Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 49,369 : : Positions : : 14,182 25,457 4,174 2,155 2,214 3,636 6,374 2,466 14,165 2,902 7,264 : : : : Changes from: October 31, 2017 : : 354 1,055 76 -18 18 132 -840 453 -246 193 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 51.6 8.5 4.4 4.5 7.4 12.9 5.0 28.7 5.9 14.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 13 13 . . 4 . 5 5 11 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 5,721 : : Positions : : 527 2,978 401 1,490 0 835 377 165 3,078 0 380 : : : : Changes from: October 31, 2017 : : -20 110 0 -10 0 0 15 0 104 -6 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 52.1 7.0 26.0 0.0 14.6 6.6 2.9 53.8 0.0 6.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 6 . . 0 . . . 11 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 1,959 : : Positions : : 405 1,073 456 1 104 297 136 223 105 60 355 : : : : Changes from: October 31, 2017 : : -2 -1 5 0 -6 -11 -2 5 7 1 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 54.8 23.3 0.1 5.3 15.2 6.9 11.4 5.4 3.1 18.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 7 . . . . . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 100,063 : : Positions : : 53,581 61,767 3,692 7,393 14,881 11,299 106 2,958 4,886 4,553 7,775 : : : : Changes from: October 31, 2017 : : -3,199 -4,114 66 -494 -883 -1,621 -111 -198 -479 -413 -718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 61.7 3.7 7.4 14.9 11.3 0.1 3.0 4.9 4.6 7.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 32 . . 4 6 . 7 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 34,271 : : Positions : : 27,408 26,902 459 3,965 2,554 625 225 25 2,675 75 525 : : : : Changes from: October 31, 2017 : : -1,248 -908 -995 -510 630 75 0 25 775 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 78.5 1.3 11.6 7.5 1.8 0.7 0.1 7.8 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 17 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 20,317 : : Positions : : 18,557 13,195 0 4,662 1,135 0 0 0 325 1,025 300 : : : : Changes from: October 31, 2017 : : -593 -1,953 0 610 -175 0 0 0 -150 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 64.9 0.0 22.9 5.6 0.0 0.0 0.0 1.6 5.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 168,124 : : Positions : : 134,370 115,669 16,577 16,758 4,734 6,625 14,483 3,431 1,120 11,824 1,210 : : : : Changes from: October 31, 2017 : : -2,314 -2,431 -1,069 -1,075 -1,139 205 -890 110 -1,145 68 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 68.8 9.9 10.0 2.8 3.9 8.6 2.0 0.7 7.0 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 33 . . . . 5 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 57,881 : : Positions : : 43,526 33,321 8,430 11,056 2,328 861 9,475 725 1,825 800 175 : : : : Changes from: October 31, 2017 : : -1,486 -2,105 800 122 -74 83 1,750 -450 100 -275 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 57.6 14.6 19.1 4.0 1.5 16.4 1.3 3.2 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 26,577 : : Positions : : 21,085 16,642 4,817 9,015 375 0 150 300 0 75 0 : : : : Changes from: October 31, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 62.6 18.1 33.9 1.4 0.0 0.6 1.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 56,563 : : Positions : : 42,851 40,066 2,516 3,170 8,952 400 3,550 150 1,175 100 360 : : : : Changes from: October 31, 2017 : : -2,713 -1,553 107 -55 88 0 75 -75 1,065 0 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 70.8 4.4 5.6 15.8 0.7 6.3 0.3 2.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 62,550 : : Positions : : 53,038 41,497 1,980 14,250 5,258 20 425 150 1,785 800 110 : : : : Changes from: October 31, 2017 : : -3,151 -2,251 -40 -322 162 -60 50 -50 845 100 -670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 66.3 3.2 22.8 8.4 0.0 0.7 0.2 2.9 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 64,445 : : Positions : : 40,692 29,014 19,205 14,935 2,480 0 0 0 1,857 17,750 139 : : : : Changes from: October 31, 2017 : : 238 -1,222 -1,910 -765 0 -50 0 0 -171 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 45.0 29.8 23.2 3.8 0.0 0.0 0.0 2.9 27.5 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 86,470 : : Positions : : 56,917 38,405 25,260 28,050 1,495 0 0 0 2,797 18,350 0 : : : : Changes from: October 31, 2017 : : 1,021 4 -2,130 -805 0 -50 0 0 -261 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 44.4 29.2 32.4 1.7 0.0 0.0 0.0 3.2 21.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 34,982 : : Positions : : 23,710 29,917 5,505 0 4,565 0 0 0 600 0 0 : : : : Changes from: October 31, 2017 : : 1,025 -15 -1,210 0 960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 85.5 15.7 0.0 13.0 0.0 0.0 0.0 1.7 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 November 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 35,663 : : Positions : : 27,173 29,161 2,960 2,135 3,560 250 420 0 1,400 0 0 : : : : Changes from: October 31, 2017 : : -1,615 -705 850 -300 -900 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 81.8 8.3 6.0 10.0 0.7 1.2 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 12,110 : : Positions : : 10,160 9,485 400 1,875 150 0 0 0 1,350 0 0 : : : : Changes from: October 31, 2017 : : -50 -450 0 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 78.3 3.3 15.5 1.2 0.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 23,957 : : Positions : : 14,347 14,487 0 6,010 780 1,886 0 0 3,650 210 1,850 : : : : Changes from: October 31, 2017 : : -971 119 0 702 0 166 0 0 750 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 60.5 0.0 25.1 3.3 7.9 0.0 0.0 15.2 0.9 7.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 44,279 : : Positions : : 30,229 39,232 9,635 0 3,595 0 50 0 100 350 0 : : : : Changes from: October 31, 2017 : : 2,420 928 -1,310 0 960 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.6 21.8 0.0 8.1 0.0 0.1 0.0 0.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 23 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 51,480 : : Positions : : 44,689 34,772 1,440 13,244 2,131 0 300 0 2,025 550 50 : : : : Changes from: October 31, 2017 : : -799 -117 -215 -710 30 0 0 0 -150 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 67.5 2.8 25.7 4.1 0.0 0.6 0.0 3.9 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 46,454 : : Positions : : 36,387 34,959 7,797 10,245 620 0 0 0 1,135 215 335 : : : : Changes from: October 31, 2017 : : -2,893 -3,181 -448 -370 0 -125 0 0 -80 215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 75.3 16.8 22.1 1.3 0.0 0.0 0.0 2.4 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 53,228 : : Positions : : 40,327 37,243 8,756 11,940 2,095 0 0 0 1,875 1,715 175 : : : : Changes from: October 31, 2017 : : -3,158 -3,353 -570 -790 0 -25 0 0 -365 215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 70.0 16.4 22.4 3.9 0.0 0.0 0.0 3.5 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 82,469 : : Positions : : 76,227 71,366 3,380 7,008 1,820 0 0 0 0 1,198 823 : : : : Changes from: October 31, 2017 : : -327 116 902 71 109 0 0 0 -145 344 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 86.5 4.1 8.5 2.2 0.0 0.0 0.0 0.0 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 102,593 : : Positions : : 88,465 89,361 5,874 7,964 3,114 50 548 12 3,904 585 765 : : : : Changes from: October 31, 2017 : : -984 961 971 -39 37 -980 6 -6 564 -1,261 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 87.1 5.7 7.8 3.0 0.0 0.5 0.0 3.8 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 28 . . . . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 30,561 : : Positions : : 22,256 30,410 8,126 0 51 0 0 0 100 100 0 : : : : Changes from: October 31, 2017 : : -1,843 -1,775 -5 0 -88 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 99.5 26.6 0.0 0.2 0.0 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 37,369 : : Positions : : 29,640 24,551 1,775 4,220 3,830 0 4,550 0 1,784 0 38 : : : : Changes from: October 31, 2017 : : -1,433 -1,056 30 -120 -130 0 -80 -120 3 0 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.7 4.7 11.3 10.2 0.0 12.2 0.0 4.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 39,507 : : Positions : : 23,105 30,524 7,064 1,815 3,868 1,550 0 1,800 1,570 1,400 100 : : : : Changes from: October 31, 2017 : : -1,710 -1,122 -52 -250 0 0 -50 0 -70 -50 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 77.3 17.9 4.6 9.8 3.9 0.0 4.6 4.0 3.5 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 42,420 : : Positions : : 21,151 38,003 20,673 1,256 131 0 1,625 100 125 1,300 0 : : : : Changes from: October 31, 2017 : : -1,280 -1,689 -790 -176 6 0 -40 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 89.6 48.7 3.0 0.3 0.0 3.8 0.2 0.3 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 36,180 : : Positions : : 16,153 32,876 19,253 529 335 0 2,310 0 150 0 0 : : : : Changes from: October 31, 2017 : : -728 -1,189 -322 -113 -73 0 -125 -25 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 90.9 53.2 1.5 0.9 0.0 6.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 27,545 : : Positions : : 21,490 22,748 1,209 0 2,375 75 1,970 0 1,940 225 87 : : : : Changes from: October 31, 2017 : : -1,051 -870 95 0 -433 0 -45 0 46 0 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 82.6 4.4 0.0 8.6 0.3 7.2 0.0 7.0 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 0 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 23,391 : : Positions : : 20,241 19,350 584 1,918 838 0 690 320 1,303 175 0 : : : : Changes from: October 31, 2017 : : -23 50 -160 -257 -51 0 115 -115 1 -25 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 82.7 2.5 8.2 3.6 0.0 2.9 1.4 5.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 51,686 : : Positions : : 45,379 32,357 2,028 8,450 2,666 0 6,826 257 330 300 785 : : : : Changes from: October 31, 2017 : : -2,707 -1,322 772 -1,309 -382 -150 77 -34 -305 150 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 62.6 3.9 16.3 5.2 0.0 13.2 0.5 0.6 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 19 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 36,492 : : Positions : : 30,935 22,111 4,382 10,894 540 0 2,125 245 50 575 0 : : : : Changes from: October 31, 2017 : : -814 -444 481 -373 -552 -150 645 -105 0 -325 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 60.6 12.0 29.9 1.5 0.0 5.8 0.7 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 21,347 : : Positions : : 11,561 14,997 6,111 0 3,300 0 2,650 350 25 50 0 : : : : Changes from: October 31, 2017 : : -326 -970 -1,305 0 -75 0 -725 -175 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 70.3 28.6 0.0 15.5 0.0 12.4 1.6 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 15,825 : : Positions : : 6,765 15,330 6,125 0 475 315 0 0 1,310 0 0 : : : : Changes from: October 31, 2017 : : -1,365 -1,000 -535 0 -90 -45 0 0 575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 96.9 38.7 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 15,945 : : Positions : : 7,050 15,450 6,455 0 475 315 0 0 955 0 0 : : : : Changes from: October 31, 2017 : : -1,500 -1,100 -575 0 -60 -45 0 0 585 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 96.9 40.5 0.0 3.0 2.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 747,269 : : Positions : : 481,874 368,006 6,111 49,674 147,813 5,095 63,211 19,283 8,481 20,711 78,571 : : : : Changes from: October 31, 2017 : : -13,965 17,994 1 -47,498 24,582 -4,130 -13,622 2,129 -4,321 20,711 -11,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 49.2 0.8 6.6 19.8 0.7 8.5 2.6 1.1 2.8 10.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 13,710 : : Positions : : 7,495 12,310 4,890 705 445 0 0 0 820 0 0 : : : : Changes from: October 31, 2017 : : 80 -740 -535 245 -245 0 -25 0 140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 89.8 35.7 5.1 3.2 0.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 15,800 : : Positions : : 9,630 12,845 5,065 2,480 225 0 0 0 820 0 0 : : : : Changes from: October 31, 2017 : : 30 -715 -585 120 -90 0 -25 0 140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 81.3 32.1 15.7 1.4 0.0 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 22,641 : : Positions : : 7,742 15,640 12,980 5,990 710 235 50 200 50 50 0 : : : : Changes from: October 31, 2017 : : -759 725 1,410 -425 -465 -305 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 69.1 57.3 26.5 3.1 1.0 0.2 0.9 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 20,075 : : Positions : : 7,625 13,625 9,995 4,665 1,485 235 50 200 50 50 0 : : : : Changes from: October 31, 2017 : : -219 15 170 -400 -545 -305 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 67.9 49.8 23.2 7.4 1.2 0.2 1.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 8,570 : : Positions : : 6,490 6,835 1,025 840 715 0 50 0 0 0 0 : : : : Changes from: October 31, 2017 : : -905 -1,115 -350 -10 60 0 -225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 79.8 12.0 9.8 8.3 0.0 0.6 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 November 7, 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 23,214 : : Positions : : 18,555 14,742 2,485 6,110 1,650 100 0 0 380 710 2 : : : : Changes from: October 31, 2017 : : -418 -381 240 -480 -680 -100 0 0 -8 635 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 63.5 10.7 26.3 7.1 0.4 0.0 0.0 1.6 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 23,997 : : Positions : : 19,208 14,580 2,515 6,910 1,755 100 0 0 380 735 2 : : : : Changes from: October 31, 2017 : : -618 -701 220 -355 -790 -100 0 0 -8 610 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 60.8 10.5 28.8 7.3 0.4 0.0 0.0 1.6 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 107,365 : : Positions : : 95,744 75,974 3,760 19,319 6,031 700 2,350 65 340 3,025 555 : : : : Changes from: October 31, 2017 : : -4,345 -3,647 -305 -673 465 -50 -235 -15 -110 -250 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 70.8 3.5 18.0 5.6 0.7 2.2 0.1 0.3 2.8 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 31 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 119,926 : : Positions : : 109,504 83,378 1,620 22,574 6,617 900 3,940 0 475 2,980 325 : : : : Changes from: October 31, 2017 : : -6,214 -6,392 -130 90 -425 -50 60 -360 -85 -215 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 69.5 1.4 18.8 5.5 0.8 3.3 0.0 0.4 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 29 . . 4 . 4 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 223,719 : : Positions : : 152,834 151,928 8,315 14,429 15,153 23,162 6,641 8,781 4,791 16,177 10,324 : : : : Changes from: October 31, 2017 : : -3,656 1,617 -1,006 5,394 -583 2,870 -5,287 -3,095 -1,342 -4,869 -717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 67.9 3.7 6.4 6.8 10.4 3.0 3.9 2.1 7.2 4.6 : : : : Number of Traders in Each Category Total Traders: 83 : : 36 40 5 . 4 6 8 9 6 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 40,054 : : Positions : : 28,966 31,879 6,910 6,665 1,410 2,125 0 50 300 25 0 : : : : Changes from: October 31, 2017 : : -1,640 -1,760 -625 -595 -25 -10 -50 10 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 79.6 17.3 16.6 3.5 5.3 0.0 0.1 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 37,824 : : Positions : : 28,011 31,094 5,785 5,040 1,525 1,875 0 115 250 25 0 : : : : Changes from: October 31, 2017 : : -1,445 -1,830 -375 -65 -60 -10 -50 35 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 82.2 15.3 13.3 4.0 5.0 0.0 0.3 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 188,712 : : Positions : : 108,505 116,505 11,424 26,125 41,146 21,860 0 4,637 945 97 174 : : : : Changes from: October 31, 2017 : : -6,780 -1,722 2,425 -4,068 -3,148 -1,367 0 1,268 21 52 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 61.7 6.1 13.8 21.8 11.6 0.0 2.5 0.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 29,525 : : Positions : : 22,220 24,945 3,035 380 480 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -1,425 -1,880 -475 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 84.5 10.3 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 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 30,304 : : Positions : : 15,150 22,980 10,960 200 1,325 0 350 0 0 2,500 0 : : : : Changes from: October 31, 2017 : : -687 -1,102 -610 -115 -60 0 -50 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 75.8 36.2 0.7 4.4 0.0 1.2 0.0 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 29,207 : : Positions : : 14,581 22,021 11,060 650 1,385 0 350 0 0 2,500 0 : : : : Changes from: October 31, 2017 : : -543 -803 -530 -170 0 0 -50 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 75.4 37.9 2.2 4.7 0.0 1.2 0.0 0.0 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 30,730 : : Positions : : 24,390 8,000 850 4,280 2,425 0 10,435 0 0 2,735 0 : : : : Changes from: October 31, 2017 : : -2,475 -710 -125 -1,550 0 0 -315 0 -100 -145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 26.0 2.8 13.9 7.9 0.0 34.0 0.0 0.0 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 31,120 : : Positions : : 24,825 8,780 800 5,565 2,425 0 9,935 0 0 1,555 0 : : : : Changes from: October 31, 2017 : : -2,485 -775 -100 -1,595 0 0 -115 0 -100 -220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 28.2 2.6 17.9 7.8 0.0 31.9 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 36,865 : : Positions : : 15,630 31,565 17,590 1,425 545 675 0 325 100 970 75 : : : : Changes from: October 31, 2017 : : -660 -2,575 -2,345 -50 -50 -25 0 -25 -50 -440 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 85.6 47.7 3.9 1.5 1.8 0.0 0.9 0.3 2.6 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 November 7, 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 34,110 : : Positions : : 13,935 29,650 16,820 875 495 675 0 325 100 1,020 75 : : : : Changes from: October 31, 2017 : : -650 -2,740 -2,570 -75 -25 -25 0 -25 -50 -490 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 86.9 49.3 2.6 1.5 2.0 0.0 1.0 0.3 3.0 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 November 7, 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 24,210 : : Positions : : 17,165 11,890 2,810 1,150 2,100 0 6,825 0 0 0 0 : : : : Changes from: October 31, 2017 : : -1,315 -1,630 -1,040 25 -25 0 -755 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 49.1 11.6 4.8 8.7 0.0 28.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 22,295 : : Positions : : 16,600 13,140 0 4,200 1,505 0 130 50 40 50 140 : : : : Changes from: October 31, 2017 : : -990 -495 0 -30 225 0 0 0 40 -200 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 58.9 0.0 18.8 6.8 0.0 0.6 0.2 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 20,990 : : Positions : : 15,780 12,260 0 4,020 1,510 0 130 50 110 50 130 : : : : Changes from: October 31, 2017 : : -1,135 -750 0 -160 400 0 0 0 110 -120 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 58.4 0.0 19.2 7.2 0.0 0.6 0.2 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 35,605 : : Positions : : 23,380 12,030 0 21,555 75 10,150 750 0 975 200 0 : : : : Changes from: October 31, 2017 : : -1,070 -1,410 0 -705 -50 -1,170 125 -125 150 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 33.8 0.0 60.5 0.2 28.5 2.1 0.0 2.7 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 10 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 30,735 : : Positions : : 19,585 12,725 0 15,330 75 8,315 650 75 975 200 0 : : : : Changes from: October 31, 2017 : : -670 -1,010 0 85 50 -430 75 -75 150 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 41.4 0.0 49.9 0.2 27.1 2.1 0.2 3.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 97,175 : : Positions : : 49,095 86,150 26,555 0 1,110 8,325 125 1,330 2,445 100 575 : : : : Changes from: October 31, 2017 : : -4,420 -4,245 690 0 -425 335 -25 -95 -1,025 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 88.7 27.3 0.0 1.1 8.6 0.1 1.4 2.5 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 85,885 : : Positions : : 47,305 76,465 19,745 0 1,290 8,465 150 1,015 1,245 100 545 : : : : Changes from: October 31, 2017 : : -4,015 -3,810 1,425 0 -245 -230 0 0 -1,140 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 89.0 23.0 0.0 1.5 9.9 0.2 1.2 1.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 16,755 : : Positions : : 13,285 6,955 200 6,730 235 0 750 0 800 0 0 : : : : Changes from: October 31, 2017 : : -1,155 -1,200 0 -340 0 -50 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 41.5 1.2 40.2 1.4 0.0 4.5 0.0 4.8 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 November 7, 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 17,260 : : Positions : : 12,760 8,920 200 6,355 950 0 0 0 2,125 0 0 : : : : Changes from: October 31, 2017 : : -955 -640 0 -670 250 0 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 51.7 1.2 36.8 5.5 0.0 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 48,280 : : Positions : : 36,215 31,595 765 2,005 4,110 0 2,900 550 0 600 0 : : : : Changes from: October 31, 2017 : : -1,015 -1,030 -15 100 -100 0 50 -50 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 65.4 1.6 4.2 8.5 0.0 6.0 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 30,525 : : Positions : : 20,500 17,730 450 2,765 3,455 300 275 225 0 600 0 : : : : Changes from: October 31, 2017 : : -1,315 -1,545 145 550 -295 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 58.1 1.5 9.1 11.3 1.0 0.9 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2017