Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 57,751 : : Positions : : 21,940 27,907 4,637 3,473 2,516 5,246 11,351 1,339 13,587 3,052 7,374 : : : : Changes from: September 12, 2017 : : 929 585 -5 293 -357 -938 -101 124 -153 -919 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 48.3 8.0 6.0 4.4 9.1 19.7 2.3 23.5 5.3 12.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 13 . 4 4 . 6 6 12 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 8,301 : : Positions : : 1,340 5,201 717 1,652 0 880 704 240 4,530 16 210 : : : : Changes from: September 12, 2017 : : -60 90 25 0 0 -75 0 0 170 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 62.7 8.6 19.9 0.0 10.6 8.5 2.9 54.6 0.2 2.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 7 . . 0 . . . 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 1,792 : : Positions : : 393 1,008 396 5 63 328 143 175 72 34 361 : : : : Changes from: September 12, 2017 : : 60 83 38 -4 -3 41 8 17 -48 4 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 56.2 22.1 0.3 3.5 18.3 8.0 9.8 4.0 1.9 20.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 8 . . . . . 5 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 110,175 : : Positions : : 60,686 69,253 3,395 8,704 15,128 12,859 152 2,885 6,268 5,220 8,287 : : : : Changes from: September 12, 2017 : : -197 -261 18 26 -74 -27 -4 178 143 177 321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 62.9 3.1 7.9 13.7 11.7 0.1 2.6 5.7 4.7 7.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 35 . . 4 5 . 5 7 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 30,969 : : Positions : : 24,041 26,447 2,611 805 2,667 400 250 0 625 175 625 : : : : Changes from: September 12, 2017 : : -157 -85 -3 -50 118 0 0 0 25 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.4 8.4 2.6 8.6 1.3 0.8 0.0 2.0 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 17 . . . . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 22,044 : : Positions : : 19,230 15,882 0 3,632 1,665 0 0 0 650 150 475 : : : : Changes from: September 12, 2017 : : -10 815 0 -625 400 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 72.0 0.0 16.5 7.6 0.0 0.0 0.0 2.9 0.7 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 171,276 : : Positions : : 134,461 112,649 17,860 17,102 5,960 6,655 16,138 3,481 2,545 15,668 268 : : : : Changes from: September 12, 2017 : : -36 1,834 27 -63 -229 -35 -1,380 0 -135 -560 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 65.8 10.4 10.0 3.5 3.9 9.4 2.0 1.5 9.1 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 35 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 55,528 : : Positions : : 43,307 34,148 8,180 11,871 1,406 613 5,800 675 1,075 1,373 250 : : : : Changes from: September 12, 2017 : : 259 -632 -575 152 -81 36 25 0 350 525 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 61.5 14.7 21.4 2.5 1.1 10.4 1.2 1.9 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 . . . . 4 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 56,436 : : Positions : : 43,920 39,490 1,317 2,520 10,061 200 3,300 300 150 25 360 : : : : Changes from: September 12, 2017 : : -90 -190 -60 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 70.0 2.3 4.5 17.8 0.4 5.8 0.5 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 57,959 : : Positions : : 49,300 37,355 2,060 14,688 4,416 0 465 210 1,565 550 45 : : : : Changes from: September 12, 2017 : : -485 -615 0 100 270 0 -120 60 -50 100 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 64.5 3.6 25.3 7.6 0.0 0.8 0.4 2.7 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 22 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 64,526 : : Positions : : 40,996 27,497 19,360 16,515 2,955 0 0 0 1,070 17,400 0 : : : : Changes from: September 12, 2017 : : 1,125 1,135 -15 0 0 0 0 0 295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 42.6 30.0 25.6 4.6 0.0 0.0 0.0 1.7 27.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 85,515 : : Positions : : 55,889 36,203 26,215 22,845 1,785 0 0 0 1,520 24,400 0 : : : : Changes from: September 12, 2017 : : 880 883 -15 0 0 0 0 0 265 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 42.3 30.7 26.7 2.1 0.0 0.0 0.0 1.8 28.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 32,301 : : Positions : : 22,779 26,586 4,075 0 4,875 0 800 0 400 0 0 : : : : Changes from: September 12, 2017 : : 70 214 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 82.3 12.6 0.0 15.1 0.0 2.5 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 16 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 36,385 : : Positions : : 29,385 31,797 2,670 1,455 2,470 500 420 0 1,225 0 75 : : : : Changes from: September 12, 2017 : : -355 -130 150 100 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.4 7.3 4.0 6.8 1.4 1.2 0.0 3.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 4 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 12,345 : : Positions : : 11,095 9,820 300 2,075 150 0 0 0 800 300 0 : : : : Changes from: September 12, 2017 : : -220 -20 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 79.5 2.4 16.8 1.2 0.0 0.0 0.0 6.5 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 18,936 : : Positions : : 15,051 11,819 0 3,660 880 1,200 1,032 0 1,300 950 300 : : : : Changes from: September 12, 2017 : : 1,290 1,140 0 950 0 800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 62.4 0.0 19.3 4.6 6.3 5.4 0.0 6.9 5.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,590 : : Positions : : 8,690 8,365 450 850 760 0 50 25 0 120 280 : : : : Changes from: September 12, 2017 : : 400 500 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 79.0 4.2 8.0 7.2 0.0 0.5 0.2 0.0 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,267 : : Positions : : 27,667 34,972 7,355 0 4,245 400 0 600 0 350 0 : : : : Changes from: September 12, 2017 : : 254 254 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 86.9 18.3 0.0 10.5 1.0 0.0 1.5 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 47,019 : : Positions : : 42,160 31,139 1,710 12,631 1,629 0 300 0 1,200 1,250 0 : : : : Changes from: September 12, 2017 : : 715 829 225 61 -61 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 66.2 3.6 26.9 3.5 0.0 0.6 0.0 2.6 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 50,667 : : Positions : : 39,665 38,537 8,407 11,025 620 325 0 0 1,250 0 300 : : : : Changes from: September 12, 2017 : : 610 555 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 76.1 16.6 21.8 1.2 0.6 0.0 0.0 2.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 57,383 : : Positions : : 42,820 39,938 9,733 12,790 2,295 325 0 0 1,880 2,000 175 : : : : Changes from: September 12, 2017 : : 1,045 980 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 69.6 17.0 22.3 4.0 0.6 0.0 0.0 3.3 3.5 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 71,276 : : Positions : : 67,629 61,482 897 6,805 1,703 0 0 0 155 152 829 : : : : Changes from: September 12, 2017 : : 746 1,956 0 485 -420 0 0 0 0 -1,695 810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.3 1.3 9.5 2.4 0.0 0.0 0.0 0.2 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 93,485 : : Positions : : 79,541 78,678 2,341 6,420 3,591 3,430 353 74 2,476 2,179 1,911 : : : : Changes from: September 12, 2017 : : 690 1,122 -925 260 852 0 0 0 190 -1,422 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 84.2 2.5 6.9 3.8 3.7 0.4 0.1 2.6 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 31 . . . . 4 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 31,122 : : Positions : : 24,227 30,795 6,241 0 327 0 0 0 275 0 0 : : : : Changes from: September 12, 2017 : : 450 750 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 98.9 20.1 0.0 1.1 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 41,481 : : Positions : : 33,250 30,132 3,535 2,745 3,270 0 4,730 120 843 25 214 : : : : Changes from: September 12, 2017 : : 290 -280 -270 0 130 0 80 120 -100 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 72.6 8.5 6.6 7.9 0.0 11.4 0.3 2.0 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 41,747 : : Positions : : 25,736 32,104 6,528 2,080 3,858 1,550 150 1,800 1,770 1,400 50 : : : : Changes from: September 12, 2017 : : 5 -415 -270 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 76.9 15.6 5.0 9.2 3.7 0.4 4.3 4.2 3.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 38,050 : : Positions : : 19,612 33,993 18,038 1,567 40 0 1,490 275 0 530 15 : : : : Changes from: September 12, 2017 : : 1,064 1,344 360 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 89.3 47.4 4.1 0.1 0.0 3.9 0.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 34,120 : : Positions : : 16,310 30,415 16,990 1,088 242 0 2,200 140 350 0 0 : : : : Changes from: September 12, 2017 : : 900 2,400 1,200 -300 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 89.1 49.8 3.2 0.7 0.0 6.4 0.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 25,913 : : Positions : : 19,247 22,698 2,697 182 2,093 75 680 15 1,228 0 184 : : : : Changes from: September 12, 2017 : : 1,142 227 -580 0 349 0 0 0 5 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 87.6 10.4 0.7 8.1 0.3 2.6 0.1 4.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 22,271 : : Positions : : 19,137 18,955 904 2,457 393 685 0 300 736 25 1 : : : : Changes from: September 12, 2017 : : 1,010 920 0 705 -30 605 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 85.1 4.1 11.0 1.8 3.1 0.0 1.3 3.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 48,350 : : Positions : : 41,599 27,512 2,797 9,872 1,754 1,200 8,637 248 275 82 225 : : : : Changes from: September 12, 2017 : : -46 186 445 175 -295 0 34 -4 -110 -105 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 56.9 5.8 20.4 3.6 2.5 17.9 0.5 0.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 22 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 34,244 : : Positions : : 27,115 18,105 4,799 12,015 840 1,200 2,930 0 35 350 0 : : : : Changes from: September 12, 2017 : : 748 -962 855 1,995 234 0 570 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 52.9 14.0 35.1 2.5 3.5 8.6 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 21,711 : : Positions : : 12,367 13,436 4,995 0 3,675 0 3,850 650 0 100 0 : : : : Changes from: September 12, 2017 : : -175 275 450 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 61.9 23.0 0.0 16.9 0.0 17.7 3.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 12,375 : : Positions : : 9,694 6,200 1,155 4,550 1,525 0 0 0 0 100 0 : : : : Changes from: September 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 50.1 9.3 36.8 12.3 0.0 0.0 0.0 0.0 0.8 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 September 19, 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 16,690 : : Positions : : 8,695 16,025 5,800 0 645 405 0 0 705 0 0 : : : : Changes from: September 12, 2017 : : 200 -50 -250 0 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 96.0 34.8 0.0 3.9 2.4 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 17,020 : : Positions : : 9,420 16,315 6,075 0 630 305 0 55 235 0 0 : : : : Changes from: September 12, 2017 : : 200 -50 -250 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 95.9 35.7 0.0 3.7 1.8 0.0 0.3 1.4 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 September 19, 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 734,203 : : Positions : : 454,462 352,565 6,101 48,306 155,282 168 72,815 17,333 12,891 0 87,882 : : : : Changes from: September 12, 2017 : : 4,893 5,596 1 6,162 -6,273 168 -4,845 1,585 1,750 -37 9,702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 48.0 0.8 6.6 21.1 0.0 9.9 2.4 1.8 0.0 12.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . . . . 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 10,005 : : Positions : : 6,385 4,530 2,535 4,420 1,055 0 0 0 25 0 0 : : : : Changes from: September 12, 2017 : : 270 0 -195 0 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 45.3 25.3 44.2 10.5 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 25,065 : : Positions : : 8,517 17,195 13,745 6,365 1,225 625 25 50 335 100 0 : : : : Changes from: September 12, 2017 : : 875 320 -525 -25 170 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 68.6 54.8 25.4 4.9 2.5 0.1 0.2 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 23,460 : : Positions : : 7,682 15,775 12,200 5,165 2,240 625 25 50 335 100 0 : : : : Changes from: September 12, 2017 : : 600 270 -325 -50 175 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 67.2 52.0 22.0 9.5 2.7 0.1 0.2 1.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 10,785 : : Positions : : 8,055 8,895 1,835 810 695 0 325 0 0 0 0 : : : : Changes from: September 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 82.5 17.0 7.5 6.4 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 22,548 : : Positions : : 18,144 13,434 1,000 6,620 2,365 450 0 0 435 100 29 : : : : Changes from: September 12, 2017 : : -584 -379 -50 70 90 0 0 0 325 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 59.6 4.4 29.4 10.5 2.0 0.0 0.0 1.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 23,687 : : Positions : : 18,873 14,623 830 5,925 2,960 450 0 0 409 150 29 : : : : Changes from: September 12, 2017 : : -588 -383 -50 70 100 0 0 0 325 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 61.7 3.5 25.0 12.5 1.9 0.0 0.0 1.7 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 111,549 : : Positions : : 100,914 77,726 4,705 19,569 4,815 75 4,397 80 165 4,190 750 : : : : Changes from: September 12, 2017 : : 455 1,325 0 -1,760 615 0 0 0 -325 565 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 69.7 4.2 17.5 4.3 0.1 3.9 0.1 0.1 3.8 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 26 . . 5 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 352 MWh : CFTC Code #0643DC Open Interest is 122,456 : : Positions : : 114,255 87,532 2,700 21,464 4,176 300 4,622 65 380 4,035 535 : : : : Changes from: September 12, 2017 : : 600 1,290 -25 -1,605 590 0 0 0 -325 565 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 71.5 2.2 17.5 3.4 0.2 3.8 0.1 0.3 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 31 . . 4 . 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 218,493 : : Positions : : 146,207 137,504 6,988 16,899 13,374 26,791 8,293 8,047 8,034 25,278 8,974 : : : : Changes from: September 12, 2017 : : -6,116 -3,688 1,329 -43 -377 -1,252 278 673 1,336 -1,191 1,064 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 62.9 3.2 7.7 6.1 12.3 3.8 3.7 3.7 11.6 4.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 44 41 4 . 4 5 8 4 11 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 45,809 : : Positions : : 34,891 35,884 5,540 6,975 2,490 1,355 300 115 1,090 0 0 : : : : Changes from: September 12, 2017 : : 180 -790 100 1,230 -310 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 78.3 12.1 15.2 5.4 3.0 0.7 0.3 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 42,199 : : Positions : : 32,331 35,329 4,565 3,525 2,895 1,080 275 130 915 0 0 : : : : Changes from: September 12, 2017 : : 395 -540 100 1,195 -310 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 83.7 10.8 8.4 6.9 2.6 0.7 0.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 207,125 : : Positions : : 123,812 124,357 8,564 31,604 46,135 22,571 0 4,852 951 0 177 : : : : Changes from: September 12, 2017 : : -3,379 -1,810 -369 -1,888 -625 81 0 -41 -31 0 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 60.0 4.1 15.3 22.3 10.9 0.0 2.3 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 33,997 : : Positions : : 26,587 29,562 3,425 430 770 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 295 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 87.0 10.1 1.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 32,055 : : Positions : : 24,605 27,375 3,580 430 615 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 230 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 85.4 11.2 1.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 31,719 : : Positions : : 19,286 22,721 8,080 2,510 960 0 450 0 0 1,650 0 : : : : Changes from: September 12, 2017 : : 670 375 300 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 71.6 25.5 7.9 3.0 0.0 1.4 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 30,010 : : Positions : : 18,439 21,274 8,060 3,010 960 0 450 0 0 1,650 0 : : : : Changes from: September 12, 2017 : : 295 0 300 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 70.9 26.9 10.0 3.2 0.0 1.5 0.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 37,305 : : Positions : : 31,910 10,140 1,075 10,225 70 0 9,920 0 200 3,150 0 : : : : Changes from: September 12, 2017 : : 50 -300 0 250 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 27.2 2.9 27.4 0.2 0.0 26.6 0.0 0.5 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 37,785 : : Positions : : 32,450 10,810 950 11,825 70 0 9,220 0 200 1,995 0 : : : : Changes from: September 12, 2017 : : 100 -250 0 250 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 28.6 2.5 31.3 0.2 0.0 24.4 0.0 0.5 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 41,525 : : Positions : : 16,870 36,610 21,595 1,125 635 725 0 475 150 1,625 75 : : : : Changes from: September 12, 2017 : : 0 180 0 0 0 0 0 0 0 -180 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 88.2 52.0 2.7 1.5 1.7 0.0 1.1 0.4 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 38,985 : : Positions : : 15,245 35,015 21,225 625 490 725 0 475 150 1,725 75 : : : : Changes from: September 12, 2017 : : 60 180 -60 0 0 0 0 0 0 -180 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 89.8 54.4 1.6 1.3 1.9 0.0 1.2 0.4 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 26,840 : : Positions : : 17,560 16,185 7,330 475 1,080 0 8,310 0 0 0 0 : : : : Changes from: September 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 60.3 27.3 1.8 4.0 0.0 31.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 25,270 : : Positions : : 15,395 15,630 8,180 550 980 0 7,475 0 0 0 0 : : : : Changes from: September 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 61.9 32.4 2.2 3.9 0.0 29.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 20,735 : : Positions : : 17,560 10,500 0 7,210 0 0 130 50 0 315 205 : : : : Changes from: September 12, 2017 : : 35 185 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 50.6 0.0 34.8 0.0 0.0 0.6 0.2 0.0 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 20,155 : : Positions : : 17,235 10,290 0 7,225 0 0 130 50 50 150 265 : : : : Changes from: September 12, 2017 : : -25 125 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 51.1 0.0 35.8 0.0 0.0 0.6 0.2 0.2 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 0 . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 37,540 : : Positions : : 26,295 14,125 0 21,005 0 9,560 575 275 250 425 0 : : : : Changes from: September 12, 2017 : : 500 -630 0 1,830 0 650 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 37.6 0.0 56.0 0.0 25.5 1.5 0.7 0.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 30,385 : : Positions : : 21,640 13,940 0 13,510 0 6,445 575 250 250 335 0 : : : : Changes from: September 12, 2017 : : 755 -375 0 1,880 0 650 -100 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 45.9 0.0 44.5 0.0 21.2 1.9 0.8 0.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 103,495 : : Positions : : 50,965 91,110 26,520 0 1,880 9,540 125 665 4,620 350 125 : : : : Changes from: September 12, 2017 : : 330 1,135 1,700 0 0 -800 -100 0 -180 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 88.0 25.6 0.0 1.8 9.2 0.1 0.6 4.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 92,295 : : Positions : : 49,460 81,640 18,705 10 1,845 10,685 50 665 3,260 350 105 : : : : Changes from: September 12, 2017 : : 40 755 1,560 0 0 -750 -100 0 -180 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 88.5 20.3 0.0 2.0 11.6 0.1 0.7 3.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 18,615 : : Positions : : 14,925 8,295 0 6,500 775 50 750 0 450 0 0 : : : : Changes from: September 12, 2017 : : -15 -195 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 44.6 0.0 34.9 4.2 0.3 4.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 18,575 : : Positions : : 14,360 10,200 0 6,535 825 0 0 0 2,175 0 0 : : : : Changes from: September 12, 2017 : : 45 -75 0 120 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 54.9 0.0 35.2 4.4 0.0 0.0 0.0 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 50,320 : : Positions : : 37,440 33,420 815 2,205 4,195 0 2,750 600 0 0 0 : : : : Changes from: September 12, 2017 : : -175 45 0 -120 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 66.4 1.6 4.4 8.3 0.0 5.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 32,575 : : Positions : : 23,200 20,015 160 2,465 3,670 0 1,000 150 0 0 0 : : : : Changes from: September 12, 2017 : : -600 -480 0 -120 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 61.4 0.5 7.6 11.3 0.0 3.1 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 22, 2017