Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 57,062 : : Positions : : 19,856 26,934 4,642 3,581 2,603 6,694 11,524 927 13,695 3,121 7,478 : : : : Changes from: August 22, 2017 : : -2,048 -794 36 -383 -545 -328 -1,636 135 -683 -614 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 47.2 8.1 6.3 4.6 11.7 20.2 1.6 24.0 5.5 13.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 14 . 4 4 . 5 6 13 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 8,134 : : Positions : : 1,670 5,044 697 1,602 0 880 704 240 4,113 16 250 : : : : Changes from: August 22, 2017 : : -150 -414 -53 -51 -22 -45 -286 0 -553 -34 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 62.0 8.6 19.7 0.0 10.8 8.7 3.0 50.6 0.2 3.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 7 . . 0 . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 1,565 : : Positions : : 308 875 331 12 68 297 122 146 101 29 312 : : : : Changes from: August 22, 2017 : : 28 76 35 -2 -1 23 3 19 -8 0 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 55.9 21.2 0.7 4.4 18.9 7.8 9.3 6.5 1.9 19.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 8 . . . . . 5 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 120,881 : : Positions : : 68,154 76,247 4,057 9,372 15,627 14,195 407 2,671 6,149 6,580 9,616 : : : : Changes from: August 22, 2017 : : 111 287 -4 -2 114 92 2 57 84 4 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 63.1 3.4 7.8 12.9 11.7 0.3 2.2 5.1 5.4 8.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 39 . . 4 6 . 6 8 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 33,818 : : Positions : : 27,500 29,767 2,482 355 2,646 400 325 0 475 425 300 : : : : Changes from: August 22, 2017 : : -78 -252 51 100 389 25 75 0 -50 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 88.0 7.3 1.0 7.8 1.2 1.0 0.0 1.4 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 23,594 : : Positions : : 20,705 16,692 0 4,022 1,665 0 0 0 900 675 300 : : : : Changes from: August 22, 2017 : : -100 525 0 25 175 0 0 0 350 -300 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 70.7 0.0 17.0 7.1 0.0 0.0 0.0 3.8 2.9 1.3 : : : : 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 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 178,030 : : Positions : : 139,040 114,415 21,397 20,867 4,502 6,490 17,848 3,795 2,442 16,265 328 : : : : Changes from: August 22, 2017 : : -2,134 -2,369 165 650 140 385 25 30 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 64.3 12.0 11.7 2.5 3.6 10.0 2.1 1.4 9.1 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 38 . . . . 4 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 57,713 : : Positions : : 44,820 35,784 8,375 13,050 1,528 686 5,225 675 1,375 1,221 225 : : : : Changes from: August 22, 2017 : : -649 -835 -11 -160 -196 93 -37 -26 75 550 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 62.0 14.5 22.6 2.6 1.2 9.1 1.2 2.4 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 21 . . . . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 58,108 : : Positions : : 46,315 41,065 695 2,700 9,893 50 3,225 525 160 25 360 : : : : Changes from: August 22, 2017 : : -390 510 350 -400 400 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 70.7 1.2 4.6 17.0 0.1 5.6 0.9 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 60,546 : : Positions : : 52,335 40,150 2,115 13,825 4,551 0 1,025 150 1,085 400 95 : : : : Changes from: August 22, 2017 : : -251 -546 0 395 -60 0 0 0 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 66.3 3.5 22.8 7.5 0.0 1.7 0.2 1.8 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 66,891 : : Positions : : 42,689 28,817 19,750 17,355 3,160 0 0 0 840 17,400 0 : : : : Changes from: August 22, 2017 : : 940 920 0 -35 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 43.1 29.5 25.9 4.7 0.0 0.0 0.0 1.3 26.0 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 29, 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 89,325 : : Positions : : 59,063 38,540 26,850 24,185 1,620 0 0 0 1,420 24,700 0 : : : : Changes from: August 22, 2017 : : 700 615 0 -85 0 0 0 0 -100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 43.1 30.1 27.1 1.8 0.0 0.0 0.0 1.6 27.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 33,129 : : Positions : : 23,269 27,129 4,285 0 5,040 0 850 0 425 0 0 : : : : Changes from: August 22, 2017 : : 150 135 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 81.9 12.9 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 : : 20 17 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 37,441 : : Positions : : 30,401 33,131 2,705 1,435 2,525 625 0 0 1,075 0 50 : : : : Changes from: August 22, 2017 : : 2,575 1,775 -600 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 88.5 7.2 3.8 6.7 1.7 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 22, 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 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 21,082 : : Positions : : 17,477 13,064 0 3,385 890 500 1,232 0 1,650 1,856 350 : : : : Changes from: August 22, 2017 : : 145 145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 62.0 0.0 16.1 4.2 2.4 5.8 0.0 7.8 8.8 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 29, 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 22, 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 29, 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 22, 2017 : : 0 0 0 0 0 0 0 0 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 29, 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 42,062 : : Positions : : 28,762 36,127 7,240 0 4,810 650 0 600 0 425 0 : : : : Changes from: August 22, 2017 : : 15 0 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 85.9 17.2 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 29, 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 48,511 : : Positions : : 42,953 32,811 1,855 12,127 1,833 0 175 0 1,375 1,300 175 : : : : Changes from: August 22, 2017 : : 670 255 0 540 -225 0 25 0 100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 67.6 3.8 25.0 3.8 0.0 0.4 0.0 2.8 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . 0 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 53,148 : : Positions : : 41,405 40,073 9,218 12,075 620 300 0 0 1,150 0 360 : : : : Changes from: August 22, 2017 : : 855 865 0 60 0 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.4 17.3 22.7 1.2 0.6 0.0 0.0 2.2 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 29, 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 60,173 : : Positions : : 44,680 42,213 10,638 13,200 2,315 300 0 0 1,900 2,250 175 : : : : Changes from: August 22, 2017 : : 650 810 0 60 0 0 0 0 120 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 70.2 17.7 21.9 3.8 0.5 0.0 0.0 3.2 3.7 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 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 74,001 : : Positions : : 70,257 62,704 1,507 6,462 2,000 0 0 0 210 2,507 0 : : : : Changes from: August 22, 2017 : : 259 1,403 -30 45 30 0 0 0 0 -1,219 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 84.7 2.0 8.7 2.7 0.0 0.0 0.0 0.3 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 97,113 : : Positions : : 83,966 82,448 4,194 6,702 2,324 3,330 272 155 1,906 4,008 1,158 : : : : Changes from: August 22, 2017 : : 203 -544 165 20 160 60 -50 50 -380 622 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 84.9 4.3 6.9 2.4 3.4 0.3 0.2 2.0 4.1 1.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 32 . . . . . . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 32,010 : : Positions : : 25,125 31,645 6,326 0 365 0 0 0 150 0 0 : : : : Changes from: August 22, 2017 : : 50 75 0 0 0 0 0 0 25 0 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 0.5 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 29, 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 43,704 : : Positions : : 34,600 33,185 4,725 2,745 2,720 0 4,650 0 1,150 25 134 : : : : Changes from: August 22, 2017 : : 535 495 0 0 0 0 0 0 -40 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 75.9 10.8 6.3 6.2 0.0 10.6 0.0 2.6 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 45,127 : : Positions : : 28,476 35,601 6,815 2,080 3,941 1,800 0 1,800 2,120 1,400 5 : : : : Changes from: August 22, 2017 : : -250 -280 0 0 0 0 0 0 70 100 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 78.9 15.1 4.6 8.7 4.0 0.0 4.0 4.7 3.1 0.0 : : : : 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 29, 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 37,731 : : Positions : : 19,829 33,606 17,592 1,605 0 0 1,825 165 0 220 20 : : : : Changes from: August 22, 2017 : : 120 -370 -240 0 0 0 235 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 89.1 46.6 4.3 0.0 0.0 4.8 0.4 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 29, 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 32,978 : : Positions : : 16,818 28,805 15,280 1,413 230 0 2,300 190 350 0 0 : : : : Changes from: August 22, 2017 : : 420 50 -180 240 -205 0 -65 65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 87.3 46.3 4.3 0.7 0.0 7.0 0.6 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 29, 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 28,603 : : Positions : : 20,670 25,239 4,227 378 1,783 75 825 15 1,164 50 258 : : : : Changes from: August 22, 2017 : : -100 -25 80 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 88.2 14.8 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 29, 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 22,269 : : Positions : : 19,389 19,274 1,064 2,068 446 190 0 300 759 0 1 : : : : Changes from: August 22, 2017 : : 180 110 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 86.6 4.8 9.3 2.0 0.9 0.0 1.3 3.4 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 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 48,306 : : Positions : : 41,462 26,227 1,867 9,305 2,606 1,280 9,185 256 605 626 100 : : : : Changes from: August 22, 2017 : : 914 875 385 60 -150 0 387 3 25 32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 54.3 3.9 19.3 5.4 2.6 19.0 0.5 1.3 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 22 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 33,406 : : Positions : : 27,656 19,703 3,680 9,623 585 1,350 3,140 0 35 350 0 : : : : Changes from: August 22, 2017 : : 1,215 2,260 345 60 -2 0 -625 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 59.0 11.0 28.8 1.8 4.0 9.4 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 20 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 21,132 : : Positions : : 12,675 12,497 4,022 0 3,660 0 3,725 775 0 475 0 : : : : Changes from: August 22, 2017 : : -25 125 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 59.1 19.0 0.0 17.3 0.0 17.6 3.7 0.0 2.2 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 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 13,000 : : Positions : : 10,144 6,650 1,250 4,625 1,600 0 0 0 0 125 0 : : : : Changes from: August 22, 2017 : : 0 75 0 -75 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 51.2 9.6 35.6 12.3 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 29, 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 22, 2017 : : 0 0 0 0 0 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 29, 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 22, 2017 : : 0 0 0 0 0 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 29, 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 736,599 : : Positions : : 458,255 352,047 8,972 44,079 161,994 0 83,461 15,032 13,818 1,458 78,421 : : : : Changes from: August 22, 2017 : : 10,113 13,801 2,854 -2,617 784 -286 -203 1,614 -1,463 237 1,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 47.8 1.2 6.0 22.0 0.0 11.3 2.0 1.9 0.2 10.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 10,760 : : Positions : : 6,985 4,835 2,800 5,050 865 0 0 0 15 0 10 : : : : Changes from: August 22, 2017 : : 300 -110 1,920 2,330 -170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 44.9 26.0 46.9 8.0 0.0 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 26,909 : : Positions : : 8,706 19,195 15,480 6,440 1,065 650 25 50 385 100 0 : : : : Changes from: August 22, 2017 : : 50 -50 -150 0 0 0 25 25 25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 71.3 57.5 23.9 4.0 2.4 0.1 0.2 1.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 24,660 : : Positions : : 7,600 17,200 13,430 5,090 2,170 650 25 50 410 100 0 : : : : Changes from: August 22, 2017 : : 90 -60 -200 0 0 0 25 25 25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 69.7 54.5 20.6 8.8 2.6 0.1 0.2 1.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 22, 2017 : : 0 0 0 0 0 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 29, 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 6,430 2,605 600 0 0 132 100 62 : : : : Changes from: August 22, 2017 : : 0 0 0 25 -25 50 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 62.5 3.7 26.2 10.6 2.4 0.0 0.0 0.5 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 3,930 600 0 0 131 100 37 : : : : Changes from: August 22, 2017 : : 0 0 0 0 0 50 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 63.7 0.7 20.8 14.9 2.3 0.0 0.0 0.5 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 29, 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 115,716 : : Positions : : 106,051 80,928 5,110 22,069 3,855 25 4,642 130 150 3,730 350 : : : : Changes from: August 22, 2017 : : -390 50 -155 -850 -1,700 25 0 75 -50 230 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 69.9 4.4 19.1 3.3 0.0 4.0 0.1 0.1 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . . 5 . 4 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 129,758 : : Positions : : 121,797 92,851 3,415 23,617 3,391 250 5,032 395 75 4,085 375 : : : : Changes from: August 22, 2017 : : 55 385 -55 -615 -1,539 250 0 50 -275 205 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 71.6 2.6 18.2 2.6 0.2 3.9 0.3 0.1 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 34 . . 4 . 5 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 229,753 : : Positions : : 157,332 149,126 5,149 13,562 14,953 28,015 7,069 10,404 6,430 27,082 7,464 : : : : Changes from: August 22, 2017 : : 3,247 419 -503 129 164 732 1,129 258 -835 959 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 64.9 2.2 5.9 6.5 12.2 3.1 4.5 2.8 11.8 3.2 : : : : Number of Traders in Each Category Total Traders: 89 : : 43 42 4 . 5 5 8 5 8 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 48,330 : : Positions : : 36,005 39,065 6,305 5,605 3,220 1,465 300 115 960 0 0 : : : : Changes from: August 22, 2017 : : 0 100 0 80 -105 0 75 0 180 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 80.8 13.0 11.6 6.7 3.0 0.6 0.2 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 43,765 : : Positions : : 33,465 37,960 4,360 1,675 3,700 1,105 275 130 770 0 0 : : : : Changes from: August 22, 2017 : : 0 0 0 180 -105 0 50 0 180 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 86.7 10.0 3.8 8.5 2.5 0.6 0.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 217,589 : : Positions : : 133,447 127,766 5,222 34,999 49,559 22,668 0 4,707 1,344 0 559 : : : : Changes from: August 22, 2017 : : 3,476 3,498 12 5 609 3 0 -77 13 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 58.7 2.4 16.1 22.8 10.4 0.0 2.2 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 36,697 : : Positions : : 27,712 32,167 4,830 455 650 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 850 -50 -900 0 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 87.7 13.2 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 34,375 : : Positions : : 25,735 30,215 4,830 455 495 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 850 -50 -900 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 87.9 14.1 1.3 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 29, 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 0 500 0 0 500 0 : : : : Changes from: August 22, 2017 : : 0 0 0 0 0 0 500 0 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 74.0 27.8 8.4 3.0 0.0 1.6 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 0 500 0 0 500 0 : : : : Changes from: August 22, 2017 : : 0 0 0 0 0 0 500 0 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 73.6 28.8 10.4 3.2 0.0 1.6 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 40,005 : : Positions : : 34,165 11,005 1,225 10,385 70 100 10,825 0 200 3,745 0 : : : : Changes from: August 22, 2017 : : 60 0 0 60 -60 100 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 27.5 3.1 26.0 0.2 0.2 27.1 0.0 0.5 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 40,245 : : Positions : : 34,635 11,520 1,050 12,495 70 100 9,750 0 200 2,490 25 : : : : Changes from: August 22, 2017 : : 60 0 0 60 -60 100 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 28.6 2.6 31.0 0.2 0.2 24.2 0.0 0.5 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 44,105 : : Positions : : 17,555 39,005 23,380 1,125 685 725 0 500 150 1,680 0 : : : : Changes from: August 22, 2017 : : -85 290 375 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 88.4 53.0 2.6 1.6 1.6 0.0 1.1 0.3 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 40,485 : : Positions : : 15,650 36,430 22,165 550 595 750 0 500 150 1,755 0 : : : : Changes from: August 22, 2017 : : 110 510 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 90.0 54.7 1.4 1.5 1.9 0.0 1.2 0.4 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 22, 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 29, 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 22, 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 29, 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 : : 18,860 11,105 0 8,560 0 25 130 50 500 195 230 : : : : Changes from: August 22, 2017 : : -5 0 0 -50 0 25 0 0 -25 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 49.3 0.0 38.0 0.0 0.1 0.6 0.2 2.2 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 21,775 : : Positions : : 18,525 10,905 0 8,355 0 25 130 50 375 70 300 : : : : Changes from: August 22, 2017 : : 300 0 0 260 0 25 0 0 -30 45 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 50.1 0.0 38.4 0.0 0.1 0.6 0.2 1.7 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 38,365 : : Positions : : 26,690 15,862 0 19,558 100 9,555 650 225 275 475 0 : : : : Changes from: August 22, 2017 : : 0 0 0 475 0 625 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 41.3 0.0 51.0 0.3 24.9 1.7 0.6 0.7 1.2 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 29, 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 29,730 : : Positions : : 21,740 14,600 0 11,795 0 5,400 675 175 275 370 0 : : : : Changes from: August 22, 2017 : : 0 0 0 475 0 525 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 49.1 0.0 39.7 0.0 18.2 2.3 0.6 0.9 1.2 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 29, 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 110,455 : : Positions : : 55,047 95,625 25,283 0 2,075 11,345 300 665 4,625 350 425 : : : : Changes from: August 22, 2017 : : 445 130 110 0 0 -475 300 0 50 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 86.6 22.9 0.0 1.9 10.3 0.3 0.6 4.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 97,570 : : Positions : : 50,940 84,890 18,705 330 1,870 12,780 175 665 3,365 350 225 : : : : Changes from: August 22, 2017 : : 160 130 395 0 0 -475 175 0 50 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 87.0 19.2 0.3 1.9 13.1 0.2 0.7 3.4 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 50 750 0 500 0 0 : : : : Changes from: August 22, 2017 : : 0 0 0 0 0 50 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 45.9 0.0 34.1 4.0 0.3 3.8 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 : : 14,990 10,335 0 7,235 460 50 0 0 2,325 0 0 : : : : Changes from: August 22, 2017 : : -250 0 0 -200 50 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 53.8 0.0 37.7 2.4 0.3 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 16,085 : : Positions : : 7,300 11,590 210 270 1,795 5,200 50 0 0 800 0 : : : : Changes from: August 22, 2017 : : 40 40 0 0 0 0 50 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 72.1 1.3 1.7 11.2 32.3 0.3 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 51,715 : : Positions : : 38,860 34,380 850 2,350 4,195 0 3,125 375 50 25 0 : : : : Changes from: August 22, 2017 : : -175 125 0 0 0 0 -300 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 66.5 1.6 4.5 8.1 0.0 6.0 0.7 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 29, 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 34,705 : : Positions : : 25,000 21,450 15 2,510 3,840 0 1,475 75 300 0 0 : : : : Changes from: August 22, 2017 : : 50 350 0 0 300 0 -300 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 61.8 0.0 7.2 11.1 0.0 4.3 0.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 1, 2017