Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 59,332 : : Positions : : 21,512 27,468 4,450 4,424 3,172 6,392 13,455 790 15,533 3,287 6,288 : : : : Changes from: July 25, 2017 : : -3,045 -1,215 -522 -537 -135 -621 -1,491 -33 -176 -962 -502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 46.3 7.5 7.5 5.3 10.8 22.7 1.3 26.2 5.5 10.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 13 . 4 4 . 5 6 12 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 8,616 : : Positions : : 2,050 4,738 800 1,528 30 835 965 240 3,626 20 582 : : : : Changes from: July 25, 2017 : : -188 -441 -3 -106 -10 50 -271 0 -628 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 55.0 9.3 17.7 0.3 9.7 11.2 2.8 42.1 0.2 6.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 6 . . . . . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 1,286 : : Positions : : 238 673 236 24 78 243 118 108 130 32 251 : : : : Changes from: July 25, 2017 : : 7 32 28 -5 -5 10 -6 3 -29 -5 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 52.3 18.4 1.9 6.0 18.9 9.2 8.4 10.1 2.5 19.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 8 . . . . . 5 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 126,288 : : Positions : : 72,514 78,797 4,375 10,381 15,380 14,722 599 2,974 5,902 7,760 9,947 : : : : Changes from: July 25, 2017 : : -2,326 -2,576 -51 275 -1,309 -24 -2 -250 -8 -101 -1,063 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.4 3.5 8.2 12.2 11.7 0.5 2.4 4.7 6.1 7.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 39 . . 4 6 . 6 8 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 31,146 : : Positions : : 24,133 28,443 3,995 0 2,178 275 275 0 450 150 100 : : : : Changes from: July 25, 2017 : : -1,338 -3,986 -1,263 0 158 25 50 -50 -1,450 -75 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 91.3 12.8 0.0 7.0 0.9 0.9 0.0 1.4 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 19 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 22,317 : : Positions : : 20,568 15,105 0 5,072 1,500 0 0 0 175 350 50 : : : : Changes from: July 25, 2017 : : -2,102 -2,537 0 -490 65 0 0 0 -1,050 -125 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 67.7 0.0 22.7 6.7 0.0 0.0 0.0 0.8 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 187,092 : : Positions : : 147,416 123,950 22,760 20,786 4,083 6,230 18,023 3,680 2,594 16,277 293 : : : : Changes from: July 25, 2017 : : -3,123 2,672 5,814 389 -2,071 350 35 0 95 45 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 66.3 12.2 11.1 2.2 3.3 9.6 2.0 1.4 8.7 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 37 4 . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 62,242 : : Positions : : 47,594 38,886 9,696 13,938 1,548 441 3,990 1,001 1,575 2,529 350 : : : : Changes from: July 25, 2017 : : 544 1,736 98 -476 6 108 15 -61 0 -425 -950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 62.5 15.6 22.4 2.5 0.7 6.4 1.6 2.5 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 29,625 : : Positions : : 23,681 18,133 5,137 10,615 352 0 0 450 0 75 0 : : : : Changes from: July 25, 2017 : : 3,125 2,525 0 600 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 61.2 17.3 35.8 1.2 0.0 0.0 1.5 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 60,723 : : Positions : : 51,786 40,781 563 7,935 7,347 0 4,050 450 540 100 0 : : : : Changes from: July 25, 2017 : : 4,560 360 -25 4,175 -475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.2 0.9 13.1 12.1 0.0 6.7 0.7 0.9 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 August 1, 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 60,796 : : Positions : : 52,669 40,619 2,170 13,292 3,795 0 1,975 150 1,730 475 105 : : : : Changes from: July 25, 2017 : : 4,165 -95 0 4,200 -40 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 66.8 3.6 21.9 6.2 0.0 3.2 0.2 2.8 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 64,102 : : Positions : : 39,510 28,785 19,335 13,260 4,485 0 0 0 410 17,400 0 : : : : Changes from: July 25, 2017 : : -55 165 25 -195 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 44.9 30.2 20.7 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 August 1, 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 83,013 : : Positions : : 56,137 38,729 22,970 20,900 2,865 0 0 0 735 20,274 0 : : : : Changes from: July 25, 2017 : : 40 -40 1,050 -320 0 0 0 0 0 1,450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 46.7 27.7 25.2 3.5 0.0 0.0 0.0 0.9 24.4 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 August 1, 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 34,374 : : Positions : : 24,097 28,019 4,360 0 5,335 0 0 0 450 900 0 : : : : Changes from: July 25, 2017 : : 5 25 20 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 81.5 12.7 0.0 15.5 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 August 1, 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 25, 2017 : : 0 0 0 0 0 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 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 13,890 : : Positions : : 13,440 10,740 300 2,250 150 0 0 0 0 750 0 : : : : Changes from: July 25, 2017 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 77.3 2.2 16.2 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 August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 21,416 : : Positions : : 16,703 13,221 0 2,121 1,683 600 1,282 0 1,400 2,003 800 : : : : Changes from: July 25, 2017 : : 642 882 0 791 -175 0 -85 0 1,000 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 61.7 0.0 9.9 7.9 2.8 6.0 0.0 6.5 9.4 3.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 8,452 : : Positions : : 5,662 3,375 250 2,060 790 600 1,032 0 100 0 900 : : : : Changes from: July 25, 2017 : : 0 5 -100 0 100 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 39.9 3.0 24.4 9.3 7.1 12.2 0.0 1.2 0.0 10.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 : : 8,560 7,930 650 1,130 610 0 400 275 120 200 300 : : : : Changes from: July 25, 2017 : : 600 0 0 600 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 72.9 6.0 10.4 5.6 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 August 1, 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 43,429 : : Positions : : 29,779 36,929 6,815 0 5,435 0 0 0 800 375 600 : : : : Changes from: July 25, 2017 : : -35 -180 -95 0 85 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 85.0 15.7 0.0 12.5 0.0 0.0 0.0 1.8 0.9 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 August 1, 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 50,575 : : Positions : : 44,046 35,000 2,225 11,331 2,184 100 150 150 1,325 1,425 225 : : : : Changes from: July 25, 2017 : : 725 691 0 -166 166 -100 -100 100 -125 75 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 69.2 4.4 22.4 4.3 0.2 0.3 0.3 2.6 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 51,664 : : Positions : : 39,585 38,124 9,699 12,525 620 375 0 0 935 35 360 : : : : Changes from: July 25, 2017 : : 230 170 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 73.8 18.8 24.2 1.2 0.7 0.0 0.0 1.8 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 61,594 : : Positions : : 45,295 42,874 11,689 14,030 2,115 375 0 0 1,770 2,400 175 : : : : Changes from: July 25, 2017 : : 655 115 -540 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 69.6 19.0 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 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 74,634 : : Positions : : 70,413 62,943 2,294 6,891 1,488 0 336 0 240 2,492 169 : : : : Changes from: July 25, 2017 : : 1,289 1,093 -191 -775 276 0 336 0 25 516 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 84.3 3.1 9.2 2.0 0.0 0.5 0.0 0.3 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 104,754 : : Positions : : 91,384 88,688 4,597 7,356 1,628 3,330 1,156 111 2,601 4,736 1,015 : : : : Changes from: July 25, 2017 : : 364 -17 -235 -846 685 10 -230 0 32 1,126 -318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.7 4.4 7.0 1.6 3.2 1.1 0.1 2.5 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 32 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 30,278 : : Positions : : 23,893 29,300 5,136 0 928 0 0 0 225 0 50 : : : : Changes from: July 25, 2017 : : -171 -125 25 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 96.8 17.0 0.0 3.1 0.0 0.0 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 44,373 : : Positions : : 34,285 33,553 4,195 2,315 3,710 600 4,550 0 1,202 0 0 : : : : Changes from: July 25, 2017 : : 70 -80 -150 60 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 75.6 9.5 5.2 8.4 1.4 10.3 0.0 2.7 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 August 1, 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 49,302 : : Positions : : 31,751 39,398 6,382 1,650 4,484 2,650 0 1,800 1,935 1,550 120 : : : : Changes from: July 25, 2017 : : -570 -90 0 -420 480 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 79.9 12.9 3.3 9.1 5.4 0.0 3.7 3.9 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 37,098 : : Positions : : 19,367 32,780 17,496 1,698 5 0 1,740 125 0 490 20 : : : : Changes from: July 25, 2017 : : -467 133 625 30 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 88.4 47.2 4.6 0.0 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 August 1, 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 32,078 : : Positions : : 16,561 27,452 14,610 2,231 625 0 1,590 150 0 0 0 : : : : Changes from: July 25, 2017 : : -845 -377 0 -528 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 85.6 45.5 7.0 1.9 0.0 5.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 32,846 : : Positions : : 24,114 29,588 4,532 574 1,962 105 0 235 1,115 70 357 : : : : Changes from: July 25, 2017 : : 1,220 1,580 360 0 -74 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.1 13.8 1.7 6.0 0.3 0.0 0.7 3.4 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 22,776 : : Positions : : 19,618 19,695 1,219 2,329 526 500 0 0 777 0 1 : : : : Changes from: July 25, 2017 : : 556 651 0 -55 -427 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 86.5 5.4 10.2 2.3 2.2 0.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 47,451 : : Positions : : 41,161 26,309 1,300 9,081 2,270 1,410 8,841 252 900 683 0 : : : : Changes from: July 25, 2017 : : -367 -1,102 -20 605 -301 0 29 5 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 55.4 2.7 19.1 4.8 3.0 18.6 0.5 1.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 33,312 : : Positions : : 27,647 19,276 3,251 8,426 884 1,500 4,620 0 0 100 0 : : : : Changes from: July 25, 2017 : : -1,106 -1,106 380 30 -430 0 350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 57.9 9.8 25.3 2.7 4.5 13.9 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 20 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 6,710 : : Positions : : 5,165 5,770 665 150 460 0 0 0 0 210 90 : : : : Changes from: July 25, 2017 : : 600 -100 -700 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 86.0 9.9 2.2 6.9 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 August 1, 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 19,407 : : Positions : : 12,850 10,547 1,852 255 3,930 0 3,425 775 0 475 0 : : : : Changes from: July 25, 2017 : : -1,097 -1,155 97 255 -572 0 100 -125 0 -200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 54.3 9.5 1.3 20.3 0.0 17.6 4.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 18,505 : : Positions : : 8,890 17,875 7,450 0 550 395 0 10 175 0 50 : : : : Changes from: July 25, 2017 : : 120 20 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 96.6 40.3 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 August 1, 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 19,970 : : Positions : : 10,910 18,610 7,245 0 475 175 505 360 565 0 0 : : : : Changes from: July 25, 2017 : : 140 40 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 93.2 36.3 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 August 1, 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 670,562 : : Positions : : 442,632 301,450 6,092 95,943 118,288 0 80,061 450 31,915 3,185 71,059 : : : : Changes from: July 25, 2017 : : 20,882 11,467 2 9,248 4,742 0 1,019 -68 1,550 701 -842 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 45.0 0.9 14.3 17.6 0.0 11.9 0.1 4.8 0.5 10.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 : : 7,375 5,395 1,070 3,080 915 0 0 0 5 0 20 : : : : Changes from: July 25, 2017 : : 15 0 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 56.9 11.3 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 August 1, 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 28,611 : : Positions : : 9,033 20,750 17,045 6,880 795 875 0 0 275 150 0 : : : : Changes from: July 25, 2017 : : 500 275 -400 -175 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 72.5 59.6 24.0 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 August 1, 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 26,230 : : Positions : : 7,880 18,655 14,915 5,530 1,870 875 0 0 325 150 0 : : : : Changes from: July 25, 2017 : : 100 275 -25 -200 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 71.1 56.9 21.1 7.1 3.3 0.0 0.0 1.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 25, 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 August 1, 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 25,432 : : Positions : : 21,658 15,735 775 7,525 1,985 600 0 0 229 100 87 : : : : Changes from: July 25, 2017 : : 433 665 400 180 -425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 61.9 3.0 29.6 7.8 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 August 1, 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 27,816 : : Positions : : 23,416 17,404 0 6,985 3,315 600 0 0 351 100 12 : : : : Changes from: July 25, 2017 : : 440 672 0 -220 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 62.6 0.0 25.1 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 August 1, 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 125,156 : : Positions : : 113,961 86,993 5,260 24,329 5,290 0 4,987 0 150 3,095 450 : : : : Changes from: July 25, 2017 : : 3,482 2,525 -100 965 -1,195 0 0 0 0 -120 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 69.5 4.2 19.4 4.2 0.0 4.0 0.0 0.1 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 26 . . 5 0 4 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 142,475 : : Positions : : 132,335 97,989 3,750 25,282 5,270 0 8,502 560 25 4,365 495 : : : : Changes from: July 25, 2017 : : 3,787 4,120 -185 470 -195 0 -1,005 0 25 40 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 68.8 2.6 17.7 3.7 0.0 6.0 0.4 0.0 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 32 . . 4 0 5 . . 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 220,196 : : Positions : : 154,849 149,418 5,577 1,999 17,267 16,775 4,006 11,395 8,048 29,666 6,244 : : : : Changes from: July 25, 2017 : : -3,709 3,087 755 -6,652 4,446 -489 68 668 -321 -315 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 67.9 2.5 0.9 7.8 7.6 1.8 5.2 3.7 13.5 2.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 44 42 . . 4 4 6 6 9 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 51,180 : : Positions : : 38,820 42,145 8,045 6,465 2,170 1,065 225 75 730 75 0 : : : : Changes from: July 25, 2017 : : 330 -125 575 1,050 0 0 0 0 75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 82.3 15.7 12.6 4.2 2.1 0.4 0.1 1.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 46,345 : : Positions : : 36,345 40,810 5,375 2,135 3,025 780 225 75 505 50 0 : : : : Changes from: July 25, 2017 : : 110 -200 200 560 -25 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 88.1 11.6 4.6 6.5 1.7 0.5 0.2 1.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 211,775 : : Positions : : 129,997 121,319 6,620 36,653 48,626 20,151 0 4,651 1,204 0 526 : : : : Changes from: July 25, 2017 : : -9,495 -2,625 3,919 269 -4,437 314 0 -456 974 -1,933 -197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 57.3 3.1 17.3 23.0 9.5 0.0 2.2 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 : : 28,347 35,817 7,890 480 300 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : 400 0 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 91.8 20.2 1.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 35,615 : : Positions : : 25,770 33,055 7,675 480 300 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : 450 50 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 92.8 21.5 1.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 33,984 : : Positions : : 19,311 25,146 9,795 2,860 960 0 0 0 0 1,100 0 : : : : Changes from: July 25, 2017 : : -105 195 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 74.0 28.8 8.4 2.8 0.0 0.0 0.0 0.0 3.2 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 August 1, 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 32,084 : : Positions : : 18,626 23,526 9,470 3,350 960 0 0 0 0 1,100 0 : : : : Changes from: July 25, 2017 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 73.3 29.5 10.4 3.0 0.0 0.0 0.0 0.0 3.4 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 August 1, 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 40,170 : : Positions : : 34,615 11,235 1,350 9,300 1,405 0 11,815 0 100 3,885 0 : : : : Changes from: July 25, 2017 : : 175 -50 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 28.0 3.4 23.2 3.5 0.0 29.4 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 August 1, 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 40,315 : : Positions : : 35,060 11,920 1,150 11,515 1,405 0 10,365 0 100 2,680 25 : : : : Changes from: July 25, 2017 : : 125 -100 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 29.6 2.9 28.6 3.5 0.0 25.7 0.0 0.2 6.6 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 August 1, 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 45,170 : : Positions : : 18,235 39,570 23,605 1,375 685 725 0 525 150 1,770 0 : : : : Changes from: July 25, 2017 : : -5 745 900 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 87.6 52.3 3.0 1.5 1.6 0.0 1.2 0.3 3.9 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 August 1, 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 40,510 : : Positions : : 15,865 36,255 21,665 525 620 775 0 525 150 1,695 0 : : : : Changes from: July 25, 2017 : : 0 200 450 0 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 89.5 53.5 1.3 1.5 1.9 0.0 1.3 0.4 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 31,900 : : Positions : : 20,430 19,635 9,235 375 1,205 0 9,845 0 100 0 0 : : : : Changes from: July 25, 2017 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 61.6 28.9 1.2 3.8 0.0 30.9 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 29,440 : : Positions : : 17,715 18,430 9,860 450 1,080 0 8,585 0 0 200 0 : : : : Changes from: July 25, 2017 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 62.6 33.5 1.5 3.7 0.0 29.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 23,780 : : Positions : : 20,300 11,010 0 10,800 0 0 130 50 1,050 20 255 : : : : Changes from: July 25, 2017 : : 120 420 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 46.3 0.0 45.4 0.0 0.0 0.5 0.2 4.4 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 August 1, 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 22,400 : : Positions : : 19,475 10,770 0 9,990 0 0 130 50 865 0 220 : : : : Changes from: July 25, 2017 : : 165 390 0 -300 0 0 0 0 -75 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 48.1 0.0 44.6 0.0 0.0 0.6 0.2 3.9 0.0 1.0 : : : : 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 August 1, 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 39,655 : : Positions : : 27,800 16,814 0 19,631 200 9,645 1,000 50 500 525 25 : : : : Changes from: July 25, 2017 : : 300 25 0 650 0 325 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 42.4 0.0 49.5 0.5 24.3 2.5 0.1 1.3 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 August 1, 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 29,905 : : Positions : : 22,550 14,910 0 11,630 0 4,580 875 20 400 405 0 : : : : Changes from: July 25, 2017 : : 100 0 0 425 0 300 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 49.9 0.0 38.9 0.0 15.3 2.9 0.1 1.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 117,135 : : Positions : : 58,249 101,680 26,686 0 2,100 13,165 0 665 4,080 475 815 : : : : Changes from: July 25, 2017 : : 175 1,070 1,120 0 0 -325 0 175 150 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 86.8 22.8 0.0 1.8 11.2 0.0 0.6 3.5 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 August 1, 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 103,400 : : Positions : : 52,405 89,120 20,080 675 1,820 14,985 0 665 2,895 525 250 : : : : Changes from: July 25, 2017 : : -555 690 1,245 0 0 -300 0 175 325 25 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 86.2 19.4 0.7 1.8 14.5 0.0 0.6 2.8 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 25, 2017 : : 0 0 0 0 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 August 1, 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 25, 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 August 1, 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 : : 8,020 11,975 655 800 390 5,350 0 0 0 1,250 0 : : : : Changes from: July 25, 2017 : : -200 40 240 0 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 74.9 4.1 5.0 2.4 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 August 1, 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 48,910 : : Positions : : 37,285 31,350 1,545 3,675 2,960 0 3,950 150 50 25 0 : : : : Changes from: July 25, 2017 : : -60 0 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 64.1 3.2 7.5 6.1 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 August 1, 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 35,025 : : Positions : : 24,870 21,115 1,130 3,235 3,040 0 2,250 0 600 0 0 : : : : Changes from: July 25, 2017 : : 290 350 300 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 60.3 3.2 9.2 8.7 0.0 6.4 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 4, 2017