Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 53,297 : : Positions : : 18,506 25,676 4,366 2,898 2,649 3,626 8,790 1,704 13,757 3,233 7,635 : : : : Changes from: October 10, 2017 : : 153 -1,102 -23 -259 244 -525 -80 226 -557 667 575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 48.2 8.2 5.4 5.0 6.8 16.5 3.2 25.8 6.1 14.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 13 . 4 4 . 5 5 11 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 7,478 : : Positions : : 1,136 4,517 664 1,696 0 670 443 225 4,009 0 249 : : : : Changes from: October 10, 2017 : : 33 103 15 80 0 0 0 0 148 -2 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 60.4 8.9 22.7 0.0 9.0 5.9 3.0 53.6 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 7 . . 0 . . . 9 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 1,852 : : Positions : : 377 996 421 4 96 298 130 198 65 36 384 : : : : Changes from: October 10, 2017 : : 40 116 52 -5 6 23 7 22 7 7 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 53.8 22.8 0.2 5.2 16.1 7.0 10.7 3.5 2.0 20.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 . . . . . 5 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 107,254 : : Positions : : 57,940 66,887 3,313 8,221 15,435 12,768 155 2,984 5,629 4,634 8,199 : : : : Changes from: October 10, 2017 : : 361 282 53 -42 193 15 6 150 60 242 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 62.4 3.1 7.7 14.4 11.9 0.1 2.8 5.2 4.3 7.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 35 . . 4 6 . 7 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 32,216 : : Positions : : 26,953 27,408 1,080 1,745 2,363 350 225 0 1,045 50 425 : : : : Changes from: October 10, 2017 : : 1,102 609 -418 0 238 0 75 0 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 85.1 3.4 5.4 7.3 1.1 0.7 0.0 3.2 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 16 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 20,085 : : Positions : : 17,745 14,268 50 3,527 1,615 0 0 0 175 175 500 : : : : Changes from: October 10, 2017 : : 399 239 50 -40 40 0 0 0 -75 175 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 71.0 0.2 17.6 8.0 0.0 0.0 0.0 0.9 0.9 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 172,069 : : Positions : : 134,998 116,285 17,114 18,034 5,875 7,670 15,203 3,851 2,195 12,486 320 : : : : Changes from: October 10, 2017 : : 3,655 7,352 1,020 -1,332 -162 360 -265 0 -280 -1,000 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 67.6 9.9 10.5 3.4 4.5 8.8 2.2 1.3 7.3 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 35 . . . . 5 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 56,296 : : Positions : : 43,013 33,700 8,030 11,549 2,089 766 6,300 1,334 800 1,075 250 : : : : Changes from: October 10, 2017 : : -1,018 -56 595 -162 -32 -70 0 70 300 25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 59.9 14.3 20.5 3.7 1.4 11.2 2.4 1.4 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 . . . . . 4 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 58,913 : : Positions : : 45,764 42,414 2,784 3,075 8,884 200 3,475 225 415 100 520 : : : : Changes from: October 10, 2017 : : 2,525 1,395 -880 630 -190 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 72.0 4.7 5.2 15.1 0.3 5.9 0.4 0.7 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 64,606 : : Positions : : 55,025 43,406 2,020 13,827 5,245 127 675 153 1,090 400 730 : : : : Changes from: October 10, 2017 : : -112 247 15 -370 130 89 0 -29 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 67.2 3.1 21.4 8.1 0.2 1.0 0.2 1.7 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 64,555 : : Positions : : 40,884 28,381 19,765 15,990 2,275 50 0 0 1,333 17,550 185 : : : : Changes from: October 10, 2017 : : 625 900 510 90 -50 0 0 0 -145 0 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 44.0 30.6 24.8 3.5 0.1 0.0 0.0 2.1 27.2 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 85,736 : : Positions : : 55,466 36,806 26,410 28,670 1,320 50 0 0 2,458 18,750 0 : : : : Changes from: October 10, 2017 : : 310 265 445 200 -50 0 0 0 -190 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 42.9 30.8 33.4 1.5 0.1 0.0 0.0 2.9 21.9 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 23 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 33,559 : : Positions : : 22,609 30,014 7,045 0 3,455 0 0 0 300 0 0 : : : : Changes from: October 10, 2017 : : -315 -425 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 89.4 21.0 0.0 10.3 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 36,335 : : Positions : : 27,765 29,854 2,765 1,835 4,070 375 420 0 1,300 0 0 : : : : Changes from: October 10, 2017 : : -1,270 -1,220 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 82.2 7.6 5.1 11.2 1.0 1.2 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 11,960 : : Positions : : 10,210 9,935 400 1,875 150 0 0 0 1,200 0 0 : : : : Changes from: October 10, 2017 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 83.1 3.3 15.7 1.3 0.0 0.0 0.0 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 20,525 : : Positions : : 15,520 12,910 0 4,640 780 1,400 0 0 1,150 450 1,450 : : : : Changes from: October 10, 2017 : : -71 1,461 0 230 0 400 -1,032 0 0 -300 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 62.9 0.0 22.6 3.8 6.8 0.0 0.0 5.6 2.2 7.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 9,815 : : Positions : : 8,350 8,210 450 585 460 0 75 0 0 140 210 : : : : Changes from: October 10, 2017 : : 225 0 0 225 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 83.6 4.6 6.0 4.7 0.0 0.8 0.0 0.0 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 40,866 : : Positions : : 27,371 38,101 11,230 0 2,215 0 50 0 0 350 0 : : : : Changes from: October 10, 2017 : : -587 -497 100 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 93.2 27.5 0.0 5.4 0.0 0.1 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 21 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 52,011 : : Positions : : 45,560 34,316 1,655 14,114 2,321 0 300 0 1,600 850 50 : : : : Changes from: October 10, 2017 : : 1,005 307 0 598 2 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 66.0 3.2 27.1 4.5 0.0 0.6 0.0 3.1 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 48,505 : : Positions : : 37,985 36,690 7,945 10,615 620 300 0 0 1,125 0 335 : : : : Changes from: October 10, 2017 : : 175 395 250 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 75.6 16.4 21.9 1.3 0.6 0.0 0.0 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 56,391 : : Positions : : 42,345 39,576 9,176 12,430 2,195 200 0 0 2,150 1,800 175 : : : : Changes from: October 10, 2017 : : 305 525 50 0 0 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.2 16.3 22.0 3.9 0.4 0.0 0.0 3.8 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 73,279 : : Positions : : 68,730 64,141 2,043 7,197 1,441 0 0 0 706 0 218 : : : : Changes from: October 10, 2017 : : 1,754 2,166 1,305 880 -185 0 0 0 -23 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 87.5 2.8 9.8 2.0 0.0 0.0 0.0 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 27 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 96,775 : : Positions : : 81,129 81,933 4,321 8,534 2,881 3,420 644 18 3,155 966 1,520 : : : : Changes from: October 10, 2017 : : 2,678 3,435 1,600 1,042 110 20 0 0 325 126 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 84.7 4.5 8.8 3.0 3.5 0.7 0.0 3.3 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 28 . . . . 4 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 30,249 : : Positions : : 22,599 30,060 7,181 0 189 0 0 0 250 0 0 : : : : Changes from: October 10, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 99.4 23.7 0.0 0.6 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 39,165 : : Positions : : 31,220 26,109 1,745 3,915 4,125 0 4,630 120 1,445 0 50 : : : : Changes from: October 10, 2017 : : -55 115 0 550 0 0 0 0 514 0 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 66.7 4.5 10.0 10.5 0.0 11.8 0.3 3.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 40,641 : : Positions : : 24,650 31,241 7,116 2,385 3,400 1,550 50 1,800 1,370 1,450 250 : : : : Changes from: October 10, 2017 : : 45 -225 -60 50 0 0 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 76.9 17.5 5.9 8.4 3.8 0.1 4.4 3.4 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 43,877 : : Positions : : 22,064 38,375 21,263 1,432 125 0 2,175 235 125 1,300 0 : : : : Changes from: October 10, 2017 : : 1,118 2,473 1,205 -125 85 0 75 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 87.5 48.5 3.3 0.3 0.0 5.0 0.5 0.3 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 37,359 : : Positions : : 16,892 33,235 19,200 633 446 0 2,885 25 500 0 0 : : : : Changes from: October 10, 2017 : : 332 2,672 2,030 -160 100 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 89.0 51.4 1.7 1.2 0.0 7.7 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 26,463 : : Positions : : 20,190 22,197 1,709 0 2,203 75 1,715 0 1,754 50 163 : : : : Changes from: October 10, 2017 : : -1,068 -1,013 120 0 42 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 83.9 6.5 0.0 8.3 0.3 6.5 0.0 6.6 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 4 0 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 22,525 : : Positions : : 19,344 18,940 744 1,925 614 0 375 475 1,227 75 1 : : : : Changes from: October 10, 2017 : : 55 485 0 -460 402 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 84.1 3.3 8.5 2.7 0.0 1.7 2.1 5.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 52,632 : : Positions : : 45,295 31,482 1,686 10,087 2,620 1,050 7,301 242 665 175 725 : : : : Changes from: October 10, 2017 : : 2,562 1,083 -155 1,455 -235 0 -46 1 90 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 59.8 3.2 19.2 5.0 2.0 13.9 0.5 1.3 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 22 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 37,443 : : Positions : : 31,083 21,554 3,641 11,267 1,214 1,050 2,380 75 35 950 0 : : : : Changes from: October 10, 2017 : : 2,727 1,042 -985 600 86 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 57.6 9.7 30.1 3.2 2.8 6.4 0.2 0.1 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 22,592 : : Positions : : 12,526 14,617 6,216 25 3,325 0 3,975 525 0 125 0 : : : : Changes from: October 10, 2017 : : -164 411 575 25 -400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 64.7 27.5 0.1 14.7 0.0 17.6 2.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 16,900 : : Positions : : 7,980 16,315 6,960 0 565 360 0 0 560 0 0 : : : : Changes from: October 10, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 96.5 41.2 0.0 3.3 2.1 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 17,100 : : Positions : : 8,390 16,545 7,340 0 535 360 0 0 195 0 0 : : : : Changes from: October 10, 2017 : : 155 50 -50 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 96.8 42.9 0.0 3.1 2.1 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 776,166 : : Positions : : 500,577 374,982 6,107 57,137 146,511 1,081 70,766 23,018 5,827 10,770 92,982 : : : : Changes from: October 10, 2017 : : -4,879 4,058 1 -16,101 5,724 575 -3,004 1,571 -1,763 8,980 -1,298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 48.3 0.8 7.4 18.9 0.1 9.1 3.0 0.8 1.4 12.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 13,955 : : Positions : : 6,885 12,615 5,425 310 690 0 200 0 680 0 0 : : : : Changes from: October 10, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 90.4 38.9 2.2 4.9 0.0 1.4 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 16,080 : : Positions : : 9,160 13,215 5,650 2,210 315 0 200 0 680 0 0 : : : : Changes from: October 10, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 82.2 35.1 13.7 2.0 0.0 1.2 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 22,912 : : Positions : : 8,763 15,317 11,880 6,440 925 1,040 50 0 150 100 0 : : : : Changes from: October 10, 2017 : : 50 200 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 66.9 51.9 28.1 4.0 4.5 0.2 0.0 0.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 21,612 : : Positions : : 7,396 14,495 10,685 5,090 1,780 1,040 50 0 150 100 0 : : : : Changes from: October 10, 2017 : : 50 200 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 67.1 49.4 23.6 8.2 4.8 0.2 0.0 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 9,640 : : Positions : : 6,810 7,850 1,675 800 655 0 275 0 0 0 0 : : : : Changes from: October 10, 2017 : : 0 0 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 81.4 17.4 8.3 6.8 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 22,657 : : Positions : : 18,032 12,058 1,635 8,335 2,165 300 0 0 388 75 4 : : : : Changes from: October 10, 2017 : : 365 -195 500 1,060 370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 53.2 7.2 36.8 9.6 1.3 0.0 0.0 1.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 23,235 : : Positions : : 18,406 13,116 1,665 7,640 2,335 300 0 0 388 125 4 : : : : Changes from: October 10, 2017 : : 610 50 500 1,060 450 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 56.4 7.2 32.9 10.0 1.3 0.0 0.0 1.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 108,135 : : Positions : : 97,449 75,876 4,065 19,517 4,796 700 4,010 30 370 3,185 680 : : : : Changes from: October 10, 2017 : : -1,280 702 0 -1,070 406 0 -912 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 70.2 3.8 18.0 4.4 0.6 3.7 0.0 0.3 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 28 . . 5 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 121,492 : : Positions : : 112,056 84,885 1,750 22,144 5,476 900 5,090 360 360 2,945 545 : : : : Changes from: October 10, 2017 : : -775 1,334 0 -1,200 836 0 -887 0 -25 -65 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 69.9 1.4 18.2 4.5 0.7 4.2 0.3 0.3 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 29 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 224,876 : : Positions : : 150,413 146,842 8,636 11,699 15,839 22,001 9,118 9,815 7,238 20,550 10,934 : : : : Changes from: October 10, 2017 : : 8,767 6,983 2,200 -18 152 -4,458 565 1,344 -57 -1,148 1,827 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 65.3 3.8 5.2 7.0 9.8 4.1 4.4 3.2 9.1 4.9 : : : : Number of Traders in Each Category Total Traders: 88 : : 38 40 4 . 5 6 10 7 9 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 43,144 : : Positions : : 31,721 33,694 7,100 7,435 1,600 1,885 275 115 400 0 0 : : : : Changes from: October 10, 2017 : : 565 -300 225 1,090 -370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 78.1 16.5 17.2 3.7 4.4 0.6 0.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 39,889 : : Positions : : 29,936 33,244 5,725 4,380 1,860 1,635 275 105 350 0 0 : : : : Changes from: October 10, 2017 : : 565 -300 225 1,090 -490 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 83.3 14.4 11.0 4.7 4.1 0.7 0.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 196,413 : : Positions : : 114,639 119,021 8,689 28,553 44,280 23,357 0 4,285 921 73 201 : : : : Changes from: October 10, 2017 : : -844 -356 -849 -1,536 245 -114 0 231 -13 73 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 60.6 4.4 14.5 22.5 11.9 0.0 2.2 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 32,099 : : Positions : : 25,102 27,507 2,750 405 630 0 0 0 0 0 0 : : : : Changes from: October 10, 2017 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 85.7 8.6 1.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 30,575 : : Positions : : 23,410 26,030 2,950 405 480 0 0 0 0 0 0 : : : : Changes from: October 10, 2017 : : -195 -195 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 85.1 9.6 1.3 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 12,280 : : Positions : : 10,975 4,240 0 1,225 200 0 5,410 0 0 100 0 : : : : Changes from: October 10, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 34.5 0.0 10.0 1.6 0.0 44.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 31,842 : : Positions : : 16,082 24,257 11,370 535 1,310 0 400 0 0 2,200 0 : : : : Changes from: October 10, 2017 : : 5 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 76.2 35.7 1.7 4.1 0.0 1.3 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 30,340 : : Positions : : 15,269 22,899 11,390 1,040 1,310 0 400 0 0 2,200 0 : : : : Changes from: October 10, 2017 : : 90 -10 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 75.5 37.5 3.4 4.3 0.0 1.3 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 33,880 : : Positions : : 27,370 9,215 925 6,375 925 0 10,130 0 100 2,905 0 : : : : Changes from: October 10, 2017 : : 280 300 0 -620 600 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 27.2 2.7 18.8 2.7 0.0 29.9 0.0 0.3 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 34,220 : : Positions : : 27,740 9,985 850 7,705 925 0 9,430 0 100 1,800 0 : : : : Changes from: October 10, 2017 : : 300 300 0 -600 600 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 29.2 2.5 22.5 2.7 0.0 27.6 0.0 0.3 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 38,940 : : Positions : : 16,290 33,590 19,085 1,275 595 800 0 350 150 1,410 75 : : : : Changes from: October 10, 2017 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 86.3 49.0 3.3 1.5 2.1 0.0 0.9 0.4 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 36,335 : : Positions : : 14,785 31,890 18,390 750 520 800 0 350 150 1,510 75 : : : : Changes from: October 10, 2017 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 87.8 50.6 2.1 1.4 2.2 0.0 1.0 0.4 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 25,880 : : Positions : : 17,810 15,140 5,540 525 1,185 0 7,580 0 0 0 0 : : : : Changes from: October 10, 2017 : : 1,680 1,200 -300 0 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 58.5 21.4 2.0 4.6 0.0 29.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 22,055 : : Positions : : 17,060 12,615 0 4,680 1,180 0 130 50 0 250 180 : : : : Changes from: October 10, 2017 : : 270 0 0 180 20 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 57.2 0.0 21.2 5.4 0.0 0.6 0.2 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 21,590 : : Positions : : 16,635 12,490 0 4,380 1,110 0 130 50 0 170 240 : : : : Changes from: October 10, 2017 : : 270 0 0 180 20 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 57.9 0.0 20.3 5.1 0.0 0.6 0.2 0.0 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 36,040 : : Positions : : 23,710 13,535 0 20,445 0 10,645 725 125 625 300 0 : : : : Changes from: October 10, 2017 : : 0 -150 0 175 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 37.6 0.0 56.7 0.0 29.5 2.0 0.3 1.7 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 29,935 : : Positions : : 19,645 13,550 0 13,615 0 7,845 675 150 625 300 0 : : : : Changes from: October 10, 2017 : : 0 -150 0 175 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 45.3 0.0 45.5 0.0 26.2 2.3 0.5 2.1 1.0 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 October 17, 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 101,590 : : Positions : : 53,645 88,435 23,595 0 1,560 8,045 150 1,325 3,595 250 475 : : : : Changes from: October 10, 2017 : : -605 35 -165 0 0 575 0 0 230 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 87.1 23.2 0.0 1.5 7.9 0.1 1.3 3.5 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 91,320 : : Positions : : 51,895 79,110 16,135 0 1,410 8,975 150 840 2,510 250 445 : : : : Changes from: October 10, 2017 : : -920 -220 -145 0 0 575 0 0 230 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 86.6 17.7 0.0 1.5 9.8 0.2 0.9 2.7 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 18,155 : : Positions : : 13,950 8,165 0 6,370 610 50 750 0 1,150 0 0 : : : : Changes from: October 10, 2017 : : 345 345 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 45.0 0.0 35.1 3.4 0.3 4.1 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 18,260 : : Positions : : 13,915 10,060 0 6,525 750 0 0 0 2,475 0 0 : : : : Changes from: October 10, 2017 : : 0 100 0 -100 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 55.1 0.0 35.7 4.1 0.0 0.0 0.0 13.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 49,775 : : Positions : : 37,195 32,390 780 2,105 4,160 0 2,850 600 0 750 0 : : : : Changes from: October 10, 2017 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 65.1 1.6 4.2 8.4 0.0 5.7 1.2 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 17, 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 31,790 : : Positions : : 21,775 19,235 305 2,140 3,825 300 525 225 0 600 0 : : : : Changes from: October 10, 2017 : : -425 -425 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 60.5 1.0 6.7 12.0 0.9 1.7 0.7 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 20, 2017