Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 60,232 : : Positions : : 22,045 27,752 4,501 4,039 3,238 6,072 13,235 1,006 14,813 3,054 7,352 : : : : Changes from: August 8, 2017 : : 160 488 -30 -155 0 -5 -60 212 -215 -321 728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 46.1 7.5 6.7 5.4 10.1 22.0 1.7 24.6 5.1 12.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 16 14 . 4 5 . 5 6 11 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 8,751 : : Positions : : 1,885 5,173 770 1,638 20 840 990 240 4,351 50 287 : : : : Changes from: August 8, 2017 : : -75 135 -15 65 0 30 15 0 190 0 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 59.1 8.8 18.7 0.2 9.6 11.3 2.7 49.7 0.6 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 7 . . . . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 1,392 : : Positions : : 266 757 277 17 72 264 119 120 116 30 275 : : : : Changes from: August 8, 2017 : : 28 83 37 -7 -6 21 -1 14 -15 -3 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 54.4 19.9 1.2 5.2 19.0 8.6 8.6 8.3 2.2 19.7 : : : : 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 15, 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 119,707 : : Positions : : 67,955 75,464 3,728 9,362 15,556 14,029 419 2,667 6,010 6,521 9,348 : : : : Changes from: August 8, 2017 : : -160 -111 6 37 27 74 -9 -112 -35 -30 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 63.0 3.1 7.8 13.0 11.7 0.3 2.2 5.0 5.4 7.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 39 . . 4 5 . 6 9 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 32,186 : : Positions : : 25,553 28,958 3,241 0 2,277 375 300 0 500 425 225 : : : : Changes from: August 8, 2017 : : 618 125 -384 0 174 50 0 0 25 200 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 90.0 10.1 0.0 7.1 1.2 0.9 0.0 1.6 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 18 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 22,589 : : Positions : : 20,980 15,267 0 5,422 1,085 0 0 0 450 525 50 : : : : Changes from: August 8, 2017 : : 225 225 0 125 -115 0 0 0 275 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 67.6 0.0 24.0 4.8 0.0 0.0 0.0 2.0 2.3 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 15, 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 180,186 : : Positions : : 141,564 117,401 21,542 20,025 4,214 6,310 17,773 3,615 2,612 16,865 293 : : : : Changes from: August 8, 2017 : : 1,073 2,283 641 -154 -494 410 5 10 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 65.2 12.0 11.1 2.3 3.5 9.9 2.0 1.4 9.4 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 38 . . . . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 57,938 : : Positions : : 44,881 37,552 8,651 13,196 1,646 573 3,970 732 1,150 546 275 : : : : Changes from: August 8, 2017 : : 581 71 -57 282 30 -100 26 -44 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 64.8 14.9 22.8 2.8 1.0 6.9 1.3 2.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 59,206 : : Positions : : 50,296 39,896 125 6,880 7,830 0 3,375 375 10 75 460 : : : : Changes from: August 8, 2017 : : 30 380 -550 -300 750 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 67.4 0.2 11.6 13.2 0.0 5.7 0.6 0.0 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 60,112 : : Positions : : 51,671 40,476 2,115 12,675 4,826 0 1,025 150 985 400 195 : : : : Changes from: August 8, 2017 : : -4 346 0 -10 326 0 -350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 67.3 3.5 21.1 8.0 0.0 1.7 0.2 1.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 62,567 : : Positions : : 38,082 27,325 19,270 13,790 3,880 0 0 0 890 17,400 0 : : : : Changes from: August 8, 2017 : : 1,175 995 480 780 -375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 43.7 30.8 22.0 6.2 0.0 0.0 0.0 1.4 27.8 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 15, 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 84,254 : : Positions : : 54,339 36,985 25,670 21,015 2,340 0 0 0 1,520 23,674 0 : : : : Changes from: August 8, 2017 : : 1,045 1,065 1,180 780 -375 0 0 0 300 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 43.9 30.5 24.9 2.8 0.0 0.0 0.0 1.8 28.1 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 15, 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 32,237 : : Positions : : 22,377 26,252 4,300 0 5,025 0 0 0 425 850 0 : : : : Changes from: August 8, 2017 : : 95 -40 -135 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 81.4 13.3 0.0 15.6 0.0 0.0 0.0 1.3 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 34,876 : : Positions : : 27,011 30,566 3,305 1,410 2,550 625 0 0 1,275 0 50 : : : : Changes from: August 8, 2017 : : -295 255 600 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 87.6 9.5 4.0 7.3 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 15, 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 13,865 : : Positions : : 12,615 11,040 300 2,375 150 0 0 0 800 300 0 : : : : Changes from: August 8, 2017 : : 200 1,400 0 0 0 0 0 0 800 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 20,482 : : Positions : : 16,877 12,664 0 3,185 890 500 1,232 0 1,650 1,856 350 : : : : Changes from: August 8, 2017 : : 1,605 505 0 -100 50 0 0 0 0 1,200 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 61.8 0.0 15.6 4.3 2.4 6.0 0.0 8.1 9.1 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 9,047 : : Positions : : 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600 : : : : Changes from: August 8, 2017 : : 200 0 -150 50 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 0 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 10,115 : : Positions : : 7,990 7,265 600 1,065 635 0 475 200 50 150 300 : : : : Changes from: August 8, 2017 : : 50 -50 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 71.8 5.9 10.5 6.3 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 15, 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 41,147 : : Positions : : 27,847 35,227 7,255 0 4,795 0 0 0 650 425 600 : : : : Changes from: August 8, 2017 : : 165 210 95 0 -95 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 85.6 17.6 0.0 11.7 0.0 0.0 0.0 1.6 1.0 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 48,103 : : Positions : : 42,413 32,693 1,855 11,580 2,065 0 150 0 1,275 1,350 175 : : : : Changes from: August 8, 2017 : : -100 -374 0 199 1 -25 25 -25 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 68.0 3.9 24.1 4.3 0.0 0.3 0.0 2.7 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 48,878 : : Positions : : 37,325 35,863 9,218 12,015 620 300 0 0 970 0 360 : : : : Changes from: August 8, 2017 : : 415 695 50 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.4 18.9 24.6 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 15, 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 56,778 : : Positions : : 41,515 38,778 10,638 13,140 2,315 300 0 0 1,670 2,350 175 : : : : Changes from: August 8, 2017 : : 175 475 70 -250 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 68.3 18.7 23.1 4.1 0.5 0.0 0.0 2.9 4.1 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 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 72,551 : : Positions : : 68,765 61,158 1,587 6,257 1,962 0 0 0 210 2,836 0 : : : : Changes from: August 8, 2017 : : 2,358 1,493 -600 130 269 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 84.3 2.2 8.6 2.7 0.0 0.0 0.0 0.3 3.9 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 15, 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 96,221 : : Positions : : 83,363 81,604 4,149 7,082 2,142 3,260 322 105 2,306 4,089 821 : : : : Changes from: August 8, 2017 : : 1,353 735 -390 200 195 50 0 0 60 138 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 84.8 4.3 7.4 2.2 3.4 0.3 0.1 2.4 4.2 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 32 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 29,960 : : Positions : : 24,025 29,570 5,506 0 340 0 0 0 50 50 0 : : : : Changes from: August 8, 2017 : : 1,200 1,575 375 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 98.7 18.4 0.0 1.1 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 15, 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 42,445 : : Positions : : 33,525 32,185 5,025 2,870 2,420 0 4,650 0 1,025 0 75 : : : : Changes from: August 8, 2017 : : 970 470 600 500 -975 -500 100 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 75.8 11.8 6.8 5.7 0.0 11.0 0.0 2.4 0.0 0.2 : : : : 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 15, 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 46,527 : : Positions : : 29,921 37,036 7,065 2,080 3,891 1,800 0 1,800 1,760 1,300 120 : : : : Changes from: August 8, 2017 : : 770 165 600 620 -700 -600 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 79.6 15.2 4.5 8.4 3.9 0.0 3.9 3.8 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 36,278 : : Positions : : 18,981 32,178 16,727 1,605 300 0 1,590 125 0 220 20 : : : : Changes from: August 8, 2017 : : 865 675 -200 -10 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 88.7 46.1 4.4 0.8 0.0 4.4 0.3 0.0 0.6 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 15, 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 31,623 : : Positions : : 15,673 26,950 14,380 1,173 985 0 2,365 125 350 0 0 : : : : Changes from: August 8, 2017 : : 755 655 40 -660 360 0 950 -50 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 85.2 45.5 3.7 3.1 0.0 7.5 0.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 30,095 : : Positions : : 22,217 26,961 3,797 378 1,908 75 225 265 1,164 50 258 : : : : Changes from: August 8, 2017 : : 300 0 0 0 0 -75 225 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 89.6 12.6 1.3 6.3 0.2 0.7 0.9 3.9 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 21,671 : : Positions : : 18,904 18,809 1,064 1,923 433 90 0 300 759 0 1 : : : : Changes from: August 8, 2017 : : 220 190 0 -270 30 -300 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 86.8 4.9 8.9 2.0 0.4 0.0 1.4 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 45,163 : : Positions : : 39,352 24,451 1,328 8,886 2,255 1,280 8,799 253 340 514 0 : : : : Changes from: August 8, 2017 : : 785 -125 50 780 60 0 110 0 -5 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 54.1 2.9 19.7 5.0 2.8 19.5 0.6 0.8 1.1 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 15, 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 30,409 : : Positions : : 26,249 17,471 2,200 8,153 515 1,350 3,795 0 0 450 0 : : : : Changes from: August 8, 2017 : : 370 -200 -980 350 -484 0 -840 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 57.5 7.2 26.8 1.7 4.4 12.5 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 19 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,533 : : Positions : : 12,751 11,823 3,272 0 3,735 0 3,725 775 0 475 0 : : : : Changes from: August 8, 2017 : : -105 870 1,245 -30 -195 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 57.6 15.9 0.0 18.2 0.0 18.1 3.8 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 17,655 : : Positions : : 8,600 16,975 6,725 0 655 400 0 5 225 0 0 : : : : Changes from: August 8, 2017 : : 0 0 0 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 96.1 38.1 0.0 3.7 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 15, 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 18,440 : : Positions : : 10,130 17,450 6,710 0 510 0 100 360 400 0 0 : : : : Changes from: August 8, 2017 : : 0 0 0 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 94.6 36.4 0.0 2.8 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 15, 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 736,935 : : Positions : : 456,425 348,770 16,481 46,583 161,466 290 91,049 7,641 15,558 2,351 78,968 : : : : Changes from: August 8, 2017 : : 1,575 20,745 10,387 -13,691 1,050 -3 -4,413 16 -9,721 -403 3,356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 47.3 2.2 6.3 21.9 0.0 12.4 1.0 2.1 0.3 10.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 8, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 27,004 : : Positions : : 8,481 19,340 15,850 6,390 1,065 650 0 25 360 150 0 : : : : Changes from: August 8, 2017 : : 90 265 150 -125 0 -200 0 25 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 71.6 58.7 23.7 3.9 2.4 0.0 0.1 1.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 24,820 : : Positions : : 7,390 17,410 13,850 5,040 2,170 650 0 25 385 150 0 : : : : Changes from: August 8, 2017 : : 85 60 -50 -125 0 -200 0 25 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 70.1 55.8 20.3 8.7 2.6 0.0 0.1 1.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 12,035 : : Positions : : 9,060 10,000 2,070 770 780 0 375 0 25 50 0 : : : : Changes from: August 8, 2017 : : -10 -10 0 0 0 0 0 0 0 0 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 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 24,375 : : Positions : : 19,993 15,318 795 6,165 2,730 550 0 0 157 100 62 : : : : Changes from: August 8, 2017 : : -215 1,075 -135 -1,375 950 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 62.8 3.3 25.3 11.2 2.3 0.0 0.0 0.6 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 15, 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 26,157 : : Positions : : 21,252 16,760 125 5,260 4,000 550 0 0 181 100 37 : : : : Changes from: August 8, 2017 : : -215 1,125 -5 -1,470 1,095 50 0 0 -75 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 64.1 0.5 20.1 15.3 2.1 0.0 0.0 0.7 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 117,581 : : Positions : : 106,331 79,688 5,165 23,969 5,385 0 4,642 55 200 3,430 400 : : : : Changes from: August 8, 2017 : : 490 -270 300 760 -375 0 200 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 67.8 4.4 20.4 4.6 0.0 3.9 0.0 0.2 2.9 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 15, 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 130,653 : : Positions : : 121,148 90,117 3,420 25,837 4,930 0 5,032 345 350 3,980 400 : : : : Changes from: August 8, 2017 : : 880 65 300 1,015 -525 0 125 0 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 69.0 2.6 19.8 3.8 0.0 3.9 0.3 0.3 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 33 . . 4 0 5 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 223,449 : : Positions : : 153,805 143,725 5,407 15,888 14,854 26,133 5,835 10,076 7,059 26,746 6,102 : : : : Changes from: August 8, 2017 : : 7,345 4,940 525 4,184 -495 1,244 514 -183 119 -412 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 64.3 2.4 7.1 6.6 11.7 2.6 4.5 3.2 12.0 2.7 : : : : Number of Traders in Each Category Total Traders: 86 : : 44 41 4 . 4 4 7 6 9 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 48,255 : : Positions : : 35,955 39,015 6,905 6,025 2,775 1,465 225 115 780 75 0 : : : : Changes from: August 8, 2017 : : -620 -645 0 375 295 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 80.9 14.3 12.5 5.8 3.0 0.5 0.2 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 43,640 : : Positions : : 33,415 37,960 4,960 2,045 3,205 1,105 225 130 590 50 0 : : : : Changes from: August 8, 2017 : : -895 -770 0 225 105 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 87.0 11.4 4.7 7.3 2.5 0.5 0.3 1.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 215,800 : : Positions : : 131,188 125,231 5,379 35,304 49,646 22,586 0 5,038 1,299 0 581 : : : : Changes from: August 8, 2017 : : -1,313 -390 -423 -1,420 134 -67 0 276 -7 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 58.0 2.5 16.4 23.0 10.5 0.0 2.3 0.6 0.0 0.3 : : : : 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 15, 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 32,517 5,730 455 480 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 0 -180 -180 0 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 90.0 15.9 1.3 1.3 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 15, 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 30,490 5,880 455 480 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 0 -180 -180 0 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 90.7 17.5 1.4 1.4 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 15, 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 8, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 8, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 39,780 : : Positions : : 34,105 11,005 1,225 10,385 180 0 10,825 0 300 3,565 0 : : : : Changes from: August 8, 2017 : : 1,200 0 0 1,375 -625 0 50 0 200 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 27.7 3.1 26.1 0.5 0.0 27.2 0.0 0.8 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 40,020 : : Positions : : 34,575 11,520 1,050 12,495 180 0 9,750 0 300 2,310 25 : : : : Changes from: August 8, 2017 : : 1,200 0 0 1,450 -625 0 50 0 200 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 28.8 2.6 31.2 0.4 0.0 24.4 0.0 0.7 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 43,770 : : Positions : : 17,665 38,665 22,955 1,125 685 725 0 500 150 1,705 0 : : : : Changes from: August 8, 2017 : : -100 305 480 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 88.3 52.4 2.6 1.6 1.7 0.0 1.1 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 15, 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 39,875 : : Positions : : 15,490 35,795 21,715 550 595 750 0 500 150 1,780 0 : : : : Changes from: August 8, 2017 : : -90 360 525 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 89.8 54.5 1.4 1.5 1.9 0.0 1.3 0.4 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 8, 2017 : : 0 0 0 0 0 0 0 0 0 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 15, 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 8, 2017 : : 0 0 0 0 0 0 0 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 15, 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 22,415 : : Positions : : 18,765 11,105 0 8,510 0 0 130 50 525 145 230 : : : : Changes from: August 8, 2017 : : -125 -15 0 -185 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 49.5 0.0 38.0 0.0 0.0 0.6 0.2 2.3 0.6 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 15, 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 21,545 : : Positions : : 18,125 10,905 0 7,995 0 0 130 50 405 25 295 : : : : Changes from: August 8, 2017 : : -50 -15 0 -110 0 0 0 0 -75 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 50.6 0.0 37.1 0.0 0.0 0.6 0.2 1.9 0.1 1.4 : : : : 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 15, 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 37,530 : : Positions : : 26,525 15,507 0 19,293 100 8,950 650 225 425 475 0 : : : : Changes from: August 8, 2017 : : 150 -75 -75 300 0 -50 -200 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 41.3 0.0 51.4 0.3 23.8 1.7 0.6 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 28,725 : : Positions : : 21,615 14,175 0 11,395 0 4,675 675 175 300 370 0 : : : : Changes from: August 8, 2017 : : 345 -75 -50 325 -25 0 -200 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 49.3 0.0 39.7 0.0 16.3 2.3 0.6 1.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 110,085 : : Positions : : 54,477 95,415 25,393 0 2,075 11,800 0 665 4,420 650 560 : : : : Changes from: August 8, 2017 : : -395 515 1,035 -50 -25 -100 0 0 125 200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 86.7 23.1 0.0 1.9 10.7 0.0 0.6 4.0 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 98,220 : : Positions : : 50,845 85,055 18,495 355 1,820 13,455 0 665 3,160 500 350 : : : : Changes from: August 8, 2017 : : -225 665 1,115 -75 0 -150 0 0 50 200 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 86.6 18.8 0.4 1.9 13.7 0.0 0.7 3.2 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 19,630 : : Positions : : 15,810 9,030 0 6,685 775 0 750 0 550 0 0 : : : : Changes from: August 8, 2017 : : 220 70 0 100 -100 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 46.0 0.0 34.1 3.9 0.0 3.8 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 8, 2017 : : 0 0 0 0 0 0 0 0 0 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 15, 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 8, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 51,090 : : Positions : : 38,665 33,285 850 2,650 4,020 0 3,725 125 50 25 0 : : : : Changes from: August 8, 2017 : : 2,765 2,965 0 -100 100 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 65.1 1.7 5.2 7.9 0.0 7.3 0.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 33,655 : : Positions : : 24,300 20,550 15 2,410 3,540 0 1,775 0 300 0 0 : : : : Changes from: August 8, 2017 : : 0 300 15 -285 285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 61.1 0.0 7.2 10.5 0.0 5.3 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 18, 2017