158,558 146,331 4,822 8,652 12,822 17,264 3,938 10,726 8,369 29,981 5,992 : : : : Changes from: July 18, 2017 : : -2,882 2,358 -371 -3,110 2,164 439 -20 807 591 -1,517 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 66.9 2.2 4.0 5.9 7.9 1.8 4.9 3.8 13.7 2.7 : : : : Number of Traders in Each Category Total Traders: 84 : : 42 43 . . 4 5 6 6 9 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 50,230 : : Positions : : 38,490 42,270 7,470 5,415 2,170 1,065 225 75 655 50 0 : : : : Changes from: July 18, 2017 : : 410 -25 -25 450 -175 35 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 84.2 14.9 10.8 4.3 2.1 0.4 0.1 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 25, 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 46,010 : : Positions : : 36,235 41,010 5,175 1,575 3,050 780 225 75 455 50 0 : : : : Changes from: July 18, 2017 : : 0 0 0 5 0 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 25, 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 221,153 : : Positions : : 139,492 123,943 2,700 36,385 53,063 19,838 0 5,107 230 1,933 723 : : : : Changes from: July 18, 2017 : : 39 -1,846 76 1,823 77 -308 0 198 120 -50 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 56.0 1.2 16.5 24.0 9.0 0.0 2.3 0.1 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 25, 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 39,007 : : Positions : : 27,947 35,817 8,290 480 300 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : 910 -20 -600 330 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 91.8 21.3 1.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 35,605 : : Positions : : 25,320 33,005 8,075 480 300 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : 910 -20 -600 330 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 92.7 22.7 1.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 33,789 : : Positions : : 19,416 24,951 9,495 2,860 960 0 0 0 0 1,100 0 : : : : Changes from: July 18, 2017 : : -120 1,005 -75 -1,200 925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 73.8 28.1 8.5 2.8 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 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 31,784 : : Positions : : 18,626 23,226 9,170 3,350 960 0 0 0 0 1,100 0 : : : : Changes from: July 18, 2017 : : -120 1,080 0 -1,200 925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 73.1 28.9 10.5 3.0 0.0 0.0 0.0 0.0 3.5 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 25, 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 40,045 : : Positions : : 34,440 11,285 1,350 9,075 1,405 0 11,815 0 100 3,885 0 : : : : Changes from: July 18, 2017 : : 1,200 -300 0 550 -600 0 950 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 28.2 3.4 22.7 3.5 0.0 29.5 0.0 0.2 9.7 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 25, 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 40,190 : : Positions : : 34,935 12,020 1,150 11,290 1,405 0 10,365 0 100 2,680 25 : : : : Changes from: July 18, 2017 : : 1,200 -300 0 550 -600 0 950 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 29.9 2.9 28.1 3.5 0.0 25.8 0.0 0.2 6.7 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 25, 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 44,395 : : Positions : : 18,240 38,825 22,705 1,375 685 725 0 525 150 1,620 0 : : : : Changes from: July 18, 2017 : : -150 250 450 0 0 0 0 0 150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 87.5 51.1 3.1 1.5 1.6 0.0 1.2 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 40,185 : : Positions : : 15,865 36,055 21,215 525 620 775 0 525 150 1,445 0 : : : : Changes from: July 18, 2017 : : -100 300 450 0 0 0 0 0 150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 89.7 52.8 1.3 1.5 1.9 0.0 1.3 0.4 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 18, 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 25, 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 18, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 25, 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 23,535 : : Positions : : 20,180 10,590 0 11,100 0 0 130 50 1,050 20 255 : : : : Changes from: July 18, 2017 : : 0 0 0 -50 0 0 0 0 -30 20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 45.0 0.0 47.2 0.0 0.0 0.6 0.2 4.5 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 : : 19,310 10,380 0 10,290 0 0 130 50 940 0 155 : : : : Changes from: July 18, 2017 : : -50 0 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 46.9 0.0 46.5 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 25, 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 39,180 : : Positions : : 27,500 16,789 0 18,981 200 9,320 1,000 50 450 525 25 : : : : Changes from: July 18, 2017 : : 250 240 0 760 0 700 0 -50 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 42.9 0.0 48.4 0.5 23.8 2.6 0.1 1.1 1.3 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 25, 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 29,505 : : Positions : : 22,450 14,910 0 11,205 0 4,280 875 20 375 405 0 : : : : Changes from: July 18, 2017 : : 175 115 0 660 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 50.5 0.0 38.0 0.0 14.5 3.0 0.1 1.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 115,995 : : Positions : : 58,074 100,610 25,566 0 2,100 13,490 0 490 3,930 425 815 : : : : Changes from: July 18, 2017 : : -560 1,250 1,485 -25 0 250 0 175 100 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 86.7 22.0 0.0 1.8 11.6 0.0 0.4 3.4 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 102,715 : : Positions : : 52,960 88,430 18,835 675 1,820 15,285 0 490 2,570 500 265 : : : : Changes from: July 18, 2017 : : -675 1,360 1,635 0 0 350 0 175 50 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 86.1 18.3 0.7 1.8 14.9 0.0 0.5 2.5 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 20,410 : : Positions : : 16,460 9,475 0 7,025 875 0 700 0 650 0 0 : : : : Changes from: July 18, 2017 : : 0 75 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 46.4 0.0 34.4 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 25, 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 18, 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 25, 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 18, 2017 : : 0 0 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 25, 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 48,970 : : Positions : : 37,345 31,350 1,545 3,735 2,960 0 3,950 150 50 25 0 : : : : Changes from: July 18, 2017 : : 175 175 600 600 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 64.0 3.2 7.6 6.0 0.0 8.1 0.3 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 34,435 : : Positions : : 24,580 20,765 830 2,995 3,040 0 2,250 0 600 0 0 : : : : Changes from: July 18, 2017 : : 1,550 1,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 60.3 2.4 8.7 8.8 0.0 6.5 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 28, 2017