Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 44,225 : : Positions : : 11,924 25,353 4,153 2,213 1,450 4,073 5,381 1,190 14,757 2,673 5,467 : : : : Changes from: November 21, 2017 : : -1,509 371 -203 6 -703 -168 -1,693 -62 265 -301 -1,411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 57.3 9.4 5.0 3.3 9.2 12.2 2.7 33.4 6.0 12.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 11 4 . 4 . 5 5 12 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 4,811 : : Positions : : 364 2,320 253 1,299 39 720 376 75 2,587 0 324 : : : : Changes from: November 21, 2017 : : -273 -1,018 -193 -186 39 75 -31 -75 -911 0 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 48.2 5.3 27.0 0.8 15.0 7.8 1.6 53.8 0.0 6.7 : : : : Number of Traders in Each Category Total Traders: 25 : : . 5 . . . . . . 10 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 102,779 : : Positions : : 54,227 62,042 3,730 7,619 16,071 11,516 131 2,759 4,355 4,389 9,164 : : : : Changes from: November 21, 2017 : : -404 -596 166 732 -883 121 -9 -173 118 -148 -324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 60.4 3.6 7.4 15.6 11.2 0.1 2.7 4.2 4.3 8.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 32 . . 4 6 . 7 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 36,408 : : Positions : : 29,285 27,871 276 4,890 2,822 500 225 0 3,050 125 475 : : : : Changes from: November 21, 2017 : : -157 -586 96 550 -116 -25 0 0 50 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 76.6 0.8 13.4 7.8 1.4 0.6 0.0 8.4 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 . . . . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 22,225 : : Positions : : 20,290 13,978 0 5,837 1,085 0 0 0 450 925 400 : : : : Changes from: November 21, 2017 : : -86 -86 0 25 75 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 62.9 0.0 26.3 4.9 0.0 0.0 0.0 2.0 4.2 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 176,246 : : Positions : : 140,442 123,564 19,404 20,621 2,573 7,630 15,633 3,131 1,861 9,590 1,124 : : : : Changes from: November 21, 2017 : : -244 370 1,440 1,349 -73 660 100 115 -265 -270 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 70.1 11.0 11.7 1.5 4.3 8.9 1.8 1.1 5.4 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 34 4 . . 4 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 56,969 : : Positions : : 41,317 33,171 8,205 9,414 2,885 802 9,500 800 2,750 1,000 200 : : : : Changes from: November 21, 2017 : : -1,210 -444 -200 -666 97 -100 75 -25 400 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 58.2 14.4 16.5 5.1 1.4 16.7 1.4 4.8 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 22 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 28,177 : : Positions : : 22,310 15,617 5,567 11,865 0 0 150 300 0 225 0 : : : : Changes from: November 21, 2017 : : 501 -24 375 825 -405 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 55.4 19.8 42.1 0.0 0.0 0.5 1.1 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 63,153 : : Positions : : 46,871 43,971 3,796 4,220 10,202 400 3,750 150 1,185 275 390 : : : : Changes from: November 21, 2017 : : 1,715 1,325 855 995 250 0 150 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 69.6 6.0 6.7 16.2 0.6 5.9 0.2 1.9 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 67,289 : : Positions : : 58,138 44,467 1,920 15,465 5,287 0 345 105 1,340 1,150 220 : : : : Changes from: November 21, 2017 : : 1,595 745 0 670 150 0 30 0 -50 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 66.1 2.9 23.0 7.9 0.0 0.5 0.2 2.0 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,635 : : Positions : : 40,912 28,494 20,145 13,935 3,380 50 0 0 1,627 20,250 449 : : : : Changes from: November 21, 2017 : : 575 240 95 300 0 50 0 0 -180 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 42.8 30.2 20.9 5.1 0.1 0.0 0.0 2.4 30.4 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 92,895 : : Positions : : 57,397 38,360 27,825 28,485 4,975 50 0 0 2,592 20,850 55 : : : : Changes from: November 21, 2017 : : 575 395 250 300 0 50 0 0 -180 0 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 41.3 30.0 30.7 5.4 0.1 0.0 0.0 2.8 22.4 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,639 : : Positions : : 22,089 28,304 5,830 0 4,215 0 0 0 500 0 0 : : : : Changes from: November 21, 2017 : : 360 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 86.7 17.9 0.0 12.9 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 34,753 : : Positions : : 28,133 27,918 995 2,030 4,265 250 95 25 1,025 420 0 : : : : Changes from: November 21, 2017 : : -55 -250 -100 0 65 0 95 25 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 80.3 2.9 5.8 12.3 0.7 0.3 0.1 2.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 10,985 : : Positions : : 9,285 9,485 300 1,250 150 0 0 0 1,250 100 0 : : : : Changes from: November 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 86.3 2.7 11.4 1.4 0.0 0.0 0.0 11.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 23,231 : : Positions : : 14,537 13,686 0 6,320 820 1,860 0 0 3,900 210 1,900 : : : : Changes from: November 21, 2017 : : 390 354 0 350 0 64 0 0 350 100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 58.9 0.0 27.2 3.5 8.0 0.0 0.0 16.8 0.9 8.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 6,994 : : Positions : : 5,074 3,570 0 1,220 680 200 0 0 100 399 800 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 51.0 0.0 17.4 9.7 2.9 0.0 0.0 1.4 5.7 11.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 42,204 : : Positions : : 28,909 38,639 10,100 0 3,095 0 50 0 100 300 0 : : : : Changes from: November 21, 2017 : : 415 290 -125 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 91.6 23.9 0.0 7.3 0.0 0.1 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 48,206 : : Positions : : 43,016 31,371 1,310 14,860 995 0 0 0 1,950 730 0 : : : : Changes from: November 21, 2017 : : -288 -433 0 25 -15 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 65.1 2.7 30.8 2.1 0.0 0.0 0.0 4.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 19 . . . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 48,249 : : Positions : : 38,152 36,694 8,107 10,365 620 0 0 0 1,115 210 75 : : : : Changes from: November 21, 2017 : : 1,585 1,255 10 120 0 0 0 0 -20 -5 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.1 16.8 21.5 1.3 0.0 0.0 0.0 2.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 54,913 : : Positions : : 41,972 38,863 9,081 12,060 2,075 0 0 0 1,645 1,715 140 : : : : Changes from: November 21, 2017 : : 1,560 1,210 0 120 -20 0 0 0 -230 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 70.8 16.5 22.0 3.8 0.0 0.0 0.0 3.0 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 86,154 : : Positions : : 79,457 73,768 3,235 8,453 1,405 0 0 0 400 844 1,430 : : : : Changes from: November 21, 2017 : : -757 639 745 88 -70 0 0 0 70 -671 699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 85.6 3.8 9.8 1.6 0.0 0.0 0.0 0.5 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 110,079 : : Positions : : 98,449 94,280 5,398 9,963 2,025 50 623 12 2,726 1,916 995 : : : : Changes from: November 21, 2017 : : 1,263 1,027 722 798 -510 0 0 0 16 165 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 85.6 4.9 9.1 1.8 0.0 0.6 0.0 2.5 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 33,587 : : Positions : : 24,637 33,311 8,651 0 51 0 0 0 200 225 0 : : : : Changes from: November 21, 2017 : : 100 25 -75 0 0 0 0 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 99.2 25.8 0.0 0.2 0.0 0.0 0.0 0.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 36,534 : : Positions : : 28,155 25,896 1,815 3,830 4,190 0 2,100 250 1,734 0 88 : : : : Changes from: November 21, 2017 : : -320 -310 40 60 -40 0 -50 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 70.9 5.0 10.5 11.5 0.0 5.7 0.7 4.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 42,377 : : Positions : : 23,640 34,469 7,034 1,740 4,168 4,900 0 500 1,595 1,400 100 : : : : Changes from: November 21, 2017 : : -350 -320 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 81.3 16.6 4.1 9.8 11.6 0.0 1.2 3.8 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 44,725 : : Positions : : 22,206 40,348 22,008 1,216 131 0 1,565 160 150 1,300 0 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 90.2 49.2 2.7 0.3 0.0 3.5 0.4 0.3 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 37,670 : : Positions : : 16,523 34,366 20,593 529 335 0 2,310 0 150 0 0 : : : : Changes from: November 21, 2017 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 91.2 54.7 1.4 0.9 0.0 6.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,768 : : Positions : : 22,554 24,662 1,769 0 1,779 75 1,970 0 1,870 225 87 : : : : Changes from: November 21, 2017 : : 125 910 555 0 -596 0 0 0 230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 85.7 6.1 0.0 6.2 0.3 6.8 0.0 6.5 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 4 0 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 24,417 : : Positions : : 20,641 20,733 584 1,335 1,054 0 690 320 1,533 175 0 : : : : Changes from: November 21, 2017 : : -165 448 0 -393 43 0 0 0 230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 84.9 2.4 5.5 4.3 0.0 2.8 1.3 6.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 54,689 : : Positions : : 48,413 35,198 1,792 8,466 2,849 0 6,277 304 330 805 775 : : : : Changes from: November 21, 2017 : : 675 -367 -674 -10 382 0 72 -11 -15 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 64.4 3.3 15.5 5.2 0.0 11.5 0.6 0.6 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 20 5 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 39,192 : : Positions : : 33,903 24,260 3,329 10,690 1,125 0 2,035 295 120 785 0 : : : : Changes from: November 21, 2017 : : 233 125 37 0 -30 0 0 0 35 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 61.9 8.5 27.3 2.9 0.0 5.2 0.8 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 24,958 : : Positions : : 10,522 18,458 10,486 0 3,450 0 2,600 400 100 50 0 : : : : Changes from: November 21, 2017 : : -575 3,150 3,775 0 0 0 -50 50 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 74.0 42.0 0.0 13.8 0.0 10.4 1.6 0.4 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 28, 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 : : 7,275 15,330 6,030 0 475 315 0 0 1,310 0 0 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 96.9 38.1 0.0 3.0 2.0 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 : : 7,490 15,450 6,300 0 475 465 0 0 955 0 0 : : : : Changes from: November 21, 2017 : : 10 0 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 96.9 39.5 0.0 3.0 2.9 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 735,973 : : Positions : : 500,407 365,740 6,115 77,601 125,377 182 47,061 25,869 8,067 24,689 69,634 : : : : Changes from: November 21, 2017 : : -11,100 650 1 -6,161 4,135 -273 -8,057 659 344 2,518 -3,162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 49.7 0.8 10.5 17.0 0.0 6.4 3.5 1.1 3.4 9.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 14,860 : : Positions : : 8,595 12,990 5,010 1,005 375 0 0 0 820 0 0 : : : : Changes from: November 21, 2017 : : 600 480 120 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 87.4 33.7 6.8 2.5 0.0 0.0 0.0 5.5 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 28, 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 17,050 : : Positions : : 10,780 13,575 5,185 2,780 205 0 0 0 820 0 0 : : : : Changes from: November 21, 2017 : : 650 530 120 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 79.6 30.4 16.3 1.2 0.0 0.0 0.0 4.8 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 28, 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 23,795 : : Positions : : 8,699 16,940 13,710 5,365 740 110 375 325 50 50 0 : : : : Changes from: November 21, 2017 : : 290 -120 -320 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 71.2 57.6 22.5 3.1 0.5 1.6 1.4 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 20,542 : : Positions : : 7,726 14,030 10,025 4,040 1,720 110 375 325 50 50 0 : : : : Changes from: November 21, 2017 : : 90 -320 -320 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 68.3 48.8 19.7 8.4 0.5 1.8 1.6 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 28, 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 8,925 : : Positions : : 7,670 6,905 225 840 1,000 0 50 0 0 0 0 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 77.4 2.5 9.4 11.2 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 7,520 : : Positions : : 6,660 5,535 0 1,025 830 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 73.6 0.0 13.6 11.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 26,334 : : Positions : : 20,435 18,097 3,080 2,955 2,290 100 0 0 380 2,990 2 : : : : Changes from: November 21, 2017 : : 450 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 68.7 11.7 11.2 8.7 0.4 0.0 0.0 1.4 11.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 27,150 : : Positions : : 21,118 17,955 3,105 3,742 2,408 100 0 0 380 3,015 2 : : : : Changes from: November 21, 2017 : : 550 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 66.1 11.4 13.8 8.9 0.4 0.0 0.0 1.4 11.1 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 111,645 : : Positions : : 98,030 78,938 3,760 21,983 5,020 650 2,470 65 3,160 2,465 670 : : : : Changes from: November 21, 2017 : : 225 1,277 0 -480 -35 50 50 0 380 -120 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 70.7 3.4 19.7 4.5 0.6 2.2 0.1 2.8 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 . . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 127,450 : : Positions : : 116,328 88,825 1,620 26,203 4,707 750 4,960 65 3,340 2,305 355 : : : : Changes from: November 21, 2017 : : 2,057 2,054 0 -355 -70 -150 700 0 420 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 69.7 1.3 20.6 3.7 0.6 3.9 0.1 2.6 1.8 0.3 : : : : 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 November 28, 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 250,348 : : Positions : : 166,546 170,440 8,694 16,583 21,124 17,945 8,246 12,901 6,179 7,308 13,132 : : : : Changes from: November 21, 2017 : : 2,866 3,056 1,296 2,675 -212 -728 868 1,522 751 -2,485 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 68.1 3.5 6.6 8.4 7.2 3.3 5.2 2.5 2.9 5.2 : : : : Number of Traders in Each Category Total Traders: 84 : : 36 42 6 . 4 6 7 7 10 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 40,139 : : Positions : : 29,606 31,054 6,135 7,685 1,210 2,495 0 90 300 75 0 : : : : Changes from: November 21, 2017 : : 150 -50 -150 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 77.4 15.3 19.1 3.0 6.2 0.0 0.2 0.7 0.2 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 28, 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 37,944 : : Positions : : 28,506 30,344 5,060 6,040 1,345 2,395 0 115 250 75 0 : : : : Changes from: November 21, 2017 : : 100 0 -100 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 80.0 13.3 15.9 3.5 6.3 0.0 0.3 0.7 0.2 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 28, 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 188,192 : : Positions : : 105,389 118,222 11,960 25,178 40,628 25,553 0 2,740 590 110 1,313 : : : : Changes from: November 21, 2017 : : -169 4,224 -449 -878 171 4,081 0 259 -93 25 958 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 62.8 6.4 13.4 21.6 13.6 0.0 1.5 0.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 31,334 : : Positions : : 23,757 26,357 3,160 380 420 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 84.1 10.1 1.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 30,135 : : Positions : : 22,170 25,075 3,455 380 420 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 260 260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 83.2 11.5 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 30,734 : : Positions : : 14,190 23,130 12,400 440 1,275 0 350 0 0 2,500 0 : : : : Changes from: November 21, 2017 : : -1,020 0 1,020 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 75.3 40.3 1.4 4.1 0.0 1.1 0.0 0.0 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 18 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 29,672 : : Positions : : 13,656 22,206 12,560 950 1,275 0 350 0 0 2,500 0 : : : : Changes from: November 21, 2017 : : -960 60 1,020 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 74.8 42.3 3.2 4.3 0.0 1.2 0.0 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 18 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 30,735 : : Positions : : 24,665 8,475 1,000 5,130 2,425 0 10,135 0 0 2,135 0 : : : : Changes from: November 21, 2017 : : 550 250 -150 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 27.6 3.3 16.7 7.9 0.0 33.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 31,130 : : Positions : : 25,140 9,020 950 6,090 2,425 0 9,635 0 0 1,555 0 : : : : Changes from: November 21, 2017 : : 550 250 -150 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 29.0 3.1 19.6 7.8 0.0 31.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 37,740 : : Positions : : 16,165 31,250 17,090 1,775 545 675 0 325 100 970 75 : : : : Changes from: November 21, 2017 : : 535 -215 -400 350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 82.8 45.3 4.7 1.4 1.8 0.0 0.9 0.3 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 34,740 : : Positions : : 14,420 29,085 16,120 1,225 495 675 0 325 100 1,020 75 : : : : Changes from: November 21, 2017 : : 485 -265 -400 350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 83.7 46.4 3.5 1.4 1.9 0.0 0.9 0.3 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 24,565 : : Positions : : 17,660 11,565 1,090 250 3,460 0 6,825 0 0 0 0 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 47.1 4.4 1.0 14.1 0.0 27.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 23,315 : : Positions : : 17,470 13,130 0 5,210 1,455 0 130 50 40 50 140 : : : : Changes from: November 21, 2017 : : 0 -50 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 56.3 0.0 22.3 6.2 0.0 0.6 0.2 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 21,920 : : Positions : : 16,680 12,160 0 5,030 1,530 0 130 50 110 50 130 : : : : Changes from: November 21, 2017 : : 0 -50 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 55.5 0.0 22.9 7.0 0.0 0.6 0.2 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 37,410 : : Positions : : 23,925 11,200 0 24,230 35 11,100 750 0 1,325 200 0 : : : : Changes from: November 21, 2017 : : 450 -350 0 1,025 0 25 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 29.9 0.0 64.8 0.1 29.7 2.0 0.0 3.5 0.5 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 November 28, 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 31,855 : : Positions : : 19,580 12,395 0 16,530 325 8,840 650 75 1,325 200 0 : : : : Changes from: November 21, 2017 : : 225 -100 0 525 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 38.9 0.0 51.9 1.0 27.8 2.0 0.2 4.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 100,560 : : Positions : : 48,935 89,735 32,350 0 840 7,050 100 1,680 1,645 100 695 : : : : Changes from: November 21, 2017 : : -865 1,175 2,025 0 -50 -50 -25 0 -200 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 89.2 32.2 0.0 0.8 7.0 0.1 1.7 1.6 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 88,270 : : Positions : : 46,805 79,435 24,240 0 1,090 7,640 150 1,190 1,045 100 665 : : : : Changes from: November 21, 2017 : : -385 940 1,525 0 -50 0 0 0 -200 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 90.0 27.5 0.0 1.2 8.7 0.2 1.3 1.2 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 18,440 : : Positions : : 15,000 6,870 200 8,530 235 0 750 0 800 0 0 : : : : Changes from: November 21, 2017 : : 1,665 -135 0 1,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 37.3 1.1 46.3 1.3 0.0 4.1 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,105 : : Positions : : 14,910 8,520 200 8,705 410 0 200 0 2,125 0 0 : : : : Changes from: November 21, 2017 : : 1,450 -350 0 1,800 -540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 44.6 1.0 45.6 2.1 0.0 1.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 49,605 : : Positions : : 37,215 31,995 165 2,005 4,710 0 2,900 550 0 600 0 : : : : Changes from: November 21, 2017 : : 900 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 64.5 0.3 4.0 9.5 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 30,575 : : Positions : : 20,470 18,450 1,050 2,815 3,155 300 75 325 0 600 0 : : : : Changes from: November 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.3 3.4 9.2 10.3 1.0 0.2 1.1 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 1, 2017