Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 59,252 : : Positions : : 21,885 27,264 4,531 4,194 3,238 6,077 13,295 794 15,028 3,375 6,624 : : : : Changes from: August 1, 2017 : : 373 -204 81 -230 66 -315 -160 4 -505 88 336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 46.0 7.6 7.1 5.5 10.3 22.4 1.3 25.4 5.7 11.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 14 . 4 5 . 5 6 11 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 8,831 : : Positions : : 1,960 5,038 785 1,573 20 810 975 240 4,161 50 457 : : : : Changes from: August 1, 2017 : : -90 300 -15 45 -10 -25 10 0 535 30 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 57.0 8.9 17.8 0.2 9.2 11.0 2.7 47.1 0.6 5.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 6 . . . . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 1,288 : : Positions : : 238 674 240 24 78 243 120 106 130 33 252 : : : : Changes from: August 1, 2017 : : 0 1 4 0 0 0 2 -2 0 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 52.3 18.6 1.9 6.0 18.8 9.3 8.2 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 8, 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 120,086 : : Positions : : 68,115 75,575 3,723 9,326 15,529 13,955 427 2,779 6,045 6,551 9,526 : : : : Changes from: August 1, 2017 : : -4,398 -3,222 -652 -1,055 148 -767 -171 -194 142 -1,209 -421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 62.9 3.1 7.8 12.9 11.6 0.4 2.3 5.0 5.5 7.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 39 . . 4 5 . 6 10 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 31,562 : : Positions : : 24,934 28,834 3,624 0 2,104 325 300 0 475 225 100 : : : : Changes from: August 1, 2017 : : 801 391 -370 0 -75 50 25 0 25 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 91.4 11.5 0.0 6.7 1.0 1.0 0.0 1.5 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 19 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 22,204 : : Positions : : 20,755 15,042 0 5,297 1,200 0 0 0 175 375 50 : : : : Changes from: August 1, 2017 : : 187 -63 0 225 -300 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 67.7 0.0 23.9 5.4 0.0 0.0 0.0 0.8 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 178,536 : : Positions : : 140,491 115,118 20,901 20,179 4,708 5,900 17,768 3,605 2,602 16,865 293 : : : : Changes from: August 1, 2017 : : -6,925 -8,832 -1,859 -607 625 -330 -255 -75 8 588 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 64.5 11.7 11.3 2.6 3.3 10.0 2.0 1.5 9.4 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 38 4 . . . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 57,552 : : Positions : : 44,300 37,482 8,708 12,913 1,616 673 3,944 776 1,175 546 275 : : : : Changes from: August 1, 2017 : : -3,294 -1,405 -988 -1,025 68 232 -46 -225 -400 -1,983 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 65.1 15.1 22.4 2.8 1.2 6.9 1.3 2.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 58,976 : : Positions : : 50,266 39,516 675 7,180 7,080 0 3,975 375 10 75 460 : : : : Changes from: August 1, 2017 : : -1,520 -1,265 112 -755 -267 0 -75 -75 -530 -25 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 67.0 1.1 12.2 12.0 0.0 6.7 0.6 0.0 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 59,800 : : Positions : : 51,675 40,130 2,115 12,685 4,500 0 1,375 150 985 400 195 : : : : Changes from: August 1, 2017 : : -994 -489 -55 -607 705 0 -600 0 -745 -75 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 67.1 3.5 21.2 7.5 0.0 2.3 0.3 1.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 61,167 : : Positions : : 36,907 26,330 18,790 13,010 4,255 0 0 0 890 17,400 0 : : : : Changes from: August 1, 2017 : : -2,603 -2,455 -545 -250 -230 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 43.0 30.7 21.3 7.0 0.0 0.0 0.0 1.5 28.4 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 8, 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 81,984 : : Positions : : 53,294 35,920 24,490 20,235 2,715 0 0 0 1,220 22,874 0 : : : : Changes from: August 1, 2017 : : -2,843 -2,809 1,520 -665 -150 0 0 0 485 2,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 43.8 29.9 24.7 3.3 0.0 0.0 0.0 1.5 27.9 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 32,262 : : Positions : : 22,282 26,292 4,435 0 5,010 0 0 0 425 850 0 : : : : Changes from: August 1, 2017 : : -1,815 -1,727 75 0 -325 0 0 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 81.5 13.7 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 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 34,571 : : Positions : : 27,306 30,311 2,705 1,360 2,550 625 0 0 1,275 0 50 : : : : Changes from: August 1, 2017 : : -1,471 -1,689 -85 70 -70 -125 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 87.7 7.8 3.9 7.4 1.8 0.0 0.0 3.7 0.0 0.1 : : : : 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 8, 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 12,865 : : Positions : : 12,415 9,640 300 2,375 150 0 0 0 0 700 0 : : : : Changes from: August 1, 2017 : : -1,025 -1,100 0 125 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 74.9 2.3 18.5 1.2 0.0 0.0 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 19,227 : : Positions : : 15,272 12,159 0 3,285 840 500 1,232 0 1,650 656 750 : : : : Changes from: August 1, 2017 : : -1,431 -1,062 0 1,164 -843 -100 -50 0 250 -1,347 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 63.2 0.0 17.1 4.4 2.6 6.4 0.0 8.6 3.4 3.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 8,847 : : Positions : : 6,662 2,820 150 1,610 790 500 1,032 0 0 1,700 600 : : : : Changes from: August 1, 2017 : : 1,000 -555 -100 -450 0 -100 0 0 -100 1,700 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 31.9 1.7 18.2 8.9 5.7 11.7 0.0 0.0 19.2 6.8 : : : : 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 8, 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 10,065 : : Positions : : 7,940 7,315 700 1,065 535 0 475 200 50 150 300 : : : : Changes from: August 1, 2017 : : -620 -615 50 -65 -75 0 75 -75 -70 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 72.7 7.0 10.6 5.3 0.0 4.7 2.0 0.5 1.5 3.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 40,982 : : Positions : : 27,682 35,017 7,160 0 4,890 0 0 0 650 375 600 : : : : Changes from: August 1, 2017 : : -2,097 -1,912 345 0 -545 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 85.4 17.5 0.0 11.9 0.0 0.0 0.0 1.6 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 48,252 : : Positions : : 42,513 33,067 1,855 11,381 2,064 25 125 25 1,275 1,325 175 : : : : Changes from: August 1, 2017 : : -1,533 -1,933 -370 50 -120 -75 -25 -125 -50 -100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 68.5 3.8 23.6 4.3 0.1 0.3 0.1 2.6 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 48,413 : : Positions : : 36,910 35,168 9,168 12,265 620 300 0 0 970 0 360 : : : : Changes from: August 1, 2017 : : -2,675 -2,956 -531 -260 0 -75 0 0 35 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 72.6 18.9 25.3 1.3 0.6 0.0 0.0 2.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 56,333 : : Positions : : 41,340 38,303 10,568 13,390 2,115 300 0 0 1,670 2,350 175 : : : : Changes from: August 1, 2017 : : -3,955 -4,571 -1,121 -640 0 -75 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 68.0 18.8 23.8 3.8 0.5 0.0 0.0 3.0 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 70,524 : : Positions : : 66,407 59,665 2,187 6,127 1,693 0 0 0 210 2,711 0 : : : : Changes from: August 1, 2017 : : -4,006 -3,278 -107 -764 205 0 -336 0 -30 219 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 84.6 3.1 8.7 2.4 0.0 0.0 0.0 0.3 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 95,052 : : Positions : : 82,010 80,869 4,539 6,882 1,947 3,210 322 105 2,246 3,951 920 : : : : Changes from: August 1, 2017 : : -9,374 -7,819 -58 -474 319 -120 -834 -6 -355 -785 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 85.1 4.8 7.2 2.0 3.4 0.3 0.1 2.4 4.2 1.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 32 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 28,385 : : Positions : : 22,825 27,995 5,131 0 340 0 0 0 50 50 0 : : : : Changes from: August 1, 2017 : : -1,068 -1,305 -5 0 -588 0 0 0 -175 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 98.6 18.1 0.0 1.2 0.0 0.0 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 42,450 : : Positions : : 32,555 31,715 4,425 2,370 3,395 500 4,550 100 1,025 0 75 : : : : Changes from: August 1, 2017 : : -1,730 -1,838 230 55 -315 -100 0 100 -177 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 74.7 10.4 5.6 8.0 1.2 10.7 0.2 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 46,442 : : Positions : : 29,151 36,871 6,465 1,460 4,591 2,400 0 1,800 1,745 1,300 120 : : : : Changes from: August 1, 2017 : : -2,600 -2,527 83 -190 107 -250 0 0 -190 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 79.4 13.9 3.1 9.9 5.2 0.0 3.9 3.8 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 35,313 : : Positions : : 18,116 31,503 16,927 1,615 0 0 1,590 125 0 220 20 : : : : Changes from: August 1, 2017 : : -1,251 -1,277 -569 -83 -5 0 -150 0 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 89.2 47.9 4.6 0.0 0.0 4.5 0.4 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 30,368 : : Positions : : 14,918 26,295 14,340 1,833 625 0 1,415 175 200 0 0 : : : : Changes from: August 1, 2017 : : -1,643 -1,157 -270 -398 0 0 -175 25 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 86.6 47.2 6.0 2.1 0.0 4.7 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 29,795 : : Positions : : 21,917 26,961 3,797 378 1,908 150 0 190 1,164 50 258 : : : : Changes from: August 1, 2017 : : -2,197 -2,627 -735 -196 -54 45 0 -45 49 -20 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 90.5 12.7 1.3 6.4 0.5 0.0 0.6 3.9 0.2 0.9 : : : : 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 8, 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 21,421 : : Positions : : 18,684 18,619 1,064 2,193 403 390 0 0 759 0 1 : : : : Changes from: August 1, 2017 : : -934 -1,076 -155 -136 -123 -110 0 0 -18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 86.9 5.0 10.2 1.9 1.8 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 44,268 : : Positions : : 38,567 24,576 1,278 8,106 2,195 1,280 8,689 253 345 449 0 : : : : Changes from: August 1, 2017 : : -2,594 -1,733 -22 -975 -75 -130 -152 1 -555 -234 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 55.5 2.9 18.3 5.0 2.9 19.6 0.6 0.8 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 21 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 31,433 : : Positions : : 25,879 17,671 3,180 7,803 999 1,350 4,635 0 0 300 0 : : : : Changes from: August 1, 2017 : : -1,768 -1,605 -71 -623 115 -150 15 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 56.2 10.1 24.8 3.2 4.3 14.7 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 19 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 19,588 : : Positions : : 12,856 10,953 2,027 30 3,930 0 3,425 775 0 475 0 : : : : Changes from: August 1, 2017 : : 6 406 175 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 55.9 10.3 0.2 20.1 0.0 17.5 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 8, 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 17,630 : : Positions : : 8,600 16,975 6,725 0 630 400 0 5 225 0 0 : : : : Changes from: August 1, 2017 : : -290 -900 -725 0 80 5 0 -5 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 96.3 38.1 0.0 3.6 2.3 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 18,415 : : Positions : : 10,130 17,450 6,710 0 485 0 100 360 400 0 0 : : : : Changes from: August 1, 2017 : : -780 -1,160 -535 0 10 -175 -405 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 94.8 36.4 0.0 2.6 0.0 0.5 2.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 730,274 : : Positions : : 454,851 328,025 6,093 60,275 160,416 292 95,462 7,625 25,279 2,754 75,612 : : : : Changes from: August 1, 2017 : : 12,219 26,575 1 -35,669 42,128 292 15,401 7,175 -6,636 -431 4,553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 44.9 0.8 8.3 22.0 0.0 13.1 1.0 3.5 0.4 10.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 8,530 : : Positions : : 6,505 4,885 1,000 2,650 915 0 0 0 15 0 10 : : : : Changes from: August 1, 2017 : : -870 -510 -70 -430 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 57.3 11.7 31.1 10.7 0.0 0.0 0.0 0.2 0.0 0.1 : : : : 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 8, 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 26,839 : : Positions : : 8,391 19,075 15,700 6,515 1,065 850 0 0 260 150 0 : : : : Changes from: August 1, 2017 : : -642 -1,675 -1,345 -365 270 -25 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 71.1 58.5 24.3 4.0 3.2 0.0 0.0 1.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 24,860 : : Positions : : 7,305 17,350 13,900 5,165 2,170 850 0 0 285 150 0 : : : : Changes from: August 1, 2017 : : -575 -1,305 -1,015 -365 300 -25 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 69.8 55.9 20.8 8.7 3.4 0.0 0.0 1.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 12,045 : : Positions : : 9,070 10,010 2,070 770 780 0 375 0 25 50 0 : : : : Changes from: August 1, 2017 : : -1,080 -1,115 -165 15 -90 0 -50 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 83.1 17.2 6.4 6.5 0.0 3.1 0.0 0.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 23,725 : : Positions : : 20,208 14,243 930 7,540 1,780 500 0 0 157 100 62 : : : : Changes from: August 1, 2017 : : -1,450 -1,492 155 15 -205 -100 0 0 -72 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 60.0 3.9 31.8 7.5 2.1 0.0 0.0 0.7 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 25,382 : : Positions : : 21,467 15,635 130 6,730 2,905 500 0 0 256 100 12 : : : : Changes from: August 1, 2017 : : -1,949 -1,769 130 -255 -410 -100 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 61.6 0.5 26.5 11.4 2.0 0.0 0.0 1.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 117,166 : : Positions : : 105,841 79,958 4,865 23,209 5,760 0 4,442 55 200 3,330 400 : : : : Changes from: August 1, 2017 : : -8,120 -7,035 -395 -1,120 470 0 -545 55 50 235 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 68.2 4.2 19.8 4.9 0.0 3.8 0.0 0.2 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 27 . . 5 0 4 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 129,948 : : Positions : : 120,268 90,052 3,120 24,822 5,455 0 4,907 345 300 3,955 400 : : : : Changes from: August 1, 2017 : : -12,067 -7,937 -630 -460 185 0 -3,595 -215 275 -410 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 69.3 2.4 19.1 4.2 0.0 3.8 0.3 0.2 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 32 . . 4 0 5 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 214,826 : : Positions : : 146,460 138,785 4,883 11,704 15,349 24,889 5,321 10,258 6,940 27,158 6,040 : : : : Changes from: August 1, 2017 : : -8,389 -10,633 -694 9,704 -1,918 8,114 1,315 -1,136 -1,108 -2,508 -204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 64.6 2.3 5.4 7.1 11.6 2.5 4.8 3.2 12.6 2.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 44 43 4 . 4 . 7 6 9 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 48,230 : : Positions : : 36,575 39,660 6,905 5,650 2,480 1,115 225 115 780 75 0 : : : : Changes from: August 1, 2017 : : -2,245 -2,485 -1,140 -815 310 50 0 40 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 82.2 14.3 11.7 5.1 2.3 0.5 0.2 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 44,080 : : Positions : : 34,310 38,730 4,960 1,820 3,100 755 225 130 590 50 0 : : : : Changes from: August 1, 2017 : : -2,035 -2,080 -415 -315 75 -25 0 55 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 87.9 11.3 4.1 7.0 1.7 0.5 0.3 1.3 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 8, 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 217,148 : : Positions : : 132,501 125,622 5,802 36,724 49,512 22,653 0 4,762 1,306 0 529 : : : : Changes from: August 1, 2017 : : 2,504 4,303 -817 70 885 2,502 0 111 102 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 57.9 2.7 16.9 22.8 10.4 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 8, 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 36,147 : : Positions : : 27,162 32,697 5,910 455 300 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -1,185 -3,120 -1,980 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 90.5 16.3 1.3 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 8, 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 33,600 : : Positions : : 24,960 30,670 6,060 455 300 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -810 -2,385 -1,615 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 91.3 18.0 1.4 0.9 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 8, 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 32,022 : : Positions : : 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0 : : : : Changes from: August 1, 2017 : : -803 -1,443 -895 -175 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 30,443 : : Positions : : 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0 : : : : Changes from: August 1, 2017 : : -696 -1,131 -705 -170 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 38,330 : : Positions : : 32,905 11,005 1,225 9,010 805 0 10,775 0 100 3,590 0 : : : : Changes from: August 1, 2017 : : -1,710 -230 -125 -290 -600 0 -1,040 0 0 -295 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 28.7 3.2 23.5 2.1 0.0 28.1 0.0 0.3 9.4 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 38,620 : : Positions : : 33,375 11,520 1,050 11,045 805 0 9,700 0 100 2,410 25 : : : : Changes from: August 1, 2017 : : -1,685 -400 -100 -470 -600 0 -665 0 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 29.8 2.7 28.6 2.1 0.0 25.1 0.0 0.3 6.2 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 8, 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 43,345 : : Positions : : 17,765 38,360 22,475 1,125 685 725 0 500 150 1,630 0 : : : : Changes from: August 1, 2017 : : -470 -1,210 -1,130 -250 0 0 0 -25 0 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 88.5 51.9 2.6 1.6 1.7 0.0 1.2 0.3 3.8 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 39,440 : : Positions : : 15,580 35,435 21,190 550 595 750 0 500 150 1,705 0 : : : : Changes from: August 1, 2017 : : -285 -820 -475 25 -25 -25 0 -25 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 89.8 53.7 1.4 1.5 1.9 0.0 1.3 0.4 4.3 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 8, 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 29,370 : : Positions : : 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0 : : : : Changes from: August 1, 2017 : : -1,385 -1,725 -1,015 50 -50 0 -780 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 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 8, 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 27,355 : : Positions : : 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0 : : : : Changes from: August 1, 2017 : : -1,160 -1,400 -840 50 -50 0 -655 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 62.3 33.0 1.8 3.8 0.0 29.0 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 22,365 : : Positions : : 18,890 11,120 0 8,695 0 0 130 50 525 70 230 : : : : Changes from: August 1, 2017 : : -1,410 110 0 -2,105 0 0 0 0 -525 50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 49.7 0.0 38.9 0.0 0.0 0.6 0.2 2.3 0.3 1.0 : : : : 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 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 21,505 : : Positions : : 18,175 10,920 0 8,105 0 0 130 50 480 25 230 : : : : Changes from: August 1, 2017 : : -1,300 150 0 -1,885 0 0 0 0 -385 25 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 50.8 0.0 37.7 0.0 0.0 0.6 0.2 2.2 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 37,405 : : Positions : : 26,375 15,582 75 18,993 100 9,000 850 50 425 475 0 : : : : Changes from: August 1, 2017 : : -1,425 -1,232 75 -638 -100 -645 -150 0 -75 -50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 41.7 0.2 50.8 0.3 24.1 2.3 0.1 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 28,525 : : Positions : : 21,270 14,250 50 11,070 25 4,675 875 0 300 370 0 : : : : Changes from: August 1, 2017 : : -1,280 -660 50 -560 25 95 0 -20 -100 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 50.0 0.2 38.8 0.1 16.4 3.1 0.0 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 109,350 : : Positions : : 54,872 94,900 24,358 50 2,100 11,900 0 665 4,295 450 510 : : : : Changes from: August 1, 2017 : : -3,377 -6,780 -2,328 50 0 -1,265 0 0 215 -25 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 86.8 22.3 0.0 1.9 10.9 0.0 0.6 3.9 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 97,610 : : Positions : : 51,070 84,390 17,380 430 1,820 13,605 0 665 3,110 300 330 : : : : Changes from: August 1, 2017 : : -1,335 -4,730 -2,700 -245 0 -1,380 0 0 215 -225 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 86.5 17.8 0.4 1.9 13.9 0.0 0.7 3.2 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 19,380 : : Positions : : 15,590 8,960 0 6,585 875 0 700 0 550 0 0 : : : : Changes from: August 1, 2017 : : -870 -515 0 -440 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 46.2 0.0 34.0 4.5 0.0 3.6 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 19,130 : : Positions : : 15,220 10,215 0 7,535 410 0 0 0 2,325 0 0 : : : : Changes from: August 1, 2017 : : -775 -760 0 -220 -55 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 53.4 0.0 39.4 2.1 0.0 0.0 0.0 12.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 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 : : 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0 : : : : Changes from: August 1, 2017 : : -760 -425 -445 -530 1,405 -150 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 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 8, 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 48,275 : : Positions : : 35,900 30,320 850 2,750 3,920 0 3,825 125 50 25 0 : : : : Changes from: August 1, 2017 : : -1,385 -1,030 -695 -925 960 0 -125 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 62.8 1.8 5.7 8.1 0.0 7.9 0.3 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 32,995 : : Positions : : 24,300 20,250 0 2,695 3,255 0 1,775 0 300 0 0 : : : : Changes from: August 1, 2017 : : -570 -865 -1,130 -540 215 0 -475 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 61.4 0.0 8.2 9.9 0.0 5.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 11, 2017