Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 48,584 : : Positions : : 11,477 32,270 8,416 928 1,128 5,943 5,231 637 14,784 2,660 4,817 : : : : Changes from: November 28, 2017 : : -447 6,917 4,263 -1,285 -322 1,870 -150 -553 27 -13 -650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 66.4 17.3 1.9 2.3 12.2 10.8 1.3 30.4 5.5 9.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 10 5 . 4 . 5 6 11 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 5,121 : : Positions : : 319 2,465 243 1,319 39 905 376 75 2,652 35 449 : : : : Changes from: November 28, 2017 : : -45 145 -10 20 0 185 0 0 65 35 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 48.1 4.7 25.8 0.8 17.7 7.3 1.5 51.8 0.7 8.8 : : : : Number of Traders in Each Category Total Traders: 25 : : . 5 . . . . . . 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 98,064 : : Positions : : 51,784 57,379 4,190 7,460 16,114 10,197 123 2,671 2,693 4,316 9,478 : : : : Changes from: November 28, 2017 : : -2,443 -4,663 460 -159 43 -1,319 -8 -88 -1,662 -73 314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 58.5 4.3 7.6 16.4 10.4 0.1 2.7 2.7 4.4 9.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 31 . . 4 5 . 6 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 35,608 : : Positions : : 28,750 26,536 0 4,564 3,333 400 225 0 2,350 175 775 : : : : Changes from: November 28, 2017 : : -535 -1,335 -276 -326 511 -100 0 0 -700 50 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.5 0.0 12.8 9.4 1.1 0.6 0.0 6.6 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 0 . . . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 20,973 : : Positions : : 19,563 12,611 0 6,677 635 0 0 0 350 625 425 : : : : Changes from: November 28, 2017 : : -726 -1,366 0 840 -450 0 0 0 -100 -300 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 60.1 0.0 31.8 3.0 0.0 0.0 0.0 1.7 3.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 172,111 : : Positions : : 136,544 119,604 17,611 20,950 3,326 8,469 14,863 2,921 1,848 9,115 1,112 : : : : Changes from: November 28, 2017 : : -3,898 -3,960 -1,793 329 753 839 -770 -210 -13 -475 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 69.5 10.2 12.2 1.9 4.9 8.6 1.7 1.1 5.3 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 32 4 . . 4 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 56,348 : : Positions : : 38,758 29,328 8,680 10,377 4,443 582 9,750 1,150 1,975 900 400 : : : : Changes from: November 28, 2017 : : -2,560 -3,842 475 963 1,558 -220 250 350 -775 -100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 52.0 15.4 18.4 7.9 1.0 17.3 2.0 3.5 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 31,052 : : Positions : : 25,165 15,512 5,567 14,415 0 0 150 300 0 300 0 : : : : Changes from: November 28, 2017 : : 2,855 -105 0 2,550 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 50.0 17.9 46.4 0.0 0.0 0.5 1.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 61,366 : : Positions : : 44,681 41,706 3,278 2,915 11,110 400 4,725 75 1,305 275 370 : : : : Changes from: November 28, 2017 : : -2,190 -2,265 -518 -1,305 908 0 975 -75 120 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 68.0 5.3 4.8 18.1 0.7 7.7 0.1 2.1 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 66,577 : : Positions : : 57,437 42,721 1,880 15,153 5,723 0 1,310 0 1,130 1,285 135 : : : : Changes from: November 28, 2017 : : -701 -1,746 -40 -312 436 0 965 -105 -210 135 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 64.2 2.8 22.8 8.6 0.0 2.0 0.0 1.7 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 22 . . 4 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 63,484 : : Positions : : 38,562 25,914 19,275 13,395 3,380 350 0 0 1,421 20,250 445 : : : : Changes from: November 28, 2017 : : -2,350 -2,580 -870 -540 0 300 0 0 -206 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 40.8 30.4 21.1 5.3 0.6 0.0 0.0 2.2 31.9 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 90,180 : : Positions : : 53,489 34,530 28,305 28,955 5,640 350 0 0 2,341 20,850 55 : : : : Changes from: November 28, 2017 : : -3,908 -3,830 480 470 665 300 0 0 -251 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 38.3 31.4 32.1 6.3 0.4 0.0 0.0 2.6 23.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,324 : : Positions : : 22,909 28,564 5,270 0 4,640 0 0 0 500 0 0 : : : : Changes from: November 28, 2017 : : 820 260 -560 0 425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 85.7 15.8 0.0 13.9 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 December 5, 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 35,798 : : Positions : : 27,968 29,403 995 380 5,475 250 95 25 1,025 420 0 : : : : Changes from: November 28, 2017 : : -165 1,485 0 -1,650 1,210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 82.1 2.8 1.1 15.3 0.7 0.3 0.1 2.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 28, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 December 5, 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 23,431 : : Positions : : 14,437 13,586 0 6,620 820 1,860 0 0 4,200 210 1,900 : : : : Changes from: November 28, 2017 : : -100 -100 0 300 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 58.0 0.0 28.3 3.5 7.9 0.0 0.0 17.9 0.9 8.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 1,120 680 200 0 0 100 499 800 : : : : Changes from: November 28, 2017 : : 0 0 0 -100 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 51.0 0.0 16.0 9.7 2.9 0.0 0.0 1.4 7.1 11.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 42,223 : : Positions : : 29,243 38,503 9,630 0 3,250 0 50 0 100 300 0 : : : : Changes from: November 28, 2017 : : 334 -136 -470 0 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 91.2 22.8 0.0 7.7 0.0 0.1 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 22 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 48,066 : : Positions : : 43,126 31,071 1,310 15,020 995 100 0 0 1,600 730 0 : : : : Changes from: November 28, 2017 : : 110 -300 0 160 0 100 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 64.6 2.7 31.2 2.1 0.2 0.0 0.0 3.3 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 . . . . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 44,990 : : Positions : : 36,117 33,955 7,013 9,870 620 0 0 0 1,000 225 60 : : : : Changes from: November 28, 2017 : : -2,035 -2,739 -1,094 -495 0 0 0 0 -115 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 75.5 15.6 21.9 1.4 0.0 0.0 0.0 2.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 51,446 : : Positions : : 39,917 36,226 7,934 11,245 2,075 0 0 0 1,380 1,700 140 : : : : Changes from: November 28, 2017 : : -2,055 -2,637 -1,147 -815 0 0 0 0 -265 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 70.4 15.4 21.9 4.0 0.0 0.0 0.0 2.7 3.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 86,038 : : Positions : : 76,972 73,906 4,401 7,863 1,565 0 0 0 472 819 903 : : : : Changes from: November 28, 2017 : : -2,485 138 1,166 -590 160 0 0 0 72 -25 -527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 85.9 5.1 9.1 1.8 0.0 0.0 0.0 0.5 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 113,838 : : Positions : : 99,196 97,783 6,116 9,644 2,378 50 743 12 2,986 1,455 1,316 : : : : Changes from: November 28, 2017 : : 747 3,503 718 -319 353 0 120 0 260 -461 321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 85.9 5.4 8.5 2.1 0.0 0.7 0.0 2.6 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 . . . . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 33,837 : : Positions : : 24,754 31,836 8,351 0 151 0 0 0 200 275 0 : : : : Changes from: November 28, 2017 : : 117 -1,475 -300 0 100 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 94.1 24.7 0.0 0.4 0.0 0.0 0.0 0.6 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 35,141 : : Positions : : 26,285 25,203 2,095 3,545 3,810 600 2,100 250 1,762 0 53 : : : : Changes from: November 28, 2017 : : -1,870 -693 280 -285 -380 600 0 0 28 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 71.7 6.0 10.1 10.8 1.7 6.0 0.7 5.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 40,507 : : Positions : : 21,705 32,972 7,032 1,665 3,970 5,175 0 500 1,695 1,400 0 : : : : Changes from: November 28, 2017 : : -1,935 -1,497 -2 -75 -198 275 0 0 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 81.4 17.4 4.1 9.8 12.8 0.0 1.2 4.2 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 43,182 : : Positions : : 21,424 39,240 21,413 947 90 0 1,440 160 50 1,300 0 : : : : Changes from: November 28, 2017 : : -782 -1,108 -595 -269 -41 0 -125 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 90.9 49.6 2.2 0.2 0.0 3.3 0.4 0.1 3.0 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 December 5, 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 36,396 : : Positions : : 16,368 33,166 19,346 185 635 0 2,285 0 0 0 0 : : : : Changes from: November 28, 2017 : : -155 -1,200 -1,247 -344 300 0 -25 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 91.1 53.2 0.5 1.7 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 26,927 : : Positions : : 21,459 23,446 1,224 0 1,655 75 1,690 0 1,921 0 41 : : : : Changes from: November 28, 2017 : : -1,095 -1,216 -545 0 -124 0 -280 0 51 -225 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 87.1 4.5 0.0 6.1 0.3 6.3 0.0 7.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 0 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,007 : : Positions : : 18,618 19,093 424 988 921 0 595 320 1,454 0 0 : : : : Changes from: November 28, 2017 : : -2,023 -1,640 -160 -347 -133 0 -95 0 -79 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 86.8 1.9 4.5 4.2 0.0 2.7 1.5 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 51,630 : : Positions : : 45,314 34,545 3,669 7,928 1,247 0 6,024 271 365 1,025 576 : : : : Changes from: November 28, 2017 : : -3,100 -653 1,877 -538 -1,602 0 -254 -33 35 220 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 66.9 7.1 15.4 2.4 0.0 11.7 0.5 0.7 2.0 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 38,121 : : Positions : : 32,789 24,470 4,075 10,092 532 0 2,114 195 110 712 0 : : : : Changes from: November 28, 2017 : : -1,114 210 746 -598 -593 0 79 -100 -10 -73 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 64.2 10.7 26.5 1.4 0.0 5.5 0.5 0.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 24,383 : : Positions : : 10,180 17,683 10,228 0 3,675 0 2,775 225 75 25 0 : : : : Changes from: November 28, 2017 : : -342 -775 -258 0 225 0 175 -175 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 72.5 41.9 0.0 15.1 0.0 11.4 0.9 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 14,910 : : Positions : : 6,935 14,415 5,655 0 475 270 0 0 1,270 0 0 : : : : Changes from: November 28, 2017 : : -340 -915 -375 0 0 -45 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 96.7 37.9 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 15,020 : : Positions : : 7,070 14,525 5,915 0 475 420 0 0 890 0 0 : : : : Changes from: November 28, 2017 : : -420 -925 -385 0 0 -45 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 96.7 39.4 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 749,836 : : Positions : : 510,515 367,502 6,116 91,228 124,623 806 59,629 25,839 4,597 4,349 76,666 : : : : Changes from: November 28, 2017 : : 10,108 1,762 1 13,627 -755 624 12,569 -31 -3,470 -20,341 7,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 49.0 0.8 12.2 16.6 0.1 8.0 3.4 0.6 0.6 10.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 14,650 : : Positions : : 9,175 12,920 4,475 1,030 220 0 0 0 720 0 0 : : : : Changes from: November 28, 2017 : : 580 -70 -535 25 -155 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 88.2 30.5 7.0 1.5 0.0 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 16,840 : : Positions : : 11,300 13,520 4,600 2,680 160 0 0 0 720 0 0 : : : : Changes from: November 28, 2017 : : 520 -55 -585 -100 -45 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 80.3 27.3 15.9 1.0 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 11,055 : : Positions : : 5,390 4,275 4,960 6,330 440 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 38.7 44.9 57.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 22,305 : : Positions : : 8,534 15,420 12,460 5,190 745 0 700 200 25 50 0 : : : : Changes from: November 28, 2017 : : -165 -1,520 -1,250 -175 5 -110 325 -125 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 69.1 55.9 23.3 3.3 0.0 3.1 0.9 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 18,987 : : Positions : : 7,180 12,525 9,060 3,940 1,770 0 500 200 25 50 0 : : : : Changes from: November 28, 2017 : : -546 -1,505 -965 -100 50 -110 125 -125 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 66.0 47.7 20.8 9.3 0.0 2.6 1.1 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 7,795 : : Positions : : 6,745 5,835 50 830 985 0 25 0 0 0 0 : : : : Changes from: November 28, 2017 : : -925 -1,070 -175 -10 -15 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 74.9 0.6 10.6 12.6 0.0 0.3 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 December 5, 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 6,840 : : Positions : : 6,155 4,865 0 1,185 670 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : -505 -670 0 160 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 71.1 0.0 17.3 9.8 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 December 5, 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 25,137 : : Positions : : 18,601 17,132 3,105 2,215 2,765 100 0 0 357 2,965 0 : : : : Changes from: November 28, 2017 : : -1,834 -965 25 -740 475 0 0 0 -23 -25 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 68.2 12.4 8.8 11.0 0.4 0.0 0.0 1.4 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 25,562 : : Positions : : 18,881 16,609 3,105 3,007 2,908 100 0 0 357 2,965 0 : : : : Changes from: November 28, 2017 : : -2,237 -1,346 0 -735 500 0 0 0 -23 -50 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 65.0 12.1 11.8 11.4 0.4 0.0 0.0 1.4 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 107,192 : : Positions : : 93,905 75,118 3,430 20,853 5,112 650 3,065 0 3,190 2,350 615 : : : : Changes from: November 28, 2017 : : -4,125 -3,820 -330 -1,130 92 0 595 -65 30 -115 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 70.1 3.2 19.5 4.8 0.6 2.9 0.0 3.0 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 25 . . 4 . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 121,819 : : Positions : : 110,953 84,280 1,465 25,246 4,356 750 5,090 365 3,335 2,090 310 : : : : Changes from: November 28, 2017 : : -5,375 -4,545 -155 -957 -351 0 130 300 -5 -215 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 69.2 1.2 20.7 3.6 0.6 4.2 0.3 2.7 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 26 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 236,680 : : Positions : : 152,951 166,299 7,172 6,436 24,840 16,973 7,647 9,785 7,631 7,801 13,232 : : : : Changes from: November 28, 2017 : : -13,594 -4,141 -1,522 -10,147 3,716 -972 -599 -3,116 1,452 493 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 70.3 3.0 2.7 10.5 7.2 3.2 4.1 3.2 3.3 5.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 38 41 5 . 4 6 6 5 9 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 37,299 : : Positions : : 27,276 29,464 5,585 6,090 1,580 2,285 0 90 200 50 0 : : : : Changes from: November 28, 2017 : : -2,330 -1,590 -550 -1,595 370 -210 0 0 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 79.0 15.0 16.3 4.2 6.1 0.0 0.2 0.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 35,669 : : Positions : : 26,371 28,924 4,735 4,910 1,710 2,385 0 50 150 50 0 : : : : Changes from: November 28, 2017 : : -2,135 -1,420 -325 -1,130 365 -10 0 -65 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 81.1 13.3 13.8 4.8 6.7 0.0 0.1 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 176,283 : : Positions : : 100,294 110,525 17,740 27,429 35,404 20,734 0 2,112 0 814 0 : : : : Changes from: November 28, 2017 : : -5,094 -7,698 5,780 2,251 -5,225 -4,818 0 -629 -590 704 -1,313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 62.7 10.1 15.6 20.1 11.8 0.0 1.2 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 28, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 December 5, 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 28, 2017 : : 0 0 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 December 5, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 12,990 : : Positions : : 3,250 10,370 7,465 0 950 0 375 0 50 0 0 : : : : Changes from: November 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 79.8 57.5 0.0 7.3 0.0 2.9 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 : : 14,185 23,130 12,400 440 1,275 0 350 0 0 2,500 0 : : : : Changes from: November 28, 2017 : : -5 0 0 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 December 5, 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 : : 13,651 22,206 12,560 950 1,275 0 350 0 0 2,500 0 : : : : Changes from: November 28, 2017 : : -5 0 0 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 December 5, 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 30,685 : : Positions : : 24,665 8,425 950 5,230 2,425 0 10,135 0 0 2,035 0 : : : : Changes from: November 28, 2017 : : 0 -50 -50 100 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 27.5 3.1 17.0 7.9 0.0 33.0 0.0 0.0 6.6 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 December 5, 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 31,180 : : Positions : : 25,240 9,060 900 6,190 2,425 0 9,635 0 0 1,455 0 : : : : Changes from: November 28, 2017 : : 100 40 -50 100 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 29.1 2.9 19.9 7.8 0.0 30.9 0.0 0.0 4.7 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 December 5, 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 37,875 : : Positions : : 16,165 31,375 17,205 1,775 545 675 0 325 100 970 75 : : : : Changes from: November 28, 2017 : : 0 125 115 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 82.8 45.4 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 December 5, 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 34,775 : : Positions : : 14,320 29,110 16,235 1,225 495 675 0 325 100 1,020 75 : : : : Changes from: November 28, 2017 : : -100 25 115 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 83.7 46.7 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 December 5, 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 28, 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 December 5, 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 23,985 : : Positions : : 17,725 12,660 0 5,765 1,655 0 205 50 0 60 180 : : : : Changes from: November 28, 2017 : : 255 -470 0 555 200 0 75 0 -40 10 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 52.8 0.0 24.0 6.9 0.0 0.9 0.2 0.0 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 22,475 : : Positions : : 16,830 11,585 0 5,585 1,730 0 205 50 60 50 170 : : : : Changes from: November 28, 2017 : : 150 -575 0 555 200 0 75 0 -50 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 51.5 0.0 24.8 7.7 0.0 0.9 0.2 0.3 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 37,675 : : Positions : : 24,075 11,125 0 24,580 25 11,100 750 0 1,450 200 0 : : : : Changes from: November 28, 2017 : : 150 -75 0 350 -10 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 29.5 0.0 65.2 0.1 29.5 2.0 0.0 3.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 32,130 : : Positions : : 19,830 12,320 0 16,880 325 8,840 650 75 1,350 200 0 : : : : Changes from: November 28, 2017 : : 250 -75 0 350 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 38.3 0.0 52.5 1.0 27.5 2.0 0.2 4.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 100,880 : : Positions : : 48,085 89,945 33,510 0 545 7,125 100 1,680 1,570 200 775 : : : : Changes from: November 28, 2017 : : -850 210 1,160 0 -295 75 0 0 -75 100 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 89.2 33.2 0.0 0.5 7.1 0.1 1.7 1.6 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 88,500 : : Positions : : 46,430 79,770 24,950 0 820 7,715 150 1,190 970 100 705 : : : : Changes from: November 28, 2017 : : -375 335 710 0 -270 75 0 0 -75 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 90.1 28.2 0.0 0.9 8.7 0.2 1.3 1.1 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 December 5, 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 18,755 : : Positions : : 15,075 6,945 200 8,530 475 0 750 0 800 0 0 : : : : Changes from: November 28, 2017 : : 75 75 0 0 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 37.0 1.1 45.5 2.5 0.0 4.0 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 December 5, 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 20,020 : : Positions : : 14,985 8,595 200 8,705 1,145 0 200 0 2,125 0 0 : : : : Changes from: November 28, 2017 : : 75 75 0 0 735 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 42.9 1.0 43.5 5.7 0.0 1.0 0.0 10.6 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 December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 13,940 : : Positions : : 5,175 10,420 395 0 1,880 5,100 0 0 0 250 0 : : : : Changes from: November 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 74.7 2.8 0.0 13.5 36.6 0.0 0.0 0.0 1.8 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 December 5, 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 49,755 : : Positions : : 37,035 31,695 50 1,890 4,575 0 2,900 550 0 600 0 : : : : Changes from: November 28, 2017 : : -180 -300 -115 -115 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 63.7 0.1 3.8 9.2 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 : : 19,870 18,450 150 1,315 4,200 300 75 325 0 600 0 : : : : Changes from: November 28, 2017 : : -600 0 -900 -1,500 1,045 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 60.3 0.5 4.3 13.7 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 8, 2017