Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 48,704 : : Positions : : 11,718 30,942 8,377 1,042 978 6,643 5,181 647 12,951 2,855 6,077 : : : : Changes from: December 12, 2017 : : -193 -644 256 5 -9 140 10 40 -711 -49 567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 63.5 17.2 2.1 2.0 13.6 10.6 1.3 26.6 5.9 12.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 11 10 4 . 4 . 5 6 10 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,586 : : Positions : : 484 2,695 243 1,409 29 940 316 120 2,802 0 554 : : : : Changes from: December 12, 2017 : : 120 175 0 90 5 0 0 0 135 0 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 48.2 4.4 25.2 0.5 16.8 5.7 2.1 50.2 0.0 9.9 : : : : Number of Traders in Each Category Total Traders: 26 : : . 5 . . . . . . 12 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 98,262 : : Positions : : 51,662 59,437 4,349 6,975 17,350 9,891 177 3,377 4,645 4,376 6,044 : : : : Changes from: December 12, 2017 : : -543 177 153 361 -122 -227 -152 90 1,077 134 -983 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 60.5 4.4 7.1 17.7 10.1 0.2 3.4 4.7 4.5 6.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 31 . . 4 6 . 6 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 36,054 : : Positions : : 29,736 26,815 19 4,940 3,024 400 150 25 2,175 425 675 : : : : Changes from: December 12, 2017 : : 138 513 19 -181 -329 50 0 25 75 -50 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 74.4 0.1 13.7 8.4 1.1 0.4 0.1 6.0 1.2 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 19 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 24,183 : : Positions : : 22,743 14,971 0 6,587 665 0 0 0 350 1,535 425 : : : : Changes from: December 12, 2017 : : 822 542 0 -205 -40 0 0 0 0 485 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 61.9 0.0 27.2 2.7 0.0 0.0 0.0 1.4 6.3 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 175,708 : : Positions : : 138,046 124,045 19,061 17,292 4,725 8,589 17,468 1,841 2,189 9,100 1,157 : : : : Changes from: December 12, 2017 : : -712 1,972 1,965 -848 -109 575 600 -200 -74 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 70.6 10.8 9.8 2.7 4.9 9.9 1.0 1.2 5.2 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 32 4 . . . 5 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 56,628 : : Positions : : 38,898 29,872 8,755 10,031 5,325 421 10,275 400 2,575 475 250 : : : : Changes from: December 12, 2017 : : 2,510 1,521 25 968 848 -71 -50 -75 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 52.8 15.5 17.7 9.4 0.7 18.1 0.7 4.5 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 29,986 : : Positions : : 24,425 14,846 5,411 14,390 0 0 300 150 0 300 0 : : : : Changes from: December 12, 2017 : : 300 -50 0 350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 49.5 18.0 48.0 0.0 0.0 1.0 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 60,365 : : Positions : : 44,730 39,945 2,128 2,875 11,230 400 5,325 75 1,145 275 450 : : : : Changes from: December 12, 2017 : : 934 384 -250 -300 500 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 66.2 3.5 4.8 18.6 0.7 8.8 0.1 1.9 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 69,563 : : Positions : : 60,653 44,502 1,880 15,673 5,313 0 2,325 250 620 985 505 : : : : Changes from: December 12, 2017 : : 1,221 1,461 0 -420 -50 0 -60 250 -450 -200 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 64.0 2.7 22.5 7.6 0.0 3.3 0.4 0.9 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 25 . 4 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,731 : : Positions : : 45,529 34,246 21,340 12,895 3,165 950 0 0 821 21,450 875 : : : : Changes from: December 12, 2017 : : 6,072 5,967 -345 -60 0 600 0 0 -420 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 47.1 29.3 17.7 4.4 1.3 0.0 0.0 1.1 29.5 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 96,002 : : Positions : : 59,381 39,867 28,550 28,455 5,200 700 0 0 1,891 22,050 280 : : : : Changes from: December 12, 2017 : : 4,900 2,675 -2,165 -60 0 150 0 0 -270 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 41.5 29.7 29.6 5.4 0.7 0.0 0.0 2.0 23.0 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 31,821 : : Positions : : 21,521 28,131 6,295 0 3,600 0 0 0 400 0 0 : : : : Changes from: December 12, 2017 : : -70 530 600 0 -365 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 88.4 19.8 0.0 11.3 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 34,480 : : Positions : : 27,360 28,115 705 370 5,395 125 95 25 750 420 60 : : : : Changes from: December 12, 2017 : : 90 -170 -200 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 81.5 2.0 1.1 15.6 0.4 0.3 0.1 2.2 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,435 : : Positions : : 8,635 9,085 200 900 350 0 0 0 1,250 100 0 : : : : Changes from: December 12, 2017 : : 150 150 0 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 87.1 1.9 8.6 3.4 0.0 0.0 0.0 12.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 23,852 : : Positions : : 13,139 13,622 0 6,765 1,020 2,344 0 0 5,250 310 1,850 : : : : Changes from: December 12, 2017 : : -54 625 0 495 200 684 0 0 550 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 57.1 0.0 28.4 4.3 9.8 0.0 0.0 22.0 1.3 7.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,078 : : Positions : : 27,043 37,028 10,455 0 2,580 0 50 0 0 300 0 : : : : Changes from: December 12, 2017 : : -195 390 585 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 92.4 26.1 0.0 6.4 0.0 0.1 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 22 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 45,150 : : Positions : : 41,185 29,805 965 13,970 615 100 0 0 1,290 465 65 : : : : Changes from: December 12, 2017 : : -821 204 0 -1,250 0 0 0 0 -210 15 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 66.0 2.1 30.9 1.4 0.2 0.0 0.0 2.9 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 46,220 : : Positions : : 37,012 35,245 7,103 9,930 680 0 0 0 1,140 0 105 : : : : Changes from: December 12, 2017 : : 545 640 -210 60 60 0 0 0 140 -225 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 76.3 15.4 21.5 1.5 0.0 0.0 0.0 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,896 : : Positions : : 40,992 37,556 7,984 11,305 2,135 0 0 0 1,785 1,900 0 : : : : Changes from: December 12, 2017 : : 405 360 -250 60 60 0 0 0 405 200 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 71.0 15.1 21.4 4.0 0.0 0.0 0.0 3.4 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 82,471 : : Positions : : 73,460 72,750 6,471 6,168 1,588 0 0 0 52 988 719 : : : : Changes from: December 12, 2017 : : 510 416 160 -60 -186 0 0 0 -420 -92 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 88.2 7.8 7.5 1.9 0.0 0.0 0.0 0.1 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 108,148 : : Positions : : 93,158 93,859 9,051 7,892 1,729 0 554 6 2,456 2,450 1,368 : : : : Changes from: December 12, 2017 : : -769 732 775 -166 -598 0 -100 0 652 196 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 86.8 8.4 7.3 1.6 0.0 0.5 0.0 2.3 2.3 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 33,324 : : Positions : : 26,474 32,136 5,901 0 713 0 0 0 200 475 0 : : : : Changes from: December 12, 2017 : : 3,450 300 -3,075 0 600 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 96.4 17.7 0.0 2.1 0.0 0.0 0.0 0.6 1.4 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 35,826 : : Positions : : 28,080 25,638 1,645 4,095 3,410 600 2,100 250 1,402 0 153 : : : : Changes from: December 12, 2017 : : 2,185 675 -600 550 -250 0 0 0 -360 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 71.6 4.6 11.4 9.5 1.7 5.9 0.7 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 41,657 : : Positions : : 21,235 34,217 7,732 1,750 3,885 6,455 0 500 1,355 1,200 100 : : : : Changes from: December 12, 2017 : : -90 -300 0 10 -10 0 0 0 -340 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 82.1 18.6 4.2 9.3 15.5 0.0 1.2 3.3 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 44,569 : : Positions : : 22,748 41,354 21,283 39 268 0 1,440 160 42 1,300 8 : : : : Changes from: December 12, 2017 : : 944 764 -180 0 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 92.8 47.8 0.1 0.6 0.0 3.2 0.4 0.1 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 38,616 : : Positions : : 18,623 35,351 19,276 185 670 0 2,285 0 0 0 0 : : : : Changes from: December 12, 2017 : : 1,235 1,165 -70 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 91.5 49.9 0.5 1.7 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,443 : : Positions : : 21,657 24,910 2,334 0 1,672 75 1,690 0 2,117 0 41 : : : : Changes from: December 12, 2017 : : 43 -81 -150 0 210 0 0 0 76 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.6 8.2 0.0 5.9 0.3 5.9 0.0 7.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 4 0 . . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,702 : : Positions : : 19,078 19,838 721 905 924 0 595 320 1,379 0 0 : : : : Changes from: December 12, 2017 : : 280 205 30 0 -30 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 87.4 3.2 4.0 4.1 0.0 2.6 1.4 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 52,819 : : Positions : : 47,203 36,369 2,933 7,067 1,223 0 6,413 386 235 670 666 : : : : Changes from: December 12, 2017 : : 1,182 1,687 99 -931 -27 0 767 39 -135 -375 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 68.9 5.6 13.4 2.3 0.0 12.1 0.7 0.4 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,991 : : Positions : : 33,020 25,548 4,597 9,242 609 0 2,639 295 110 612 0 : : : : Changes from: December 12, 2017 : : 657 934 192 -850 109 0 825 25 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 65.5 11.8 23.7 1.6 0.0 6.8 0.8 0.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,713 : : Positions : : 10,268 17,313 9,675 0 3,375 0 2,775 225 50 25 0 : : : : Changes from: December 12, 2017 : : 80 -345 -400 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 73.0 40.8 0.0 14.2 0.0 11.7 0.9 0.2 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 14,910 : : Positions : : 7,155 14,415 5,555 0 475 270 0 0 1,270 0 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 96.7 37.3 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 15,020 : : Positions : : 7,290 14,525 5,815 0 475 420 0 0 890 0 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 96.7 38.7 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 810,750 : : Positions : : 581,653 378,501 6,119 107,059 127,406 0 91,170 22,375 1,917 14,684 69,553 : : : : Changes from: December 12, 2017 : : 10,001 -2,858 2 7,138 -2,087 -1,313 5,486 -3,295 1,916 946 -1,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 46.7 0.8 13.2 15.7 0.0 11.2 2.8 0.2 1.8 8.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 15,925 : : Positions : : 10,450 13,895 4,475 1,330 220 0 0 0 720 0 0 : : : : Changes from: December 12, 2017 : : 675 375 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 87.3 28.1 8.4 1.4 0.0 0.0 0.0 4.5 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 18,040 : : Positions : : 12,500 14,420 4,600 2,980 160 0 0 0 720 0 0 : : : : Changes from: December 12, 2017 : : 600 300 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 79.9 25.5 16.5 0.9 0.0 0.0 0.0 4.0 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 11,290 : : Positions : : 5,640 4,875 4,910 5,930 475 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 0 0 -400 -400 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 43.2 43.5 52.5 4.2 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,345 : : Positions : : 9,689 14,970 10,855 5,190 1,235 0 700 200 25 50 0 : : : : Changes from: December 12, 2017 : : 120 -100 -120 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 67.0 48.6 23.2 5.5 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 19,412 : : Positions : : 8,040 12,570 8,155 3,940 2,150 0 500 200 25 50 0 : : : : Changes from: December 12, 2017 : : 0 -130 -120 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 64.8 42.0 20.3 11.1 0.0 2.6 1.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 8,150 : : Positions : : 6,755 5,835 0 1,470 700 660 25 0 0 0 0 : : : : Changes from: December 12, 2017 : : 10 0 -50 640 -285 660 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 71.6 0.0 18.0 8.6 8.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 6,870 : : Positions : : 6,165 4,865 0 1,215 670 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 10 0 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 70.8 0.0 17.7 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 25,608 : : Positions : : 19,032 17,903 3,205 2,015 2,665 100 0 0 457 2,965 0 : : : : Changes from: December 12, 2017 : : -6 200 200 0 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 69.9 12.5 7.9 10.4 0.4 0.0 0.0 1.8 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 26,283 : : Positions : : 19,569 17,359 3,205 3,057 2,808 100 0 0 457 2,965 0 : : : : Changes from: December 12, 2017 : : -56 200 200 -50 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 66.0 12.2 11.6 10.7 0.4 0.0 0.0 1.7 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,000 : : Positions : : 102,358 80,284 3,430 24,308 5,217 150 2,615 450 3,390 2,351 715 : : : : Changes from: December 12, 2017 : : 4,269 4,833 0 150 0 0 -450 450 200 -24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 69.2 3.0 21.0 4.5 0.1 2.3 0.4 2.9 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 26 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 131,239 : : Positions : : 119,333 88,827 1,465 27,196 4,922 355 6,870 880 3,445 2,066 164 : : : : Changes from: December 12, 2017 : : 6,261 7,544 0 -655 205 205 -120 515 135 1 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 67.7 1.1 20.7 3.8 0.3 5.2 0.7 2.6 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 26 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 257,328 : : Positions : : 166,725 183,558 10,176 0 33,644 20,132 7,604 7,281 4,133 13,241 11,644 : : : : Changes from: December 12, 2017 : : 13,128 8,745 565 0 2,295 -1,071 -783 51 -1,025 3,338 -2,278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 71.3 4.0 0.0 13.1 7.8 3.0 2.8 1.6 5.1 4.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 39 40 7 0 5 8 6 4 7 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 39,169 : : Positions : : 29,091 34,529 5,135 1,690 2,345 1,895 0 280 100 250 50 : : : : Changes from: December 12, 2017 : : 320 240 -400 -910 -100 -390 0 190 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 88.2 13.1 4.3 6.0 4.8 0.0 0.7 0.3 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 37,419 : : Positions : : 27,826 33,939 4,285 450 2,605 2,235 0 100 100 300 0 : : : : Changes from: December 12, 2017 : : -30 190 -400 -970 -100 -150 0 50 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 90.7 11.5 1.2 7.0 6.0 0.0 0.3 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 12,665 : : Positions : : 7,820 7,415 2,740 3,480 1,770 0 0 0 300 0 0 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 58.5 21.6 27.5 14.0 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F3 Open Interest is 12,505 : : Positions : : 6,400 6,865 4,140 4,005 1,630 0 0 0 300 0 0 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 54.9 33.1 32.0 13.0 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 192,736 : : Positions : : 112,697 111,492 18,419 28,034 38,566 20,920 0 2,135 0 12,510 0 : : : : Changes from: December 12, 2017 : : 2,293 -1,485 -148 -2,080 1,781 -3 0 -26 0 5,706 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 57.8 9.6 14.5 20.0 10.9 0.0 1.1 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 29,324 : : Positions : : 22,387 24,502 2,650 355 300 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 275 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 83.6 9.0 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 28,130 : : Positions : : 20,780 23,225 2,975 355 300 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 175 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 82.6 10.6 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,955 : : Positions : : 3,095 9,565 6,795 0 950 0 375 0 50 0 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 80.0 56.8 0.0 7.9 0.0 3.1 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 29,380 : : Positions : : 13,308 21,973 11,455 200 1,275 0 0 175 0 2,400 0 : : : : Changes from: December 12, 2017 : : 65 275 -275 -185 120 0 -300 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 74.8 39.0 0.7 4.3 0.0 0.0 0.6 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 28,410 : : Positions : : 12,789 21,269 11,690 600 1,390 0 0 175 0 2,400 0 : : : : Changes from: December 12, 2017 : : 75 235 -440 -300 235 0 -300 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 74.9 41.1 2.1 4.9 0.0 0.0 0.6 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,715 : : Positions : : 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 28.0 3.0 13.6 8.7 0.0 33.9 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,220 : : Positions : : 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 29.5 2.8 16.6 8.6 0.0 32.2 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 37,475 : : Positions : : 18,105 29,750 13,595 1,975 460 550 0 350 50 605 75 : : : : Changes from: December 12, 2017 : : 2,400 2,600 300 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 79.4 36.3 5.3 1.2 1.5 0.0 0.9 0.1 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 34,950 : : Positions : : 16,195 28,420 13,400 1,400 420 800 0 200 50 655 75 : : : : Changes from: December 12, 2017 : : 2,400 3,000 700 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 81.3 38.3 4.0 1.2 2.3 0.0 0.6 0.1 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,165 : : Positions : : 16,345 9,835 0 325 3,435 0 6,070 0 0 0 0 : : : : Changes from: December 12, 2017 : : 0 -100 -50 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 44.4 0.0 1.5 15.5 0.0 27.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 22,480 : : Positions : : 16,490 11,860 0 5,325 1,705 0 430 50 130 25 50 : : : : Changes from: December 12, 2017 : : 50 100 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 52.8 0.0 23.7 7.6 0.0 1.9 0.2 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 20,985 : : Positions : : 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 51.7 0.0 24.5 8.2 0.0 2.0 0.2 0.9 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 37,460 : : Positions : : 24,520 11,595 0 23,730 100 10,155 725 0 1,450 100 0 : : : : Changes from: December 12, 2017 : : 580 0 0 330 100 -250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 31.0 0.0 63.3 0.3 27.1 1.9 0.0 3.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 32,220 : : Positions : : 20,175 13,255 0 16,005 300 8,535 725 0 1,350 100 0 : : : : Changes from: December 12, 2017 : : 350 0 0 200 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 41.1 0.0 49.7 0.9 26.5 2.3 0.0 4.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 99,005 : : Positions : : 48,295 89,780 34,075 0 270 6,900 100 1,430 965 310 615 : : : : Changes from: December 12, 2017 : : 1,570 1,600 -220 0 0 250 0 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 90.7 34.4 0.0 0.3 7.0 0.1 1.4 1.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 87,405 : : Positions : : 46,620 79,140 25,610 0 750 7,050 200 1,190 275 170 585 : : : : Changes from: December 12, 2017 : : 1,690 1,440 -400 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 90.5 29.3 0.0 0.9 8.1 0.2 1.4 0.3 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 17,745 : : Positions : : 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 18,745 : : Positions : : 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0 : : : : Changes from: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 48,340 : : Positions : : 36,065 30,735 0 1,905 4,450 0 2,825 525 0 600 0 : : : : Changes from: December 12, 2017 : : -200 0 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 63.6 0.0 3.9 9.2 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 30,135 : : Positions : : 19,120 17,620 45 1,465 4,080 400 0 225 0 600 0 : : : : Changes from: December 12, 2017 : : 600 50 -550 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 58.5 0.1 4.9 13.5 1.3 0.0 0.7 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 22, 2017