Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 60,787 : : Positions : : 21,904 27,728 4,606 3,964 3,148 7,022 13,160 792 14,378 3,735 7,847 : : : : Changes from: August 15, 2017 : : -141 -24 105 -75 -90 950 -75 -214 -435 681 495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 45.6 7.6 6.5 5.2 11.6 21.6 1.3 23.7 6.1 12.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 14 . 4 5 . 5 6 10 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 9,078 : : Positions : : 1,820 5,458 750 1,653 22 925 990 240 4,666 50 312 : : : : Changes from: August 15, 2017 : : -65 285 -20 15 2 85 0 0 315 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 60.1 8.3 18.2 0.2 10.2 10.9 2.6 51.4 0.6 3.4 : : : : 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 22, 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 1,444 : : Positions : : 280 798 296 14 69 274 118 127 109 29 286 : : : : Changes from: August 15, 2017 : : 14 41 19 -3 -3 9 -1 7 -6 -1 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 55.3 20.5 1.0 4.8 18.9 8.2 8.8 7.6 2.0 19.8 : : : : 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 22, 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 120,266 : : Positions : : 68,043 75,960 4,062 9,374 15,513 14,104 405 2,614 6,065 6,575 9,454 : : : : Changes from: August 15, 2017 : : 88 495 333 12 -42 75 -13 -53 55 54 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 63.2 3.4 7.8 12.9 11.7 0.3 2.2 5.0 5.5 7.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 39 . . 4 6 . 6 8 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 33,481 : : Positions : : 27,578 30,019 2,431 255 2,257 375 250 0 525 400 275 : : : : Changes from: August 15, 2017 : : 2,025 1,060 -810 255 -20 0 -50 0 25 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 89.7 7.3 0.8 6.7 1.1 0.7 0.0 1.6 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 22,919 : : Positions : : 20,805 16,167 0 3,997 1,490 0 0 0 550 975 50 : : : : Changes from: August 15, 2017 : : -175 900 0 -1,425 405 0 0 0 100 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 70.5 0.0 17.4 6.5 0.0 0.0 0.0 2.4 4.3 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 22, 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 179,544 : : Positions : : 141,174 116,784 21,232 20,217 4,362 6,105 17,823 3,765 2,542 16,265 328 : : : : Changes from: August 15, 2017 : : -390 -617 -310 192 148 -205 50 150 -70 -600 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 65.0 11.8 11.3 2.4 3.4 9.9 2.1 1.4 9.1 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 22, 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 58,376 : : Positions : : 45,468 36,619 8,386 13,210 1,723 593 5,262 701 1,300 671 175 : : : : Changes from: August 15, 2017 : : 588 -933 -266 14 77 20 1,292 -31 150 125 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 62.7 14.4 22.6 3.0 1.0 9.0 1.2 2.2 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 20 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 57,748 : : Positions : : 46,705 40,555 345 3,100 9,493 50 3,225 525 10 25 510 : : : : Changes from: August 15, 2017 : : -3,591 659 220 -3,780 1,663 50 -150 150 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 70.2 0.6 5.4 16.4 0.1 5.6 0.9 0.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 60,857 : : Positions : : 52,586 40,696 2,115 13,430 4,611 0 1,025 150 985 400 195 : : : : Changes from: August 15, 2017 : : 915 220 0 755 -215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 66.9 3.5 22.1 7.6 0.0 1.7 0.2 1.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 66,001 : : Positions : : 41,749 27,897 19,750 17,390 3,160 0 0 0 890 17,400 0 : : : : Changes from: August 15, 2017 : : 3,667 572 480 3,600 -720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 42.3 29.9 26.3 4.8 0.0 0.0 0.0 1.3 26.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 88,740 : : Positions : : 58,363 37,925 26,850 24,270 1,620 0 0 0 1,520 24,650 0 : : : : Changes from: August 15, 2017 : : 4,024 940 1,180 3,255 -720 0 0 0 0 976 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 42.7 30.3 27.3 1.8 0.0 0.0 0.0 1.7 27.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 32,979 : : Positions : : 23,119 26,994 4,300 0 5,025 0 850 0 425 0 0 : : : : Changes from: August 15, 2017 : : 742 742 0 0 0 0 850 0 0 -850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 81.9 13.0 0.0 15.2 0.0 2.6 0.0 1.3 0.0 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 22, 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 35,666 : : Positions : : 27,826 31,356 3,305 1,435 2,525 625 0 0 1,275 0 50 : : : : Changes from: August 15, 2017 : : 815 790 0 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 87.9 9.3 4.0 7.1 1.8 0.0 0.0 3.6 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 22, 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 15, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 22, 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 20,937 : : Positions : : 17,332 12,919 0 3,385 890 500 1,232 0 1,650 1,856 350 : : : : Changes from: August 15, 2017 : : 455 255 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 61.7 0.0 16.2 4.3 2.4 5.9 0.0 7.9 8.9 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 22, 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 15, 2017 : : 0 0 0 0 0 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 22, 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 11,085 : : Positions : : 8,960 8,835 450 915 785 125 0 75 50 150 300 : : : : Changes from: August 15, 2017 : : 970 1,570 -150 -150 150 125 -475 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 79.7 4.1 8.3 7.1 1.1 0.0 0.7 0.5 1.4 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 42,047 : : Positions : : 28,747 36,127 7,255 0 4,795 650 0 600 0 425 0 : : : : Changes from: August 15, 2017 : : 900 900 0 0 0 650 0 600 -650 0 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 85.9 17.3 0.0 11.4 1.5 0.0 1.4 0.0 1.0 0.0 : : : : 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 22, 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 47,967 : : Positions : : 42,283 32,557 1,855 11,586 2,059 0 150 0 1,275 1,350 175 : : : : Changes from: August 15, 2017 : : -130 -137 0 7 -7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 67.9 3.9 24.2 4.3 0.0 0.3 0.0 2.7 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 52,223 : : Positions : : 40,550 39,208 9,218 12,015 620 300 0 0 1,080 0 360 : : : : Changes from: August 15, 2017 : : 3,225 3,345 0 0 0 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.1 17.7 23.0 1.2 0.6 0.0 0.0 2.1 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 22, 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 59,403 : : Positions : : 44,030 41,403 10,638 13,140 2,315 300 0 0 1,780 2,350 175 : : : : Changes from: August 15, 2017 : : 2,515 2,625 0 0 0 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 69.7 17.9 22.1 3.9 0.5 0.0 0.0 3.0 4.0 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 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 73,742 : : Positions : : 69,998 61,301 1,537 6,417 1,970 0 0 0 210 3,726 0 : : : : Changes from: August 15, 2017 : : 1,233 143 -50 160 8 0 0 0 0 890 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 83.1 2.1 8.7 2.7 0.0 0.0 0.0 0.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 96,682 : : Positions : : 83,763 82,992 4,029 6,682 2,164 3,270 322 105 2,286 3,386 985 : : : : Changes from: August 15, 2017 : : 400 1,388 -120 -400 22 10 0 0 -20 -703 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 85.8 4.2 6.9 2.2 3.4 0.3 0.1 2.4 3.5 1.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 32 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 31,935 : : Positions : : 25,075 31,570 6,326 0 365 0 0 0 125 0 0 : : : : Changes from: August 15, 2017 : : 1,050 2,000 820 0 25 0 0 0 75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 98.9 19.8 0.0 1.1 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 43,199 : : Positions : : 34,065 32,690 4,725 2,745 2,720 0 4,650 0 1,190 25 124 : : : : Changes from: August 15, 2017 : : 540 505 -300 -125 300 0 0 0 165 25 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 75.7 10.9 6.4 6.3 0.0 10.8 0.0 2.8 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 45,422 : : Positions : : 28,726 35,881 6,815 2,080 3,941 1,800 0 1,800 2,050 1,300 120 : : : : Changes from: August 15, 2017 : : -1,195 -1,155 -250 0 50 0 0 0 290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 79.0 15.0 4.6 8.7 4.0 0.0 4.0 4.5 2.9 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 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 37,811 : : Positions : : 19,709 33,976 17,832 1,605 0 0 1,590 125 0 220 20 : : : : Changes from: August 15, 2017 : : 728 1,798 1,105 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 89.9 47.2 4.2 0.0 0.0 4.2 0.3 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 32,878 : : Positions : : 16,398 28,755 15,460 1,173 435 0 2,365 125 350 0 0 : : : : Changes from: August 15, 2017 : : 725 1,805 1,080 0 -550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 87.5 47.0 3.6 1.3 0.0 7.2 0.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 28,623 : : Positions : : 20,770 25,264 4,147 378 1,783 75 825 15 1,164 50 258 : : : : Changes from: August 15, 2017 : : -1,447 -1,697 350 0 -125 0 600 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 88.3 14.5 1.3 6.2 0.3 2.9 0.1 4.1 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,089 : : Positions : : 19,209 19,164 1,064 2,018 446 190 0 300 759 0 1 : : : : Changes from: August 15, 2017 : : 305 355 0 95 13 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 86.8 4.8 9.1 2.0 0.9 0.0 1.4 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 47,114 : : Positions : : 40,548 25,352 1,482 9,245 2,756 1,280 8,798 253 580 594 100 : : : : Changes from: August 15, 2017 : : 1,195 902 154 359 501 0 -1 1 240 80 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 53.8 3.1 19.6 5.8 2.7 18.7 0.5 1.2 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 21 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 31,833 : : Positions : : 26,441 17,443 3,335 9,563 587 1,350 3,765 0 35 450 0 : : : : Changes from: August 15, 2017 : : 192 -28 1,135 1,410 72 0 -30 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 54.8 10.5 30.0 1.8 4.2 11.8 0.0 0.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 20 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,007 : : Positions : : 12,700 12,372 3,872 0 3,660 0 3,725 775 0 475 0 : : : : Changes from: August 15, 2017 : : -51 549 600 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 58.9 18.4 0.0 17.4 0.0 17.7 3.7 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 12,925 : : Positions : : 10,144 6,575 1,250 4,700 1,525 0 0 0 0 125 0 : : : : Changes from: August 15, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 50.9 9.7 36.4 11.8 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 17,665 : : Positions : : 8,600 16,975 6,575 0 665 400 0 5 225 0 0 : : : : Changes from: August 15, 2017 : : 0 0 -150 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 96.1 37.2 0.0 3.8 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 22, 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 18,575 : : Positions : : 10,485 17,500 6,405 0 595 0 100 360 400 0 0 : : : : Changes from: August 15, 2017 : : 355 50 -305 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 94.2 34.5 0.0 3.2 0.0 0.5 1.9 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 22, 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 721,566 : : Positions : : 448,142 338,246 6,118 46,696 161,210 286 83,664 13,418 15,281 1,221 77,005 : : : : Changes from: August 15, 2017 : : -8,283 -10,524 -10,362 112 -256 -4 -7,385 5,778 -278 -1,130 -1,964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 46.9 0.8 6.5 22.3 0.0 11.6 1.9 2.1 0.2 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 22, 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 8,710 : : Positions : : 6,685 4,945 880 2,720 1,035 0 0 0 15 0 10 : : : : Changes from: August 15, 2017 : : 180 60 -120 70 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 56.8 10.1 31.2 11.9 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 26,959 : : Positions : : 8,656 19,245 15,630 6,440 1,065 650 0 25 360 150 0 : : : : Changes from: August 15, 2017 : : 175 -95 -220 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 71.4 58.0 23.9 4.0 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 22, 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 24,720 : : Positions : : 7,510 17,260 13,630 5,090 2,170 650 0 25 385 150 0 : : : : Changes from: August 15, 2017 : : 120 -150 -220 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 69.8 55.1 20.6 8.8 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 22, 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 12,065 : : Positions : : 9,060 10,000 1,950 770 810 0 375 0 25 50 0 : : : : Changes from: August 15, 2017 : : 0 0 -120 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 82.9 16.2 6.4 6.7 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 22, 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 24,515 : : Positions : : 20,096 15,318 895 6,405 2,630 550 0 0 157 100 62 : : : : Changes from: August 15, 2017 : : 103 0 100 240 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 62.5 3.7 26.1 10.7 2.2 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 22, 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 26,297 : : Positions : : 21,392 16,760 195 5,470 3,930 550 0 0 181 100 37 : : : : Changes from: August 15, 2017 : : 140 0 70 210 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 63.7 0.7 20.8 14.9 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 22, 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 117,961 : : Positions : : 106,441 80,878 5,265 22,919 5,555 0 4,642 55 200 3,500 400 : : : : Changes from: August 15, 2017 : : 110 1,190 100 -1,050 170 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 68.6 4.5 19.4 4.7 0.0 3.9 0.0 0.2 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . . 5 0 4 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 131,297 : : Positions : : 121,742 92,466 3,470 24,232 4,930 0 5,032 345 350 3,880 400 : : : : Changes from: August 15, 2017 : : 594 2,349 50 -1,605 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 70.4 2.6 18.5 3.8 0.0 3.8 0.3 0.3 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 34 . . 4 0 5 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 226,138 : : Positions : : 154,085 148,708 5,651 13,433 14,790 27,284 5,940 10,146 7,266 26,123 6,878 : : : : Changes from: August 15, 2017 : : 281 4,983 244 -2,455 -64 1,151 106 70 207 -623 776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 65.8 2.5 5.9 6.5 12.1 2.6 4.5 3.2 11.6 3.0 : : : : Number of Traders in Each Category Total Traders: 88 : : 43 41 4 . 4 4 7 7 9 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 : : 36,005 38,965 6,305 5,525 3,325 1,465 225 115 780 75 0 : : : : Changes from: August 15, 2017 : : 50 -50 -600 -500 550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 80.7 13.1 11.4 6.9 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 22, 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 43,690 : : Positions : : 33,465 37,960 4,360 1,495 3,805 1,105 225 130 590 50 0 : : : : Changes from: August 15, 2017 : : 50 0 -600 -550 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 86.9 10.0 3.4 8.7 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 22, 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 213,558 : : Positions : : 129,971 124,267 5,210 34,993 48,949 22,665 0 4,784 1,331 0 564 : : : : Changes from: August 15, 2017 : : -1,217 -964 -169 -311 -696 79 0 -254 32 0 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 58.2 2.4 16.4 22.9 10.6 0.0 2.2 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 22, 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 35,847 : : Positions : : 26,862 32,217 5,730 455 480 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 89.9 16.0 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 22, 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 33,525 : : Positions : : 24,885 30,265 5,730 455 480 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : -75 -225 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 90.3 17.1 1.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 15, 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 22, 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 15, 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 22, 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 39,945 : : Positions : : 34,105 11,005 1,225 10,325 130 0 10,825 0 300 3,745 0 : : : : Changes from: August 15, 2017 : : 0 0 0 -60 -50 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 27.6 3.1 25.8 0.3 0.0 27.1 0.0 0.8 9.4 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 22, 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 40,185 : : Positions : : 34,575 11,520 1,050 12,435 130 0 9,750 0 300 2,490 25 : : : : Changes from: August 15, 2017 : : 0 0 0 -60 -50 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 28.7 2.6 30.9 0.3 0.0 24.3 0.0 0.7 6.2 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 22, 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 43,795 : : Positions : : 17,640 38,715 23,005 1,125 685 725 0 500 150 1,680 0 : : : : Changes from: August 15, 2017 : : -25 50 50 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 88.4 52.5 2.6 1.6 1.7 0.0 1.1 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 22, 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 39,975 : : Positions : : 15,540 35,920 21,765 550 595 750 0 500 150 1,755 0 : : : : Changes from: August 15, 2017 : : 50 125 50 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 89.9 54.4 1.4 1.5 1.9 0.0 1.3 0.4 4.4 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 22, 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 15, 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 22, 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 15, 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 22, 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 22,515 : : Positions : : 18,865 11,105 0 8,610 0 0 130 50 525 145 230 : : : : Changes from: August 15, 2017 : : 100 0 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 49.3 0.0 38.2 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 22, 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 21,645 : : Positions : : 18,225 10,905 0 8,095 0 0 130 50 405 25 295 : : : : Changes from: August 15, 2017 : : 100 0 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 50.4 0.0 37.4 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 22, 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 37,890 : : Positions : : 26,690 15,862 0 19,083 100 8,930 650 225 425 475 0 : : : : Changes from: August 15, 2017 : : 165 355 0 -210 0 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 41.9 0.0 50.4 0.3 23.6 1.7 0.6 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 29,255 : : Positions : : 21,740 14,600 0 11,320 0 4,875 675 175 325 370 0 : : : : Changes from: August 15, 2017 : : 125 425 0 -75 0 200 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 49.9 0.0 38.7 0.0 16.7 2.3 0.6 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 110,110 : : Positions : : 54,602 95,495 25,173 0 2,075 11,820 0 665 4,575 650 425 : : : : Changes from: August 15, 2017 : : 125 80 -220 0 0 20 0 0 155 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 86.7 22.9 0.0 1.9 10.7 0.0 0.6 4.2 0.6 0.4 : : : : 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 22, 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 97,720 : : Positions : : 50,780 84,760 18,310 330 1,870 13,255 0 665 3,315 525 225 : : : : Changes from: August 15, 2017 : : -65 -295 -185 -25 50 -200 0 0 155 25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 86.7 18.7 0.3 1.9 13.6 0.0 0.7 3.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 19,580 : : Positions : : 15,760 8,980 0 6,685 775 0 750 0 550 0 0 : : : : Changes from: August 15, 2017 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 45.9 0.0 34.1 4.0 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 22, 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 19,200 : : Positions : : 15,240 10,335 0 7,435 410 0 0 0 2,325 0 0 : : : : Changes from: August 15, 2017 : : 20 120 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 53.8 0.0 38.7 2.1 0.0 0.0 0.0 12.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 22, 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 15, 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 22, 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 51,835 : : Positions : : 39,035 34,255 850 2,350 4,195 0 3,425 250 50 25 0 : : : : Changes from: August 15, 2017 : : 370 970 0 -300 175 0 -300 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 66.1 1.6 4.5 8.1 0.0 6.6 0.5 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 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 34,355 : : Positions : : 24,950 21,100 15 2,510 3,540 0 1,775 0 300 0 0 : : : : Changes from: August 15, 2017 : : 650 550 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 61.4 0.0 7.3 10.3 0.0 5.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 25, 2017