Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 43,236 : : Positions : : 13,953 26,379 7,428 710 327 140 5,545 2,988 14,200 3,291 2,952 : : : : Changes from: March 20, 2018 : : 374 279 -13 0 -75 -345 657 -114 776 -75 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 61.0 17.2 1.6 0.8 0.3 12.8 6.9 32.8 7.6 6.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 14 4 . 4 . 7 5 7 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 54,038 : : Positions : : 33,954 38,084 2,905 5,058 5,739 8,488 0 109 1,530 4,208 350 : : : : Changes from: March 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 70.5 5.4 9.4 10.6 15.7 0.0 0.2 2.8 7.8 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 . . . 4 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 43,597 : : Positions : : 32,766 37,219 0 1,712 3,756 625 0 0 5,900 360 550 : : : : Changes from: March 20, 2018 : : 996 1,821 0 -225 372 50 -300 0 250 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 85.4 0.0 3.9 8.6 1.4 0.0 0.0 13.5 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 0 . . . 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 26,577 : : Positions : : 22,052 17,075 0 6,447 1,000 50 0 50 2,620 1,200 805 : : : : Changes from: March 20, 2018 : : -105 180 0 -10 140 0 0 0 125 -150 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 64.2 0.0 24.3 3.8 0.2 0.0 0.2 9.9 4.5 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 176,481 : : Positions : : 142,679 135,035 11,288 11,497 7,660 7,425 9,137 3,000 2,416 8,253 1,726 : : : : Changes from: March 20, 2018 : : 788 -1,477 -595 173 465 285 1,500 -1,300 -130 153 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.5 6.4 6.5 4.3 4.2 5.2 1.7 1.4 4.7 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 34 32 5 . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 63,916 : : Positions : : 39,635 36,340 16,739 12,518 2,448 841 9,250 525 3,650 2,700 75 : : : : Changes from: March 20, 2018 : : 1,150 3,040 2,575 1,230 -870 -50 -125 -50 600 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 56.9 26.2 19.6 3.8 1.3 14.5 0.8 5.7 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 16 . . . . 4 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 38,757 : : Positions : : 33,029 21,627 5,625 15,655 100 0 50 0 0 1,325 0 : : : : Changes from: March 20, 2018 : : 1,219 2,272 325 -850 100 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 55.8 14.5 40.4 0.3 0.0 0.1 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 52,281 : : Positions : : 40,196 38,435 3,635 3,140 6,105 0 3,175 0 1,496 575 724 : : : : Changes from: March 20, 2018 : : -275 1,320 525 80 -390 0 -1,200 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 73.5 7.0 6.0 11.7 0.0 6.1 0.0 2.9 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 71,703 : : Positions : : 52,483 51,477 5,845 6,770 7,930 2,675 2,885 1,085 686 535 780 : : : : Changes from: March 20, 2018 : : 788 1,238 -250 430 730 1,150 190 250 25 -130 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 71.8 8.2 9.4 11.1 3.7 4.0 1.5 1.0 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 26 . . 4 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 72,476 : : Positions : : 49,756 52,561 18,000 16,065 1,665 0 90 260 2,065 866 594 : : : : Changes from: March 20, 2018 : : 145 -155 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.5 24.8 22.2 2.3 0.0 0.1 0.4 2.8 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 102,504 : : Positions : : 73,059 64,164 22,705 34,055 3,010 610 0 0 2,195 200 750 : : : : Changes from: March 20, 2018 : : 738 338 -100 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 62.6 22.2 33.2 2.9 0.6 0.0 0.0 2.1 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 30,831 : : Positions : : 20,141 26,615 6,115 0 3,870 300 0 0 350 0 0 : : : : Changes from: March 20, 2018 : : 1,410 910 -550 0 550 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 86.3 19.8 0.0 12.6 1.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 33,035 : : Positions : : 27,470 27,225 1,155 1,515 3,995 0 0 0 300 0 0 : : : : Changes from: March 20, 2018 : : -5 175 0 0 0 0 0 0 0 -415 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 82.4 3.5 4.6 12.1 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 38,876 : : Positions : : 20,663 25,435 0 7,386 1,992 4,079 0 690 8,204 240 2,720 : : : : Changes from: March 20, 2018 : : 698 573 0 328 420 80 0 11 70 -53 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 65.4 0.0 19.0 5.1 10.5 0.0 1.8 21.1 0.6 7.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 22 0 . . 5 0 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 38,688 : : Positions : : 26,384 35,358 8,809 0 3,045 300 200 0 150 0 0 : : : : Changes from: March 20, 2018 : : 1,520 980 -590 0 440 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 91.4 22.8 0.0 7.9 0.8 0.5 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 45,758 : : Positions : : 40,643 30,107 1,060 12,445 520 1,925 1,875 0 439 325 441 : : : : Changes from: March 20, 2018 : : 67 12 0 235 80 0 100 0 50 -230 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 65.8 2.3 27.2 1.1 4.2 4.1 0.0 1.0 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 44,534 : : Positions : : 33,011 36,401 8,391 7,405 175 700 0 0 1,799 0 163 : : : : Changes from: March 20, 2018 : : 790 1,450 320 -400 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 81.7 18.8 16.6 0.4 1.6 0.0 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 49,872 : : Positions : : 37,920 37,909 8,679 9,020 898 0 0 0 2,120 1,500 175 : : : : Changes from: March 20, 2018 : : 730 1,580 420 -400 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 76.0 17.4 18.1 1.8 0.0 0.0 0.0 4.3 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 78,041 : : Positions : : 64,524 70,049 9,439 3,757 2,538 0 350 0 175 0 1,173 : : : : Changes from: March 20, 2018 : : -335 1,903 413 -840 658 0 0 0 175 -810 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 89.8 12.1 4.8 3.3 0.0 0.4 0.0 0.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 22 . . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 112,758 : : Positions : : 95,418 93,371 11,266 4,907 2,453 745 1,294 126 1,620 9,383 850 : : : : Changes from: March 20, 2018 : : -371 1,429 350 -1,280 455 375 110 -110 30 110 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 82.8 10.0 4.4 2.2 0.7 1.1 0.1 1.4 8.3 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 23 . . 4 4 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 44,160 : : Positions : : 36,690 38,135 1,855 805 3,970 275 0 150 825 725 375 : : : : Changes from: March 20, 2018 : : 4,400 3,200 -195 805 -105 -75 0 75 75 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 86.4 4.2 1.8 9.0 0.6 0.0 0.3 1.9 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 35,185 : : Positions : : 27,105 24,315 2,720 5,395 2,095 975 1,850 250 375 143 972 : : : : Changes from: March 20, 2018 : : 240 1,050 1,000 300 -380 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 69.1 7.7 15.3 6.0 2.8 5.3 0.7 1.1 0.4 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 40,573 : : Positions : : 19,880 30,898 8,250 4,125 2,950 6,698 0 510 1,000 1,200 875 : : : : Changes from: March 20, 2018 : : -170 1,820 2,350 390 -390 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 76.2 20.3 10.2 7.3 16.5 0.0 1.3 2.5 3.0 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 42,217 : : Positions : : 20,663 38,578 20,899 0 210 0 1,646 0 50 1,249 51 : : : : Changes from: March 20, 2018 : : 205 5 -205 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 91.4 49.5 0.0 0.5 0.0 3.9 0.0 0.1 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 35,988 : : Positions : : 17,192 32,828 17,750 70 985 0 1,920 0 51 125 0 : : : : Changes from: March 20, 2018 : : 100 40 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 91.2 49.3 0.2 2.7 0.0 5.3 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 32,444 : : Positions : : 25,894 29,884 2,533 0 1,085 800 1,395 0 1,617 0 80 : : : : Changes from: March 20, 2018 : : 2,473 2,470 -43 0 -77 -50 20 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 92.1 7.8 0.0 3.3 2.5 4.3 0.0 5.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 5 0 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,636 : : Positions : : 19,730 22,240 1,800 290 491 0 125 320 740 10 50 : : : : Changes from: March 20, 2018 : : 5 485 425 -175 -2 0 50 -50 -50 10 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 94.1 7.6 1.2 2.1 0.0 0.5 1.4 3.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 50,190 : : Positions : : 43,801 31,351 2,886 7,753 1,573 760 7,860 0 714 1,332 270 : : : : Changes from: March 20, 2018 : : 1,535 406 273 355 -113 -25 245 0 0 762 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 62.5 5.8 15.4 3.1 1.5 15.7 0.0 1.4 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 40,842 : : Positions : : 35,819 26,574 3,991 9,453 395 0 3,400 135 125 864 1 : : : : Changes from: March 20, 2018 : : 2,235 555 -430 320 219 0 150 0 0 690 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 65.1 9.8 23.1 1.0 0.0 8.3 0.3 0.3 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,518 : : Positions : : 9,608 17,132 8,675 0 3,075 0 1,290 0 0 0 0 : : : : Changes from: March 20, 2018 : : -103 32 150 0 0 0 15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 79.6 40.3 0.0 14.3 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 13,730 : : Positions : : 8,345 12,545 3,270 0 835 135 300 0 960 50 0 : : : : Changes from: March 20, 2018 : : -75 0 375 0 -125 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 91.4 23.8 0.0 6.1 1.0 2.2 0.0 7.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 13,720 : : Positions : : 8,365 12,545 3,420 0 825 185 300 0 760 50 0 : : : : Changes from: March 20, 2018 : : -25 0 325 0 -25 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 91.4 24.9 0.0 6.0 1.3 2.2 0.0 5.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 21,455 : : Positions : : 14,765 15,120 4,665 4,565 1,200 0 0 0 255 0 0 : : : : Changes from: March 20, 2018 : : -120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 70.5 21.7 21.3 5.6 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 22,035 : : Positions : : 8,059 16,980 12,060 3,720 1,135 175 0 200 150 0 0 : : : : Changes from: March 20, 2018 : : -25 1,025 875 0 -165 -75 -200 200 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 77.1 54.7 16.9 5.2 0.8 0.0 0.9 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 19,085 : : Positions : : 7,164 14,110 8,825 2,720 2,255 375 0 0 150 0 0 : : : : Changes from: March 20, 2018 : : -25 425 275 0 -220 125 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 73.9 46.2 14.3 11.8 2.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 7,900 : : Positions : : 6,315 4,410 0 1,140 700 660 1,600 0 0 0 0 : : : : Changes from: March 20, 2018 : : 1,060 -65 0 -475 450 0 1,600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 55.8 0.0 14.4 8.9 8.4 20.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 6,000 : : Positions : : 5,345 4,570 95 945 435 0 0 0 0 0 0 : : : : Changes from: March 20, 2018 : : 110 85 -25 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 76.2 1.6 15.8 7.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 30,598 : : Positions : : 18,844 25,898 6,080 0 2,930 1,025 25 0 300 700 1,000 : : : : Changes from: March 20, 2018 : : 420 1,050 755 0 -315 425 -150 -25 0 700 -665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 84.6 19.9 0.0 9.6 3.3 0.1 0.0 1.0 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 30,571 : : Positions : : 19,159 25,229 5,143 50 3,522 1,025 25 0 300 700 1,000 : : : : Changes from: March 20, 2018 : : 440 1,050 0 -735 45 425 -150 -25 0 700 -665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 82.5 16.8 0.2 11.5 3.4 0.1 0.0 1.0 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 109,321 : : Positions : : 90,925 76,048 8,810 24,457 3,576 325 1,405 600 2,005 175 2,805 : : : : Changes from: March 20, 2018 : : 1,206 226 0 1,320 -1,790 300 615 0 100 -550 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 69.6 8.1 22.4 3.3 0.3 1.3 0.5 1.8 0.2 2.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 . . 5 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 125,966 : : Positions : : 106,029 86,338 9,920 31,056 2,992 1,675 2,745 335 2,420 160 2,325 : : : : Changes from: March 20, 2018 : : 240 -569 0 2,734 -1,424 1,650 365 250 75 -550 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 68.5 7.9 24.7 2.4 1.3 2.2 0.3 1.9 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 28 . 5 4 . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 262,866 : : Positions : : 189,811 201,976 1,447 6,098 26,132 22,424 6,405 5,053 9,227 8,505 8,437 : : : : Changes from: March 20, 2018 : : 5,061 633 -2,920 2 2,066 -952 145 660 205 373 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 76.8 0.6 2.3 9.9 8.5 2.4 1.9 3.5 3.2 3.2 : : : : Number of Traders in Each Category Total Traders: 89 : : 36 38 4 4 5 9 7 9 15 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 34,961 : : Positions : : 24,366 32,030 5,022 0 2,591 800 0 175 1,723 150 0 : : : : Changes from: March 20, 2018 : : 175 745 610 0 -280 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 91.6 14.4 0.0 7.4 2.3 0.0 0.5 4.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 11 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 33,247 : : Positions : : 22,950 30,344 5,747 0 1,888 70 0 850 1,358 50 100 : : : : Changes from: March 20, 2018 : : 195 765 610 0 -275 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 91.3 17.3 0.0 5.7 0.2 0.0 2.6 4.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 13,747 : : Positions : : 4,860 10,097 4,912 820 1,150 1,530 300 0 0 100 0 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 73.4 35.7 6.0 8.4 11.1 2.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 40,370 : : Positions : : 11,755 26,553 15,895 3,060 570 6,355 0 175 0 4,325 0 : : : : Changes from: March 20, 2018 : : -50 -500 0 600 -140 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 65.8 39.4 7.6 1.4 15.7 0.0 0.4 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 37,921 : : Positions : : 10,411 24,784 15,415 2,860 745 6,385 0 175 0 4,325 0 : : : : Changes from: March 20, 2018 : : -95 -515 0 600 -315 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 65.4 40.7 7.5 2.0 16.8 0.0 0.5 0.0 11.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 24,610 : : Positions : : 17,995 5,745 450 2,850 3,205 100 9,680 50 0 420 60 : : : : Changes from: March 20, 2018 : : -100 -50 0 75 -100 100 75 0 0 -100 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 23.3 1.8 11.6 13.0 0.4 39.3 0.2 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 24,735 : : Positions : : 17,115 5,880 450 1,935 4,655 100 9,480 50 0 520 0 : : : : Changes from: March 20, 2018 : : -825 25 0 -825 800 100 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 23.8 1.8 7.8 18.8 0.4 38.3 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 37,415 : : Positions : : 14,975 32,390 17,560 0 545 1,475 75 250 0 1,545 0 : : : : Changes from: March 20, 2018 : : 100 800 625 0 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 86.6 46.9 0.0 1.5 3.9 0.2 0.7 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 35,010 : : Positions : : 13,475 30,820 17,290 0 395 1,675 75 100 0 1,545 0 : : : : Changes from: March 20, 2018 : : 150 650 425 0 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 88.0 49.4 0.0 1.1 4.8 0.2 0.3 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 16,645 : : Positions : : 13,660 6,405 0 2,895 1,705 0 4,490 0 0 0 0 : : : : Changes from: March 20, 2018 : : 50 -100 0 -75 175 0 225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 38.5 0.0 17.4 10.2 0.0 27.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 0 . . 0 4 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,820 : : Positions : : 12,140 6,605 0 1,885 2,015 0 3,780 0 0 0 0 : : : : Changes from: March 20, 2018 : : -50 -100 0 -175 175 0 225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 41.8 0.0 11.9 12.7 0.0 23.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 25,975 : : Positions : : 19,190 12,635 0 9,980 900 1,545 50 400 1,200 0 105 : : : : Changes from: March 20, 2018 : : 505 -25 0 365 0 125 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 48.6 0.0 38.4 3.5 5.9 0.2 1.5 4.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 23,425 : : Positions : : 16,785 9,780 0 10,725 765 1,545 50 400 1,230 0 75 : : : : Changes from: March 20, 2018 : : 265 -575 0 915 0 125 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 41.8 0.0 45.8 3.3 6.6 0.2 1.7 5.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 38,695 : : Positions : : 26,260 10,645 0 24,970 0 8,355 50 540 2,160 1,125 0 : : : : Changes from: March 20, 2018 : : 150 150 0 -150 0 -100 50 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 27.5 0.0 64.5 0.0 21.6 0.1 1.4 5.6 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 34,245 : : Positions : : 23,020 12,975 0 18,070 20 7,125 50 120 2,060 1,125 0 : : : : Changes from: March 20, 2018 : : 150 150 0 -150 0 -100 50 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 37.9 0.0 52.8 0.1 20.8 0.1 0.4 6.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 97,800 : : Positions : : 41,985 84,255 34,065 0 315 9,235 0 2,670 1,445 2,460 0 : : : : Changes from: March 20, 2018 : : 955 2,265 100 0 0 1,235 -75 30 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 86.2 34.8 0.0 0.3 9.4 0.0 2.7 1.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 26 . 0 . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 90,125 : : Positions : : 41,930 75,010 25,145 0 520 8,795 0 2,320 1,515 2,360 0 : : : : Changes from: March 20, 2018 : : 350 1,460 -200 0 0 1,235 -75 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 83.2 27.9 0.0 0.6 9.8 0.0 2.6 1.7 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 25 . 0 . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 23,020 : : Positions : : 14,585 9,155 0 3,915 3,790 0 3,970 175 2,275 0 0 : : : : Changes from: March 20, 2018 : : 950 600 0 300 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 39.8 0.0 17.0 16.5 0.0 17.2 0.8 9.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,325 : : Positions : : 10,450 7,645 0 5,515 3,475 0 175 0 2,825 0 0 : : : : Changes from: March 20, 2018 : : -90 -540 0 400 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 44.1 0.0 31.8 20.1 0.0 1.0 0.0 16.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 17,315 : : Positions : : 5,650 12,120 260 135 2,035 8,020 0 0 0 1,675 0 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 70.0 1.5 0.8 11.8 46.3 0.0 0.0 0.0 9.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 47,890 : : Positions : : 33,530 30,360 0 2,435 5,320 200 335 1,245 0 600 100 : : : : Changes from: March 20, 2018 : : 225 200 0 700 -250 0 -475 325 0 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 63.4 0.0 5.1 11.1 0.4 0.7 2.6 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 27, 2018 : 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 33,610 : : Positions : : 18,785 18,810 0 1,820 3,400 2,265 0 0 0 400 100 : : : : Changes from: March 20, 2018 : : 20 275 -100 600 -500 475 0 0 0 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 56.0 0.0 5.4 10.1 6.7 0.0 0.0 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2018